Latent Dynamics Modeling

This paper introduces an extension of generalised filtering for online applications. Generalised filtering refers to data assimilation schemes that jointly infer latent states, learn unknown model parameters, and estimate uncertainty in an integrated framework -- e.g., estimate state and observation noise -- at the same time (i.e., triple estimation). This framework appears across disciplines under different names, including variational Kalman-Bucy filtering in engineering, generalised predictive coding in neuroscience, and Dynamic Expectation Maximisation (DEM) in time-series analysis. Here, we specialise DEM for ``online'' data assimilation, through a separation of temporal scales. We describe the variational principles and procedures that allow one to assimilate data in a way that allows for a slow updating of parameters and precisions, which contextualise fast Bayesian belief updating about the dynamic hidden states. Using numerical studies, we demonstrate the validity of online DEM (ODEM) using a non-linear -- and potentially chaotic -- generative model, to show that the ODEM scheme can track the latent states of the generative process, even when its functional form differs fundamentally from the dynamics of the generative model. Framed from a neuro-mimetic predictive coding perspective, ODEM offers a biologically inspired solution to online inference, learning, and uncertainty estimation in dynamic environments.

Closed-loop management of geological CO2 storage requires control policies that adapt to uncertain reservoir behavior while relying on observations that are realistically available during operation. This work formulates CO2 injection and brine-production control as a partially observable sequential decision problem and studies deployable deep reinforcement-learning controllers trained with high-fidelity reservoir simulation. We first compare privileged-state, well-only, history-conditioned, masking-curriculum, and asymmetric teacher-student model-free policies in order to quantify the value of temporal well-response information and training-time privileged simulator states. We then evaluate a latent model-based adaptation pipeline that reuses nominal latent dynamics and retunes controllers under known injector failure, leakage-induced dynamics and reward shift, and compartmentalized reservoir connectivity. The results show that history-conditioned policies recover nearly all of the privileged-state performance while using only deployable well-level information, and that latent model-based retuning outperforms direct model-free retuning under the same scenario-specific real-simulator budget in the abnormal operating cases. The proposed framework therefore provides a simulator-budget-aware alternative to repeated online history matching and re-optimization for closed-loop CO2 storage control.

Representing dynamical systems through data-driven universal spaces has proven effective; however, achieving this universality for human brain activity remains a significant challenge, further aggravated by diverse cognitive states and individual subjects. Recognizing that spatial properties reflect physical wiring while temporal properties reflect brain function, we develop Universal Brain Dynamics (UBD) to construct a universal space tailored to brain activity and quantify corresponding dynamics using a model-derived Jacobian matrix. Crucially, we validate UBD's universality by accurately predicting functional magnetic resonance imaging (fMRI) signals (Pearson's r > 0.9) across eight states and 963 subjects in the Human Connectome Project (HCP). Through evaluating resting-state fMRI represented within UBD, we gain insight into how infra-slow fluctuation (ISF) underpins brain activity. Furthermore, we reveal a new perspective on structure-function coupling (SFC) by analyzing the temporal sequence of brain dynamics. Extending UBD to task-evoked states, we derive brain dynamics across various cognitive conditions, elucidating the neural mechanisms driving cognitive transitions at a finer granularity. For individual differences, we compare brain dynamics across subjects to identify the neural underpinnings of these variations. Our findings suggest that synergistically integrating spatial and temporal properties of brain activity establishes a universal space for its unfolding, enabling the precise numerical analysis of underlying neural mechanisms across varying conditions.

World models have recently re-emerged as a central paradigm for embodied intelligence, robotics, autonomous driving, and model-based reinforcement learning. However, current world model research is often dominated by three partially separated routes: 2D video-generative models that emphasize visual future synthesis, 3D scene-centric models that emphasize spatial reconstruction, and JEPA-like latent models that emphasize abstract predictive representations. While each route has made important progress, they still struggle to provide physically reliable, action-controllable, and long-horizon stable predictions for embodied decision making. In this paper, we argue that the bottleneck of world models is no longer only whether they can generate realistic futures, but whether those futures are physically meaningful and useful for action. We propose \emph{Hamiltonian World Models} as a physically grounded perspective on world modeling. The key idea is to encode observations into a structured latent phase space, evolve the latent state through Hamiltonian-inspired dynamics with control, dissipation, and residual terms, decode the predicted trajectory into future observations, and use the resulting rollouts for planning. We discuss how Hamiltonian structure may improve interpretability, data efficiency, and long-horizon stability, while also noting practical challenges in real-world robotic scenes involving friction, contact, non-conservative forces, and deformable objects.

