CEBoosting: Online Sparse Identification of Dynamical Systems with Regime Switching by Causation Entropy Boosting
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Abstract (arXiv)
Regime switching is ubiquitous in many complex dynamical systems with multiscale features, chaotic behavior, and extreme events. In this paper, a causation entropy boosting (CEBoosting) strategy is developed to facilitate the detection of regime switching and the discovery of the dynamics associated with the new regime via online model identification. The causation entropy, which can be efficiently calculated, provides a logic value of each candidate function in a pre-determined library. The reversal of one or a few such causation entropy indicators associated with the model calibrated for the current regime implies the detection of regime switching. Despite the short length of each batch formed by the sequential data, the accumulated value of causation entropy corresponding to a sequence of data batches leads to a robust indicator. With the detected rectification of the model structure, the subsequent parameter estimation becomes a quadratic optimization problem, which is solved using closed analytic formulae. Using the Lorenz 96 model, it is shown that the causation entropy indicator can be efficiently calculated, and the method applies to moderately large dimensional systems. The CEBoosting algorithm is also adaptive to the situation with partial observations. It is shown via a stochastic parameterized model that the CEBoosting strategy can be combined with data assimilation to identify regime switching triggered by the unobserved latent processes. In addition, the CEBoosting method is applied to a nonlinear paradigm model for topographic mean flow interaction, demonstrating the online detection of regime switching in the presence of strong intermittency and extreme events.
Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 15 of its 124 references that are in the map. First posted on arXiv 16 Apr 2023.
Builds on
15 of 124 references.
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3 more
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Built on by
Citing papers per year: 2023: 1; 2024: 3; 2025: 2; 2026: 1.
7 papers.
- 2023Neural Dynamical Operator: Continuous Spatial-Temporal Model with Gradient-Based and Derivative-Free Optimization Methodscited by 14
- 2024Data-Driven Stochastic Closure Modeling via Conditional Diffusion Model and Neural Operatorcited by 12
- 2024CGKN: A Deep Learning Framework for Modeling Complex Dynamical Systems and Efficient Data Assimilationcited by 7
- 2024CGNSDE: Conditional Gaussian Neural Stochastic Differential Equation for Modeling Complex Systems and Data Assimilationcited by 6
- 2025Modeling Partially Observed Nonlinear Dynamical Systems and Efficient Data Assimilation via Discrete-Time Conditional Gaussian Koopman Networkcited by 6
- 2025Active Learning of Model Discrepancy with Bayesian Experimental Designcited by 5
- 2026Synergizing Transport-Based Generative Models and Latent Geometry for Stochastic Closure Modelingcited by 1
- 2026Synergizing Transport-Based Generative Models and Latent Geometry for Stochastic Closure Modeling19 Feb 2026
- 2025Modeling Partially Observed Nonlinear Dynamical Systems and Efficient Data Assimilation via Discrete-Time Conditional Gaussian Koopman Network11 Jul 2025
- 2025Active Learning of Model Discrepancy with Bayesian Experimental Design7 Feb 2025
- 2024CGKN: A Deep Learning Framework for Modeling Complex Dynamical Systems and Efficient Data Assimilation26 Oct 2024
- 2024Data-Driven Stochastic Closure Modeling via Conditional Diffusion Model and Neural Operator6 Aug 2024
- 2024CGNSDE: Conditional Gaussian Neural Stochastic Differential Equation for Modeling Complex Systems and Data Assimilation10 Apr 2024
- 2023Neural Dynamical Operator: Continuous Spatial-Temporal Model with Gradient-Based and Derivative-Free Optimization Methods20 Nov 2023