English
Related papers

Related papers: Predicting path-dependent processes by deep learni…

200 papers

We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…

Probability · Mathematics 2020-02-19 Katharina Eichinger , Christian Kuehn , Alexandra Neamtu

We present a theoretically well-founded deep learning algorithm for nonparametric regression. It uses over-parametrized deep neural networks with logistic activation function, which are fitted to the given data via gradient descent. We…

Statistics Theory · Mathematics 2025-04-14 Michael Kohler , Adam Krzyzak

We present a representation learning algorithm that learns a low-dimensional latent dynamical system from high-dimensional \textit{sequential} raw data, e.g., video. The framework builds upon recent advances in amortized inference methods…

Machine Learning · Computer Science 2020-01-29 Jung-Su Ha , Young-Jin Park , Hyeok-Joo Chae , Soon-Seo Park , Han-Lim Choi

Imagine a smart camera trap selectively clicking pictures to understand animal movement patterns within a particular habitat. These "snapshots", or pieces of data captured from a data stream at adaptively chosen times, provide a glimpse of…

Machine Learning · Computer Science 2024-12-10 Pramith Devulapalli , Steve Hanneke

Human visual attention is a complex phenomenon that has been studied for decades. Within it, the particular problem of scanpath prediction poses a challenge, particularly due to the inter- and intra-observer variability, among other…

Computer Vision and Pattern Recognition · Computer Science 2022-04-21 Daniel Martin , Diego Gutierrez , Belen Masia

We propose a general way to integrate procedural knowledge of a domain into deep learning models. We apply it to the case of video prediction, building on top of object-centric deep models and show that this leads to a better performance…

Computer Vision and Pattern Recognition · Computer Science 2024-06-27 Patrick Takenaka , Johannes Maucher , Marco F. Huber

Learning and inference movement is a very challenging problem due to its high dimensionality and dependency to varied environments or tasks. In this paper, we propose an effective probabilistic method for learning and inference of basic…

Machine Learning · Computer Science 2018-10-30 Mingxuan Jing , Xiaojian Ma , Fuchun Sun , Huaping Liu

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

We introduce and test a general machine-learning-based technique for the inference of short term causal dependence between state variables of an unknown dynamical system from time series measurements of its state variables. Our technique…

Adaptation and Self-Organizing Systems · Physics 2020-12-18 Amitava Banerjee , Jaideep Pathak , Rajarshi Roy , Juan G. Restrepo , Edward Ott

The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…

Machine Learning · Statistics 2022-10-17 Benjamin Kompa , David R. Bellamy , Thomas Kolokotrones , James M. Robins , Andrew L. Beam

The purpose of the article is twofold. Firstly, we review some recent results on the maximum likelihood estimation in the regression model of the form $X_t = \theta G(t) + B_t$, where $B$ is a Gaussian process, $G(t)$ is a known function,…

Probability · Mathematics 2018-12-27 Yuliya Mishura , Kostiantyn Ralchenko , Sergiy Shklyar

Accurate pedestrian trajectory prediction is crucial for ensuring safety and efficiency in autonomous driving and human-robot interaction scenarios. Earlier studies primarily utilized sufficient observational data to predict future…

Computer Vision and Pattern Recognition · Computer Science 2025-10-07 Yuhao Luo , Yuang Zhang , Kehua Chen , Xinyu Zheng , Shucheng Zhang , Sikai Chen , Yinhai Wang

We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…

Persistent monitoring of a spatiotemporal fluid process requires data sampling and predictive modeling of the process being monitored. In this paper we present PASST algorithm: Predictive-model based Adaptive Sampling of a Spatio-Temporal…

Robotics · Computer Science 2023-04-04 Sandeep Manjanna , Tom Z. Jiahao , M. Ani Hsieh

Pedestrian trajectory prediction plays an important role in autonomous driving systems and robotics. Recent work utilizing prominent deep learning models for pedestrian motion prediction makes limited a priori assumptions about human…

Robotics · Computer Science 2024-03-12 Honghui Wang , Weiming Zhi , Gustavo Batista , Rohitash Chandra

This paper investigates deep learning techniques to predict transmit beamforming based on only historical channel data without current channel information in the multiuser multiple-input-single-output downlink. This will significantly…

Information Theory · Computer Science 2023-02-03 Juping Zhang , Gan Zheng , Yangyishi Zhang , Ioannis Krikidis , Kai-Kit Wong

In this paper we propose a new method of estimation for discrete choice demand models when individual level data are available. The method employs a two-step procedure. Step 1 predicts the choice probabilities as functions of the observed…

Applications · Statistics 2020-10-19 Nick Doudchenko , Evgeni Drynkin

We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic model of the time series in the form of converted fractional Brownian motion is proposed. The…

Probability · Mathematics 2017-04-05 Valeria Bondarenko , Victor Bondarenko , Kiryl Truskovsky , Ina Taralova

We study statistical inference for small-noise-perturbed multiscale dynamical systems where the slow motion is driven by fractional Brownian motion. We develop statistical estimators for both the Hurst index as well as a vector of unknown…

Statistics Theory · Mathematics 2021-03-26 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

In order to characterize the mechanisms governing the diffusion of particles in biological scenarios, it is essential to accurately determine their diffusive properties. To do so, we propose a machine learning method to characterize…

Soft Condensed Matter · Physics 2023-11-29 Borja Requena , Sergi Masó , Joan Bertran , Maciej Lewenstein , Carlo Manzo , Gorka Muñoz-Gil