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.
By Naichang Ke, Pongpisit Thanasutives, Yoshinobu Kawahara
arXiv:2606. 02767v1 Announce Type: cross Abstract: Kalman filtering performance is highly sensitive to model mismatch and noise covariance tuning.
By Jiho Lee, Nisar R. Ahmed, Rebecca Russell
arXiv:2607. 15180v1 Announce Type: new Abstract: Ordinary differential equations (ODEs) are widely used to model dynamical systems in physics, biology, neuroscience, and physiology, but in many applications some equations of the dynamics are unknown and only a subset of the state variables are measured.
By Ahmet Demirkaya, Georgios Stratis, Tales Imbiriba, Zachary D. Danziger, Deniz Erdogmus
arXiv:2607. 19173v1 Announce Type: new Abstract: Neural stochastic differential equations (SDEs) have emerged as powerful tools for learning noisy or stochastic dynamics directly from data; however, existing approaches largely assume uncoupled and continuous noise, limiting their applicability to realistic stochastic drivers, and often scale poorly in time, requiring expensive autoregressive training.
By Arthur Bizzi, Olga Fink
In this paper, we present a generalized temporal-difference (TD) reinforcement learning framework based on the theory of conditional expectations. The value and action-value (Q-value) functions are treated as uncertain quantities, and their estimation is formulated as a stochastic inference problem.
arXiv:2608. 13215v1 Announce Type: new Abstract: Forecasting the long-horizon evolution of mechanical systems from position-only observations is a pivotal yet difficult task, as hidden velocities and trajectory-specific physical properties must be inferred simultaneously.
By Tianshuo Zhang, Xianglei Xing, Wenzhe Zhai, Jia Gao, He Cao
arXiv:2606. 27029v1 Announce Type: new Abstract: Hamiltonian Neural Networks (HNNs) integrate physical priors into neural models by learning a system's Hamiltonian, improving generalization and sample efficiency.
By Harsh Choudhary, Vyacheslav Kungurtsev, Chandan Gupta, Melvin Leok, Georgios Korpas
arXiv:2607. 20010v1 Announce Type: new Abstract: In this paper, we present a generalized temporal-difference (TD) reinforcement learning framework based on the theory of conditional expectations.
By Vasos Arnaoutis, Eric Lutters, Bojana Rosi\'c
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.
By Eviatar Bach, Ricardo Baptista, Jochen Br\"ocker, Bohan Chen, Andrew Stuart
arXiv:2606. 27029v2 Announce Type: replace Abstract: Hamiltonian Neural Networks (HNNs) integrate physical priors into neural models by learning a system's Hamiltonian, improving generalization and sample efficiency.
By Harsh Choudhary, Vyacheslav Kungurtsev, Chandan Gupta, Melvin Leok, Georgios Korpas
arXiv:2608. 15198v1 Announce Type: cross Abstract: Parameter identification of stochastic dynamical systems driven by mixed noises is challenging due to intractable likelihood functions.
By Xiaolong Wang, Xiangwen Hao, Jing Feng, Yuanyuan Liu, Yong Xu
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.
By Orestis Kaparounakis