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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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3156309441,259 · Jun 202019922001200920182026
48 results for deep state space

The paper develops a state-space approach to deep Gaussian processes for efficient state estimation.

problem Efficient regression and state estimation for deep Gaussian processes.
method Hierarchical transformed Gaussian process priors, state-space representation, linear stochastic differential equations, sequential methods.
result The state-space approach enables efficient state estimation and regression for deep Gaussian processes.

This work studies learning dynamics in SSMs, linking them to deep linear networks.

problem Lack of theoretical understanding of SSMs, especially in deep state spaces.
method Analyzes learning dynamics of linear SSMs, focusing on frequency domain, and establishes links to deep linear networks.
result Analytical solutions for SSM learning dynamics under mild assumptions, linking to deep linear networks.

Stanza models complex time series with balance between traditional and deep learning approaches.

problem Capturing long-term structure in non-stationary time series.
method Nonlinear, non-stationary state space model.
result Achieves forecasting accuracy competitive with deep LSTMs, especially for multi-step ahead forecasting.

Unified deep sequential and state-space models for robust option pricing with uncertainty.

problem Combining robustness to noise and uncertainty measurement in option pricing models.
method Unscattered reservoir smoother (URS) integrating deep sequential and state-space models.
result URS achieves competitive forecasting accuracy and uncertainty measurement in noisy datasets.

Deep belief networks improve Dyna-style planning in large state spaces.

problem Lack of real data and difficulty in learning a good generative model for large state spaces.
method Used deep belief networks to learn an environment model for Dyna-style planning.
result Deep belief networks significantly outperform linear expectation models in empirical validation.

We solve 6-DoF localisation and 3D reconstruction using deep state-space models.

problem 6-DoF localisation and dense 3D reconstruction in spatial environments.
method Approximate Bayesian inference in a deep state-space model combining learning and domain knowledge.
result Near state-of-the-art performance on UAV flight data.

Deep RL solves combinatorial selection problems with large item spaces.

problem Solving MDPs with large state and action spaces, especially for combinatorial selection.
method Convert S-MDP to IS-MDP, use weight-shared Q-networks to manage state space explosion.
result Our approach effectively handles large item spaces and scales to diverse environments.

Extends reinforcement learning to continuous state spaces with safety constraints.

problem Safety-critical reinforcement learning in continuous state spaces with unknown dynamics.
method Introduces a novel Budgeted Bellman Optimality operator and applies it to continuous state spaces.
result Validated on spoken dialogue and autonomous driving applications.

TSSC images enhance chaotic signal classification using ConvNets.

problem Classifying chaotic signals accurately and robustly.
method Triad State Space Construction (TSSC) for image encoding, Convolutional Neural Network (ConvNet) for classification.
result TSSC-ConvNet achieves high accuracy and robustness in chaotic signal classification.

A new method for estimating uncertainty in deep neural networks.

problem Challenges in uncertainty estimation in deep neural networks, especially with increased complexity.
method Decompose tasks into representation learning and state space model for uncertainty estimation.
result The proposed method can estimate predictive distributions on top of existing neural networks.

A new algorithm for deep Q-learning with robustness to state transition uncertainty.

problem Model uncertainty in state transitions for non-tabular, continuous state spaces.
method Distributionally robust approach using worst-case transition ball and dualized Bellman operator with Sinkhorn distance.
result Optimal policy found through solving non-linear Bellman equation with neural network parameterization.

PASS model predicts disease progression with both accuracy and interpretability.

problem Balancing accurate disease prediction with clinically interpretable models.
method Phased LSTM units with attention mechanism for non-stationary state dynamics.
result PASS model achieves superior predictive accuracy and interpretable representations.

Deep state space model forecasts time series with uncertainty.

problem Probabilistic forecasting for risk management.
method Parameterized deep networks for non-linear models, recurrent neural nets for dependency, ARD network for exogenous variables.
result Accurate and sharp probabilistic forecasts with realistic uncertainty growth.

