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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.

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48 results for dynamical inference

Improves neural relational inference for dynamic multi-agent trajectories.

problem Limited accuracy of NRI in short output sequences for relational inference in multi-agent trajectories.
method Proposes DYnamic multi-AgentRelational Inference (DYARI) model to handle changing interactions over time.
result DYARI model outperforms NRI in dynamic relational inference tasks.

Framework infers Langevin dynamics from stochastic observations of latent systems.

problem Inferring non-stationary Langevin dynamics from indirect stochastic observations.
method Non-parametric framework explicitly modeling stochastic observation process and non-stationary latent dynamics.
result Correct inference of non-stationary dynamics requires accounting for non-equilibrium states and observation duration.

Proposes exact inference for continuous-time Gaussian process dynamics.

problem Inexact inference methods for continuous-time Gaussian process dynamics are impractical for irregularly-sampled data.
method Uses higher-order numerical integrators to discretize dynamics with arbitrary accuracy and proposes multistep and Taylor integrators for exact inference.
result Demonstrates accurate representation of continuous-time systems through exact GP inference.

New method for state inference in state-space models with unknown dynamics.

problem State inference in state-space models with computationally expensive and undefined dynamics.
method Estimate state transition dynamics using a multi-output Gaussian process and Bayesian Neural Network as a surrogate model.
result Significant improvement in accuracy for state inference and prediction in non-stationary user models.

Researchers develop a new SMC sampler for Wishart processes to improve dynamic covariance inference.

problem Challenging inference of dynamic covariance in various scientific fields.
method Introduce Sequential Monte Carlo (SMC) sampler for the Wishart process.
result SMC sampling provides more robust estimates and out-of-sample predictions of dynamic covariance.

Proposes DCNAR for dynamic causal inference from neural time series.

problem Uncertainty and evolution of causal structure in real-world domains.
method Two-stage neural causal modeling integrating discovery and inference.
result Dynamic causal inferences are more stable and meaningful than alternatives.

Physics-informed methods infer spatial dynamics from static snapshots, but limits exist.

problem Inferring spatial dynamics from static molecular patterns.
method Combining flexible representations with mechanistic constraints, analyzing structural identifiability, and adapting physics-informed schemes.
result Static spatial patterns can identify spatially varying dynamics, but limits exist due to modeling choices.

Adaptive Langevin dynamics reduces bias in Bayesian inference with mini-batching.

problem Bias in posterior sampling due to mini-batching in Bayesian inference.
method Adaptive Langevin dynamics with dynamical friction to correct noise.
result Quantified bias in posterior distribution due to mini-batching.

Optimizes variational inference for dynamic network models.

problem Estimating pairwise inner products and intercepts in dynamic latent space models.
method Structured mean-field variational inference with block coordinate ascent algorithm.
result Variational risk attains minimax optimal rate with logarithmic factor under certain conditions.

This paper addresses metaconsistency in Bayesian inference for metastable systems.

problem Inference for metastable systems may not be consistent, but can be metaconsistent over large but finite time intervals.
method Introduces metaconsistency in a Bayesian framework, discusses its relation to spectral properties of model dynamics.
result Metaconsistency can be exploited to infer sub-systems efficiently from larger systems.

New method learns cell trajectories and network interactions from single-cell data.

problem Network inference in systems biology from steady-state data.
method Min-entropy estimation for stochastic dynamics, leveraging both temporal and perturbational data.
result Jointly learns cellular trajectories and network interactions.

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.

Neuroscience is experiencing a data revolution in which many hundreds or thousands of neurons are recorded simultaneously. Currently, there is little consensus on how such data should be analyzed. Here we introduce LFADS (Latent Factor Analysis via Dynamical Systems), a method to infer latent dynamics from simultaneous…

2016-08-22abs ↗pdf ↗

DISTANA improves weather prediction by inferring hidden factors from temperature data.

problem Inferring hidden factors in spatiotemporal processes without supervision.
method Enhanced DISTANA architecture for spatiotemporal data, active tuning for latent state inference.
result DISTANA achieves more accurate predictions than other methods, inferring hidden factors from temperature data.

