相关论文: Embedded Variational Neural Stochastic Differentia…

In this paper we propose a model that combines the strengths of RNNs and SGVB: the Variational Recurrent Auto-Encoder (VRAE). Such a model can be used for efficient, large scale unsupervised learning on time series data, mapping the time…

Modeling complex spatiotemporal dynamical systems, such as the reaction-diffusion processes, have largely relied on partial differential equations (PDEs). However, due to insufficient prior knowledge on some under-explored dynamical…

Physical computing has the potential to enable widespread embodied intelligence by leveraging the intrinsic dynamics of complex systems for efficient sensing, processing, and interaction. While individual devices provide basic data…

Latent variable models like the Variational Auto-Encoder (VAE) are commonly used to learn representations of images. However, for downstream tasks like semantic classification, the representations learned by VAE are less competitive than…

Multi-agent trajectory prediction is crucial for various practical applications, spurring the construction of many large-scale trajectory datasets, including vehicles and pedestrians. However, discrepancies exist among datasets due to…

Learning representations of underlying environmental dynamics from partial observations is a critical challenge in machine learning. In the context of Partially Observable Markov Decision Processes (POMDPs), state representations are often…

Learning rich data representations from unlabeled data is a key challenge towards applying deep learning algorithms in downstream tasks. Several variants of variational autoencoders (VAEs) have been proposed to learn compact data…

The identification and modeling of time-varying systems is a fundamental challenge in signal processing and system identification. To address this challenge, we propose a class of time-varying state-space model (SSM) based neural networks…

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

As a widely recognized approach to deep generative modeling, Variational Auto-Encoders (VAEs) still face challenges with the quality of generated images, often presenting noticeable blurriness. This issue stems from the unrealistic…

A novel way of using neural networks to learn the dynamics of time delay systems from sequential data is proposed. A neural network with trainable delays is used to approximate the right hand side of a delay differential equation. We relate…

This paper provides a unifying theoretical framework for stochastic optimization algorithms by means of a latent stochastic variational problem. Using techniques from stochastic control, the solution to the variational problem is shown to…

Partial differential equations, and their chaotic solutions, are pervasive in the modelling of complex systems in engineering, science, and beyond. Data-driven methods can find solutions to partial differential equations with a…

Parameter estimation for non-stationary stochastic differential equations (SDE) with an arbitrary nonlinear drift, and nonlinear diffusion is accomplished in combination with a non-parametric clustering methodology. Such a model-based…

Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…

Continuously-observed event occurrences, often exhibit self- and mutually-exciting effects, which can be well modeled using temporal point processes. Beyond that, these event dynamics may also change over time, with certain periodic trends.…

Stochastic dynamic models have been extensively used for the description of processes with uncertainties arising in the operations research, behavioral sciences, and many other application areas. A large class of the problems from these…

Operator learning has emerged as a promising paradigm for developing efficient surrogate models to solve partial differential equations (PDEs). However, existing approaches often overlook the domain knowledge inherent in the underlying PDEs…

Neural Ordinary Differential Equations (NODEs) use a neural network to model the instantaneous rate of change in the state of a system. However, despite their apparent suitability for dynamics-governed time-series, NODEs present a few…

Model reduction for fluid flow simulation continues to be of great interest across a number of scientific and engineering fields. In a previous work [arXiv:2104.13962], we explored the use of Neural Ordinary Differential Equations (NODE) as…