Related papers: Linear Variational State-Space Filtering

We describe a Markov latent state space (MLSS) model, where the latent state distribution is a decaying mixture over multiple past states. We present a simple sampling algorithm that allows to approximate such high-order MLSS with fixed…

We present Variational Self-Supervised Learning (VSSL), a novel framework that combines variational inference with self-supervised learning to enable efficient, decoder-free representation learning. Unlike traditional VAEs that rely on…

Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as…

We introduce a new version of deep state-space models (DSSMs) that combines a recurrent neural network with a state-space framework to forecast time series data. The model estimates the observed series as functions of latent variables that…

Recent advances in the estimation of deep directed graphical models and recurrent networks let us contribute to the removal of a blind spot in the area of probabilistc modelling of time series. The proposed methods i) can infer distributed…

In this paper, approximate Linear Minimum Variance (LMV) filters for continuous-discrete state space models are introduced. The filters are obtained by means of a recursive approximation to the predictions for the first two moments of the…

We address tracking and prediction of multiple moving objects in visual data streams as inference and sampling in a disentangled latent state-space model. By encoding objects separately and including explicit position information in the…

Accurate modeling of nonlinear systems is essential for reliable control, yet conventional identification methods often struggle to capture latent dynamics while maintaining stability. We propose a \textit{stable-by-design LPV neural…

Latent state space models are a fundamental and widely used tool for modeling dynamical systems. However, they are difficult to learn from data and learned models often lack performance guarantees on inference tasks such as filtering and…

Latent force models (LFMs) are flexible models that combine mechanistic modelling principles (i.e., physical models) with non-parametric data-driven components. Several key applications of LFMs need non-linearities, which results in…

Bayesian analysis of state-space models includes computing the posterior distribution of the system's parameters as well as filtering, smoothing, and predicting the system's latent states. When the latent states wander around $\mathbb{R}^n$…

Markov random fields (MRFs) are invaluable tools across diverse fields, and spatiotemporal MRFs (STMRFs) amplify their effectiveness by integrating spatial and temporal dimensions. However, modeling spatiotemporal data introduces additional…

Vertical federated learning trains models from feature-partitioned datasets across multiple clients, who collaborate without sharing their local data. Standard approaches assume that all feature partitions are available during both training…

In this paper, we propose a filtering algorithm for simultaneously estimating the mode, input and state of hidden mode switched linear stochastic systems with unknown inputs. Using a multiple-model approach with a bank of linear input and…

Audio-Visual Segmentation (AVS) aims to precisely outline audible objects in a visual scene at the pixel level. Existing AVS methods require fine-grained annotations of audio-mask pairs in supervised learning fashion. This limits their…

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

In this paper, we establish a unified framework for subspace identification (SID) of linear parameter-varying (LPV) systems to estimate LPV state-space (SS) models in innovation form. This framework enables us to derive novel LPV SID…

We propose a compressed sensing algorithm termed variance state propagation (VSP) for block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. The VSP algorithm is developed under the Bayesian…

The Linear Parameter-Varying (LPV) framework provides a modeling and control design toolchain to address nonlinear (NL) system behavior via linear surrogate models. Despite major research effort on LPV data-driven modeling, a key…

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)…