paper-with-me

홈 › Papers

Stochastic dynamics learning with state-space systems

2025-08-11 · Juan-Pablo Ortega, Florian Rossmannek arxiv

This work advances the theoretical foundations of reservoir computing (RC) by providing a unified treatment of fading memory and the echo state property (ESP) in both deterministic and stochastic settings. We investigate state-space systems, a central model class in time series learning, and establish that fading memory and solution stability hold generically -- even in the absence of the ESP -- offering a robust explanation for the empirical success of RC models without strict contractivity conditions. In the stochastic case, we critically assess stochastic echo states, proposing a novel distributional perspective rooted in attractor dynamics on the space of probability distributions, which leads to a rich and coherent theory. Our results extend and generalize previous work on non-autonomous dynamical systems, offering new insights into causality, stability, and memory in RC models. This lays the groundwork for reliable generative modeling of temporal data in both deterministic and stochastic regimes.

📄 PDF Abstract BibTeX arXiv:2508.07876

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Time-Reversible Bridges of Data with Machine Learning

2024-12-18 · Ludwig Winkler

The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With pr…

Numerical Integration

Meta-State-Space Learning: An Identification Approach for Stochastic Dynamical Systems

2023-07-13 · Gerben I. Beintema, Maarten Schoukens, Roland Tóth

Available methods for identification of stochastic dynamical systems from input-output data generally impose restricting structural assumptions on either the noise structure in the data-generating system or the possible …

State Space Models

Identification of Gaussian Process State-Space Models with Particle Stochastic Approximation EM

2013-12-17 · Roger Frigola, Fredrik Lindsten, Thomas B. Schön, Carl E. Rasmussen

Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper…

State Space Models

Relational State-Space Model for Stochastic Multi-Object Systems

2020-01-13 · ICLR 2020 1 · Fan Yang, Ling Chen, Fan Zhou, Yusong Gao 외

Real-world dynamical systems often consist of multiple stochastic subsystems that interact with each other. Modeling and forecasting the behavior of such dynamics are generally not easy, due to the inherent hardness in u…

ObjectTime SeriesTime Series Analysis

Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds

2021-04-05 · Felix X. -F. Ye, Sichen Yang, Mauro Maggioni

We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fas…

Efficient Exploration