惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

大猫的无限游戏
大猫的无限游戏
MyScale Blog
MyScale Blog
雷峰网
雷峰网
量子位
小众软件
小众软件
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
博客园 - 叶小钗
T
Tailwind CSS Blog
月光博客
月光博客
博客园 - 【当耐特】
博客园_首页
罗磊的独立博客
博客园 - 三生石上(FineUI控件)
IT之家
IT之家
爱范儿
爱范儿
阮一峰的网络日志
阮一峰的网络日志
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
WordPress大学
WordPress大学
The Cloudflare Blog
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
S
SegmentFault 最新的问题
人人都是产品经理
人人都是产品经理
V
V2EX
酷 壳 – CoolShell
酷 壳 – CoolShell

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
State-space systems as dynamic generative models
Juan-Pablo Ortega, Florian Rossmannek · 2024-04-12 · via math.ST updates on arXiv.org

A probabilistic framework to study the dependence structure induced by deterministic discrete-time state-space systems between input and output processes is introduced. General sufficient conditions are formulated under which output processes exist and are unique once an input process has been fixed, a property that in the deterministic state-space literature is known as the echo state property. When those conditions are satisfied, the given state-space system becomes a generative model for probabilistic dependences between two sequence spaces. Moreover, those conditions guarantee that the output depends continuously on the input when using the Wasserstein metric. The output processes whose existence is proved are shown to be causal in a specific sense and to generalize those studied in purely deterministic situations. The results in this paper constitute a significant stochastic generalization of sufficient conditions for the deterministic echo state property to hold, in the sense that the stochastic echo state property can be satisfied under contractivity conditions that are strictly weaker than those in deterministic situations. This means that state-space systems can induce a purely probabilistic dependence structure between input and output sequence spaces even when there is no functional relation between those two spaces.