arXiv:2510. 25693v3 Announce Type: replace-cross Abstract: State-space models (SSMs) are a widely used tool in time series analysis.
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.
arXiv:2607. 07008v1 Announce Type: cross Abstract: A common method for the representation and analysis of time-series data is the hidden Markov model (HMM), where each observation is associated with a hidden state that evolves over time.
arXiv:2601. 07013v2 Announce Type: replace-cross Abstract: Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters -- show performance degradation when applied to nonlinear systems whose uncertainty follows arbitrary non-Gaussian, and potentially multi-modal distributions.
arXiv:2607. 01012v1 Announce Type: new Abstract: Data assimilation models state dynamics conditioned on sequential observations, and has wide-ranging scientific applications.
arXiv:2606. 02767v1 Announce Type: cross Abstract: Kalman filtering performance is highly sensitive to model mismatch and noise covariance tuning.
arXiv:2508. 13313v4 Announce Type: replace-cross Abstract: Data assimilation (DA) estimates a dynamical system's state from noisy observations.
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: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:2606. 16985v1 Announce Type: cross Abstract: State-space models (SSMs) are the standard formalism for Bayesian treatment of dynamical systems, with natural applications in statistics, signal processing, and machine learning.
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. 31137v1 Announce Type: new Abstract: This paper proposes a Bayesian filtering-based approach for learning the dynamics of a physical system from partial, noisy measurements.
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.