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We introduce a novel unsupervised learning method for time series data with latent dynamical structure: the recognition-parametrized Gaussian state space model (RP-GSSM). The RP-GSSM is a probabilistic model that learns Markovian Gaussian…

Machine Learning · Computer Science 2025-05-30 Samo Hromadka , Kai Biegun , Lior Fox , James Heald , Maneesh Sahani

Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…

Optimization and Control · Mathematics 2022-03-04 Changxi Li , Jun-e Feng , Daizhan Cheng , Xiao Zhang

Brain-wide recordings of large-scale networks of neurons now provide an unprecedented view into how the brain drives behavior. However, brain activity contains both information directly related to behavior as well as the potential for many…

Neurons and Cognition · Quantitative Biology 2026-05-06 Eva Yezerets , En Yang , Misha B. Ahrens , Adam S. Charles

Gaussian process state-space models (GPSSMs) offer a principled framework for learning and inference in nonlinear dynamical systems with uncertainty quantification. However, existing GPSSMs are limited by the use of multiple independent…

Machine Learning · Statistics 2025-12-11 Zhidi Lin , Ying Li , Feng Yin , Juan Maroñas , Alexandre H. Thiéry

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector…

Methodology · Statistics 2015-05-18 Emily B. Fox , Erik B. Sudderth , Michael I. Jordan , Alan S. Willsky

A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…

Methodology · Statistics 2026-04-15 Roberto Casarin , Matteo Iacopini , Antonio Peruzzi

When governed by underlying low-dimensional dynamics, the interdependence of simultaneously recorded population of neurons can be explained by a small number of shared factors, or a low-dimensional trajectory. Recovering these latent…

Machine Learning · Statistics 2017-04-20 Yuan Zhao , Il Memming Park

Numerically solving partial differential equations (PDEs) can be challenging and computationally expensive. This has led to the development of reduced-order models (ROMs) that are accurate but faster than full order models (FOMs). Recently,…

Computational Engineering, Finance, and Science · Computer Science 2024-05-30 Christophe Bonneville , Youngsoo Choi , Debojyoti Ghosh , Jonathan L. Belof

We investigate active learning in Gaussian Process state-space models (GPSSM). Our problem is to actively steer the system through latent states by determining its inputs such that the underlying dynamics can be optimally learned by a…

Machine Learning · Computer Science 2021-08-03 Hon Sum Alec Yu , Dingling Yao , Christoph Zimmer , Marc Toussaint , Duy Nguyen-Tuong

A large body of work has suggested that neural populations exhibit low-dimensional dynamics during behavior. However, there are a variety of different approaches for modeling low-dimensional neural population activity. One approach involves…

Neurons and Cognition · Quantitative Biology 2021-10-20 Adrian Valente , Srdjan Ostojic , Jonathan Pillow

Clinical time series data from electronic health records and medical registries offer unprecedented opportunities to understand patient trajectories and inform medical decision-making. However, leveraging such data presents significant…

Machine Learning · Computer Science 2025-11-21 Muhammad Aslanimoghanloo , Ahmed ElGazzar , Marcel van Gerven

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Self supervised learning (SSL) is a machine learning paradigm where models learn to understand the underlying structure of data without explicit supervision from labeled samples. The acquired representations from SSL have demonstrated…

Machine Learning · Computer Science 2025-12-11 Yunshan Duan , Sinead Williamson

We present the Gaussian process dynamical mixture model (GPDMM) and show its utility in single-example learning of human motion data. The Gaussian process dynamical model (GPDM) is a form of the Gaussian process latent variable model…

Machine Learning · Computer Science 2025-06-18 Jesse St. Amand , Leonardo Gizzi , Martin A. Giese

We address the problem of compressed sensing using a deep generative prior model and consider both linear and learned nonlinear sensing mechanisms, where the nonlinear one involves either a fully connected neural network or a convolutional…

Machine Learning · Computer Science 2021-05-26 Vinayak Killedar , Praveen Kumar Pokala , Chandra Sekhar Seelamantula

Most real world phenomena such as sunlight distribution under a forest canopy, minerals concentration, stock valuation, exhibit nonstationary dynamics i.e. phenomenon variation changes depending on the locality. Nonstationary dynamics pose…

Machine Learning · Computer Science 2018-11-05 Sahil Garg

High dimensional time series are endemic in applications of machine learning such as robotics (sensor data), computational biology (gene expression data), vision (video sequences) and graphics (motion capture data). Practical nonlinear…

Machine Learning · Statistics 2011-07-26 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

Accurate learning of system dynamics is becoming increasingly crucial for advanced control and decision-making in engineering. However, real-world systems often exhibit multiple channels and highly nonlinear transition dynamics, challenging…

Machine Learning · Statistics 2025-10-20 Tengjie Zheng , Jilan Mei , Di Wu , Lin Cheng , Shengping Gong

In recent years, there has been renewed interest in developing methods for skeleton-based human action recognition. A skeleton sequence can be naturally represented as a high-order tensor time series. In this paper, we model and analyze…

Computer Vision and Pattern Recognition · Computer Science 2017-01-17 Wenwen Ding , Kai Liu

The Gaussian process state-space model (GPSSM) has garnered considerable attention over the past decade. However, the standard GP with a preliminary kernel, such as the squared exponential kernel or Mat\'{e}rn kernel, that is commonly used…

Machine Learning · Computer Science 2023-04-07 Zhid Lin , Feng Yin , Juan Maroñas