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
The paper proposes treating a neural network’s layers as time steps in a state‑space model, converting Bayesian training into a smoothing problem. By propagating Gaussian moments forward and applying a Rauch–Tung–Striebel backward pass, weight posteriors are updated in closed form without gradient iterations or replay. The authors extend prior work by introducing a cross‑covariance identity that allows full‑covariance propagation through nonlinear activations, enabling more accurate online adaptation in non‑stationary classification, dynamics learning, and vision‑language‑action policy adaptation.
By Oren Wright, Haoming Jing, Qiaoan Shen, Koichiro Niinuma, Yorie Nakahira, Jos\'e M. F. Moura
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:2502.00550v2 Announce Type: replace
Abstract: Surrogate models of parametric dynamical systems are essential for many-query and real-time predictions in engineering applications such as design...
By Bongseok Kim, Haoyang Zheng, Michael Penwarden, Guang Lin
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
arXiv:2602.01176v2 Announce Type: replace
Abstract: Physics-informed neural networks (PINNs) have emerged as a powerful paradigm for solving partial differential equations (PDEs) by embedding physica...
By Olaf Yunus Laitinen Imanov
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...
By Tiangang Cui, Xiaodong Feng, Chenlong Pei, Xiaoliang Wan, Tao Zhou
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