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A grand challenge in modern neuroscience is to bridge the gap between the detailed mapping of microscale neural circuits and mechanistic understanding of cognitive functions. While extensive knowledge exists about neuronal connectivity and…

Neurons and Cognition · Quantitative Biology 2026-02-11 Sen Lu , Xiaoyu Zhang , Mingtao Hu , Eric Yeu-Jer Lee , Soohyeon Kim , Wei D. Lu

Accurate fMRI analysis requires sensitivity to temporal structure across multiple scales, as BOLD signals encode cognitive processes that emerge from fast transient dynamics to slower, large-scale fluctuations. Existing deep learning (DL)…

Signal Processing · Electrical Eng. & Systems 2026-01-06 Furkan Genç , Boran İsmet Macun , Sait Sarper Özaslan , Emine U. Saritas , Tolga Çukur

We propose a new class of filtering and smoothing methods for inference in high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models. The main idea is to combine the ensemble Kalman filter and smoother, developed in the…

Methodology · Statistics 2019-03-22 Matthias Katzfuss , Jonathan R. Stroud , Christopher K. Wikle

The identification and modeling of time-varying systems is a fundamental challenge in signal processing and system identification. To address this challenge, we propose a class of time-varying state-space model (SSM) based neural networks…

Machine Learning · Computer Science 2026-05-18 Sanja Karilanova , Subhrakanti Dey , Ayça Özçelikkale

This article focuses on the measurement and evolution modeling of Standardized Kalman filtering for brain activity estimation using non-invasive electroencephalography data. Here, we propose new parameter tuning and a model that uses the…

Applications · Statistics 2025-12-23 Joonas Lahtinen

State-space models (SSMs) are a class of networks for sequence learning that benefit from fixed state size and linear complexity with respect to sequence length, contrasting the quadratic scaling of typical attention mechanisms. Inspired…

Machine Learning · Computer Science 2025-10-02 Jared Boyer , T. Konstantin Rusch , Daniela Rus

State space models are well-known for their versatility in modeling dynamic systems that arise in various scientific disciplines. Although parametric state space models are well studied, nonparametric approaches are much less explored in…

Methodology · Statistics 2015-07-23 Satyaki Mazumder , Sourabh Bhattacharya

This paper concerns the identification of continuous-time systems in state-space form that are subject to Lebesgue sampling. Contrary to equidistant (Riemann) sampling, Lebesgue sampling consists of taking measurements of a continuous-time…

Systems and Control · Electrical Eng. & Systems 2023-04-10 Rodrigo A. González , Angel L. Cedeño , María Coronel , Juan C. Agüero , Cristian R. Rojas

Advances in neuroscience and artificial intelligence have enabled preliminary decoding of brain activity. However, despite the progress, the interpretability of neural representations remains limited. A significant challenge arises from the…

Computer Vision and Pattern Recognition · Computer Science 2025-12-23 Hasib Aslam , Muhammad Talal Faiz , Muhammad Imran Malik

We present a variational method for online state estimation and parameter learning in state-space models (SSMs), a ubiquitous class of latent variable models for sequential data. As per standard batch variational techniques, we use…

Machine Learning · Statistics 2022-06-16 Andrew Campbell , Yuyang Shi , Tom Rainforth , Arnaud Doucet

Neural electromagnetic (EM) signals recorded non-invasively from individual human subjects vary in complexity and magnitude. Nonetheless, variation in neural activity has been difficult to quantify and interpret, due to complex, broad-band…

Neurons and Cognition · Quantitative Biology 2018-07-04 Trang-Anh Nghiem , Jean-Marc Lina , Matteo di Volo , Cristiano Capone , Alan C. Evans , Alain Destexhe , Jennifer S. Goldman

Existing models encounter bottlenecks in balancing performance and computational efficiency when modeling long sequences. Although the state space model (SSM) has achieved remarkable success in handling long sequence tasks, it still faces…

Machine Learning · Computer Science 2025-05-06 Tongyi Liang , Han-Xiong Li

State-space models are widely employed across various research disciplines to study unobserved dynamics. Conventional estimation techniques, such as Kalman filtering and expectation maximisation, offer valuable insights but incur high…

Computation · Statistics 2023-11-28 Jose M. Sanchez-Bornot , Roberto C. Sotero , Scott Kelso , Damien Coyle

Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs)…

Machine Learning · Computer Science 2023-03-17 Michael Zhang , Khaled K. Saab , Michael Poli , Tri Dao , Karan Goel , Christopher Ré

We extend the linear mixed-effects state model to accommodate the correlated individuals and investigate its parameter and state estimation based on disturbance smoothing in this paper. For parameter estimation, EM and score based…

Methodology · Statistics 2014-09-03 Jie Zhou , Aiping Tang

Time series analysis by state-space models is widely used in forecasting and extracting unobservable components like level, slope, and seasonality, along with explanatory variables. However, their reliance on traditional Kalman filtering…

Machine Learning · Statistics 2024-08-20 André Ramos , Davi Valladão , Alexandre Street

Data assimilation, defined as the fusion of data with preexisting knowledge, is particularly suited to elucidating underlying phenomena from noisy/insufficient observations. Although this approach has been widely used in diverse fields,…

Neurons and Cognition · Quantitative Biology 2017-08-18 Lara Escuain-Poole , Jordi Garcia-Ojalvo , Antonio J. Pons

The field of deep-learning-based ECG analysis has been largely dominated by convolutional architectures. This work explores the prospects of applying the recently introduced structured state space models (SSMs) as a particularly promising…

Machine Learning · Computer Science 2022-11-15 Temesgen Mehari , Nils Strodthoff

State space models (SSMs) have recently emerged as a powerful framework for long sequence processing, outperforming traditional methods on diverse benchmarks. Fundamentally, SSMs can generalize both recurrent and convolutional networks and…

Signal Processing · Electrical Eng. & Systems 2025-12-24 Xiaoyu Zhang , Mingtao Hu , Sen Lu , Soohyeon Kim , Eric Yeu-Jer Lee , Yuyang Liu , Wei D. Lu

Spatio-temporal data and processes are prevalent across a wide variety of scientific disciplines. These processes are often characterized by nonlinear time dynamics that include interactions across multiple scales of spatial and temporal…

Machine Learning · Statistics 2017-08-18 Patrick L. McDermott , Christopher K. Wikle