Related papers: State Space Model Programming in Turing.jl

Spatio-Temporal (ST) data science, which includes sensing, managing, and mining large-scale data across space and time, is fundamental to understanding complex systems in domains such as urban computing, climate science, and intelligent…

State Space Models (SSMs) are powerful tools for modeling sequential data in computer vision and time series analysis domains. However, traditional SSMs are limited by fixed, one-dimensional sequential processing, which restricts their…

We consider the problem of performing parameter and state inference in a state-space model (SSM) parametrized by a static parameter $\theta$. A popular idea to address this problem consists of incorporating $\theta$ in the state of the…

Structured state-space models (SSMs) have recently emerged as a powerful architecture at the intersection of machine learning and control, featuring layers composed of discrete-time linear time-invariant (LTI) systems followed by pointwise…

Claims reserving, also known as Incurred But Not Reported (IBNR) claims prediction, is an important issue in general insurance. State space modeling is widely recognized as a statistically robust method for addressing this problem. In state…

Probabilistic time series imputation has been widely applied in real-world scenarios due to its ability for uncertainty estimation and denoising diffusion probabilistic models~(DDPMs) have achieved great success in probabilistic time series…

In recent years, there has been a growing interest in integrating linear state-space models (SSM) in deep neural network architectures of foundation models. This is exemplified by the recent success of Mamba, showing better performance than…

Modeling multivariate time series is a well-established problem with a wide range of applications from healthcare to financial markets. Traditional State Space Models (SSMs) are classical approaches for univariate time series modeling due…

We present QuantumToolbox$.$jl, an open-source Julia package for simulating open quantum systems. Designed with a syntax familiar to users of QuTiP (Quantum Toolbox in Python), it harnesses Julia's high-performance ecosystem to deliver fast…

Approximating partial differential equations for extensive industrial and scientific applications requires leveraging the power of modern high-performance computing. In large-scale parallel computations, the geometrical discretisation…

The remarkable success of modern AI has been closely tied to scaling laws, yet the finite supply of high-quality data makes data efficiency--learning more from less--an increasingly important frontier. A model's inductive bias is a critical…

A central challenge in sequence modeling is efficiently handling tasks with extended contexts. While recent state-space models (SSMs) have made significant progress in this area, they often lack input-dependent filtering or require…

State-space models (SSMs) have recently emerged as a compelling alternative to Transformers for sequence modeling tasks. This paper presents a theoretical generalization analysis of selective SSMs, the core architectural component behind…

This paper presents a new filter for state-space models based on Bellman's dynamic-programming principle, allowing for nonlinearity, non-Gaussianity and degeneracy in the observation and/or state-transition equations. The resulting Bellman…

State-space models (SSMs) provide a flexible framework for modelling time-series data. Consequently, SSMs are ubiquitously applied in areas such as engineering, econometrics and epidemiology. In this paper we provide a fast approach for…

nimble is an R package for constructing algorithms and conducting inference on hierarchical models. The nimble package provides a unique combination of flexible model specification and the ability to program model-generic algorithms.…

State-space smoothing has found many applications in science and engineering. Under linear and Gaussian assumptions, smoothed estimates can be obtained using efficient recursions, for example Rauch-Tung-Striebel and Mayne-Fraser algorithms.…

State Space Models (SSMs) have emerged as an efficient alternative to the transformer architecture. Recent studies show that SSMs can match or surpass Transformers on code understanding tasks, such as code retrieval, when trained under…

In the post-deep learning era, the Transformer architecture has demonstrated its powerful performance across pre-trained big models and various downstream tasks. However, the enormous computational demands of this architecture have deterred…

State space models (SSMs) are a flexible approach to modeling complex time series. However, inference in SSMs is often computationally prohibitive for long time series. Stochastic gradient MCMC (SGMCMC) is a popular method for scalable…