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Complex systems may often be characterized by their hierarchical dynamics. In this paper do we present a method and an operational algorithm that automatically infer this property in a broad range of systems; discrete stochastic processes.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Olof Görnerup , Martin Nilsson Jacobi

We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…

Numerical Analysis · Mathematics 2026-05-01 Henry Schoeller , Robin Chemnitz , Péter Koltai , Maximilian Engel , Stephan Pfahl

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

Machine Learning · Computer Science 2026-04-09 David P. Morton , Oscar Dowson , Bernardo K. Pagnoncelli

Accurate kinodynamic models play a crucial role in many robotics applications such as off-road navigation and high-speed driving. Many state-of-the-art approaches in learning stochastic kinodynamic models, however, require precise…

Robotics · Computer Science 2022-09-26 Jiayi Wei , Jarrett Holtz , Isil Dillig , Joydeep Biswas

Dynamic discrete choice models often discretize the state vector and restrict its dimension in order to achieve valid inference. I propose a novel two-stage estimator for the set-identified structural parameter that incorporates a…

Econometrics · Economics 2018-11-07 Vira Semenova

We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…

Other Condensed Matter · Physics 2015-06-25 Toru Ohira

This paper contrasts recursive state space models and direct multi-step predictors for linear predictive control. We provide a tutorial exposition for both model structures to solve the following problems: 1. stochastic optimal control; 2.…

Optimization and Control · Mathematics 2023-10-09 Johannes Köhler , Kim P. Wabersich , Julian Berberich , Melanie N. Zeilinger

Stochastic dynamical systems are ubiquitous in physics, biology, and engineering, where both deterministic drifts and random fluctuations govern system behavior. Learning these dynamics from data is particularly challenging in…

Numerical Analysis · Mathematics 2026-03-10 Ziheng Guo , Igor Cialenco , Ming Zhong

The physical sciences are replete with dynamical systems that require the resolution of a wide range of length and time scales. This presents significant computational challenges since direct numerical simulation requires discretization at…

Machine Learning · Computer Science 2025-11-11 Andrew F. Ilersich , Prasanth B. Nair

Modeling dynamical systems plays a crucial role in capturing and understanding complex physical phenomena. When physical models are not sufficiently accurate or hardly describable by analytical formulas, one can use generic function…

Machine Learning · Computer Science 2021-06-23 Armand Jordana , Justin Carpentier , Ludovic Righetti

This work presents the dual benefit of integrating imitation learning techniques, based on the dynamical systems formalism, with the visual servoing paradigm. On the one hand, dynamical systems allow to program additional skills without…

Robotics · Computer Science 2022-04-13 Antonio Paolillo , Matteo Saveriano

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

Numerical Analysis · Mathematics 2024-03-06 Ziheng Guo , Igor Cialenco , Ming Zhong

We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…

Machine Learning · Computer Science 2025-03-04 Yuan Chen , Dongbin Xiu

A properly designed controller can help improve the quality of experimental measurements or force a dynamical system to follow a completely new time-evolution path. Recent developments in deep reinforcement learning have made steep advances…

Statistical Mechanics · Physics 2025-02-26 Ruslan Mukhamadiarov

Dynamical systems are used to model a variety of phenomena in which the bifurcation structure is a fundamental characteristic. Here we propose a statistical machine-learning approach to derive lowdimensional models that automatically…

Quantitative Methods · Quantitative Biology 2015-06-11 Yohei Kondo , Kunihiko Kaneko , Shuji Ishihara

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

System identification in scenarios where the observed number of variables is less than the degrees of freedom in the dynamics is an important challenge. In this work we tackle this problem by using a recognition network to increase the…

Computational Physics · Physics 2020-10-14 Constantino A. Garcia , Paulo Felix , Jesus M. Presedo , Abraham Otero

Analyzing data from dynamical systems often begins with creating a reconstruction of the trajectory based on one or more variables, but not all variables are suitable for reconstructing the trajectory. The concept of nonlinear observability…

Chaotic Dynamics · Physics 2018-10-25 Thomas L. Carroll

A general scheme for construction of dynamical systems able to learn generation of the desired kinds of dynamics through adjustment of their internal structure is proposed. The scheme involves intrinsic time-delayed feedback to steer the…

Adaptation and Self-Organizing Systems · Physics 2015-06-22 Pablo Kaluza , Alexander S. Mikhailov
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