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The partially observable hidden Markov model is an extension of the hidden Markov Model in which the hidden state is conditioned on an independent Markov chain. This structure is motivated by the presence of discrete metadata, such as an…

Information Theory · Computer Science 2017-11-21 John V. Monaco , Charles C. Tappert

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

Temporal modeling in complex systems requires capturing dependencies across multiple time scales while managing inherent uncertainties. We propose HierCVAE, a novel architecture that integrates hierarchical attention mechanisms with…

Machine Learning · Computer Science 2025-08-27 Yao Wu

Hidden Markov models (HMMs) and partially observable Markov decision processes (POMDPs) form a useful tool for modeling dynamical systems. They are particularly useful for representing environments such as road networks and office…

Artificial Intelligence · Computer Science 2013-01-30 Hagit Shatkay

We propose a causal hidden Markov model to achieve robust prediction of irreversible disease at an early stage, which is safety-critical and vital for medical treatment in early stages. Specifically, we introduce the hidden variables which…

Computer Vision and Pattern Recognition · Computer Science 2021-03-31 Jing Li , Botong Wu , Xinwei Sun , Yizhou Wang

This work provides a framework for nonlinear model-free control of systems with unknown input-output dynamics, but outputs that can be controlled by the inputs. This framework leads to real-time control of the system such that a feasible…

Systems and Control · Electrical Eng. & Systems 2019-08-13 Amit K. Sanyal

Controllers for dynamical systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modeled as process noise in a dynamical system, and common assumptions are that the underlying…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Thom Badings , Licio Romao , Alessandro Abate , David Parker , Hasan A. Poonawala , Marielle Stoelinga , Nils Jansen

This paper presents a generalizable methodology for data-driven identification of nonlinear dynamics that bounds the model error in terms of the prediction horizon and the magnitude of the derivatives of the system states. Using…

Machine Learning · Statistics 2021-05-03 Giorgos Mamakoukas , Maria L. Castano , Xiaobo Tan , Todd D. Murphey

In this paper is proposed the method of the identification of complex dynamic systems. Method can be used for the identification of linear and nonlinear complex dynamic systems for the determined or stochastic signals at the inputs and the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Alexander Shaydurov

We show that nonequilibrium dynamics can play a constructive role in unsupervised machine learning by inducing the spontaneous emergence of latent-state cycles. We introduce a model in which visible and hidden variables interact through two…

Statistical Mechanics · Physics 2026-05-05 Marco Baiesi , Alberto Rosso

As data-driven modeling of physical dynamical systems becomes more prevalent, a new challenge is emerging: making these models more compatible and aligned with existing human knowledge. AI-driven scientific modeling processes typically…

Machine Learning · Computer Science 2024-10-11 Kevin Zhang , Hod Lipson

In traffic engineering, fixed-time traffic signal control remains widely used for its low cost, stability, and interpretability. However, its design relies on hand-crafted formulas (e.g., Webster) and manual re-timing by engineers to adapt…

Machine Learning · Computer Science 2026-04-23 Leizhen Wang , Peibo Duan , Hao Wang , Yue Wang , Jian Xu , Nan Zheng , Zhenliang Ma

We consider the design of state feedback control laws for both the switching signal and the continuous input of an unknown switched linear system, given past noisy input-state trajectories measurements. Based on Lyapunov-Metzler…

Optimization and Control · Mathematics 2025-06-05 Mattia Bianchi , Sergio Grammatico , Jorge Cortés

We provide a comprehensive review and practical implementation of a recently developed model predictive control (MPC) framework for controlling unknown systems using only measured data and no explicit model knowledge. Our approach relies on…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Improving the predictive accuracy of a dynamics model is crucial to obtaining good control performance and safety from Model Predictive Controllers (MPC). One approach involves learning unmodelled (residual) dynamics, in addition to nominal…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Leroy D'Souza , Yash Vardhan Pant , Sebastian Fischmeister

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

A trend in all scientific disciplines, based on advances in technology, is the increasing availability of high dimensional data in which are buried important information. A current urgent challenge to statisticians is to develop effective…

Applications · Statistics 2010-09-30 Herman Chernoff , Shaw-Hwa Lo , Tian Zheng

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

Machine Learning · Statistics 2021-02-03 Yang Li , Jinqiao Duan

We propose the segmented iHMM (siHMM), a hierarchical infinite hidden Markov model (iHMM) that supports a simple, efficient inference scheme. The siHMM is well suited to segmentation problems, where the goal is to identify points at which a…

Machine Learning · Statistics 2016-02-23 Ardavan Saeedi , Matthew Hoffman , Matthew Johnson , Ryan Adams

Recommender systems help users find relevant items of interest based on the past preferences of those users. In many domains, however, the tastes and preferences of users change over time due to a variety of factors and recommender systems…

Information Retrieval · Computer Science 2018-10-02 Farzad Eskandanian , Bamshad Mobasher