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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

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.