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The class of observation-driven models (ODMs) includes many models of non-linear time series which, in a fashion similar to, yet different from, hidden Markov models (HMMs), involve hidden variables. Interestingly, in contrast to most HMMs,…

Statistics Theory · Mathematics 2021-06-10 Tepmony Sim , Randal Douc , François Roueff

State space is widely used for modeling power systems and analyzing their dynamics but it is limited to representing causal and proper systems in which the number of zeros does not exceed the number of poles. In other words, the system…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Yitong Li , Timothy C. Green , Yunjie Gu

Partially observable Markov decision processes (POMDPs) are used to model a wide range of applications, including robotics, autonomous vehicles, and subsurface problems. However, accurately representing the belief is difficult for POMDPs…

Artificial Intelligence · Computer Science 2025-05-20 Antoine Bigeard , Anthony Corso , Mykel Kochenderfer

Many natural and engineered systems can be modeled as discrete state Markov processes. Often, only a subset of states are directly observable. Inferring the conditional probability that a system occupies a particular hidden state, given the…

Signal Processing · Electrical Eng. & Systems 2023-01-04 Daniel Chen , Alexander G. Strang , Andrew W. Eckford , Peter J. Thomas

The existence of generalized steady states (GSSs) in nonlinear mechanical systems under moderate temporally aperiodic forcing has only been shown recently. Here we derive systematic expansions for such GSSs and construct a numerical…

Dynamical Systems · Mathematics 2026-02-20 Roshan S. Kaundinya , Isabella Thiel , Bálint Kaszás , Shobhit Jain , George Haller

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

Differentiable simulators represent an environment's dynamics as a differentiable function. Within robotics and autonomous driving, this property is used in Analytic Policy Gradients (APG), which relies on backpropagating through the…

Artificial Intelligence · Computer Science 2025-11-14 Asen Nachkov , Danda Pani Paudel , Jan-Nico Zaech , Davide Scaramuzza , Luc Van Gool

Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…

Statistics Theory · Mathematics 2009-11-20 Sofia Andersson , Tobias Rydén

Applications of Reinforcement Learning (RL), in which agents learn to make a sequence of decisions despite lacking complete information about the latent states of the controlled system, that is, they act under partial observability of the…

Machine Learning · Computer Science 2022-05-26 Qinghua Liu , Alan Chung , Csaba Szepesvári , Chi Jin

Pseudorandom states (PRSs) are state ensembles that cannot be efficiently distinguished from Haar random states. However, the definition of PRSs has been limited to pure states and lacks robustness against noise. Here, we introduce…

Quantum Physics · Physics 2025-05-26 Nikhil Bansal , Wai-Keong Mok , Kishor Bharti , Dax Enshan Koh , Tobias Haug

Symbolic Regression (SR) allows for the discovery of scientific equations from data. To limit the large search space of possible equations, prior knowledge has been expressed in terms of formal grammars that characterize subsets of…

Machine Learning · Computer Science 2024-06-11 Tim Schneider , Amin Totounferoush , Wolfgang Nowak , Steffen Staab

For assignment problems where agents, specifying ordinal preferences, are allocated indivisible objects, two widely studied randomized mechanisms are the Random Serial Dictatorship (RSD) and Probabilistic Serial Rule (PS). These two…

Computer Science and Game Theory · Computer Science 2015-03-06 Hadi Hosseini , Kate Larson , Robin Cohen

Agents with the ability to comprehend and reason about the dynamics of objects would be expected to exhibit improved robustness and generalization in novel scenarios. However, achieving this capability necessitates not only an effective…

Artificial Intelligence · Computer Science 2023-10-30 Trang Nguyen , Amin Mansouri , Kanika Madan , Khuong Nguyen , Kartik Ahuja , Dianbo Liu , Yoshua Bengio

Partially Observable Markov Decision Processes (POMDPs) are a natural and general model in reinforcement learning that take into account the agent's uncertainty about its current state. In the literature on POMDPs, it is customary to assume…

Machine Learning · Computer Science 2022-03-24 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…

Atmospheric and Oceanic Physics · Physics 2009-08-26 T. N. Palmer , F. J. Doblas-Reyes , A. Weisheimer , G. J. Shutts , J. Berner , J. M. Murphy

The successor representation (SR) provides a powerful framework for decoupling predictive dynamics from rewards, enabling rapid generalisation across reward configurations. However, the classical SR is limited by its inherent policy…

Machine Learning · Computer Science 2026-02-16 Changmin Yu , Máté Lengyel

We search for digital biomarkers from Parkinson's Disease by observing approximate repetitive patterns matching hypothesized step and stride periodic cycles. These observations were modeled as a cycle of hidden states with randomness…

Quantitative Methods · Quantitative Biology 2017-11-15 Avinash Bukkittu , Baihan Lin , Trung Vu , Itsik Pe'er

Deep state space models (SSMs) are an actively researched model class for temporal models developed in the deep learning community which have a close connection to classic SSMs. The use of deep SSMs as a black-box identification model can…

Systems and Control · Electrical Eng. & Systems 2021-06-21 Daniel Gedon , Niklas Wahlström , Thomas B. Schön , Lennart Ljung

In this work, we extend the idea of Quantum Markov chains [S. Gudder. Quantum Markov chains. J. Math. Phys., 49(7), 2008] in order to propose Quantum Hidden Markov Models (QHMMs). For that, we use the notions of Transition Operation…

Quantum Physics · Physics 2017-03-03 Michał Cholewa , Piotr Gawron , Przemysław Głomb , Dariusz Kurzyk

The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…

Machine Learning · Computer Science 2024-02-28 YeXin Huang