The robotic manipulation of Deformable Linear Objects (DLOs) is a fundamental challenge due to the high-dimensional, non-linear dynamics of flexible structures and the complexity of maintaining topological integrity during contact-rich tasks. While recent data-driven methods have utilized Recurrent and Graph Neural Networks for dynamics modeling, they often struggle with self-intersections and non-physical deformations, such as tangling and link stretching. In this paper, we propose a latent dynamics framework that combines a Recurrent State Space Model with a Quaternionic Kinematic Chain representation to enable robust, long-term forecasting of DLO states. By encoding the DLO as a sequence of relative rotations (quaternions) rather than independent Cartesian positions, we inherently constrain the model to a physically valid manifold that preserves link-length constancy. Furthermore, we introduce a dual-decoder architecture that decouples state reconstruction from future-state prediction, forcing the latent space to capture the underlying physics of deformation. We evaluate our approach on a large-scale simulated dataset of complex pick-and-place trajectories involving self-intersections. Our results demonstrate that the proposed model achieves a 40.52% reduction in open-loop prediction error over 50-step horizons compared to the state-of-the-art baseline, while reducing inference time by 31.17%. Our model further maintains superior topological consistency in scenarios with multiple crossings, proving its efficacy as a compositional primitive for long-horizon manipulation planning.

Model-Based Reinforcement Learning distinguishes between physical dynamics models operating on proprioceptive inputs and latent dynamics models operating on high-dimensional image observations. A prominent latent approach is the Recurrent State Space Model used in the Dreamer family. While epistemic uncertainty quantification to inform exploration and mitigate model exploitation is well established for physical dynamics models, its transfer to latent dynamics models has received limited scrutiny. We empirically demonstrate that latent transitions are biased toward well-represented regions of latent space, exhibiting an attractor behavior that can deviate from true environment dynamics. As a result, discrepancies in environment dynamics may not manifest in latent space, undermining the reliability of epistemic uncertainty estimates. Because these attractors often lie in high-reward regions, latent rollouts systematically overestimate predicted rewards. Our findings highlight key limitations of epistemic uncertainty estimation in latent dynamics models and motivate more critical evaluation of this method.

Large-scale neuroscience is generating rich datasets across animals, brain areas and behavioral contexts, yet our modeling efforts remains fragmented across isolated experiments. We argue that understanding behavior requires integrative neurocybernetic models: understandable dynamical models that capture the closed-loop coupling of brain, body and environment, treat the brain as a controller pursuing latent objectives, represent structured variation across scales, and scale to heterogeneous datasets. Such models shift the goal from predicting neural recordings in isolation to inferring the organizing principles that govern neural and behavioral dynamics. We outline a practical route toward this goal by combining nonlinear state-space models and meta-dynamical extensions with scalable inference, knowledge distillation, mixed open- and closed-loop training, and connectomics-informed architectures. By pooling complementary constraints from recordings, behavior, perturbations and anatomy, integrative neurocybernetic models can provide statistical amplification, few-shot generalization, and mechanistic insight into shared dynamical structure, individual variation, and the control objectives that govern behavior. This agenda offers a model-centric path from fragmented data to a mechanistic science of how brains produce behavior.

