Related papers: Generative forecasting with joint probability mode…
Generative modeling, which learns joint probability distribution from data and generates samples according to it, is an important task in machine learning and artificial intelligence. Inspired by probabilistic interpretation of quantum…
We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in…
Deep generative models such as diffusion and flow matching are powerful machine learning tools capable of learning and sampling from high-dimensional distributions. They are particularly useful when the training data appears to be…
We propose a probabilistic framework for developing computational models of biological neural systems. In this framework, physiological recordings are viewed as discrete-time partial observations of an underlying continuous-time stochastic…
We introduce generative models for accelerating simulations of complex systems through learning and evolving their effective dynamics. In the proposed Generative Learning of Effective Dynamics (G-LED), instances of high dimensional data are…
Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. Current statistical downscaling methods infer these phenomena as temporally…
Dynamical weather and climate prediction models underpin many studies of the Earth system and hold the promise of being able to make robust projections of future climate change based on physical laws. However, simulations from these models…
Scenario-based probabilistic forecasts have become vital for decision-makers in handling intermittent renewable energies. This paper presents a recent promising deep learning generative approach called denoising diffusion probabilistic…
Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…
Probabilistic forecasting is crucial for real-world spatiotemporal systems, such as climate, energy, and urban environments, where quantifying uncertainty is essential for informed, risk-aware decision-making. While diffusion models have…
We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…
The ability to predict multiple possible future positions of the ego-vehicle given the surrounding context while also estimating their probabilities is key to safe autonomous driving. Most of the current state-of-the-art Deep Learning…
Probabilistic forecasting provides a principled framework for uncertainty quantification in dynamical systems by representing predictions as probability distributions rather than deterministic trajectories. However, existing forecasting…
As a key component of power system production simulation, load forecasting is critical for the stable operation of power systems. Machine learning methods prevail in this field. However, the limited training data can be a challenge. This…
Generative models that can model and predict sequences of future events can, in principle, learn to capture complex real-world phenomena, such as physical interactions. However, a central challenge in video prediction is that the future is…
We consider the commonly encountered situation (e.g., in weather forecasting) where the goal is to predict the time evolution of a large, spatiotemporally chaotic dynamical system when we have access to both time series data of previous…
Chaos and unpredictability are traditionally synonymous, yet large-scale machine learning methods recently have demonstrated a surprising ability to forecast chaotic systems well beyond typical predictability horizons. However, recent works…
The literature is rich with studies, analyses, and examples on parameter estimation for describing the evolution of chaotic dynamical systems based on measurements, even when only partial information is available through observations.…
We consider multistage stochastic linear optimization problems combining joint dynamic probabilistic constraints with hard constraints. We develop a method for projecting decision rules onto hard constraints of wait-and-see type. We…
Two recent papers on prediction of chaotic systems, one on multi-view embedding1 , and the second on prediction in projection2 provide empirical evidence to support particular prediction methods for chaotic systems. Multi-view embedding1 is…