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State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…

Machine Learning · Statistics 2024-12-17 Jiahe Lin , George Michailidis

We present a variational method for online state estimation and parameter learning in state-space models (SSMs), a ubiquitous class of latent variable models for sequential data. As per standard batch variational techniques, we use…

Machine Learning · Statistics 2022-06-16 Andrew Campbell , Yuyang Shi , Tom Rainforth , Arnaud Doucet

State Space Models (SSMs), developed to tackle long sequence modeling tasks efficiently, offer both parallelizable training and fast inference. At their core are recurrent dynamical systems that maintain a hidden state, with update costs…

Machine Learning · Computer Science 2026-02-26 Makram Chahine , Philipp Nazari , Daniela Rus , T. Konstantin Rusch

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

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…

Machine Learning · Statistics 2018-11-22 Tom Ryder , Andrew Golighty , A. Stephen McGough , Dennis Prangle

State-space models (SSMs) have recently attention as an efficient alternative to computationally expensive attention-based models for sequence modeling. They rely on linear recurrences to integrate information over time, enabling fast…

Machine Learning · Computer Science 2026-01-01 Mahdi Karami , Ali Behrouz , Peilin Zhong , Razvan Pascanu , Vahab Mirrokni

Modern large language models are built on sequence modeling via next-token prediction. While the Transformer remains the dominant architecture for sequence modeling, its quadratic decoding complexity in sequence length poses a major…

Machine Learning · Computer Science 2024-10-03 Bo Liu , Rui Wang , Lemeng Wu , Yihao Feng , Peter Stone , Qiang Liu

Deep neural state-space models (SSMs) provide a powerful tool for modeling dynamical systems solely using operational data. Typically, neural SSMs are trained using data collected from the actual system under consideration, despite the…

Machine Learning · Computer Science 2022-11-16 Ankush Chakrabarty , Gordon Wichern , Christopher R. Laughman

State space models (SSMs) leverage linear, time-invariant (LTI) systems to effectively learn sequences with long-range dependencies. By analyzing the transfer functions of LTI systems, we find that SSMs exhibit an implicit bias toward…

Machine Learning · Computer Science 2024-10-04 Annan Yu , Dongwei Lyu , Soon Hoe Lim , Michael W. Mahoney , N. Benjamin Erichson

State-space models (SSMs) are a popular tool for modeling animal abundances. Inference difficulties for simple linear SSMs are well known, particularly in relation to simultaneous estimation of process and observation variances. Several…

Populations and Evolution · Quantitative Biology 2019-09-20 Leo Polansky , Ken B. Newman , Lara Mitchell

Against the backdrop of ongoing carbon peaking and carbon neutrality goals, accurate prediction of enterprise carbon emission trends constitutes an essential foundation for energy structure optimization and low-carbon transformation…

Machine Learning · Computer Science 2026-02-03 Zitao Hong , Zhen Peng , Xueping Liu

Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…

Methodology · Statistics 2020-10-29 Sina Mews , Roland Langrock , Marius Ötting , Houda Yaqine , Jost Reinecke

This paper studies sequence modeling for prediction tasks with long range dependencies. We propose a new formulation for state space models (SSMs) based on learning linear dynamical systems with the spectral filtering algorithm (Hazan et…

Machine Learning · Computer Science 2024-07-12 Naman Agarwal , Daniel Suo , Xinyi Chen , Elad Hazan

We study online fine-tuning of pretrained control policies for autonomous driving using Real-Time Recurrent Reinforcement Learning (RTRRL), a memory-efficient algorithm that updates policy parameters at every time step without…

Robotics · Computer Science 2026-05-19 Julian Lemmel , Felix Resch , Mónika Farsang , Ramin Hasani , Daniela Rus , Radu Grosu

Fine-grained spatio-temporal learning is crucial for freehand 3D ultrasound reconstruction. Previous works mainly resorted to the coarse-grained spatial features and the separated temporal dependency learning and struggles for fine-grained…

Computer Vision and Pattern Recognition · Computer Science 2024-07-08 Zhongnuo Yan , Xin Yang , Mingyuan Luo , Jiongquan Chen , Rusi Chen , Lian Liu , Dong Ni

In analyzing and assessing the condition of dynamical systems, it is necessary to account for nonlinearity. Recent advances in computation have rendered previously computationally infeasible analyses readily executable on common computer…

Computational Engineering, Finance, and Science · Computer Science 2021-09-24 Thomas Simpson , Nikolaos Dervilis , Eleni Chatzi

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Machine Learning · Computer Science 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

State space models (SSMs) have recently emerged as a powerful framework for long sequence processing, outperforming traditional methods on diverse benchmarks. Fundamentally, SSMs can generalize both recurrent and convolutional networks and…

Signal Processing · Electrical Eng. & Systems 2025-12-24 Xiaoyu Zhang , Mingtao Hu , Sen Lu , Soohyeon Kim , Eric Yeu-Jer Lee , Yuyang Liu , Wei D. Lu

This work aims to address the problem of long-term dynamic forecasting in complex environments where data are noisy and irregularly sampled. While recent studies have introduced some methods to improve prediction performance, these…

Machine Learning · Computer Science 2026-01-29 Yuchen Wang , Hongjue Zhao , Haohong Lin , Enze Xu , Lifang He , Huajie Shao

We introduce a new version of deep state-space models (DSSMs) that combines a recurrent neural network with a state-space framework to forecast time series data. The model estimates the observed series as functions of latent variables that…

Machine Learning · Statistics 2022-05-20 Haoxuan Wu , David S. Matteson , Martin T. Wells
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