Learning Continuous Neural Representation of Stochastic Hybrid Systems
Read the original on arXiv AI →The paper demonstrates that a stochastic hybrid system (SHS), which combines continuous dynamics governed by a stochastic differential equation (SDE) with discrete resets triggered by a Markov kernel, can be approximated by a single SDE in a higher‑dimensional latent space. By encoding the reset branches with auxiliary variables, the resets become deterministic, allowing the system’s manifold to be glued and embedded into Euclidean space. This embedding eliminates the need for explicit reset terms in the hybrid Fokker‑Planck equation, and the authors propose a loss function that matches evolving state distributions, enabling the latent SDE to recover the SHS’s probability evolution without mode labeling, trajectory segmentation, or event‑based simulations.
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