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We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

Recent advances in statistical inference have significantly expanded the toolbox of probabilistic modeling. Historically, probabilistic modeling has been constrained to (i) very restricted model classes where exact or approximate…

Machine Learning · Computer Science 2019-10-03 Andrés R. Masegosa , Rafael Cabañas , Helge Langseth , Thomas D. Nielsen , Antonio Salmerón

Hidden Markov models (HMMs) offer a robust and efficient framework for analyzing time series data, modelling both the underlying latent state progression over time and the observation process, conditional on the latent state. However, a…

Applications · Statistics 2024-07-19 Ioannis Rotous , Alex Diana , Alessio Farcomeni , Eleni Matechou , Andréa Thiebault

Modelling the behaviour of highly nonlinear dynamical systems with robust uncertainty quantification is a challenging task which typically requires approaches specifically designed to address the problem at hand. We introduce a…

Machine Learning · Statistics 2024-01-25 Thomas Baldwin-McDonald , Mauricio A. Álvarez

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

Molecular Dynamics (MD) is a powerful computational microscope for probing protein functions. However, the need for fine-grained integration and the long timescales of biomolecular events make MD computationally expensive. To address this,…

Machine Learning · Computer Science 2026-03-30 Kacper Kapuśniak , Cristian Gabellini , Michael Bronstein , Prudencio Tossou , Francesco Di Giovanni

A state space representation of an environment is a classic and yet powerful tool used by many autonomous robotic systems for efficient and often optimal solution planning. However, designing these representations with high performance is…

Machine Learning · Computer Science 2020-12-23 Andrew Wilhelm , Aaron Wilhelm , Garrett Fosdick

Dynamic Movement Primitives have successfully been used to realize imitation learning, trial-and-error learning, reinforce- ment learning, movement recognition and segmentation and control. Because of this they have become a popular…

Robotics · Computer Science 2016-12-20 Franziska Meier , Stefan Schaal

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

Mathematical modeling is an essential step, for example, to analyze the transient behavior of a dynamical process and to perform engineering studies such as optimization and control. With the help of first-principles and expert knowledge, a…

Machine Learning · Computer Science 2021-03-30 Pawan Goyal , Peter Benner

This work introduces a novel deep learning-based architecture, termed the Deep Belief Markov Model (DBMM), which provides efficient, model-formulation agnostic inference in Partially Observable Markov Decision Process (POMDP) problems. The…

Machine Learning · Computer Science 2025-03-18 Giacomo Arcieri , Konstantinos G. Papakonstantinou , Daniel Straub , Eleni Chatzi

Deep neural networks based on state space models (SSMs) are attracting significant attention in sequence modeling since their computational cost is much smaller than that of Transformers. While the capabilities of SSMs have been…

Machine Learning · Statistics 2025-03-06 Naoki Nishikawa , Taiji Suzuki

Predictive statistical mechanics is a form of inference from available data, without additional assumptions, for predicting reproducible phenomena. By applying it to systems with Hamiltonian dynamics, a problem of predicting the macroscopic…

Statistical Mechanics · Physics 2015-09-22 Domagoj Kuic

With a specific emphasis on control design objectives, achieving accurate system modeling with limited complexity is crucial in parametric system identification. The recently introduced deep structured state-space models (SSM), which…

Machine Learning · Computer Science 2024-03-25 Marco Forgione , Manas Mejari , Dario Piga

We present an approach to learn the dynamics of multiple objects from image sequences in an unsupervised way. We introduce a probabilistic model that first generate noisy positions for each object through a separate linear state-space…

Computer Vision and Pattern Recognition · Computer Science 2019-07-31 Silvia Chiappa , Ulrich Paquet

This paper presents a Probabilistic State Algebra as an extension of deterministic propositional logic, providing a computational framework for constructing Markov Random Fields (MRFs) through pure linear algebra. By mapping logical states…

Artificial Intelligence · Computer Science 2026-03-17 Dmitry Lesnik , Tobias Schäfer

Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components. In this article, we shall show how LFMs can be equivalently formulated and solved using the state variable approach. We shall also…

Machine Learning · Computer Science 2012-02-20 Jouni Hartikainen , Simo Sarkka

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…

Methodology · Statistics 2024-01-19 Joshua Daniel Loyal