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We introduce Variational State-Space Filters (VSSF), a new method for unsupervised learning, identification, and filtering of latent Markov state space models from raw pixels. We present a theoretically sound framework for latent state…

Machine Learning · Computer Science 2022-03-22 Daniel Pfrommer , Nikolai Matni

State estimation for nonlinear state space models (SSMs) is a challenging task. Existing assimilation methodologies predominantly assume Gaussian posteriors on physical space, where true posteriors become inevitably non-Gaussian. We propose…

Machine Learning · Computer Science 2025-06-02 Yuta Tarumi , Keisuke Fukuda , Shin-ichi Maeda

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Methodology · Statistics 2025-11-07 Edoardo Marcelli , Sean O'Hagan , Veronika Rockova

The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…

Machine Learning · Statistics 2016-08-31 Michael C. Burkhart , David M. Brandman , Carlos E. Vargas-Irwin , Matthew T. Harrison

In this paper, we address the problem of predicting complex, nonlinear spatiotemporal dynamics when available data is recorded at irregularly-spaced sparse spatial locations. Most of the existing deep learning models for modeling…

Machine Learning · Computer Science 2022-07-13 Priyabrata Saha , Saibal Mukhopadhyay

Probabilistic inference in high-dimensional state-space models is computationally challenging. For many spatiotemporal systems, however, prior knowledge about the dependency structure of state variables is available. We leverage this…

Machine Learning · Computer Science 2024-08-09 Fiona Lippert , Bart Kranstauber , E. Emiel van Loon , Patrick Forré

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

Machine Learning · Computer Science 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen

We solve the problem of 6-DoF localisation and 3D dense reconstruction in spatial environments as approximate Bayesian inference in a deep state-space model. Our approach leverages both learning and domain knowledge from multiple-view…

Machine Learning · Statistics 2021-03-16 Atanas Mirchev , Baris Kayalibay , Patrick van der Smagt , Justin Bayer

We propose a variational Bayesian (VB) approach to learning distributions of latent variables in deep neural network (DNN) models for cross-domain knowledge transfer, to address acoustic mismatches between training and testing conditions.…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-22 Hu Hu , Sabato Marco Siniscalchi , Chao-Han Huck Yang , Chin-Hui Lee

We present Neural Bayesian Filtering (NBF), an algorithm for maintaining distributions over hidden states, called beliefs, in partially observable systems. NBF is trained to find a good latent representation of the beliefs induced by a…

We address tracking and prediction of multiple moving objects in visual data streams as inference and sampling in a disentangled latent state-space model. By encoding objects separately and including explicit position information in the…

Machine Learning · Statistics 2019-10-15 Adnan Akhundov , Maximilian Soelch , Justin Bayer , Patrick van der Smagt

Latent representations are critical for the performance and robustness of machine learning models, as they encode the essential features of data in a compact and informative manner. However, in vision tasks, these representations are often…

Machine Learning · Computer Science 2025-10-03 Bruno Corcuera , Carlos Eiras-Franco , Brais Cancela

Recently, data-driven models such as deep neural networks have shown to be promising tools for modelling and state inference in soft robots. However, voluminous amounts of data are necessary for deep models to perform effectively, which…

The problem of state estimation for unobservable distribution systems is considered. A deep learning approach to Bayesian state estimation is proposed for real-time applications. The proposed technique consists of distribution learning of…

Machine Learning · Statistics 2019-02-26 Kursat Rasim Mestav , Jaime Luengo-Rozas , Lang Tong

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

Unsupervised deep-learning (DL) models were recently proposed for deformable image registration tasks. In such models, a neural-network is trained to predict the best deformation field by minimizing some dissimilarity function between the…

Computer Vision and Pattern Recognition · Computer Science 2020-08-11 Samah Khawaled , Moti Freiman

Channel prediction has emerged as an effective solution for acquiring accurate channel state information (CSI) in the presense of channel aging. Existing methods have inherent limitations, with conventional Kalman filter (KF)-based approach…

Signal Processing · Electrical Eng. & Systems 2026-03-06 Dongwon Kim , Jinu Gong , Joonhyuk Kang

Deep learning provides accurate collaborative filtering models to improve recommender system results. Deep matrix factorization and their related collaborative neural networks are the state-of-art in the field; nevertheless, both models…

Information Retrieval · Computer Science 2021-07-28 Jesús Bobadilla , Fernando Ortega , Abraham Gutiérrez , Ángel González-Prieto

Bayesian filtering for high-dimensional nonlinear stochastic dynamical systems is a fundamental yet challenging problem in many fields of science and engineering. Existing methods face significant obstacles: Gaussian-based filters struggle…

Numerical Analysis · Mathematics 2025-03-06 Xintong Wang , Xiaofei Guan , Ling Guo , Hao Wu

In this work, we aim to establish a Bayesian adaptive learning framework by focusing on estimating latent variables in deep neural network (DNN) models. Latent variables indeed encode both transferable distributional information and…

Audio and Speech Processing · Electrical Eng. & Systems 2024-01-26 Hu Hu , Sabato Marco Siniscalchi , Chin-Hui Lee
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