RANDPOL uses randomized networks for efficient reinforcement learning in continuous state and action MDPs.

problem Efficient reinforcement learning in environments with continuous state and action spaces.
method RANDPOL uses randomized function approximation to represent policy and value functions, providing finite time guarantees and improved numerical performance.
result RANDPOL achieves better numerical performance and provides finite time guarantees compared to deep neural network based algorithms.

SPID-GAN learns bidirectional mappings in subsurface models.

problem Challenges in identifying and approximating causal structures in high-dimensional parameter spaces.
method Generative adversarial networks (GANs) for learning cross-domain mappings.
result SPID-GAN achieves satisfactory performance in identifying bidirectional state-parameter mappings.

New method handles missing data and multiple data types in time series models.

problem Handling missing data and multiple data modalities in time series models.
method Factorized inference method for Multimodal Deep Markov Models (MDMMs).
result Method performs well even with high levels of missing data and outperforms existing approaches.

Deep neural network learns discrete state abstractions for efficient planning.

problem Efficient sequential decision making in large state spaces.
method Information bottleneck method for learning approximate bisimulations using deep neural encoders and action-conditioned HMM.
result Trained method efficiently plans for unseen goals in multi-goal reinforcement learning.

Structured state space models improve ECG classification and reveal new insights.

problem Improving ECG analysis through deep learning.
method Applying structured state space models to capture long-term dependencies in ECG data.
result SSMs lead to significant improvements in ECG classification over current state-of-the-art.

A new method for analyzing high-dimensional time-series data using deep neural networks.

problem Challenges in modeling high-dimensional time-series data with explicit state and observation processes.
method Deep Direct Discriminative Decoders (D4) for high-dimensional observation processes.
result D4 outperforms traditional SSMs and RNNs in various time-series data applications.

Paper benchmarks DRL policies' resilience to state transitions.

problem Measuring DRL policies' resilience to state perturbations.
method Disentangled representation learning and RL-based techniques.
result Demonstrated feasibility of resilience benchmarking in DQN, A2C, and PPO2.

SDQL uses modular deep Q networks to efficiently learn multi-stage optimal control tasks.

problem Training complex deep reinforcement learning models for multi-stage control tasks is inefficient and unstable.
method Stacked Deep Q Learning (SDQL) with modular Q networks and backward training.
result SDQL efficiently learns optimal control policies for multi-stage tasks with high-dimensional state and action spaces.

Data-efficient learning in continuous state-action spaces using very high-dimensional observations remains a key challenge in developing fully autonomous systems. In this paper, we consider one instance of this challenge, the pixels to torques problem, where an agent must learn a closed-loop control policy from pixel i…

2015-02-08abs ↗pdf ↗

Paper solves POMDPs in continuous time and discrete spaces.

problem Optimal decision making in discrete state and action space systems under partial observability.
method Combining optimal filtering theory and deep learning to solve a Hamilton-Jacobi-Bellman equation.
result Derives a mathematical description and solution approach for continuous-time POMDPs.

Neural Physicist learns physical dynamics from images.

problem Learning meaningful physical state representations and accurate state transitions from image sequences.
method Neural Physicist uses VAE for state extraction, NP for parameters, and SSM for dynamics.
result Achieves long-term predictions and identifies system degrees of freedom.

The paper provides a theoretical justification for using stable SSM blocks in deep sequential models.

problem Developing generalization bounds for deep sequential models with varying sequence lengths.
method Using Rademacher contraction and stability constraints, the paper derives a PAC bound that is independent of sequence length.
result The derived PAC bound decreases as the stability of SSM blocks increases, providing theoretical justification for their use.

Deep neural networks can solve optimal stopping problems without dimensionality issues.

problem Optimal stopping problems in high-dimensional state spaces.
method Established a general framework for deep ReLU neural networks to approximate value functions and continuation values.
result Deep neural networks can approximate value functions and continuation values with error at most ε of size κd^q ε^(-r).

We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP layers to learn abstract representations of the state feature space, which is link…

2015-12-26abs ↗pdf ↗