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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

Probabilistic approaches for handling count-valued time sequences have attracted amounts of research attentions because their ability to infer explainable latent structures and to estimate uncertainties, and thus are especially suitable for…

Machine Learning · Computer Science 2024-05-24 Jiahao Wang , Sikun Yang , Heinz Koeppl , Xiuzhen Cheng , Pengfei Hu , Guoming Zhang

Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…

Methodology · Statistics 2023-11-21 Paul F. V. Wiemann , Matthias Katzfuss

An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…

Machine Learning · Statistics 2016-08-31 Vahid Bastani , Lucio Marcenaro , Carlo Regazzoni

Approach and landing accidents have resulted in a significant number of hull losses worldwide. Technologies (e.g., instrument landing system) and procedures (e.g., stabilized approach criteria) have been developed to reduce the risks. In…

Machine Learning · Computer Science 2021-08-03 Sim Kuan Goh , Narendra Pratap Singh , Zhi Jun Lim , Sameer Alam

Leveraging autonomous systems in safety-critical scenarios requires verifying their behaviors in the presence of uncertainties and black-box components that influence the system dynamics. In this work, we develop a framework for verifying…

Systems and Control · Electrical Eng. & Systems 2024-07-17 John Skovbekk , Luca Laurenti , Eric Frew , Morteza Lahijanian

Centuries of development in natural sciences and mathematical modeling provide valuable domain expert knowledge that has yet to be explored for the development of machine learning models. When modeling complex physical systems, both domain…

Machine Learning · Computer Science 2020-09-01 Daniel L. Marino , Milos Manic

We present the interpretable meta neural ordinary differential equation (iMODE) method to rapidly learn generalizable (i.e., not parameter-specific) dynamics from trajectories of multiple dynamical systems that vary in their physical…

Machine Learning · Computer Science 2023-09-28 Qiaofeng Li , Tianyi Wang , Vwani Roychowdhury , M. Khalid Jawed

Switching physical systems are ubiquitous in modern control applications, for instance, locomotion behavior of robots and animals, power converters with switches and diodes. The dynamics and switching conditions are often hard to obtain or…

Systems and Control · Electrical Eng. & Systems 2023-05-18 Thomas Beckers , Tom Z. Jiahao , George J. Pappas

The application of generalist multimodal models (GMMs) to specialized scientific domains remains limited due to the scarcity of comprehensive domain-specific datasets that integrate multiple data modalities beyond text and images. In…

Machine Learning · Computer Science 2026-05-27 Sai Munikoti , Ian Stewart , Chengping Chai , Lisa Linville , Scott Vasquez , Sameera Horawalavithana , Karl Pazdernik

In this paper, we propose a novel Gaussian process-based moving horizon estimation (MHE) framework for unknown nonlinear systems. On the one hand, we approximate the system dynamics by the posterior means of the learned Gaussian processes…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

Spatiotemporal imaging has applications in e.g. cardiac diagnostics, surgical guidance, and radiotherapy monitoring, In this paper, we explain the temporal motion by identifying the underlying dynamics, only based on the sequential images.…

Medical Physics · Physics 2024-10-16 Niklas Gunnarsson , Peter Kimstrand , Jens Sjölund , Thomas B. Schön

The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…

Methodology · Statistics 2008-02-05 K. Triantafyllopoulos

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

Graph neural networks are often used to model interacting dynamical systems since they gracefully scale to systems with a varying and high number of agents. While there has been much progress made for deterministic interacting systems,…

Machine Learning · Computer Science 2023-05-04 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

Machine Learning · Statistics 2014-09-09 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

A novel multi-task Gaussian process (GP) framework is proposed, by using a common mean process for sharing information across tasks. In particular, we investigate the problem of time series forecasting, with the objective to improve…

Computation · Statistics 2022-05-25 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey

Empirically observed time series in physics, biology, or medicine, are commonly generated by some underlying dynamical system (DS) which is the target of scientific interest. There is an increasing interest to harvest machine learning…

Machine Learning · Computer Science 2022-07-07 Daniel Kramer , Philine Lou Bommer , Carlo Tombolini , Georgia Koppe , Daniel Durstewitz

Learning and predicting the dynamics of physical systems requires a profound understanding of the underlying physical laws. Recent works on learning physical laws involve generalizing the equation discovery frameworks to the discovery of…

Machine Learning · Statistics 2023-10-11 Tapas Tripura , Souvik Chakraborty

This paper proposes embedded Gaussian Process Barrier States (GP-BaS), a methodology to safely control unmodeled dynamics of nonlinear system using Bayesian learning. Gaussian Processes (GPs) are used to model the dynamics of the…

Systems and Control · Electrical Eng. & Systems 2022-12-02 Hassan Almubarak , Manan Gandhi , Yuichiro Aoyama , Nader Sadegh , Evangelos A. Theodorou