Related papers: Linear Variational State-Space Filtering

Deep learning has achieved strong performance in Time Series Forecasting (TSF). However, we identify a critical representation paradox, termed Latent Chaos: models with accurate predictions often learn latent representations that are…

We introduce variational spectral learning (VSL), a machine learning framework for solving partial differential equations (PDEs) that operates directly in the coefficient space of spectral expansions. VSL offers a principled bridge between…

Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class of Localized Particle Filters (LPFs) that exploit spatial…

This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, which is a principled method that has…

We perform approximate inference in state-space models with nonlinear state transitions. Without parameterizing a generative model, we apply Bayesian update formulas using a local linearity approximation parameterized by neural networks.…

Variational Autoencoders (VAEs) are powerful generative models for learning latent representations. Standard VAEs generate dispersed and unstructured latent spaces by utilizing all dimensions, which limits their interpretability, especially…

Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…

Our current understanding of the structure and dynamics of aqueous interfaces at the molecular level has grown substantially in the last few decades due to the continuous development of surface-specific spectroscopies, such as vibrational…

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Linear parameter-varying (LPV) models form a powerful model class to analyze and control a (nonlinear) system of interest. Identifying an LPV model of a nonlinear system can be challenging due to the difficulty of selecting the scheduling…

Self-supervised learning (SSL) approaches, such as contrastive and generative methods, have advanced environmental sound representation learning using unlabeled data. However, how these approaches can complement each other within a unified…

This paper addresses the estimation of the State Of Charge (SOC) of lithium-ion cells via the combination of two widely used paradigms: Kalman Filters (KFs) equipped with Equivalent Circuit Models (ECMs) and machine-learning approaches. In…

To comprehend complex systems with multiple states, it is imperative to reveal the identity of these states by system outputs. Nevertheless, the mathematical models describing these systems often exhibit nonlinearity so that render the…

State space models (SSMs) provide a flexible framework for modeling complex time series via a latent stochastic process. Inference for nonlinear, non-Gaussian SSMs is often tackled with particle methods that do not scale well to long time…

Estimating hidden states in dynamical systems, also known as optimal filtering, is a long-standing problem in various fields of science and engineering. In this paper, we introduce a general filtering framework, \textbf{LLM-Filter}, which…

In this paper we present a fully Bayesian latent variable model which exploits conditional nonlinear(in)-dependence structures to learn an efficient latent representation. The latent space is factorized to represent shared and private…

Variational inference for state space models (SSMs) is known to be hard in general. Recent works focus on deriving variational objectives for SSMs from unbiased sequential Monte Carlo estimators. We reveal that the marginal particle filter…

This paper introduces a novel Kalman filter framework designed to achieve robust state estimation under both process and measurement noise. Inspired by the Weighted Observation Likelihood Filter (WoLF), which provides robustness against…

In this paper, we present an optimal filter for linear time-varying continuous-time stochastic systems that simultaneously estimates the states and unknown inputs in an unbiased minimum-variance sense. We first show that the unknown inputs…