The dynamics of systems of many degrees of freedom evolving on multiple scales are often modeled in terms of stochastic differential equations. Usually the structural form of these equations is unknown and the only manifestation of the system's dynamics are observations at discrete points in time. Despite their widespread use, accurately inferring these systems from sparse-in-time observations remains challenging. Conventional inference methods either focus on the temporal structure of observations, neglecting the geometry of the system's invariant density, or use geometric approximations of the invariant density, which are limited to conservative driving forces. To address these limitations, here, we introduce a novel approach that reconciles these two perspectives. We propose a path augmentation scheme that employs data-driven control to account for the geometry of the invariant system's density. Non-parametric inference on the augmented paths, enables efficient identification of the underlying deterministic forces of systems observed at low sampling rates.

本文介绍了一种基于路径增强和数据驱动控制的方法，可以高效地确定低采样率下系统的确定性力量，以克服现有方法中对观测时间结构或不变密度几何逼近的局限性。

基于几何约束的稀疏观测随机动态推断优化