arXiv Machine Learning

Poisson-Gamma Dynamical Systems with Time-varying Transition Dynamics

arXiv Machine Learning
Sep 23

One-Step Generative Surrogate Models via Block-Triangular Joint Drifting

The paper introduces block‑triangular joint drifting, a method that applies a projected drift field to the joint distribution of consecutive states, enabling one‑step generative surrogate models for stochastic transition dynamics. This architecture preserves the current‑state marginal while directly sampling the conditional distribution of next states, allowing stochastic trajectories to be generated with a single model evaluation per time step. Experiments show that the approach achieves accurate marginal and trajectory‑dependent statistics with favorable accuracy‑cost tradeoffs compared to deterministic, diffusion, flow, and distillation‑based generative surrogates.

By Nicholas Geissler, Shreya Jha, Ricardo Baptista, Benjamin Peherstorfer
arXiv Machine Learning
Sep 7

PAC-Bayesian Reconstruction Guarantees for Time Series Variational Autoencoders

The paper presents PAC‑Bayesian reconstruction guarantees for Variational Autoencoders applied to time‑series data. It extends existing bounds, which were limited to i.i.d. settings, to Markovian latent structures, allowing temporal dependencies to be captured without the bounds growing with trajectory length. The authors also provide an example framework showing that the required assumptions are not overly restrictive.

By Chlo\'e Hashimoto-Cullen, Ghislain Agoua, Benjamin Guedj, Sylvain Le Corff
arXiv Machine Learning
Jun 16

Graphical conditional generative modeling for digital twin modeling

arXiv:2606. 16219v1 Announce Type: cross Abstract: Digital twin modeling, including control and data assimilation under model uncertainty, often faces an open-ended fidelity problem: adding variables, data streams, and time scales can indefinitely increase model complexity, ultimately producing systems that are difficult to maintain, validate, interpret, and use for stress or safety testing.

By Zongren Zou, Th\'eo Bourdais, Ricardo Baptista, Houman Owhadi