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In this paper, we consider an anticipative nonlinear filtering problem, in which the observation noise is correlated with the past of the signal. This new signal-observation model has its applications in both finance models with insider…

Probability · Mathematics 2019-02-22 Guang Lin , Yanghui Liu , Samy Tindel

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

Systems and Control · Computer Science 2018-07-20 Bo Chen , Guoqiang Hu , Daniel W. C. Ho , Li Yu

World models aim to capture the states and dynamics of an environment in a compact latent space. Moreover, using Boolean state representations is particularly useful for search heuristics and symbolic reasoning and planning. Existing…

Machine Learning · Computer Science 2026-03-03 Davide Bizzaro , Luciano Serafini

In this paper we consider the continuous--time nonlinear filtering problem, which has an infinite--dimensional solution in general, as proved by Chaleyat--Maurel and Michel. There are few examples of nonlinear systems for which the optimal…

Probability · Mathematics 2009-01-15 Damiano Brigo

It is well known that physical phenomena may be of great help in computing some difficult problems efficiently. A typical example is prime factorization that may be solved in polynomial time by exploiting quantum entanglement on a quantum…

Emerging Technologies · Computer Science 2018-05-23 Massimiliano Di Ventra , Fabio L. Traversa

Despite their tremendous success and versatility, Deep Neural Networks (DNNs) such as Large Language Models (LLMs) suffer from inference inefficiency and rely on advanced computational infrastructure. To address these challenges and make…

Machine Learning · Computer Science 2025-05-05 Mohsen Dehghankar , Mahdi Erfanian , Abolfazl Asudeh

We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…

Artificial Intelligence · Computer Science 2012-06-26 Christopher Amato , Daniel S Bernstein , Shlomo Zilberstein

We present an efficient and practical (polynomial time) algorithm for online prediction in unknown and partially observed linear dynamical systems (LDS) under stochastic noise. When the system parameters are known, the optimal linear…

Machine Learning · Computer Science 2020-10-13 Paria Rashidinejad , Jiantao Jiao , Stuart Russell

This paper discusses a target tracking problem in which no dynamic mathematical model is explicitly assumed. A nonlinear filter based on the fuzzy If-then rules is developed. A comparison with a Kalman filter is made, and empirical results…

Artificial Intelligence · Computer Science 2013-03-25 Chin-Wang Tao , Wiley E. Thompson

Bayesian filtering is a well-known problem that aims to estimate plausible states of a dynamical system from observations. Among existing approaches to solve this problem, particle filters are theoretically exact for non-linear dynamics and…

Machine Learning · Computer Science 2026-05-20 Thomas Savary , François Rozet , Gilles Louppe

Nonnegative matrix factorization (NMF) is a powerful technique for dimension reduction, extracting latent factors and learning part-based representation. For large datasets, NMF performance depends on some major issues: fast algorithms,…

Optimization and Control · Mathematics 2015-07-01 Duy-Khuong Nguyen , Tu-Bao Ho

Silicon microring resonators (MRRs) have shown strong potential in acting as the nonlinear nodes of photonic reservoir computing (RC) schemes. By using nonlinearities within a silicon MRR, such as the ones caused by free-carrier dispersion…

Neural and Evolutionary Computing · Computer Science 2024-06-05 Bernard J. Giron Castro , Christophe Peucheret , Francesco Da Ros

The Kalman filter is a fundamental filtering algorithm that fuses noisy sensory data, a previous state estimate, and a dynamics model to produce a principled estimate of the current state. It assumes, and is optimal for, linear models and…

Neural and Evolutionary Computing · Computer Science 2021-04-30 Beren Millidge , Alexander Tschantz , Anil Seth , Christopher Buckley

One of the fundamental challenges in the deep learning community is to theoretically understand how well a deep neural network generalizes to unseen data. However, current approaches often yield generalization bounds that are either too…

Machine Learning · Computer Science 2024-07-23 Chengli Tan , Jiangshe Zhang , Junmin Liu

Pre-trained representation is one of the key elements in the success of modern deep learning. However, existing works on continual learning methods have mostly focused on learning models incrementally from scratch. In this paper, we explore…

Machine Learning · Computer Science 2022-08-18 Hyounguk Shon , Janghyeon Lee , Seung Hwan Kim , Junmo Kim

A global solution of the Schr\"odinger equation for explicitly time-dependent Hamiltonians is derived by integrating the non-linear differential equation associated with the time-dependent wave operator. A fast iterative solution method is…

Quantum Physics · Physics 2015-05-18 Arnaud Leclerc , Georges Jolicard

We present a distributed anytime algorithm for performing MAP inference in graphical models. The problem is formulated as a linear programming relaxation over the edges of a graph. The resulting program has a constraint structure that…

Artificial Intelligence · Computer Science 2012-02-20 Joop van de Ven , Fabio Ramos

This paper wants to increase our understanding and computational know-how for time--varying matrix problems and Zhang Neural Networks (ZNNs). These neural networks were invented for time or single parameter--varying matrix problems around…

Numerical Analysis · Mathematics 2023-12-05 Frank Uhlig

Linear Quadratic Regulator (LQR) is often combined with feedback linearization (FBL) for nonlinear systems that have the nonlinearity additive to the input. Conventional approaches estimate and cancel the nonlinearity based on the first…

Systems and Control · Electrical Eng. & Systems 2024-12-04 Takahito Fujimori

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang