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A new local time-decoupled squared Wasserstein-2 method for training stochastic neural networks to reconstruct uncertain parameters in dynamical systems

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arxiv 2503.05068 v1 pith:W6R4EFJC submitted 2025-03-07 cs.LG math.PR

A new local time-decoupled squared Wasserstein-2 method for training stochastic neural networks to reconstruct uncertain parameters in dynamical systems

classification cs.LG math.PR
keywords dynamicalparameterssystemsdistributionlocalmethodmodelsquared
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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In this work, we propose and analyze a new local time-decoupled squared Wasserstein-2 method for reconstructing the distribution of unknown parameters in dynamical systems. Specifically, we show that a stochastic neural network model, which can be effectively trained by minimizing our proposed local time-decoupled squared Wasserstein-2 loss function, is an effective model for approximating the distribution of uncertain model parameters in dynamical systems. Through several numerical examples, we showcase the effectiveness of our proposed method in reconstructing the distribution of parameters in different dynamical systems.

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