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State-space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series. In most practical applications, the state-space model is specified through a…

Methodology · Statistics 2020-06-18 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet

Intelligent agents can cope with sensory-rich environments by learning task-agnostic state abstractions. In this paper, we propose an algorithm to approximate causal states, which are the coarsest partition of the joint history of actions…

State-space models effectively model multivariate time series by updating over time a representation of the system state from which predictions are made. The state representation is usually a vector without any explicit structure.…

Machine Learning · Computer Science 2026-04-07 Daniele Zambon , Andrea Cini , Cesare Alippi

In this paper, we propose a filtering algorithm for simultaneously estimating the mode, input and state of hidden mode switched linear stochastic systems with unknown inputs. Using a multiple-model approach with a bank of linear input and…

Optimization and Control · Mathematics 2016-06-28 Sze Zheng Yong , Minghui Zhu , Emilio Frazzoli

Nonlinear observer design for systems whose state space evolves on Lie groups is considered. The proposed method is similar to previously developed nonlinear observers in that it involves propagating the state estimate using a process model…

Systems and Control · Computer Science 2018-04-10 David Evan Zlotnik , James Richard Forbes

Learning from demonstrations is a useful way to transfer a skill from one agent to another. While most imitation learning methods aim to mimic an expert skill by following the demonstration step-by-step, imitating every step in the…

Robotics · Computer Science 2019-12-18 Youngwoon Lee , Edward S. Hu , Zhengyu Yang , Joseph J. Lim

A state-space model is a statistical framework for inferring latent states from observed time-series data. However, inference with nonlinear and high-dimensional state-space models remains challenging. To this end, an approach based on…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Yuma Yamaoka , Seiichi Uchida , Shoji Toyota

The identification of a nonlinear dynamic model is an open topic in control theory, especially from sparse input-output measurements. A fundamental challenge of this problem is that very few to zero prior knowledge is available on both the…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Steeven Janny , Quentin Possamai , Laurent Bako , Madiha Nadri , Christian Wolf

We propose to deal with sequential processes where only partial observations are available by learning a latent representation space on which policies may be accurately learned.

Machine Learning · Computer Science 2014-06-18 Gabriella Contardo , Ludovic Denoyer , Thierry Artieres , Patrick Gallinari

State estimation incorporates the feedback in optimization based advanced process control systems and is very important for the performance of model predictive control. We describe the extended Kalman filter, the unscented Kalman filter,…

In this paper, we propose a new approach to infer state machine models from protocol implementations. Our method, STATEINSPECTOR, learns protocol states by using novel program analyses to combine observations of run-time memory and I/O. It…

Cryptography and Security · Computer Science 2021-06-08 Chris McMahon Stone , Sam L. Thomas , Mathy Vanhoef , James Henderson , Nicolas Bailluet , Tom Chothia

The state estimation of continuous-time nonlinear systems in which a subset of sensor outputs can be maliciously controlled through injecting a potentially unbounded additive signal is considered in this paper. Analogous to our earlier work…

Optimization and Control · Mathematics 2020-08-31 Michelle S. Chong , Henrik Sandberg , Joao P. Hespanha

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where the data collection policy is unknown and needs to be estimated. We take a semi-parametric approach where the value…

Econometrics · Economics 2019-07-23 Mert Demirer , Vasilis Syrgkanis , Greg Lewis , Victor Chernozhukov

We discuss deep learning inference for the neutron star equation of state (EoS) using the real observational data of the mass and the radius. We make a quantitative comparison between the conventional polynomial regression and the neural…

Nuclear Theory · Physics 2021-06-14 Yuki Fujimoto , Kenji Fukushima , Koichi Murase

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…

Machine Learning · Computer Science 2023-10-27 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

Differentiable particle filters are an emerging class of sequential Bayesian inference techniques that use neural networks to construct components in state space models. Existing approaches are mostly based on offline supervised training…

Machine Learning · Computer Science 2023-12-19 Jiaxi Li , Xiongjie Chen , Yunpeng Li

To estimate the smoothing distribution in a nonlinear state space model, we apply the conditional particle filter with ancestor sampling. This gives an iterative algorithm in a Markov chain Monte Carlo fashion, with asymptotic convergence…

Computation · Statistics 2015-09-17 Andreas Svensson , Thomas B. Schön , Manon Kok

This article investigates stochastic epidemic models with partial information and addresses the estimation of current values of not directly observable states. The latter is also called nowcasting and related to the so-called "dark figure"…

Populations and Evolution · Quantitative Biology 2025-06-03 Florent Ouabo Kamkumo , Ibrahim Mbouandi Njiasse , Ralf Wunderlich

State-space models are dynamical systems defined by a latent and an observed process. In ecology, stochastic state-space models in discrete time are most often used to describe the imperfectly observed dynamics of population sizes or animal…

Methodology · Statistics 2025-08-13 Frederic Barraquand , Julien Gibaud

Multi-object state estimation is a fundamental problem for robotic applications where a robot must interact with other moving objects. Typically, other objects' relevant state features are not directly observable, and must instead be…

Robotics · Computer Science 2022-12-15 Angad Singh , Omar Makhlouf , Maximilian Igl , Joao Messias , Arnaud Doucet , Shimon Whiteson