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State space models (SSMs) have shown remarkable empirical performance on many long sequence modeling tasks, but a theoretical understanding of these models is still lacking. In this work, we study the learning dynamics of linear SSMs to…

Machine Learning · Computer Science 2024-07-11 Jakub Smékal , Jimmy T. H. Smith , Michael Kleinman , Dan Biderman , Scott W. Linderman

We propose a new method for compressing physics foundation models (PFMs) which is a new trend in AI for Science. While model compression is essential for reducing memory use and accelerating inference in large foundation models, it remains…

Machine Learning · Computer Science 2026-05-19 Chengjie Hong , Feixiang He , Yiheng Zeng , Lulu Kang , He Wang

Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…

Statistics Theory · Mathematics 2020-12-15 Yunyi Zhang , Tingting Wang , Dimitris N. Politis

Dynamic inference problems in autoregressive (AR/ARMA/ARIMA), exponential smoothing, and navigation are often formulated and solved using state-space models (SSM), which allow a range of statistical distributions to inform innovations and…

Optimization and Control · Mathematics 2019-10-31 Jonathan Jonker , Peng Zheng , Aleksandr Y. Aravkin

Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…

Methodology · Statistics 2021-10-26 Yawen Guan , Murali Haran

In this document, some novel theoretical and computational techniques for constrained approximation of data-driven systems, are presented. The motivation for the development of these techniques came from structure-preserving matrix…

Optimization and Control · Mathematics 2019-07-22 Fredy Vides

State-space models (SSM) are central to describe time-varying complex systems in countless signal processing applications such as remote sensing, networks, biomedicine, and finance to name a few. Inference and prediction in SSMs are…

Computation · Statistics 2022-10-26 Víctor Elvira , Émilie Chouzenoux

Geomagnetic storms (GSTs) driven by solar wind-magnetosphere coupling can severely disrupt technological systems, motivating the need for improved prediction accuracy and longer warning times. In this study, we develop a physics-informed…

Solar and Stellar Astrophysics · Physics 2025-12-29 Zongyuan Ge , Chenwaner Zhang , Wei Zhou , Hongyu Zeng , Guiping Zhou

Time series analysis by state-space models is widely used in forecasting and extracting unobservable components like level, slope, and seasonality, along with explanatory variables. However, their reliance on traditional Kalman filtering…

Machine Learning · Statistics 2024-08-20 André Ramos , Davi Valladão , Alexandre Street

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…

Statistics Theory · Mathematics 2025-06-10 Yuan Chen , Mathieu Gerber , Christophe Andrieu , Randal Douc

In semantic segmentation, accurate prediction masks are crucial for downstream tasks such as medical image analysis and image editing. Due to the lack of annotated data, few-shot semantic segmentation (FSS) performs poorly in predicting…

Computer Vision and Pattern Recognition · Computer Science 2025-03-26 Chen-Bin Feng , Qi Lai , Kangdao Liu , Houcheng Su , Chi-Man Vong

Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

Nonlinear stochastic motion presents significant challenges for Bayesian particle tracking. To address this challenge, this paper proposes a framework to construct an invertible transformation that maps the nonlinear state-space model (SSM)…

Methodology · Statistics 2026-04-13 Yonatan L. Ashenafi

State Space Models (SSMs), particularly recent selective variants like Mamba, have emerged as a leading architecture for sequence modeling, challenging the dominance of Transformers. However, the success of these state-of-the-art models…

Machine Learning · Computer Science 2025-08-06 Yiyi Wang , Jian'an Zhang , Hongyi Duan , Haoyang Liu , Qingyang Li

Data-driven machine learning models often require extensive datasets, which can be costly or inaccessible, and their predictions may fail to comply with established physical laws. Current approaches for incorporating physical priors…

Machine Learning · Computer Science 2025-11-19 Matilde Valente , Tiago C. Dias , Vasco Guerra , Rodrigo Ventura

Prognostics and Health Management ensures the reliability, safety, and efficiency of complex engineered systems by enabling fault detection, anticipating equipment failures, and optimizing maintenance activities throughout an asset…

The modeling of dynamical systems is essential in many fields, but applying machine learning techniques is often challenging due to incomplete or noisy data. This study introduces a variant of stochastic interpolation (SI) for probabilistic…

Computational Physics · Physics 2025-03-18 Siddharth Rout , Eldad Haber , Stéphane Gaudreault

Recent physics foundation models claim general spatiotemporal forecasting ability, yet their evaluations often collapse performance into a single average score under a fixed training distribution. This makes it difficult to determine…

Machine Learning · Computer Science 2026-05-29 Mengdi Chu , Yang Liu , Ayan Biswas , Han-Wei Shen

Time series forecasting (TSF) is critical across domains such as finance, meteorology, and energy. While extending the lookback window theoretically provides richer historical context, in practice, it often introduces irrelevant noise and…

Machine Learning · Computer Science 2026-04-03 Xiang Ao , Yinyu Tan , Mengru Chen

State space models (SSMs) are a powerful and widely-used class of probabilistic models for analysing time-series data across various fields, from econometrics to robotics. Despite their prevalence, existing software frameworks for SSMs…

Computation · Statistics 2025-05-30 Tim Hargreaves , Qing Li , Charles Knipp , Frederic Wantiez , Simon J. Godsill , Hong Ge