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We show that this is a convex optimization at each step. Then, for systems with a large number of degrees of freedom where other approaches are intractable, we demonstrate that this data-driven algorithm gives accurate inference with both synthetic data and two real-world examples.The focusing nonlinear Schrödinger (NLS) equation is the simplest universal model describing the modulation instability of quasimonochromatic waves in weakly nonlinear media, the main physical mechanism for the appearance of anomalous (rogue) waves (AWs) in na
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