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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.

168,695 papers · 148 categories

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141281422562 · Jun 202019922001200920172026
48 results for dynamic latent variables

Improved robust latent variable estimation for neural dynamics.

problem Inconsistent results due to noise and nonlinearity in existing models.
method Probabilistic approach to latent variable estimation in decomposed models.
result More accurate latent variable inference in nonlinear systems with diverse noise conditions.

This work extends identifiability analysis to sequential latent variable models, focusing on Switching Dynamical Systems.

problem Identifying latent variables in sequential data models.
method Proved identifiability of Markov Switching Models and established conditions for Switching Dynamical Systems.
result Identifiability of latent variables and non-linear mappings in Switching Dynamical Systems up to affine transformations.

Study identifies latent variables and models from spacecraft data.

problem Learning reliable models from spacecraft data with complex relationships.
method Inductive bias inspired by controllable canonical forms for sparse, input-dependent latent variables.
result Identifies latent variables up to scaling and determines dynamic models up to transformations for linear and affine systems.

Proposes LDIDPs for efficient sequential data generation from latent dynamical models.

problem Challenges in generating high-fidelity sequential samples from latent dynamical models.
method Utilizes implicit diffusion processes to sample from latent dynamical processes.
result Demonstrates accurate learning of dynamics and efficient generation of high-quality sequential data.

New model captures state-dependent variability in partially observed systems.

problem Structured stochasticity not captured by constant-variance models.
method State-coupled stochastic volatility framework with particle expectation-maximization.
result Model consistently reduces recovery bias under partial observation.

Framework LiLY recovers latent causal variables from time-series data under distribution shifts.

problem Learning and correcting models under unknown distribution shifts in time-series data.
method LiLY framework that recovers latent causal variables and identifies their relations from temporal data under different distribution shifts.
result The framework reliably identifies time-delayed latent causal influences from observed variables under different distribution changes.

Representation learning over graph structured data has been mostly studied in static graph settings while efforts for modeling dynamic graphs are still scant. In this paper, we develop a novel hierarchical variational model that introduces additional latent random variables to jointly model the hidden states of a graph…

2019-08-26abs ↗pdf ↗

Langevin autoencoders improve deep latent variable models with efficient posterior sampling.

problem Efficient posterior sampling in deep latent variable models using MCMC.
method Amortized Langevin dynamics (ALD) replaces datapoint-wise sampling with encoder updates.
result ALD is valid as an MCMC algorithm with the target posterior as a stationary distribution.

Optimally explores dynamical systems with varying properties using context inference.

problem Learning dynamics models for systems with varying properties.
method Formulates dynamics models as stochastic processes conditioned on a latent context variable inferred from system transitions. Uses probabilistic formulation to compute optimal action sequences for exploration.
result Demonstrates effectiveness of the method on non-linear toy-problems and reinforcement learning environments.

Proposes PredVAR model for reduced-dimensional dynamics from noisy data.

problem Extracting low-dimensional dynamics from high-dimensional noisy data.
method Probabilistic reduced-dimensional vector autoregressive model with oblique projection.
result Iterative algorithm yields dynamic latent variables with rank-ordered predictability.

Latent variable models improve RL by facilitating efficient learning and exploration.

problem Improving sample efficiency in reinforcement learning.
method Representation view of latent variable models for state-action value functions, incorporating kernel embeddings and UCB exploration.
result Established sample complexity of the proposed approach in online and offline settings, demonstrated superior performance in benchmarks.

We introduce the variational filtering EM algorithm, a simple, general-purpose method for performing variational inference in dynamical latent variable models using information from only past and present variables, i.e. filtering. The algorithm is derived from the variational objective in the filtering setting and cons…

2018-11-13abs ↗pdf ↗

New method improves uncertainty quantification in latent variable models.

problem Uncertainty quantification in latent variable models with SGLD-Gibbs.
method Statistical scaling limit theory for SGLD-Gibbs, proposing hyperparameter tuning.
result Explicit guidance on hyperparameter tuning for SGLD-Gibbs ensures meaningful uncertainty quantification.

