# Bias and Coverage Properties of the WENDy-IRLS Algorithm

arXiv: https://arxiv.org/abs/2510.03365 · HTML: https://mlsanity.com/paper/2510.03365/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 3 Oct 2025.

## Built on by (most cited first, 3 of 3)

- [Learning effective models from network dynamics data with multiple initial conditions using weak form SINDy](https://mlsanity.com/paper/2605.30432/) (2026)
- [Time-Dependent PDE-Constrained Optimization via Weak-Form Latent Dynamics](https://mlsanity.com/paper/2605.20639/) (2026)
- [Tensor-Train Weak SINDy: Identifying High-Dimensional Nonlinear Dynamics](https://mlsanity.com/paper/2609.09434/) (2026)

## Abstract (arXiv)

The Weak form Estimation of Nonlinear Dynamics (WENDy) method is a recently proposed class of parameter estimation algorithms that exhibits notable noise robustness and computational efficiency. This work examines the coverage and bias properties of the original WENDy-IRLS algorithm's parameter and state estimators in the context of the following differential equations: Logistic, Lotka-Volterra, FitzHugh-Nagumo, Hindmarsh-Rose, and a Protein Transduction Benchmark. The estimators' performance was studied in simulated data examples, under four different noise distributions (normal, log-normal, additive censored normal, and additive truncated normal), and a wide range of noise, reaching levels much higher than previously tested for this algorithm.
