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 …
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48 results for “latent force models”
Bayesian modelling of dynamic systems must achieve a compromise between providing a complete mechanistic specification of the process while retaining the flexibility to handle those situations in which data is sparse relative to model complexity, or a full specification is hard to motivate. Latent force models achieve …
Latent force models are a class of hybrid models for dynamic systems, combining simple mechanistic models with flexible Gaussian process (GP) perturbations. An extension of this framework to include multiplicative interactions between the state and GP terms allows strong a priori control of the model geometry at the ex…
Recent advances in analysis of subband amplitude envelopes of natural sounds have resulted in convincing synthesis, showing subband amplitudes to be a crucial component of perception. Probabilistic latent variable analysis is particularly revealing, but existing approaches don't incorporate prior knowledge about the ph…
Latent force models are systems whereby there is a mechanistic model describing the dynamics of the system state, with some unknown forcing term that is approximated with a Gaussian process. If such dynamics are non-linear, it can be difficult to estimate the posterior state and forcing term jointly, particularly when …
Fast Kernel Approximations for Latent Force Models and Convolved Multiple-Output Gaussian processesstat.ML
A latent force model is a Gaussian process with a covariance function inspired by a differential operator. Such covariance function is obtained by performing convolution integrals between Green's functions associated to the differential operators, and covariance functions associated to latent functions. In the classica…
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.
Multi-output Gaussian processes have received increasing attention during the last few years as a natural mechanism to extend the powerful flexibility of Gaussian processes to the setup of multiple output variables. The key point here is the ability to design kernel functions that allow exploiting the correlations betw…
A Gaussian process latent force model for joint input-state estimation in linear structural systemscs.LG
The problem of combined state and input estimation of linear structural systems based on measured responses and a priori knowledge of structural model is considered. A novel methodology using Gaussian process latent force models is proposed to tackle the problem in a stochastic setting. Gaussian process latent force mo…
This article is concerned with learning and stochastic control in physical systems which contain unknown input signals. These unknown signals are modeled as Gaussian processes (GP) with certain parametrized covariance structures. The resulting latent force models (LFMs) can be seen as hybrid models that contain a first…
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.
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.
Many efforts have been devoted to training generative latent variable models with autoregressive decoders, such as recurrent neural networks (RNN). Stochastic recurrent models have been successful in capturing the variability observed in natural sequential data such as speech. We unify successful ideas from recently pr…
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…
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.
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.
Multi-output Gaussian processes (GPs) are a flexible Bayesian nonparametric framework that has proven useful in jointly modeling the physiological states of patients in medical time series data. However, capturing the short-term effects of drugs and therapeutic interventions on patient physiological state remains chall…
Switched latent force models for reverse-engineering transcriptional regulation in gene expression dataphysics.bio-ph
To survive environmental conditions, cells transcribe their response activities into encoded mRNA sequences in order to produce certain amounts of protein concentrations. The external conditions are mapped into the cell through the activation of special proteins called transcription factors (TFs). Due to the difficult …
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…
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.
Neighbour-Driven Gaussian Process Variational Autoencoders for Scalable Structured Latent Modellingcs.LG
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.
Proposes a framework to improve VAE latent codes using mutual information.
problem Lack of explicit measure for VAE latent variable quality.
method Variational Mutual Information Maximization Framework.
result Improves relationships between latent codes and observations.
Generative Adversarial Networks (GANs) can achieve state-of-the-art sample quality in generative modelling tasks but suffer from the mode collapse problem. Variational Autoencoders (VAE) on the other hand explicitly maximize a reconstruction-based data log-likelihood forcing it to cover all modes, but suffer from poore…
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.
Anomaly detection is a classical but worthwhile problem, and many deep learning-based anomaly detection algorithms have been proposed, which can usually achieve better detection results than traditional methods. In view of reconstruct ability of the model and the calculation of anomaly score, this paper proposes a time…
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.
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.
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.
In model-based reinforcement learning, the agent interleaves between model learning and planning. These two components are inextricably intertwined. If the model is not able to provide sensible long-term prediction, the executed planner would exploit model flaws, which can yield catastrophic failures. This paper focuse…
Recurrent models for sequences have been recently successful at many tasks, especially for language modeling and machine translation. Nevertheless, it remains challenging to extract good representations from these models. For instance, even though language has a clear hierarchical structure going from characters throug…
In numerical modeling of the Earth System, many processes remain unknown or ill represented (let us quote sub-grid processes, the dependence to unknown latent variables or the non-inclusion of complex dynamics in numerical models) but sometimes can be observed. This paper proposes a methodology to produce a hybrid mode…
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.
The future predictive performance of a Bayesian model can be estimated using Bayesian cross-validation. In this article, we consider Gaussian latent variable models where the integration over the latent values is approximated using the Laplace method or expectation propagation (EP). We study the properties of several B…
Efficient, Certifiably Optimal Clustering with Applications to Latent Variable Graphical Modelsstat.ML
Motivated by the task of clustering either variables or points into groups, we investigate efficient algorithms to solve the Peng-Wei (P-W) -means semi-definite programming (SDP) relaxation. The P-W SDP has been shown in the literature to have good statistical properties in a variety of settings, but rem…
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.
Paper models market dynamics using bull and bear forces.
problem Complex market dynamics influenced by biases and narratives.
method Bias to Behavior from Bull-Bear Dynamics (B4) model.
result Model predicts market trends with superior performance and interpretable insights.
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.…
We present a unified invariance framework for supervised neural networks that can induce independence to nuisance factors of data without using any nuisance annotations, but can additionally use labeled information about biasing factors to force their removal from the latent embedding for making fair predictions. Invar…
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.
Discriminative Multi-level Reconstruction under Compact Latent Space for One-Class Novelty Detectioncs.LG
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.
Simple and efficient algorithms for training machine learning potentials to force dataphysics.comp-ph
New algorithm efficiently trains machine learning models to atomic forces data.
problem Efficiently training machine learning models to large amounts of force data.
method Developed an efficient algorithm for training machine learning models to all available force data.
result Training to all available force data is only a few times more expensive than training to energies alone.
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.