New method disentangles latent variables in nonstationary data.

problem Disentangling latent variables in nonstationary sequential data.
method NCTRL framework exploiting Markov assumption and temporal structure.
result Independent latent components can be recovered from nonlinear mixture without auxiliary variables.

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for computational tractability. Inference is made tractable through a collapsed variation…

2018-05-22abs ↗pdf ↗

New method for LVEBMs using saddle-point optimization and Langevin updates.

problem Expressive generative modeling of latent variables with hidden structure.
method Reformulate LVEBM training as a saddle problem, using Langevin updates and gradient flows.
result Proves existence and convergence of the algorithm under standard assumptions, with improved ELBO bounds.

Model criticism is usually carried out by assessing if replicated data generated under the fitted model looks similar to the observed data, see e.g. Gelman, Carlin, Stern, and Rubin [2004, p. 165]. This paper presents a method for latent variable models by pulling back the data into the space of latent variables, and c…

2017-11-13abs ↗pdf ↗

Introduces alternators for modeling sequences, outperforming baselines.

problem Modeling complex sequential data with stability and efficiency.
method Two neural networks (OTN and FTN) alternate between outputting samples in observation and feature spaces, learned via cross-entropy criterion.
result Alternators outperform strong baselines in various domains (Lorenz equations, Neuroscience, Climate Science).

New methods improve sampling from complex dynamical models.

problem Sampling from high-dimensional, non-linear latent dynamical models is computationally challenging.
method Introduce auxiliary MCMC and Particle Gibbs samplers with improved performance and parallelisation.
result Enhanced samplers maintain performance in high-dimensional latent spaces and support parallelisation.

Recurrent-DBN models dynamic relational data with interpretable latent structures.

problem Interpreting dynamic relational data with hidden structures.
method Recurrent Dirichlet Belief Network framework with hierarchical latent structures and efficient inference strategy.
result Recurrent-DBN discovers interpretable latent structures and improves link prediction.

High dimensional time series are endemic in applications of machine learning such as robotics (sensor data), computational biology (gene expression data), vision (video sequences) and graphics (motion capture data). Practical nonlinear probabilistic approaches to this data are required. In this paper we introduce the v…

2011-07-25abs ↗pdf ↗

Model captures system input variations in latent space for actionable dynamics.

problem Learning dynamical systems from data without prescribing a mathematical model.
method Structured latent ODE model with stochastic factors of variation for each input.
result Improves generation of time-series data and inference of system inputs over baselines.

New method for efficient Bayesian inference in GPSSMs.

problem Challenges in inference for Gaussian process state-space models.
method Free-form variational inference with stochastic gradient Hamiltonian Monte Carlo.
result Our method learns transition dynamics and latent states more accurately than competing methods.

This paper presents the Poisson-randomized gamma dynamical system (PRGDS), a model for sequentially observed count tensors that encodes a strong inductive bias toward sparsity and burstiness. The PRGDS is based on a new motif in Bayesian latent variable modeling, an alternating chain of discrete Poisson and continuous …

2019-10-28abs ↗pdf ↗

A gamma process dynamic Poisson factor analysis model is proposed to factorize a dynamic count matrix, whose columns are sequentially observed count vectors. The model builds a novel Markov chain that sends the latent gamma random variables at time (t1)(t-1) as the shape parameters of those at time tt, which are linked …

2015-12-30abs ↗pdf ↗

This work explains how linear representations in large language models arise from training objectives and gradient descent.

problem Understanding the origins of linear representations in large language models.
method A latent variable model to abstract and formalize concept dynamics, combined with analysis of the softmax cross-entropy objective and gradient descent.
result Linear representations emerge when learning from data matching the latent variable model, and this simple structure suffices to yield linear representations.