arXiv:2607. 20521v1 Announce Type: new Abstract: The state of a dynamic system evolves over time, switching among several latent modes that govern its observable behavior.
arXiv:2607. 01012v1 Announce Type: new Abstract: Data assimilation models state dynamics conditioned on sequential observations, and has wide-ranging scientific applications.
arXiv:2604.07169v3 Announce Type: replace-cross Abstract: Bayesian filtering and smoothing are central to data assimilation in nonlinear dynamical systems. Recent advances in deep generative models p...
arXiv:2606. 26497v1 Announce Type: new Abstract: Bayesian filtering of partially and noisily observed dynamical systems seeks to infer the evolving conditional distribution of the state of a dynamical system, given observations, in an online fashion.
arXiv:2602. 23050v2 Announce Type: replace Abstract: Deep state-space models (DSSMs) enable temporal predictions by learning the underlying dynamics of observed sequence data.
arXiv:2609.37435v1 Announce Type: new Abstract: Neural Koopman autoencoder models have been shown to successfully build a latent embedding with linear dynamics for arbitrary dynamical systems, enabli...
arXiv:2606. 01468v1 Announce Type: cross Abstract: Due to their explicit priors and ability to model uncertainty, Bayesian methods have played a major role in dynamical latent variable modeling of single-cell neural recordings.
arXiv:2606. 14195v1 Announce Type: new Abstract: Kalman filters based on the Embedded Latent Transfer Operators (ELTO) emerge as novel statistical tools for sequential state estimation.
arXiv:2606. 02767v1 Announce Type: cross Abstract: Kalman filtering performance is highly sensitive to model mismatch and noise covariance tuning.
The paper introduces prequential posteriors, a Bayesian approach that uses a predictive‑sequential loss function to update deep generative forecasting models (DGFMs) when new data arrive. By adopting a consistency notion suitable for model misspecification, the authors prove that both the loss minimizer and the posterior concentrate on parameters with optimal predictive performance. Scalable inference is achieved with parallelisable waste‑free sequential Monte Carlo samplers that employ preconditioned gradient kernels, and the method is validated on synthetic and real meteorological time‑series data.
arXiv:2607. 12095v1 Announce Type: cross Abstract: Sensor-rich data-driven applications increasingly use Bayesian approaches to infer latent states of dynamic systems from noisy sensor measurements and physical models.
The paper introduces the Belief Flow Filter (BFF), a generative filtering framework that encodes the evolving posterior distribution directly into flow matching model weights and updates them via test‑time gradient descent. By avoiding particle representations and Gaussian assumptions, BFF aligns structurally with Bayesian filtering and targets the recursive filtering operator. Empirical results on five physical systems—including chaotic dynamics, sparse observations, and a tokamak plasma estimation task—show that BFF outperforms existing methods in most benchmark metrics.
arXiv:2609.16317v1 Announce Type: new Abstract: This letter presents a unified formulation and a controlled numerical comparison of generative-model approaches to the nonlinear filtering problem. Und...