2211.16000
Asymptotic consistency of the WSINDy algorithm in the limit of continuum data
Daniel A. Messenger, David M. Bortz
correctmedium confidence
- Category
- Not specified
- Journal tier
- Strong Field
- Processed
- Sep 28, 2025, 12:56 AM
- arXiv Links
- Abstract ↗PDF ↗
Audit review
The paper proves an exponential filtered concentration bound and unconditional asymptotic consistency for WSINDy under a moving-average filter with width m(ν) ≳ m^α, yielding t(m) = O(m^{-α(k/(d+1)-1/2)}) and tails exp{-c [m(t−t(m))]^{2/pmax}/(1+pmax)} (Theorem 4.2) , with a careful coupling argument to handle filter-induced correlations (Appendix D) and general concentration tools (Theorem 3.1) . The candidate solution reaches the same inequality and consequences (LS consistency and one-shot MSTLS support inclusion; exact recovery under an identifiability margin) and matches the rate/exponent and unions over KJ, but sketches independence or blocking for filtered averages rather than the paper’s coupling-based treatment of dependence. The conclusions and rates agree; the proof strategies differ.
Referee report (LaTeX)
\textbf{Recommendation:} minor revisions \textbf{Journal Tier:} strong field \textbf{Justification:} Technically careful and practically relevant analysis that clarifies the role of filtering in WSINDy with explicit concentration rates and consistency guarantees. The treatment of filter-induced dependence via coupling is a noteworthy and rigorous contribution. Minor improvements in exposition and guidance on threshold selection would further strengthen the paper.