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sparse-regression

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Sequential adaptive elastic net (SAEN) approach, complex-valued LARS solver for weighted Lasso/elastic-net problems, and sparsity (or model) order detection with an application to single-snapshot source localization.

  • Updated Mar 5, 2020
  • MATLAB

Physically-informed model discovery of systems with nonlinear, rational terms using the SINDy-PI method. Contains functionality for spectral filtering/differentiation. Code is quite messy, at least for now.

  • Updated May 6, 2021
  • MATLAB

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