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We study the problem of learning a mixture of multiple linear dynamical systems (LDSs) from unlabeled short sample trajectories, each generated by one of the LDS models. Despite the wide applicability of mixture models for time-series data,…

Machine Learning · Statistics 2022-05-26 Yanxi Chen , H. Vincent Poor

We present a framework for constructing a structured realization of a linear time-invariant dynamical system solely from a discrete sampling of an input and output trajectory of the system. We estimate the transfer function of the original…

Optimization and Control · Mathematics 2019-02-15 Elliot Fosong , Philipp Schulze , Benjamin Unger

Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…

Methodology · Statistics 2023-10-11 Michelle Carey , James O. Ramsay

It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…

Statistics Theory · Mathematics 2023-06-01 Angelina Roche

By incorporating physical consistency as inductive bias, deep neural networks display increased generalization capabilities and data efficiency in learning nonlinear dynamic models. However, the complexity of these models generally…

Machine Learning · Computer Science 2025-03-03 Katharina Friedl , Noémie Jaquier , Jens Lundell , Tamim Asfour , Danica Kragic

We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. The main assumption behind these models is that the response variables are conditionally independent given a latent process…

Statistics Theory · Mathematics 2010-03-16 F. Bartolucci , A. Farcomeni , F. Pennoni

Designing video prediction models that account for the inherent uncertainty of the future is challenging. Most works in the literature are based on stochastic image-autoregressive recurrent networks, which raises several performance and…

Computer Vision and Pattern Recognition · Computer Science 2020-08-10 Jean-Yves Franceschi , Edouard Delasalles , Mickaël Chen , Sylvain Lamprier , Patrick Gallinari

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

Latent variable models for text, when trained successfully, accurately model the data distribution and capture global semantic and syntactic features of sentences. The prominent approach to train such models is variational autoencoders…

Machine Learning · Computer Science 2021-06-09 Bo Pang , Erik Nijkamp , Tian Han , Ying Nian Wu

In this work, we present the novel mathematical framework of latent dynamics models (LDMs) for reduced order modeling of parameterized nonlinear time-dependent PDEs. Our framework casts this latter task as a nonlinear dimensionality…

Numerical Analysis · Mathematics 2024-12-02 Nicola Farenga , Stefania Fresca , Simone Brivio , Andrea Manzoni

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

Based on the Fundamental Lemma by Willems et al., the entire behaviour of a Linear Time-Invariant (LTI) system can be characterised by a single data sequence of the system as long the input is persistently exciting. This is an essential…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Chris Verhoek , Roland Tóth , Sofie Haesaert , Anne Koch

We consider the problem of learning the dynamics of a linear system when one has access to data generated by an auxiliary system that shares similar (but not identical) dynamics, in addition to data from the true system. We use a weighted…

Machine Learning · Statistics 2025-01-20 Lei Xin , Lintao Ye , George Chiu , Shreyas Sundaram

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Dynamic latent space models are widely used for characterizing changes in networks and relational data over time. These models assign to each node latent attributes that characterize connectivity with other nodes, with these latent…

Methodology · Statistics 2024-12-13 Jennifer Noelle Kampe , Luca Alessandro Silva , Tomas Roslin , David Brian Dunson

Model-based controllers can offer strong guarantees on stability and convergence by relying on physically accurate dynamic models. However, these are rarely available for high-dimensional mechanical systems such as deformable objects or…

Robotics · Computer Science 2026-02-10 Katharina Friedl , Noémie Jaquier , Seungyeon Kim , Jens Lundell , Danica Kragic

We identify and analyze a surprising phenomenon of Latent Diffusion Models (LDMs) where the final steps of the diffusion can degrade sample quality. In contrast to conventional arguments that justify early stopping for numerical stability,…

Machine Learning · Statistics 2026-03-03 Yu-Han Wu , Quentin Berthet , Gérard Biau , Claire Boyer , Romuald Elie , Pierre Marion

Latent class models have wide applications in social and biological sciences. In many applications, pre-specified restrictions are imposed on the parameter space of latent class models, through a design matrix, to reflect practitioners'…

Statistics Theory · Mathematics 2019-06-03 Yuqi Gu , Gongjun Xu

Generative classifiers offer potential advantages over their discriminative counterparts, namely in the areas of data efficiency, robustness to data shift and adversarial examples, and zero-shot learning (Ng and Jordan,2002; Yogatama et…

Computation and Language · Computer Science 2019-10-02 Xiaoan Ding , Kevin Gimpel
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