Related papers: Sequential Inference for Latent Force Models
The factor graph approach to discrete-time linear Gaussian state space models is well developed. The paper extends this approach to continuous-time linear systems/filters that are driven by white Gaussian noise. By Gaussian message passing,…
The identification of Linear Time-Varying (LTV) systems from input-output data is a fundamental yet challenging ill-posed inverse problem. This work introduces a unified Bayesian framework that models the system's impulse response, $h(t,…
To solve control problems via model-based reasoning or planning, an agent needs to know how its actions affect the state of the world. The actions an agent has at its disposal often change the state of the environment in systematic ways.…
Latent variable models (LVMs) represent observed variables by parameterized functions of latent variables. Prominent examples of LVMs for unsupervised learning are probabilistic PCA or probabilistic SC which both assume a weighted linear…
Latent Gaussian Models (LGMs) are a subset of Bayesian Hierarchical models where Gaussian priors, conditional on variance parameters, are assigned to all effects in the model. LGMs are employed in many fields for their flexibility and…
Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…
Recent advances in analysis of subband amplitude envelopes of natural sounds have resulted in convincing synthesis, showing subband amplitudes to be a crucial component of perception. Probabilistic latent variable analysis is particularly…
Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…
Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…
This work develops a Bayesian non-parametric approach to signal separation where the signals may vary according to latent variables. Our key contribution is to augment Gaussian Process Latent Variable Models (GPLVMs) for the case where each…
We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC)…
State Space Models (SSMs) and Hidden Markov Models (HMMs) are foundational frameworks for modeling sequential data with latent variables and are widely used in signal processing, control theory, and machine learning. Despite their shared…
Longitudinal data are important in numerous fields, such as healthcare, sociology and seismology, but real-world datasets present notable challenges for practitioners because they can be high-dimensional, contain structured missingness…
The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models. However, the presence of numerous latent variables in GPSSM incurs unresolved issues for existing variational…
Control of nonlinear uncertain systems is a common challenge in the robotics field. Nonlinear latent force models, which incorporate latent uncertainty characterized as Gaussian processes, carry the promise of representing such systems…
In this work, we propose the Generative Latent Flow (GLF), an algorithm for generative modeling of the data distribution. GLF uses an Auto-encoder (AE) to learn latent representations of the data, and a normalizing flow to map the…
We introduce a new version of deep state-space models (DSSMs) that combines a recurrent neural network with a state-space framework to forecast time series data. The model estimates the observed series as functions of latent variables that…
In this work, we show that Latent Flow-Matching (LFM) models are robust to different types of perturbations, including data reduction and model capacity shrinkage. We characterize this stability by their tendency to generate similar outputs…
We present a model that can automatically learn alignments between high-dimensional data in an unsupervised manner. Our proposed method casts alignment learning in a framework where both alignment and data are modelled simultaneously.…
In this paper, a modified robust model predictive control scheme is proposed for linear parametric variable (LPV) and hybrid systems based on a quasi-min-max algorithm. Using a new cost function resulted in reduced unwanted disturbances…