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We present a multivariate Gaussian process regression approach for parameter field reconstruction based on the field's measurements collected at two different scales, the coarse and fine scales. The proposed approach treats the parameter…

Methodology · Statistics 2018-04-19 David A. Barajas-Solano , Alexandre M. Tartakovsky

Multiscale modeling is a systematic approach to describe the behavior of complex systems by coupling models from different scales. The approach has been demonstrated to be very effective in areas of science as diverse as materials science,…

Computational Physics · Physics 2020-01-08 Ting Wang , Kenneth W. Leiter , Petr Plechac , Jaroslaw Knap

Data-driven reduced-order models often fail to make accurate forecasts of high-dimensional nonlinear dynamical systems that are sensitive along coordinates with low-variance because such coordinates are often truncated, e.g., by proper…

Systems and Control · Electrical Eng. & Systems 2023-04-14 Samuel E. Otto , Alberto Padovan , Clarence W. Rowley

Simplified representations of macromolecules help in rationalising and understanding the outcome of atomistic simulations, and serve to the construction of effective, coarse-grained models. The number and distribution of coarse-grained…

Soft Condensed Matter · Physics 2021-10-27 Roberto Menichetti , Marco Giulini , Raffaello Potestio

Coarse-graining (CG) is a systematic reduction of the number of degrees of freedom (DOF) used to describe a system of interest. CG can be thought of as a projection on coarse-grained DOF and is therefore dependent on the functions used to…

Soft Condensed Matter · Physics 2018-10-17 Christoph Scherer , Denis Andrienko

Accurate state estimation is critical for optimal policy design in dynamic systems. However, obtaining true system states is often impractical or infeasible, complicating the policy learning process. This paper introduces a novel neural…

Computer Vision and Pattern Recognition · Computer Science 2025-06-09 Ashik E Rasul , Hyung-Jin Yoon

We present a class of algorithms for state estimation in nonlinear, non-Gaussian state-space models. Our approach is based on a variational Lagrangian formulation that casts Bayesian inference as a sequence of entropic trust-region updates…

Machine Learning · Computer Science 2025-11-20 Hany Abdulsamad , Ángel F. García-Fernández , Simo Särkkä

The state space (SS) representation of Gaussian processes (GP) has recently gained a lot of interest. The main reason is that it allows to compute GPs based inferences in O(n), where $n$ is the number of observations. This implementation…

Machine Learning · Computer Science 2016-01-08 Alessio Benavoli , Marco Zaffalon

The ability to extract compact, meaningful summaries from large-scale and multimodal data is critical for numerous applications, ranging from video analytics to medical reports. Prior methods in cross-modal summarization have often suffered…

Computation and Language · Computer Science 2025-07-31 Hannah Kim , Sofia Martinez , Jason Lee

An inference method for Gaussian process augmented state-space models are presented. This class of grey-box models enables domain knowledge to be incorporated in the inference process to guarantee a minimum of performance, still they are…

Signal Processing · Electrical Eng. & Systems 2020-03-17 Anton Kullberg , Isaac Skog , Gustaf Hendeby

In this paper, we examine how to build coarse-grain transport models consistently from the kinetic to fluid regimes. The internal energy of the gas particles is described through a state-to-state approach. A kinetic equation allows us to…

Fluid Dynamics · Physics 2021-03-15 Erik Torres , Georgios Bellas-Chatzigeorgis , Thierry E. Magin

A state-space model is a time-series model that has an unobserved latent process from which we take noisy measurements over time. The observations are conditionally independent given the latent process and the latent process itself is…

Methodology · Statistics 2025-10-07 Paul Fearnhead , Chris Sherlock

Big data often has emergent structure that exists at multiple levels of abstraction, which are useful for characterizing complex interactions and dynamics of the observations. Here, we consider multiple levels of abstraction via a…

State-space models are used in a wide range of time series analysis formulations. Kalman filtering and smoothing are work-horse algorithms in these settings. While classic algorithms assume Gaussian errors to simplify estimation, recent…

Optimization and Control · Mathematics 2018-07-02 Jonathan Jonker , Aleksandr Y. Aravkin , James V. Burke , Gianluigi Pillonetto , Sarah Webster

State engineering of quantum objects is a central requirement in most implementations. In the cases where the quantum dynamics can be described by analytical solutions or simple approximation models, optimal state preparation protocols have…

Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…

Machine Learning · Statistics 2016-12-06 Rahul G. Krishnan , Uri Shalit , David Sontag

Coarse graining is a common imperfection of realistic quantum measurement, obstructing the direct observation of quantum features. Under highly coarse-grained measurement, we experimentally detect the continuous-variable nonclassicality of…

Quantum Physics · Physics 2023-10-19 Chan Roh , Young-Do Yoon , Jiyong Park , Young-Sik Ra

In order to illustrate the adaptation of traditional continuum numerical techniques to the study of complex network systems, we use the equation-free framework to analyze a dynamically evolving multigraph. This approach is based on coupling…

Data Analysis, Statistics and Probability · Physics 2016-11-03 Alexander Holiday , Ioannis G. Kevrekidis

Most experiments can only detect a set of coarse-grained clusters of a molecular system, while the internal microstates are often inaccessible. Here, based on an infinitely long coarse-grained trajectory, we obtain a set of sufficient…

Statistical Mechanics · Physics 2024-12-16 Bingjie Wu , Chen Jia

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Machine Learning · Computer Science 2023-09-06 Zhidi Lin , Juan Maroñas , Ying Li , Feng Yin , Sergios Theodoridis