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We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

Machine Learning · Statistics 2019-02-13 Lea Duncker , Gergo Bohner , Julien Boussard , Maneesh Sahani

Real-time forecasting from streaming data poses critical challenges: handling non-stationary dynamics, operating under strict computational limits, and adapting rapidly without catastrophic forgetting. However, many existing approaches face…

Machine Learning · Computer Science 2025-10-20 Christopher Salazar , Krithika Manohar , Ashis G. Banerjee

We present a deep neural network for a model-free prediction of a chaotic dynamical system from noisy observations. The proposed deep learning model aims to predict the conditional probability distribution of a state variable. The Long…

Machine Learning · Computer Science 2017-10-05 Kyongmin Yeo

Operational forecasting centers are investing in decadal (1-10 year) forecast systems to support long-term decision making for a more climate-resilient society. One method that has previously been employed is the Dynamic Mode Decomposition…

Machine Learning · Computer Science 2021-06-22 Eduardo Rodrigues , Bianca Zadrozny , Campbell Watson , David Gold

Many consequential real-world systems, like wind fields and ocean currents, are dynamic and hard to model. Learning their governing dynamics remains a central challenge in scientific machine learning. Dynamic Mode Decomposition (DMD)…

Machine Learning · Computer Science 2025-11-26 Yujin Kim , Sarah Dean

We investigate methods for learning partial differential equation (PDE) models from spatiotemporal data under biologically realistic levels and forms of noise. Recent progress in learning PDEs from data have used sparse regression to select…

Dynamical Systems · Mathematics 2021-04-28 John Lagergren , John T. Nardini , G. Michael Lavigne , Erica M. Rutter , Kevin B. Flores

Model-based control requires an accurate model of the system dynamics for precisely and safely controlling the robot in complex and dynamic environments. Moreover, in the presence of variations in the operating conditions, the model should…

Robotics · Computer Science 2024-09-04 Alessandro Saviolo , Jonathan Frey , Abhishek Rathod , Moritz Diehl , Giuseppe Loianno

Assessing the systemic effects of uncertainty that arises from agents' partial observation of the true states of the world is critical for understanding a wide range of scenarios. Yet, previous modeling work on agent learning and…

Adaptation and Self-Organizing Systems · Physics 2022-04-15 Wolfram Barfuss , Richard P. Mann

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Other Condensed Matter · Physics 2009-11-10 V. N. Smelyanskiy , D. G. Luchinsky , D. A. Timucin , A. Bandrivskyy

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

Measurement noise is an integral part while collecting data of a physical process. Thus, noise removal is a necessary step to draw conclusions from these data, and it often becomes quite essential to construct dynamical models using these…

Machine Learning · Computer Science 2021-09-24 Pawan Goyal , Peter Benner

This paper proposes an algorithm for motion planning among dynamic agents using adaptive conformal prediction. We consider a deterministic control system and use trajectory predictors to predict the dynamic agents' future motion, which is…

In this article, we work towards the goal of developing agents that can learn to act in complex worlds. We develop a probabilistic, relational planning rule representation that compactly models noisy, nondeterministic action effects, and…

Machine Learning · Computer Science 2011-10-12 L. P. Kaelbling , H. M. Pasula , L. S. Zettlemoyer

Due to the complex and changing interactions in dynamic scenarios, motion forecasting is a challenging problem in autonomous driving. Most existing works exploit static road graphs to characterize scenarios and are limited in modeling…

Artificial Intelligence · Computer Science 2023-03-09 Xing Gao , Xiaogang Jia , Yikang Li , Hongkai Xiong

Learned denoisers play a fundamental role in various signal generation (e.g., diffusion models) and reconstruction (e.g., compressed sensing) architectures, whose success derives from their ability to leverage low-dimensional structure in…

Machine Learning · Computer Science 2025-08-14 Shiyu Wang , Mariam Avagyan , Yihan Shen , Arnaud Lamy , Tingran Wang , Szabolcs Márka , Zsuzsa Márka , John Wright

In this paper, we propose a novel Deep Reinforcement Learning approach to address the mapless navigation problem, in which the locomotion actions of a humanoid robot are taken online based on the knowledge encoded in learned models.…

Robotics · Computer Science 2021-08-10 Andre Brandenburger , Diego Rodriguez , Sven Behnke

Data-driven learning is rapidly evolving and places a new perspective on realizing state-space dynamical systems. However, dynamical systems derived from nonlinear ordinary differential equations (ODEs) suffer from limitations in…

Machine Learning · Computer Science 2025-07-29 Hansaka Aluvihare , Levi Lingsch , Xianqi Li , Sirani M. Perera

The development of data-informed predictive models for dynamical systems is of widespread interest in many disciplines. We present a unifying framework for blending mechanistic and machine-learning approaches to identify dynamical systems…

Dynamical Systems · Mathematics 2022-08-18 Matthew E. Levine , Andrew M. Stuart