Related papers: Stochastic dynamics learning with state-space syst…

State-space systems encompass a broad class of algorithms used for modeling and forecasting time series. For such systems to be effective, two objectives must be met: (i) accurate point forecasts of the time series must be produced, and…

Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…

We consider the problem of learning control policies in discrete-time stochastic systems which guarantee that the system stabilizes within some specified stabilization region with probability~$1$. Our approach is based on the novel notion…

In the last decade, a new computational paradigm was introduced in the field of Machine Learning, under the name of Reservoir Computing (RC). RC models are neural networks which a recurrent part (the reservoir) that does not participate in…

Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…

In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

Stochastic neural networks are a prototypical computational device able to build a probabilistic representation of an ensemble of external stimuli. Building on the relationship between inference and learning, we derive a synaptic plasticity…

A reservoir computer (RC) is a type of simplified recurrent neural network architecture that has demonstrated success in the prediction of spatiotemporally chaotic dynamical systems. A further advantage of RC is that it reproduces intrinsic…

Reservoir computing (RC) is known as a powerful machine learning approach for learning complex dynamics from limited data. Here, we use RC to predict highly stochastic dynamics of cell shapes. We find that RC is able to predict the steady…

Continuous-time Markov decision processes are an important class of models in a wide range of applications, ranging from cyber-physical systems to synthetic biology. A central problem is how to devise a policy to control the system in order…

Temporal data modelling techniques with neural networks are useful in many domain applications, including time-series forecasting and control engineering. This paper aims at developing a recurrent version of stochastic configuration…

The problem of reservation in a large distributed system is analyzed via a new mathematical model. A typical application is a station-based car-sharing system which can be described as a closed stochastic network where the nodes are the…

This paper studies the exponential stability of random matrix products driven by a general (possibly unbounded) state space Markov chain. It is a cornerstone in the analysis of stochastic algorithms in machine learning (e.g. for parameter…

We introduce a framework for model learning and planning in stochastic domains with continuous state and action spaces and non-Gaussian transition models. It is efficient because (1) local models are estimated only when the planner requires…

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…

Recurrent neural networks (RNNs) have become increasingly popular in information processing tasks involving time series and temporal data. A fundamental property of RNNs is their ability to create reliable input/output responses, often…

We examine the problem of learning mappings from state to state, suitable for use in a model-based reinforcement-learning setting, that simultaneously generalize to novel states and can capture stochastic transitions. We show that currently…

Spatio-temporal data and processes are prevalent across a wide variety of scientific disciplines. These processes are often characterized by nonlinear time dynamics that include interactions across multiple scales of spatial and temporal…