Self-supervised learning in healthcare has largely relied on invariance-based objectives, which maximize similarity between different views of the same patient. While effective for static anatomy, this paradigm is fundamentally misaligned with clinical diagnosis, as it mathematically compels the model to suppress the transient pathological changes it is intended to detect. We propose a shift towards Action-Conditioned World Models that learn to simulate the dynamics of disease progression, or Event-Conditioned. Adapting the LeJEPA framework to physiological time-series, we define pathology not as a static label, but as a transition vector acting on a patient's latent state. By predicting the future electrophysiological state of the heart given a disease onset, our model explicitly disentangles stable anatomical features from dynamic pathological forces. Evaluated on the MIMIC-IV-ECG dataset, our approach outperforms fully supervised baselines on the critical triage task. Crucially, we demonstrate superior sample efficiency: in low-resource regimes, our world model outperforms supervised learning by over 0.05 AUROC. These results suggest that modeling biological dynamics provides a dense supervision signal that is far more robust than static classification. Source code is available at https://github.com/cljosegfer/lesaude-dynamics

Limit order books can transition rapidly from stable to stressed conditions, yet standard early-warning signals such as order flow imbalance and short-term volatility are inherently reactive. We formalise this limitation via a three-regime causal data-generating process (stable $\to$ latent build-up $\to$ stress) in which a latent deterioration phase creates a prediction window prior to observable stress. Under mild assumptions on temporal drift and regime persistence, we establish identifiability of the latent build-up regime and derive guarantees for strictly positive expected lead-time and non-trivial probability of early detection. We propose a trigger-based detector combining MAX aggregation of complementary signal channels, a rising-edge condition, and adaptive thresholding. Across 200 simulations, the method achieves mean lead-time $+18.6 \pm 3.2$ timesteps with perfect precision and moderate coverage, outperforming classical change-point and microstructure baselines. A preliminary application to one week of BTC/USDT order book data shows consistent positive lead-times while baselines remain reactive. Results degrade in low signal-to-noise and short build-up regimes, consistent with theory.

We present AC-SINDy, a compositional extension of the Sparse Identification of Nonlinear Dynamics (SINDy) framework that replaces explicit feature libraries with a structured representation based on arithmetic circuits. Rather than enumerating candidate basis functions, the proposed approach constructs nonlinear features through compositions of linear functions and multiplicative interactions, yielding a compact and scalable parameterization and enabling sparsity to be enforced directly over the computational graph. We also introduce a formulation that separates state estimation from dynamics identification by combining latent state inference with shared dynamics and multi-step supervision, improving robustness to noise while preserving interpretability. Experiments on nonlinear and chaotic systems demonstrate that the method recovers accurate and interpretable governing equations while scaling more favorably than standard SINDy.

Reduced-order models are powerful for analyzing and controlling high-dimensional dynamical systems. Yet constructing these models for complex hybrid systems such as legged robots remains challenging. Classical approaches rely on hand-designed template models (e.g., LIP, SLIP), which, though insightful, only approximate the underlying dynamics. In contrast, data-driven methods can extract more accurate low-dimensional representations, but it remains unclear when stability and safety properties observed in the latent space meaningfully transfer back to the full-order system. To bridge this gap, we introduce HALO (Hybrid Auto-encoded Locomotion), a framework for learning latent reduced-order models of periodic hybrid dynamics directly from trajectory data. HALO employs an autoencoder to identify a low-dimensional latent state together with a learned latent Poincaré map that captures step-to-step locomotion dynamics. This enables Lyapunov analysis and the construction of an associated region of attraction in the latent space, both of which can be lifted back to the full-order state space through the decoder. Experiments on a simulated hopping robot and full-body humanoid locomotion demonstrate that HALO yields low-dimensional models that retain meaningful stability structure and predict full-order region-of-attraction boundaries.

