相关论文: Variational Walkback: Learning a Transition Operat…

Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…

We investigate real-time tracking of two correlated stochastic processes over a shared wireless channel. The joint evolution of the processes is modeled as a two-dimensional discrete-time Markov chain. Each process is observed by a…

Adaptive time series forecasting is essential for prediction under regime changes. Several classical methods assume linear Gaussian state space model (LGSSM) with variances constant in time. However, there are many real-world processes that…

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Switching dynamical systems are an expressive model class for the analysis of time-series data. As in many fields within the natural and engineering sciences, the systems under study typically evolve continuously in time, it is natural to…

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

Incorporating stochasticity into the training process of deep convolutional networks is a widely used technique to reduce overfitting and improve regularization. Existing techniques often require modifying the architecture of the network by…

The qualitative study of dynamical systems using bifurcation theory is key to understanding systems from biological clocks and neurons to physical phase transitions. Data generated from such systems can feature complex transients, an…

In this work, we propose a novel variational Bayesian adaptive learning approach for cross-domain knowledge transfer to address acoustic mismatches between training and testing conditions, such as recording devices and environmental noise.…

Numerical simulation of stochastic differential equations over long time intervals poses significant computational challenges. In this paper, we propose a novel recursive polynomial chaos evolution method that achieves model reduction…

We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the…

Probabilistic generative models based on measure transport, such as diffusion and flow-based models, are often formulated in the language of Markovian stochastic dynamics, where the choice of the underlying process impacts both algorithmic…

We develop a path-based approach to continuous-time random walks on networks with arbitrarily weighted edges. We describe an efficient numerical algorithm for calculating statistical properties of the stochastic path ensemble. After…

Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…

Metric-based meta-learning has attracted a lot of attention due to its effectiveness and efficiency in few-shot learning. Recent studies show that metric scaling plays a crucial role in the performance of metric-based meta-learning…

We show that a neural network originally designed for language processing can learn the dynamical rules of a stochastic system by observation of a single dynamical trajectory of the system, and can accurately predict its emergent behavior…

The paper is devoted to studies of perturbed Markov chains commonly used for description of information networks. In such models, the matrix of transition probabilities for the corresponding Markov chain is usually regularised by adding a…

Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical…

Noise is usually regarded as adversarial to extract the effective dynamics from time series, such that the conventional data-driven approaches usually aim at learning the dynamics by mitigating the noisy effect. However, noise can have a…