mlsanityData to 7 Oct 2026

Sparse Identification of Nonlinear Dynamics with Conformal Prediction

arXiv 2507.11739 ↗First posted 15 Jul 2025cs.LG cs.CE math.DScited by 3

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Abstract (arXiv)

The Sparse Identification of Nonlinear Dynamics (SINDy) is a method for discovering nonlinear dynamical system models from data. Quantifying uncertainty in SINDy models is essential for assessing their reliability, particularly in safety-critical applications. While various uncertainty quantification methods exist for SINDy, including Bayesian and ensemble approaches, this work explores the integration of Conformal Prediction, a framework that can provide valid prediction intervals with coverage guarantees based on minimal assumptions like data exchangeability. We introduce three applications of conformal prediction with Ensemble-SINDy (E-SINDy): (1) quantifying uncertainty in time series prediction, (2) model selection based on library feature importance, and (3) quantifying the uncertainty of identified model coefficients using feature conformal prediction. We demonstrate the three applications on stochastic predator-prey dynamics and several chaotic dynamical systems. We show that conformal prediction methods integrated with E-SINDy can reliably achieve desired target coverage for time series forecasting, effectively quantify feature importance, and produce more robust uncertainty intervals for model coefficients, even under non-Gaussian noise, compared to standard E-SINDy coefficient estimates.

Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 24 of its 52 references that are in the map. First posted on arXiv 15 Jul 2025.

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24 of 52 references.

References · 24

  1. 2016Distribution-Free Predictive Inference For Regressioncited by 657
  2. 2021Adaptive Conformal Inference Under Distribution Shiftcited by 360
  3. 2019Predictive inference with the jackknife+cited by 206
  4. 2022Adaptive Conformal Predictions for Time Seriescited by 155
  5. 2021Ensemble-SINDy: Robust sparse model discovery in the low-data, high-noise limit, with active learning and controlcited by 134
  6. 2022Conformal Inference for Online Prediction with Arbitrary Distribution Shiftscited by 123
  7. 2024Theoretical Foundations of Conformal Predictioncited by 96
  8. 2021Chaos as an interpretable benchmark for forecasting and data-driven modellingcited by 87
  9. 2023Conformal PID Control for Time Series Predictioncited by 85
  10. 2023Improved Online Conformal Prediction via Strongly Adaptive Online Learningcited by 76
  11. 2020Predictive Inference Is Free with the Jackknife+-after-Bootstrapcited by 55
  12. 2023Conformal Prediction for Time Series with Modern Hopfield Networkscited by 40
12 more
  1. 2020Automatic Differentiation to Simultaneously Identify Nonlinear Dynamics and Extract Noise Probability Distributions from Datacited by 36
  2. 2022Predictive Inference with Feature Conformal Predictioncited by 33
  3. 2023Direct Estimation of Parameters in ODE Models Using WENDy: Weak-form Estimation of Nonlinear Dynamicscited by 20
  4. 2023Benchmarking sparse system identification with low-dimensional chaoscited by 19
  5. 2020Bayesian System ID: Optimal management of parameter, model, and measurement uncertaintycited by 16
  6. 2020Bayesian differential programming for robust systems identification under uncertaintycited by 16
  7. 2023Convergence of uncertainty estimates in Ensemble and Bayesian sparse model discoverycited by 15
  8. 2024Rapid Bayesian identification of sparse nonlinear dynamics from scarce and noisy datacited by 15
  9. 2025Safe Physics-Informed Machine Learning for Dynamics and Controlcited by 9
  10. 2024VENI, VINDy, VICI: a generative reduced-order modeling framework with uncertainty quantificationcited by 8
  11. 2024Statistical Mechanics of Dynamical System Identificationcited by 5
  12. 2024EKF-SINDy: Empowering the extended Kalman filter with sparse identification of nonlinear dynamicscited by 5

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