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We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

The variability of active galactic nuclei (AGN) has long held the promise of shedding light on their detailed structure, and possibly other astrophysical phenonema. Different emission mechanisms lead to different patterns of variability in…

Astrophysics · Physics 2009-11-07 M. R. S. Hawkins

We present a test of the emission statistics of active galactic nuclei (AGN), probing the connection between red-noise temporal power spectra and multi-modal flux distributions known from observations. We simulate AGN lightcurves under the…

Astrophysics of Galaxies · Physics 2015-06-11 Jong-Ho Park , Sascha Trippe

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

The analysis of non-stationary signals in non-uniformly sampled data is a challenging task. Time-integrated methods, such as the generalised Lomb-Scargle (GLS) periodogram, provide a robust statistical assessment of persistent periodicities…

Signal Processing · Electrical Eng. & Systems 2026-02-09 Ashwini Kulkarni , Santosh Nannuru

Every linear system of partial differential equations (PDEs) admits a scaling symmetry in its dependent variables. In conjunction with other admitted symmetries of linear type, the associated invariant solution condition poses a linear…

Fluid Dynamics · Physics 2017-12-11 Michael Frewer

With the many ambitious proposals afoot for new generations of very large telescopes, along with spectrographs of unprecedented resolution, there arises the real possibility that the time evolution of the cosmological redshift may, in the…

Astrophysics · Physics 2008-11-26 Kayll Lake

This paper proposes a theory that bridges classical analytical mechanics and nonequilibrium thermodynamics. Its intent is to derive the evolution equations of a system from a stationarity principle for a suitably augmented Lagrangian…

Statistical Mechanics · Physics 2022-11-10 Paolo Podio-Guidugli , Epifanio G. Virga

Data-driven modeling of dynamical systems is a crucial area of machine learning. In many scenarios, a thorough understanding of the model's behavior becomes essential for practical applications. For instance, understanding the behavior of a…

Machine Learning · Computer Science 2025-04-14 Krzysztof Kacprzyk , Mihaela van der Schaar

Modern graph representation learning works mostly under the assumption of dealing with regularly sampled temporal graph snapshots, which is far from realistic, e.g., social networks and physical systems are characterized by continuous…

Machine Learning · Computer Science 2024-09-11 Alessio Gravina , Daniele Zambon , Davide Bacciu , Cesare Alippi

Motivated by the lack of a suitable constructive framework for analyzing popular stochastic models of Systems Biology, we devise conditions for existence and uniqueness of solutions to certain jump stochastic differential equations (SDEs).…

Probability · Mathematics 2014-12-17 Stefan Engblom

A method for model reduction in nonlinear ODE systems is demonstrated through computational examples. The method does not require an implicit separation of time-scales in the fine dynamics to be effective. From the computational standpoint,…

Mathematical Physics · Physics 2007-05-23 Aarti Sawant , Amit Acharya

The ability to observe extrasolar planets transiting their stars has profoundly changed our understanding of these planetary systems. However, these measurements depend on how well we understand the properties of the host star, such as…

Solar and Stellar Astrophysics · Physics 2022-06-15 Hilding R. Neilson , John B. Lester , Fabien Baron

This paper explores the observability and estimation capability of dynamical systems using predominantly relative measurements of the system's state-space variables, with minimal to no reliance on absolute measurements of these variables.…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Ioannis Raptis

Discrete canonical evolution is a key tool for understanding the dynamics in discrete models of spacetime, in particular those represented by a triangular Regge lattice. We consider a finite-dimensional system whose evolution is realized by…

General Relativity and Quantum Cosmology · Physics 2020-11-18 Jakub Káninský

The target of many astronomical studies is the recovery of tiny astrophysical signals living in a sea of uninteresting (but usually dominant) noise. In many contexts (i.e., stellar time-series, or high-contrast imaging, or stellar…

Instrumentation and Methods for Astrophysics · Physics 2017-11-01 Rodrigo Luger , Daniel Foreman-Mackey , David W. Hogg

We develop interacting particle algorithms for learning latent variable models with energy-based priors. To do so, we leverage recent developments in particle-based methods for solving maximum marginal likelihood estimation (MMLE) problems.…

Machine Learning · Statistics 2025-10-15 Joanna Marks , Tim Y. J. Wang , O. Deniz Akyildiz

Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…

Machine Learning · Computer Science 2025-02-03 Macheng Shen , Chen Cheng

Dynamic linear models (DLM) offer a very generic framework to analyse time series data. Many classical time series models can be formulated as DLMs, including ARMA models and standard multiple linear regression models. The models can be…

Methodology · Statistics 2019-08-20 Marko Laine

Stochastic differential equations (SDEs) are a fundamental tool for modelling dynamic processes, including gene regulatory networks (GRNs), contaminant transport, financial markets, and image generation. However, learning the underlying SDE…