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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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48 results for latent force model

Enhances dynamic system modeling with multiplicative latent forces.

problem Handling sparse data and complex models in dynamic systems.
method Extends latent force models to include multiplicative interactions and introduces an approximation method for inference.
result Improved control over trajectory geometry through multiplicative interactions.

The paper explores methods for inference in multiplicative latent force models.

problem Inference in hybrid models combining mechanistic and flexible components.
method Two methods of approximate inference: gradient matching and mixtures of local approximations.
result Comparison of methods on simulated and motion capture data.

Latent force models (LFM) are principled approaches to incorporating solutions to differential equations within non-parametric inference methods. Unfortunately, the development and application of LFMs can be inhibited by their computational cost, especially when closed-form solutions for the LFM are unavailable, as is …

2013-10-23abs ↗pdf ↗

Paper uses black-box inference to estimate non-linear latent force models.

problem Estimating posterior state and forcing term in non-linear systems with unknown forcing terms.
method Black-box variational inference with local inverse autoregressive flows.
result Demonstrates effectiveness of approximation on known posterior systems and non-linear dynamics.

This paper uses random Fourier features to simplify latent force models and convolved Gaussian processes.

problem Expensive covariance matrix calculation in latent force models due to double integrals.
method Approximates double integrals using random Fourier features to obtain simpler analytical expressions.
result Simplified analytical expressions for covariance functions, leading to faster computation.

The article develops models for learning and controlling physical systems with unknown inputs.

problem Learning and controlling physical systems with unknown inputs.
method Gaussian process latent force models (GP-LFMs) combining first-principles models and non-parametric GP components.
result Theoretical observability and controllability results for GP-LFMs.

A novel method uses GPLFMs for joint input-state estimation in linear structural systems.

problem Combined state and input estimation of linear structural systems.
method Gaussian process latent force models (GPLFMs) combined with Kalman filters.
result GPLFMs outperform conventional Kalman filters in state and input estimation.

A new model uses GPs and latent force models to predict patient responses to drugs.

problem Challenges in modeling short-term effects of drugs on patient physiology.
method Hybrid Gaussian process with latent force model for joint modeling of patient physiology and drug effects.
result The model accurately predicts patient responses to three common drugs, showing competitive performance.

Framework predicts responses in misspecified systems using GPLFM and BNNs.

problem Predicting responses in dynamical systems with model misspecification.
method Integrates GPLFM and BNNs for uncertainty-aware inference and prediction.
result Systematic propagation of uncertainty from diagnosis to prediction.

Study uses GPLFM to create Digital Twin for ferry quay health monitoring.

problem Deterioration of ferry quays due to harsh maritime environments and impacts.
method Gaussian Process Latent Force Model (GPLFM) integrating physics-based model and machine learning.
result GPLFM provides accurate acceleration response estimates, even under simplifying assumptions.

New method combines ODE solvers with Bayesian inference for efficient model training.

problem Combining ODE solvers with Bayesian inference for efficient model training.
method Probabilistic state space model using extended Kalman filter for joint inference from differential equations and data.
result Efficient approximate Bayesian inference on latent force and ODE solution.

Hybrid models combine domain knowledge and data-driven learning for Earth observation.

problem Challenges in modelling Earth observation data with either purely mechanistic or data-driven methods.
method Gaussian process convolution models, specifically latent force models (LFMs), integrating physical knowledge into multioutput GP models.
result Model automatically estimates soil moisture persistence and discovers latent forces related to precipitation.

Bayesian filtering approach identifies nonlinear restoring forces in dynamic systems.

problem Identification of nonlinear dynamic systems in engineering.
method Modeling the nonlinear restoring force as a Gaussian process, converting it to a state-space model, and inferring internal states and the nonlinear restoring force through filtering and smoothing.
result The approach effectively identifies nonlinear restoring forces in both simulated and experimental datasets.

Unified approach to training stochastic RNNs with latent variables.

problem Training generative latent variable models with autoregressive decoders.
method Amortized variational inference with backward RNN conditioning and auxiliary reconstruction cost.
result Improved performance on speech and sequential MNIST benchmarks.

A new method for training generative models with sparse supervision.

problem Training deep generative models with sparse and varying supervision.
method Caffeinated Wake-Sleep (CWS) method, combining reweighted wake-sleep and teacher-forcing.
result The CWS method is robust to variable length supervision and performs well on various datasets.

New findings show disentangled latent representations are not enough for robust compositional generalization.

problem Deep learning models struggle with compositional generalization, especially in out-of-distribution samples.
method Investigated a 2D Gaussian generation task with fully disentangled inputs, then forced disentangled latent representations into full-dimensional output space.
result Forcing disentangled latent representations into full-dimensional output space enables robust compositional generalization.

Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components. In this article, we shall show how LFMs can be equivalently formulated and solved using the state variable approach. We shall also show how the Gaussian process prior used in LFMs can be equivalently formulated…

2012-02-14abs ↗pdf ↗

Proposes a framework to maximize mutual information in VAE models for better latent code representation.

problem Lack of explicit measurement of the quality of learned representations in VAE models.
method Variational Mutual Information Maximization Framework for VAE.
result Maximizes mutual information between latent codes and observations, improving latent code representation.

This work discovers latent field effects governing interacting dynamical systems.

problem Discovering field effects governing interacting dynamical systems.
method Proposes neural fields to learn latent force fields from observed dynamics, disentangling local object interactions and global field effects.
result Accurately discovers latent field effects in various dynamical systems.

