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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

Continuous speech can be converted into a discrete sequence by deriving discrete units from the hidden features of self-supervised learned (SSL) speech models. Although SSL models are becoming larger and trained on more data, they are often…

Audio and Speech Processing · Electrical Eng. & Systems 2025-02-06 Jakob Poncelet , Yujun Wang , Hugo Van hamme

Dynamical models are often corrupted by model uncertainties, external disturbances, and measurement noise. These factors affect the performance of model-based observers and as a result, affect the closed-loop performance. Therefore, it is…

Systems and Control · Electrical Eng. & Systems 2023-06-14 Yasmine Marani , Ibrahima N'Doye , Taous-Meriem Laleg-Kirati

A novel deep neural network framework -- that we refer to as Deep Dynamic Factor Model (D$^2$FM) --, is able to encode the information available, from hundreds of macroeconomic and financial time-series into a handful of unobserved latent…

Econometrics · Economics 2023-05-23 Paolo Andreini , Cosimo Izzo , Giovanni Ricco

Kalman filtering and smoothing algorithms are used in many areas, including tracking and navigation, medical applications, and financial trend filtering. One of the basic assumptions required to apply the Kalman smoothing framework is that…

Optimization and Control · Mathematics 2014-03-21 Aleksandr Y. Aravkin , James V. Burke

Deep Neural Networks (DNNs) are a critical component for self-driving vehicles. They achieve impressive performance by reaping information from high amounts of labeled data. Yet, the full complexity of the real world cannot be encapsulated…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Julien Rebut , Andrei Bursuc , Patrick Pérez

Modern industrial facilities generate large volumes of raw sensor data during the production process. This data is used to monitor and control the processes and can be analyzed to detect and predict process abnormalities. Typically, the…

Machine Learning · Computer Science 2023-11-03 Maksim Golyadkin , Vitaliy Pozdnyakov , Leonid Zhukov , Ilya Makarov

Fast and robust dynamic state estimation (DSE) is essential for accurately capturing the internal dynamic processes of power systems, and it serves as the foundation for reliably implementing real-time dynamic modeling, monitoring, and…

Systems and Control · Electrical Eng. & Systems 2025-01-07 Jianhua Pei , Ping Wang , Jingyu Wang , Dongyuan Shi

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

A major tenet in theoretical neuroscience is that cognitive and behavioral processes are ultimately implemented in terms of the neural system dynamics. Accordingly, a major aim for the analysis of neurophysiological measurements should lie…

Machine Learning · Computer Science 2020-07-01 Georgia Koppe , Hazem Toutounji , Peter Kirsch , Stefanie Lis , Daniel Durstewitz

Dynamical systems theory has long provided a foundation for understanding evolving phenomena across scientific domains. Yet, the application of this theory to complex real-world systems remains challenging due to issues in mathematical…

Machine Learning · Computer Science 2024-11-05 Samuel A. Moore , Brian P. Mann , Boyuan Chen

Harmonic drive systems (HDS) are high-precision robotic transmissions featuring compact size and high gear ratios. However, issues like kinematic transmission errors hamper their precision performance. This article focuses on data-driven…

Robotics · Computer Science 2023-12-14 Ju Wu

This paper proposes the DnD Filter, a differentiable filter that utilizes diffusion models for state estimation of dynamic systems. Unlike conventional differentiable filters, which often impose restrictive assumptions on process noise…

Robotics · Computer Science 2026-01-13 Ziyu Wan , Lin Zhao

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

The data-driven discovery of interpretable models approximating the underlying dynamics of a physical system has gained attraction in the past decade. Current approaches employ pre-specified functional forms or basis functions and often…

Machine Learning · Computer Science 2025-07-30 Rahul Golder , M. M. Faruque Hasan

We present a novel method for training score-based generative models which uses nonlinear noising dynamics to improve learning of structured distributions. Generalizing to a nonlinear drift allows for additional structure to be incorporated…

Machine Learning · Statistics 2025-07-10 Jeremiah Birrell , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang , Wei Zhu

We develop a Data-Driven framework for the simulation of wave propagation in viscoelastic solids directly from dynamic testing material data, including data from Dynamic Mechanical Analysis (DMA), nano-indentation, Dynamic Shear Testing…

Materials Science · Physics 2023-07-19 Hossein Salahshoor , Michael Ortiz

Modern design, control, and optimization often requires simulation of highly nonlinear models, leading to prohibitive computational costs. These costs can be amortized by evaluating a cheap surrogate of the full model. Here we present a…

Machine Learning · Computer Science 2021-03-25 Ranjan Anantharaman , Yingbo Ma , Shashi Gowda , Chris Laughman , Viral Shah , Alan Edelman , Chris Rackauckas

Inferring stochastic dynamics from data is central across the sciences, yet in many applications only unordered, non-sequential measurements are available-often restricted to limited regions of state space-so standard time-series methods do…

Chaotic Dynamics · Physics 2025-12-01 Zhixin Lu , Łukasz Kuśmierz , Stefan Mihalas

The existing physical-informed Deep Operator Networks are mostly based on either the well-known mathematical formula of the system or huge amounts of data for different scenarios. However, in some cases, it is difficult to get the exact…

Signal Processing · Electrical Eng. & Systems 2026-02-24 Jieming Sun , Lichun Li