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2009.08810

Automatic Differentiation to Simultaneously Identify Nonlinear Dynamics and Extract Noise Probability Distributions from Data

Kadierdan Kaheman, Steven L. Brunton, J. Nathan Kutz

incompletemedium confidence
Category
math.DS
Journal tier
Specialist/Solid
Processed
Sep 28, 2025, 12:55 AM

Audit review

The paper asserts that the global optimum of the modified SINDy objective L(Ξ, N̂)=es+ed must satisfy N̂=N and f(x)=Θ(x)Ξ, but gives no formal assumptions or proof, and the objective as written admits degenerate zero-valued solutions without a fidelity/regularization term on N̂. The candidate solution supplies idealized assumptions and a structured proof, but it incorrectly concludes X̂=X and N̂=N: because N̂ is unconstrained, any self-consistent trajectory X̂ for some Ξ yields L=0 by setting N̂=Y−X̂, so recovery is not unique. Hence both arguments are incomplete.

Referee report (LaTeX)

\textbf{Recommendation:} major revisions

\textbf{Journal Tier:} specialist/solid

\textbf{Justification:}

The method is practically valuable and clearly presented, but the paper’s theoretical claim that the global optimum of the proposed objective necessarily recovers the true noise and dynamics is unsupported and, under the stated formulation, generally false without additional identifiability assumptions or regularization on the noise. Strengthening the theory, clarifying assumptions, and discussing degeneracies are necessary for correctness.