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This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Machine Learning · Statistics 2014-10-06 Jaakko Luttinen , Tapani Raiko , Alexander Ilin

Time series generation is widely used in real-world applications such as simulation, data augmentation, and hypothesis testing. Recently, diffusion models have emerged as the de facto approach to time series generation, enabling diverse…

Machine Learning · Computer Science 2025-12-25 Jinseong Park , Seungyun Lee , Woojin Jeong , Yujin Choi , Jaewook Lee

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

Statistical Mechanics · Physics 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

Flow Matching has recently emerged as a popular class of generative models for simulating a target distribution $\mu_1$ from samples drawn from a source distribution $\mu_0$. This framework relies on a fixed coupling between $\mu_0$ and…

Machine Learning · Computer Science 2026-05-12 Le-Tuyet-Nhi Pham , Giovanni Conforti , Zhenjie Ren , Alain Durmus

Diffusion models have risen as a promising approach to data-driven planning, and have demonstrated impressive robotic control, reinforcement learning, and video planning performance. Given an effective planner, an important question to…

Robotics · Computer Science 2023-10-17 Siyuan Zhou , Yilun Du , Shun Zhang , Mengdi Xu , Yikang Shen , Wei Xiao , Dit-Yan Yeung , Chuang Gan

Building efficient and effective generative models for neural network weights has been a research focus of significant interest that faces challenges posed by the high-dimensional weight spaces of modern neural networks and their…

Machine Learning · Computer Science 2026-05-01 Saumya Gupta , Scott Biggs , Moritz Laber , Zohair Shafi , Robin Walters , Ayan Paul

Industrial Multivariate Time Series (MTS) is a critical view of the industrial field for people to understand the state of machines. However, due to data collection difficulty and privacy concerns, available data for building industrial…

Machine Learning · Computer Science 2024-10-23 Lei Ren , Haiteng Wang , Yuanjun Laili

Many real-world objects can be modeled as a stream of events on the nodes of a graph. In this paper, we propose a class of graphical event models named temporal point process graphical models for representing the temporal dependencies among…

Methodology · Statistics 2021-10-25 Yalong Lyu , Huiyuan Wang , Wei Lin

Known by many names and arising in many settings, the forced linear diffusion model is central to the modeling of power and influence within social networks (while also serving as the mechanistic justification for the widely used…

Social and Information Networks · Computer Science 2023-11-01 Carter T. Butts

In this paper, we study difference-in-differences identification and estimation strategies when the parallel trends assumption holds after conditioning on covariates. We consider empirically relevant settings where the covariates can be…

Econometrics · Economics 2024-09-11 Carolina Caetano , Brantly Callaway

This paper concerns about the limiting distributions of change point estimators, in a high-dimensional linear regression time series context, where a regression object $(y_t, X_t) \in \mathbb{R} \times \mathbb{R}^p$ is observed at every…

Statistics Theory · Mathematics 2023-10-03 Haotian Xu , Daren Wang , Zifeng Zhao , Yi Yu

Simulating turbulent flows is crucial for a wide range of applications, and machine learning-based solvers are gaining increasing relevance. However, achieving temporal stability when generalizing to longer rollout horizons remains a…

Machine Learning · Computer Science 2024-12-12 Georg Kohl , Li-Wei Chen , Nils Thuerey

Generative modeling has recently undergone remarkable advancements, primarily propelled by the transformative implications of Diffusion Probabilistic Models (DPMs). The impressive capability of these models, however, often entails…

Machine Learning · Computer Science 2023-10-03 Gongfan Fang , Xinyin Ma , Xinchao Wang

Generative policies based on diffusion models and flow matching have shown strong promise for offline reinforcement learning (RL), but their applicability remains largely confined to continuous action spaces. To address a broader range of…

Machine Learning · Computer Science 2026-05-14 Fairoz Nower Khan , Nabuat Zaman Nahim , Ruiquan Huang , Haibo Yang , Peizhong Ju

Diffusion models have seen tremendous success as generative architectures. Recently, they have been shown to be effective at modelling policies for offline reinforcement learning and imitation learning. We explore using diffusion as a model…

Machine Learning · Computer Science 2025-11-04 Liam Schramm , Abdeslam Boularias

Sequential models like recurrent neural networks and transformers have become standard for probabilistic multivariate time series forecasting across various domains. Despite their strengths, they struggle with capturing high-dimensional…

Machine Learning · Computer Science 2024-10-07 Yu Chen , Marin Biloš , Sarthak Mittal , Wei Deng , Kashif Rasul , Anderson Schneider

Since distribution shifts are likely to occur after a model's deployment and can drastically decrease the model's performance, online test-time adaptation (TTA) continues to update the model during test-time, leveraging the current test…

Computer Vision and Pattern Recognition · Computer Science 2024-01-03 Mario Döbler , Florian Marencke , Robert A. Marsden , Bin Yang

Remote sensing change detection is often challenged by spatial misalignment between bi-temporal images, especially when acquisitions are separated by long seasonal or multi-year gaps. While modern convolutional and transformer-based models…

Computer Vision and Pattern Recognition · Computer Science 2025-11-12 Seyedehanita Madani , Vishal M. Patel

Score-based generative models (SGMs) are powerful tools to sample from complex data distributions. Their underlying idea is to (i) run a forward process for time $T_1$ by adding noise to the data, (ii) estimate its score function, and (iii)…

Machine Learning · Computer Science 2024-06-06 Francesco Pedrotti , Jan Maas , Marco Mondelli

We study enhancement of diffusive mixing by fast incompressible time-periodic flows. The class of relaxation-enhancing flows that are especially efficient in speeding up mixing has been introduced in [2]. The relaxation-enhancing property…

Analysis of PDEs · Mathematics 2007-07-02 Alexander Kiselev , Roman Shterenberg , Andrej Zlatos