magi: A Package for Inference of Dynamic Systems from Noisy and Sparse Data via Manifold-Constrained Gaussian Processes
This article presents the magi software package for the inference of dynamic systems. The focus of magi is on dynamics modeled by nonlinear ordinary differential equations with unknown parameters. While such models are widely used in science and engineering, the available experimental data for para...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2024-05-01
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| Series: | Journal of Statistical Software |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4695 |
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| _version_ | 1846101677459898368 |
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| author | Samuel W. K. Wong Shihao Yang S. C. Kou |
| author_facet | Samuel W. K. Wong Shihao Yang S. C. Kou |
| author_sort | Samuel W. K. Wong |
| collection | DOAJ |
| description |
This article presents the magi software package for the inference of dynamic systems. The focus of magi is on dynamics modeled by nonlinear ordinary differential equations with unknown parameters. While such models are widely used in science and engineering, the available experimental data for parameter estimation may be noisy and sparse. Furthermore, some system components may be entirely unobserved. magi solves this inference problem with the help of manifold-constrained Gaussian processes within a Bayesian statistical framework, whereas unobserved components have posed a significant challenge for existing software. We use several realistic examples to illustrate the functionality of magi. The user may choose to use the package in any of the R, MATLAB, and Python environments.
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| format | Article |
| id | doaj-art-18f228672e4940b2b2307c30ff498703 |
| institution | Kabale University |
| issn | 1548-7660 |
| language | English |
| publishDate | 2024-05-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj-art-18f228672e4940b2b2307c30ff4987032024-12-29T00:12:44ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602024-05-01109110.18637/jss.v109.i04magi: A Package for Inference of Dynamic Systems from Noisy and Sparse Data via Manifold-Constrained Gaussian ProcessesSamuel W. K. Wong0Shihao Yang1S. C. Kou2University of WaterlooGeorgia Institute of TechnologyHarvard University This article presents the magi software package for the inference of dynamic systems. The focus of magi is on dynamics modeled by nonlinear ordinary differential equations with unknown parameters. While such models are widely used in science and engineering, the available experimental data for parameter estimation may be noisy and sparse. Furthermore, some system components may be entirely unobserved. magi solves this inference problem with the help of manifold-constrained Gaussian processes within a Bayesian statistical framework, whereas unobserved components have posed a significant challenge for existing software. We use several realistic examples to illustrate the functionality of magi. The user may choose to use the package in any of the R, MATLAB, and Python environments. https://www.jstatsoft.org/index.php/jss/article/view/4695 |
| spellingShingle | Samuel W. K. Wong Shihao Yang S. C. Kou magi: A Package for Inference of Dynamic Systems from Noisy and Sparse Data via Manifold-Constrained Gaussian Processes Journal of Statistical Software |
| title | magi: A Package for Inference of Dynamic Systems from Noisy and Sparse Data via Manifold-Constrained Gaussian Processes |
| title_full | magi: A Package for Inference of Dynamic Systems from Noisy and Sparse Data via Manifold-Constrained Gaussian Processes |
| title_fullStr | magi: A Package for Inference of Dynamic Systems from Noisy and Sparse Data via Manifold-Constrained Gaussian Processes |
| title_full_unstemmed | magi: A Package for Inference of Dynamic Systems from Noisy and Sparse Data via Manifold-Constrained Gaussian Processes |
| title_short | magi: A Package for Inference of Dynamic Systems from Noisy and Sparse Data via Manifold-Constrained Gaussian Processes |
| title_sort | magi a package for inference of dynamic systems from noisy and sparse data via manifold constrained gaussian processes |
| url | https://www.jstatsoft.org/index.php/jss/article/view/4695 |
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