Valid inference method for DTW distance for abnormal time-series detection.

problem Statistical inference on DTW distance under uncertain conditions.
method Conditional selective inference framework to derive valid p-values.
result First method to provide valid p-values for DTW distance.

Efficient EP algorithm improves smoothing distribution inference in financial models.

problem Computational intractability of smoothing distribution in high dimensions.
method Adapted expectation propagation (EP) algorithms for the unified skew-normal family.
result Accuracy gains in financial illustrations over existing approximate algorithms.

TSCI improves causal inference in dynamical systems using vector fields.

problem Challenges in causal discovery with time series data in dynamical systems.
method TSCI method using vector fields to check for synchronization between learned dynamics.
result TSCI outperforms traditional methods like CCM and its generalizations.

Proposes a new model for better speech segmentation.

problem Improving speech segmentation accuracy.
method Integrates recurrent explicit duration variables into rSLDS and uses Pólya-gamma augmentation for inference.
result Demonstrates improved segmentation on various datasets.

Paper defends diffusion models from membership inference attacks using Langevin dynamics.

problem Defending diffusion models against membership inference attacks.
method Uses critically-damped higher-order Langevin dynamics with auxiliary variables.
result Demonstrates improved resistance to membership inference attacks through theoretical investigation and validation.

New model tackles complex spatio-temporal causal inference with dynamic confounders and functional data.

problem Complex spatio-temporal dynamics and unmeasured confounders hinder causal inference.
method PFD-BDCM, a unified generative framework for spatio-temporal dependencies, functional data, and dynamic confounding.
result PFD-BDCM outperforms existing methods across observational, interventional, and counterfactual queries.

New method infers population dynamics from snapshots using path space optimization.

problem Recover dynamics of a population from its temporal marginals.
method Grid-free algorithm using Schrödinger bridges coupled via noisy gradient descent in mean-field limit.
result Global convergence to min-entropy estimator with end-to-end theoretical guarantees.

ACSSM models irregular time series with continuous dynamics.

problem Modeling irregular time series data.
method ACSSM uses a multi-marginal Doob's h-transform and variational inference with stochastic optimal control.
result ACSSM outperforms in tasks like classification, regression, interpolation, and extrapolation.

NCDSSM models irregularly sampled time series with improved imputation and forecasting.

problem Accurate modeling of irregularly sampled time series with missing observations.
method Neural Continuous-Discrete State Space Model (NCDSSM) with amortized inference for auxiliary variables and flexible dynamic state parameterizations.
result Improved imputation and forecasting performance on multiple benchmark datasets.

New algorithm infers trajectories from partial observations using optimal transport.

problem Inferring trajectories from partial observations of coupled systems.
method Extends MFL algorithm to latent SDEs using observable state space models and partial observations.
result Experiments show significant outperformance over latent-free baseline.

This work uses variational inference to estimate parameters of opinion dynamics models.

problem Challenges in parameter estimation for ABMs of social phenomena.
method Transformed ABM parameter estimation into an optimization problem using variational inference.
result Estimates parameters more accurately than simulation-based and MCMC methods.

New method accelerates energetic variational inference using particle dynamics.

problem Efficiently solving variational inference problems with reduced computational cost.
method Particle-based variational inference with implicit scheme, inspired by energy quadratization and operator splitting.
result Significantly reduces computational cost compared to existing methods.

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.

A method for inferring motility models and heterogeneity from particle trajectories.

problem Understanding motility patterns from discrete trajectory data of biological agents.
method Maximum likelihood approach for second-order Langevin models with population heterogeneity.
result The proposed method outperforms alternative approaches for short trajectories.

A novel model uses ODE-based random features to model nonlinear dynamical systems.

problem Modeling highly nonlinear dynamical systems with uncertainty quantification.
method Compositions of physics-informed random features derived from ODEs, combined with deep Gaussian processes and approximate Bayesian inference.
result The model effectively captures nonlinear behavior in real-world multivariate time series data and achieves comparable performance to other models on benchmark tasks.