Mauro Maggioni

We propose a learning procedure for system identification in interacting particle systems from single-snapshot observations of collective behaviors, unlike existing approaches that rely on observations of trajectories. This setting leads to a fundamentally ill-posed inverse problem, which we solve by using a regularization strategy based on the empirical distribution of observed configurations, drawn from different, unobserved initial conditions. We test our learning procedure on a variety of representative models with steady-state and quasi-stationary patterns, where collective behaviors encode implicit information about the interaction mechanisms, demonstrating that our approach enables stable and accurate recovery of the underlying interaction laws, leading to faithful reproduction of the collective behavior, and in many cases even of the dynamics leading up to it.

We introduce a class of probabilistic cellular automata that are capable of exhibiting rich dynamics such as synchronization and ergodicity, and can be easily inferred from data. The system is a finite-state locally interacting Markov chain on a circular graph. Each site’s subsequent state is random, with a distribution determined by its neighborhood’s empirical distribution multiplied by a local transition matrix. We establish sufficient and necessary conditions on the local transition matrix for synchronization and ergodicity. Also, we introduce novel least squares estimators for inferring the local transition matrix from various types of data, which may consist of either multiple trajectories, a long trajectory, or ensemble sequences without trajectory information. Under suitable identifiability conditions, we show the asymptotic normality of these estimators and provide non-asymptotic bounds for their accuracy.

We propose a framework for the joint inference of network topology, multi-type interaction kernels, and latent type assignments in heterogeneous interacting particle systems from multi-trajectory data. This learning task is a challenging non-convex mixed-integer optimization problem, which we address through a novel three-stage approach. First, we leverage shared structure across agent interactions to recover a low-rank embedding of the system parameters via matrix sensing. Second, we identify discrete interaction types by clustering within the learned embedding. Third, we recover the network weight matrix and kernel coefficients through matrix factorization and a post-processing refinement. We provide theoretical guarantees with estimation error bounds under a Restricted Isometry Property (RIP) assumption and establish conditions for the exact recovery of interaction types based on cluster separability. Numerical experiments on synthetic datasets, including heterogeneous predator-prey systems, demonstrate that our method yields an accurate reconstruction of the underlying dynamics and is robust to noise.

Solving partial differential equations (PDEs) using numerical methods is a ubiquitous task in engineering and medicine. However, the computational costs can be prohibitively high when many-query evaluations of PDE solutions on multiple geometries are needed. Here we aim to address this challenge by introducing Diffeomorphic Mapping Operator Learning (DIMON), a generic artificial intelligence framework that learns geometry-dependent solution operators of different types of PDE on a variety of geometries. We present several examples to demonstrate the performance, efficiency and scalability of the framework in learning both static and time-dependent PDEs on parameterized and non-parameterized domains; these include solving the Laplace equations, reaction–diffusion equations and a system of multiscale PDEs that characterize the electrical propagation on thousands of personalized heart digital twins. DIMON can reduce the computational costs of solution approximations on multiple geometries from hours to seconds with substantially less computational resources.

We consider the nonlinear inverse problem of learning a transition operator A from partial observations at T different times, in the form of sparse observations of entries of the powers $\mathbf {A},\mathbf {A}^{2},\cdots ,\mathbf {A}^{T}$ . We address the nonlinearity of this spatio-temporal transition operator recovery problem by a suitable embedding into block-Hankel matrices, transforming it to a low-rank matrix completion problem, even when A has full rank. For both a uniform and an adaptive random space-time sampling model, we quantify the recoverability of the transition operator via suitable measures of incoherence of these block-Hankel embedding matrices. For graph transition operators these measures of incoherence depend on the interplay between the dynamics and the graph topology. We develop a suitable non-convex iterative reweighted least squares (IRLS) algorithm, establish its quadratic local convergence, and show that, in optimal scenarios, no more than ${\mathcal {O}}(rn \log (nT))$ space-time samples are sufficient to ensure accurate recovery of a rank-r operator A of size $n \times n$ . We provide an efficient implementation of the proposed IRLS algorithm with space complexity of order $O(r n T)$ and per-iteration time complexity linear in n, and confirm in numerical experiments that for several graph transition operators, the theoretical findings accurately track empirical phase transitions.

Stochastic physical systems across the sciences that have very high-dimensional state spaces, with a large number of fast degrees of freedom that force direct simulators to proceed by integration steps that are orders of magnitude smaller than events of interests (e.g particle collisions). Examples range from molecular motion to dynamics of large populations of cells. A grand challenge in the simulation and understanding of such systems is the systematic construction of accurate, interpretable, reduced models, enabling faster simulations, revealing fundamental properties of the dynamics, and predicting phenomena of interest that the original simulator could not reached with sufficient accuracy or within a given computational budget. In this projected we developed novel statistical estimation/machine learning techniques for analyzing and building empirical reduced models for important families of high-dimensional stochastic systems, in particular: - we developed techniques for estimating interaction kernels in interacting particle- and agent-based systems, which are ubiquitous in Physics, Biology and many other sciences, given observed trajectories of the system; - we developed techniques for nonlinear model reduction for high-dimensional stochastic systems that have a small number of unknown, nonlinear slow variables, and a large number of fast modes, that are possibly of large magnitude, given observed short trajectoriesmore » of the system in the form of bursts of trajectories from different initial conditions; - we developed novel techniques for estimating linear dynamical systems on graphs when both the dynamics and the underlying graph are unknown, and we have a sparse set of space-time observations; - we considered the problem of estimating an unknown nonlinear observation function of a standard process (e.g. Brownian motion), so that we can recognized if an observed dynamics is ``just'' a nonlinear version of a known dynamics; we also developed benchmarks for learning algorithms aimed at learning and classifying diffusion processes. « less

Modeling the complex interactions of systems of particles or agents is a fundamental problem across the sciences, from physics and biology, to economics and social sciences. In this work, we consider second-order, heterogeneous, multivariable models of interacting agents or particles, within simple environments. We describe a nonparametric inference framework to efficiently estimate the latent interaction kernels which drive these dynamical systems. We develop a learning theory which establishes strong consistency and optimal nonparametric min–max rates of convergence for the estimators, as well as provably accurate predicted trajectories. The optimal rates only depends on intrinsic dimension of interactions, which is typically much smaller than the ambient dimension. Our arguments are based on a coercivity condition which ensures that the interaction kernels can be estimated in stable fashion. The numerical algorithm presented to build the estimators is parallelizable, performs well on high-dimensional problems, and its performance is tested on a variety of complex dynamical systems.