arXiv Machine Learning

State-Coupled Volatility in Latent Dynamical Systems: Recovery Under Partial Observation

arXiv:2606. 02664v1 Announce Type: cross Abstract: Latent state-space models are widely used to study partially observed dynamical systems, yet most formulations assume that process variability is independent of latent-state position.

arXiv Machine Learning
Jun 29

Disentangling Continuous-Time Latent Dynamics: Identifiability of Latent SDEs via Diffusion Shifts

arXiv:2606. 28228v1 Announce Type: new Abstract: Causal representation learning for time series has developed strong identifiability results in discrete-time latent causal models, but identifiability in continuous-time latent stochastic differential equation (SDE) models remains largely open.

By Yuanyuan Wang, Wenjie Wang, Haoxuan Li, Mingming Gong, Kun Zhang