DLFM models complex systems with uncertainty, outperforming traditional methods.

problem Modeling highly nonlinear dynamical systems with robust uncertainty quantification.
method Deep latent force model (DLFM) using physics-informed kernels derived from ODEs.
result DLFM achieves comparable performance to non-physics-informed models on univariate tasks and captures dynamics in real-world data.

Derives operational-time variance kernel for reaction boundaries in financial markets.

problem Separating components in volatility models to better understand market dynamics.
method Derives a variance kernel for a latent-order-book reaction boundary, separating structural boundary cumulant, clock projection, and pricing-measure choice.
result Operational variance has a closed asymptotic form for long-memory forcing, with effective signed-forcing intensity and resilience.

Purely data driven approaches for machine learning present difficulties when data is scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to identify and specify all the interactions in the problem at hand (which may not be feas…

2011-07-13abs ↗pdf ↗

A scalable GPVAE method using local adjacencies to approximate GP inference.

problem Scalability issues in exact GP inference for large-scale GPVAEs.
method Neighbour-driven approximation strategy that confines computations to nearest neighbours.
result Outperforms other GPVAE variants in predictive performance and computational efficiency.

New method improves generative model performance by fully conditioning variational posteriors.

problem Inaccurate inference due to partial conditioning of variational posteriors in sequential LVMs.
method Introduces fully-conditioned approximate posteriors to improve generative model performance.
result Improves generative modelling and multi-step prediction performance.

Framework corrects model form errors in structural dynamics predictions.

problem Model form errors in parametric models of structural dynamics.
method Gaussian Process Latent Force Model (GPLFM) for non-parametric discrepancy representation, linear Bayesian filtering for state and discrepancy estimation, modal reduction for computational tractability.
result Significant reduction of displacement and rotation prediction errors under unseen excitations.

Quantizes latent space to improve disentanglement in models.

problem Learning disentangled representations from unlabeled data.
method Quantizes latent space into discrete code vectors with a learnable scalar codebook and applies high weight decay regularization.
result Quantized-latent autoencoder (QLAE) outperforms prior work in disentanglement without sacrificing data reconstruction.

FORCE efficiently solves complex clustering problems with guaranteed optimality.

problem Efficiently clustering variables or points into groups using SDP relaxations.
method Combines primal first-order method with dual optimality certificate search.
result Guaranteed to find optimal solution for certain variable clustering problems.

LLMs detect market patterns through causal reasoning, not just temporal association.

problem Detecting structural market patterns in financial data.
method Obfuscation testing using the WHO-WHOM-WHAT framework.
result LLMs achieve 71.5% detection rate of market patterns without temporal context.

This paper builds a model to predict the long-term future in reinforcement learning.

problem Catastrophic failures due to flawed long-term predictions in reinforcement learning models.
method The authors develop a latent-variable autoregressive model using variational inference to incorporate future information.
result The model achieves higher rewards faster than baselines on various tasks and environments.

Co-Diffusion predicts drug-target affinity by learning latent manifolds and diffusion, improving generalization.

problem Cold-start regimes in drug-target affinity prediction due to label scarcity and domain shifts.
method Two-stage framework: latent manifold alignment and latent diffusion regularization.
result Significantly outperforms state-of-the-art baselines, especially in zero-shot generalization.

Adaptive framework for learning latent space dimensions in GANs.

problem Inadequate latent space dimensions lead to poor generative models for complex data.
method Proposes a novel framework (LWGAN) that adaptively learns latent dimensions of data manifolds.
result Proves that the estimated intrinsic dimension is a consistent estimate of the true data manifold dimension.

Researchers develop a method to trick deep generative models with adversarial inputs.

problem Deep generative models can be misled by attackers to produce arbitrary data.
method The study introduces an adversarial attack technique to manipulate pre-trained generative models.
result Adversarial latent vectors can be crafted to resemble genuine inputs and fool generative models.

Derives variance kernel for reaction boundary in financial models.

problem Separating components in financial volatility models.
method Operational-time variance kernel, damped Abel response kernel, closed asymptotic form.
result Operational variance has a closed asymptotic form involving various parameters.

Topic models (e.g., pLSA, LDA, sLDA) have been widely used for segmenting imagery. However, these models are confined to crisp segmentation, forcing a visual word (i.e., an image patch) to belong to one and only one topic. Yet, there are many images in which some regions cannot be assigned a crisp categorical label (e.…

2016-12-28abs ↗pdf ↗

Cosine similarity can force points to grow in magnitude, causing convergence issues.

problem Cosine similarity loss can lead to convergence issues in deep learning.
method Analyzing under-explored settings and proposing cut-initialization.
result Cosine similarity optimization forces points to grow in magnitude, leading to convergence issues.

DCAE learns compact latent representations for one-class novelty detection.

problem Learning compact latent representations for one-class novelty detection.
method DCAE learns compact and collapse-free latent representations through internal discriminative layers of GANs, reconstructing in-class data finely and exclusively.
result DCAE achieves state-of-the-art performance on novelty and adversarial example detection.

UWM-JEPA predicts future scenarios in belief space, improving accuracy in partially observed environments.

problem Predicting future scenarios in partially observed environments with uncertainty.
method Introduces UWM-JEPA, a JEPA world model with a density-matrix latent and learned unitary predictor.
result UWM-JEPA achieves 0.77 accuracy on a hidden-velocity indicator task, outperforming LSTM-JEPA.

A hybrid model combines physics and machine learning to predict unknown processes in numerical models.

problem Unknown or poorly represented processes in numerical models of the Earth System.
method Combining a physical model with a neural-net trained on observations.
result The hybrid model accurately predicts unknown processes with high correlation (close to 1).