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We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

Temporally evolving systems are typically modeled by dynamic equations. A key challenge in accurate modeling is understanding the causal relationships between subsystems, as well as identifying the presence and influence of unobserved…

Methodology · Statistics 2024-10-28 András Telcs , Marcell T. Kurbucz , Antal Jakovác

Real world systems evolve in continuous-time according to their underlying causal relationships, yet their dynamics are often unknown. Existing approaches to learning such dynamics typically either discretize time -- leading to poor…

Machine Learning · Computer Science 2025-12-17 Nicholas Tagliapietra , Katharina Ensinger , Christoph Zimmer , Osman Mian

We propose a factor network autoregressive (FNAR) model for time series with complex network structures. The coefficients of the model reflect many different types of connections between economic agents ("multilayer network"), which are…

Econometrics · Economics 2025-04-24 Matteo Barigozzi , Giuseppe Cavaliere , Graziano Moramarco

Recursive learning -- where models are trained on data generated by previous versions of themselves -- is increasingly common in large language models, autonomous agents, and self-supervised systems. However, standard performance metrics…

Machine Learning · Computer Science 2026-05-20 Zhipeng Zhang

When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…

Physics and Society · Physics 2018-03-21 Juan V Escobar , Isaac Pérez Castillo

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Chaotic Dynamics · Physics 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

Estimating the structure of directed acyclic graphs (DAGs) of features (variables) plays a vital role in revealing the latent data generation process and providing causal insights in various applications. Although there have been many…

Machine Learning · Computer Science 2024-03-06 Shaohua Fan , Shuyang Zhang , Xiao Wang , Chuan Shi

Recent years have seen rapid progress at the intersection between causality and machine learning. Motivated by scientific applications involving high-dimensional data, in particular in biomedicine, we propose a deep neural architecture for…

Machine Learning · Computer Science 2022-12-12 Kai Lagemann , Christian Lagemann , Bernd Taschler , Sach Mukherjee

Simulation based or dynamic probabilistic risk assessment methodologies were primarily developed for proving a more realistic and complete representation of complex systems accident response. Such simulation based methodologies have proven…

Systems and Control · Electrical Eng. & Systems 2021-09-30 Parhizkar Tarannom , Mosleh Ali

Navigating complex urban environments safely is a key to realize fully autonomous systems. Predicting future locations of vulnerable road users, such as pedestrians and cyclists, thus, has received a lot of attention in the recent years.…

Machine Learning · Computer Science 2019-10-16 Tessa van der Heiden , Naveen Shankar Nagaraja , Christian Weiss , Efstratios Gavves

When modeling longitudinal biomedical data, often dimensionality reduction as well as dynamic modeling in the resulting latent representation is needed. This can be achieved by artificial neural networks for dimension reduction, and…

Machine Learning · Statistics 2023-12-01 Göran Köber , Raffael Kalisch , Lara Puhlmann , Andrea Chmitorz , Anita Schick , Harald Binder

Complex systems made of interacting elements are commonly abstracted as networks, in which nodes are associated with dynamic state variables, whose evolution is driven by interactions mediated by the edges. Markov processes have been the…

Physics and Society · Physics 2017-01-30 Vsevolod Salnikov , Michael T. Schaub , Renaud Lambiotte

Structural causal models describe how the components of a robotic system interact. They provide both structural and functional information about the relationships that are present in the system. The structural information outlines the…

Robotics · Computer Science 2025-08-12 Alejandro Murillo-Gonzalez , Junhong Xu , Lantao Liu

We argue that the vulnerability of model parameters is of crucial value to the study of model robustness and generalization but little research has been devoted to understanding this matter. In this work, we propose an indicator to measure…

Machine Learning · Computer Science 2020-12-11 Xu Sun , Zhiyuan Zhang , Xuancheng Ren , Ruixuan Luo , Liangyou Li

While modern deep networks have demonstrated remarkable versatility, their training dynamics remain poorly understood--often driven more by empirical tweaks than architectural insight. This paper investigates how internal structural choices…

Machine Learning · Computer Science 2025-08-26 Saleh Nikooroo , Thomas Engel

Dynamic causal discovery in wireless networks is essential due to evolving interference, fading, and mobility, which complicate traditional static causal models. This paper addresses causal inference challenges in dynamic fading wireless…

Machine Learning · Computer Science 2025-11-11 Oluwaseyi Giwa

In the context of survival analysis, data-driven neural network-based methods have been developed to model complex covariate effects. While these methods may provide better predictive performance than regression-based approaches, not all…

Machine Learning · Statistics 2024-04-23 Jesse Islam , Maxime Turgeon , Robert Sladek , Sahir Bhatnagar

Complex and nonlinear dynamical systems often involve parameters that change with time, accurate tracking of which is essential to tasks such as state estimation, prediction, and control. Existing machine-learning methods require full state…

Machine Learning · Computer Science 2023-11-16 Zheng-Meng Zhai , Mohammadamin Moradi , Bryan Glaz , Mulugeta Haile , Ying-Cheng Lai

Temporal causal representation learning methods assume that causal mechanisms switch instantaneously between discrete domains, yet real-world systems often exhibit continuous mechanism transitions. For example, a vehicle's dynamics evolve…

Machine Learning · Computer Science 2026-01-30 Shicheng Fan , Kun Zhang , Lu Cheng
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