Related papers: Probabilistic Recurrent State-Space Models
State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…
State-space models (SSMs) have recently attention as an efficient alternative to computationally expensive attention-based models for sequence modeling. They rely on linear recurrences to integrate information over time, enabling fast…
Many real-world dynamical systems can be described as State-Space Models (SSMs). In this formulation, each observation is emitted by a latent state, which follows first-order Markovian dynamics. A Probabilistic Deep SSM (ProDSSM)…
Recurrent State-space models (RSSMs) are highly expressive models for learning patterns in time series data and system identification. However, these models assume that the dynamics are fixed and unchanging, which is rarely the case in…
Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…
This paper studies sequence modeling for prediction tasks with long range dependencies. We propose a new formulation for state space models (SSMs) based on learning linear dynamical systems with the spectral filtering algorithm (Hazan et…
Machines that can replicate human intelligence with type 2 reasoning capabilities should be able to reason at multiple levels of spatio-temporal abstractions and scales using internal world models. Devising formalisms to develop such…
This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes…
State space models (SSMs) have shown remarkable empirical performance on many long sequence modeling tasks, but a theoretical understanding of these models is still lacking. In this work, we study the learning dynamics of linear SSMs to…
The goal of this paper is to provide a system identification-friendly introduction to the Structured State-space Models (SSMs). These models have become recently popular in the machine learning community since, owing to their…
State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference,…
Over the past few years, research on deep graph learning has shifted from static graphs to temporal graphs in response to real-world complex systems that exhibit dynamic behaviors. In practice, temporal graphs are formalized as an ordered…
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)…
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…
A State Space Model (SSM) is a foundation model in time series analysis, which has recently been shown as an alternative to transformers in sequence modeling. In this paper, we theoretically study the generalization of SSMs and propose…
State-space models (SSMs) provide a flexible framework for modelling time-series data. Consequently, SSMs are ubiquitously applied in areas such as engineering, econometrics and epidemiology. In this paper we provide a fast approach for…
Real-world dynamical systems often consist of multiple stochastic subsystems that interact with each other. Modeling and forecasting the behavior of such dynamics are generally not easy, due to the inherent hardness in understanding the…
Latent state space systems are ubiquitous in statistical modelling, arising naturally when a time series is observed through a noisy measurement function, however training deep state space models (DSSM) at scale remains difficult. Two…
We introduce a novel unsupervised learning method for time series data with latent dynamical structure: the recognition-parametrized Gaussian state space model (RP-GSSM). The RP-GSSM is a probabilistic model that learns Markovian Gaussian…
State Space Models (SSMs), developed to tackle long sequence modeling tasks efficiently, offer both parallelizable training and fast inference. At their core are recurrent dynamical systems that maintain a hidden state, with update costs…