# Sparse-to-Field Reconstruction via Stochastic Neural Dynamic Mode Decomposition

arXiv: https://arxiv.org/abs/2511.20612 · HTML: https://mlsanity.com/paper/2511.20612/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 18 of its 47 references that are in the map.
- First posted on arXiv 25 Nov 2025.

## Builds on (most cited first, 18 of 18)

- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
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- [Convolutional LSTM Network: A Machine Learning Approach for Precipitation Nowcasting](https://mlsanity.com/paper/1506.04214/) (2015)
- [RegNeRF: Regularizing Neural Radiance Fields for View Synthesis from Sparse Inputs](https://mlsanity.com/paper/2112.00724/) (2021)
- [Neural Controlled Differential Equations for Irregular Time Series](https://mlsanity.com/paper/2005.08926/) (2020)
- [Deep learning for universal linear embeddings of nonlinear dynamics](https://mlsanity.com/paper/1712.09707/) (2017)
- [Machine Learning for Fluid Mechanics](https://mlsanity.com/paper/1905.11075/) (2019)
- [WeatherBench: A benchmark dataset for data-driven weather forecasting](https://mlsanity.com/paper/2002.00469/) (2020)
- [Scalable Gradients for Stochastic Differential Equations](https://mlsanity.com/paper/2001.01328/) (2020)
- [FourCastNet: Accelerating Global High-Resolution Weather Forecasting using Adaptive Fourier Neural Operators](https://mlsanity.com/paper/2208.05419/) (2022)
- [Neural Stochastic Differential Equations: Deep Latent Gaussian Models in the Diffusion Limit](https://mlsanity.com/paper/1905.09883/) (2019)
- [Deep Kalman Filters](https://mlsanity.com/paper/1511.05121/) (2015)
- [Probabilistic Recurrent State-Space Models](https://mlsanity.com/paper/1801.10395/) (2018)
- [Bagging, optimized dynamic mode decomposition (BOP-DMD) for robust, stable forecasting with spatial and temporal uncertainty-quantification](https://mlsanity.com/paper/2107.10878/) (2021)
- [Spectral-Refiner: Accurate Fine-Tuning of Spatiotemporal Fourier Neural Operator for Turbulent Flows](https://mlsanity.com/paper/2405.17211/) (2024)
- [NeuralDMD: Interpretable Neural Representation of Dynamics from Sparse and Noisy Measurements](https://mlsanity.com/paper/2507.03094/) (2025)

## Abstract (arXiv)

Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD) provides a simple, data-driven approximation, but practical use is limited by sparse/noisy observations from continuous fields, reliance on linear approximations, and the lack of principled uncertainty quantification. To address these issues, we introduce Stochastic NODE-DMD, a probabilistic extension of DMD that models continuous-time, nonlinear dynamics while remaining interpretable. Our approach enables continuous spatiotemporal reconstruction at arbitrary coordinates and quantifies predictive uncertainty. Across four benchmarks, a synthetic setting and three physics-based flows, it surpasses a baseline in reconstruction accuracy when trained from only 10% observation density. It further recovers the dynamical structure by aligning learned modes and continuous-time eigenvalues with ground truth. Finally, on datasets with multiple realizations, our method learns a calibrated distribution over latent dynamics that preserves ensemble variability rather than averaging across regimes. Our code is available at: https://github.com/sedan-group/Stochastic-NODE-DMD