Stochastic dynamical systems with slow or metastable behavior evolve, on long time scales, on an unknown low-dimensional manifold in high-dimensional ambient space. Building a reduced simulator from short-burst ambient ensembles is a long-standing problem: local-chart methods like ATLAS suffer from exponential landmark scaling and per-step reprojection, while autoencoder alternatives leave tangent-bundle geometry poorly constrained, and the errors propagate into the learned drift and diffusion. We observe that the ambient covariance~$Λ$ already encodes coordinate-invariant tangent-space information, its range spanning the tangent bundle. Using this, we construct a tangent-bundle penalty and an inverse-consistency penalty for a three-stage pipeline (chart learning, latent drift, latent diffusion) that learns a single nonlinear chart and the latent SDE. The penalties induce a function-space metric, the $ρ$-metric, strictly weaker than the Sobolev $H^1$ norm yet achieving the same chart-quality generalization rate up to logarithmic factors. For the drift, we derive an encoder-pullback target via Itô's formula on the learned encoder and prove a bias decomposition showing the standard decoder-side formula carries systematic error for any imperfect chart. Under a $W^{2,\infty}$ chart-convergence assumption, chart-level error propagates controllably to weak convergence of the ambient dynamics and to convergence of radial mean first-passage times. Experiments on four surfaces embedded in up to $201$ ambient dimensions reduce radial MFPT error by $50$--$70\%$ under rotation dynamics and achieve the lowest inter-well MFPT error on most surface--transition pairs under metastable Müller--Brown Langevin dynamics, while reducing end-to-end ambient coefficient errors by up to an order of magnitude relative to an unregularized autoencoder.

Generalizing neural surrogate models across different PDE parameters remains difficult because changes in PDE coefficients often make learning harder and optimization less stable. The problem becomes even more severe when the model must also predict beyond the training time range. Existing methods usually cannot handle parameter generalization and temporal extrapolation at the same time. Standard parameterized models treat time as just another input and therefore fail to capture intrinsic dynamics, while recent continuous-time latent methods often rely on expensive test-time auto-decoding for each instance, which is inefficient and can disrupt continuity across the parameterized solution space. To address this, we propose Disentangled Latent Dynamics Manifold Fusion (DLDMF), a physics-informed framework that explicitly separates space, time, and parameters. Instead of unstable auto-decoding, DLDMF maps PDE parameters directly to a continuous latent embedding through a feed-forward network. This embedding initializes and conditions a latent state whose evolution is governed by a parameter-conditioned Neural ODE. We further introduce a dynamic manifold fusion mechanism that uses a shared decoder to combine spatial coordinates, parameter embeddings, and time-evolving latent states to reconstruct the corresponding spatiotemporal solution. By modeling prediction as latent dynamic evolution rather than static coordinate fitting, DLDMF reduces interference between parameter variation and temporal evolution while preserving a smooth and coherent solution manifold. As a result, it performs well on unseen parameter settings and in long-term temporal extrapolation. Experiments on several benchmark problems show that DLDMF consistently outperforms state-of-the-art baselines in accuracy, parameter generalization, and extrapolation robustness.

Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing observed data likelihood. However, likelihood in observation space measures marginal density rather than conformity to structured temporal dynamics, and therefore can assign high probability to anomalous or out-of-distribution samples. We address this structural limitation by relocating the notion of anomaly to a prescribed latent space. We introduce explicit inductive biases in conditional normalizing flows, modeling time-series observations within a discrete-time state-space framework that constrains latent representations to evolve according to prescribed temporal dynamics. Under this formulation, expected behavior corresponds to compliance with a specified distribution over latent trajectories, while anomalies are defined as violations of these dynamics. Anomaly detection is consequently reformulated as a statistically grounded compliance test, such that observations are mapped to latent space and evaluated via goodness-of-fit tests against the prescribed latent evolution. This yields a principled decision rule that remains effective even in regions of high observation likelihood. Experiments on synthetic and real-world time-series demonstrate reliable detection of anomalies in frequency, amplitude, and observation noise, while providing interpretable diagnostics of model compliance.

Autonomous Aerial Manipulators (AAMs) are inherently coupled, nonlinear systems that exhibit nonstationary and multiscale residual dynamics, particularly during manipulator reconfiguration and abrupt payload variations. Conventional analytical dynamic models rely on fixed parametric structures, while static data-driven model assume stationary dynamics and degrade under configuration changes and payload variations. Moreover, existing learning architectures do not explicitly factorize cross-variable coupling and multi-scale temporal effects, conflating instantaneous inertial dynamics with long-horizon regime evolution. We propose a predictive-adaptive framework for real-time residual modeling and compensation in AAMs. The core of this framework is the Factorized Dynamics Transformer (FDT), which treats physical variables as independent tokens. This design enables explicit cross-variable attention while structurally separating short-horizon inertial dependencies from long-horizon aerodynamic effects. To address deployment-time distribution shifts, a Latent Residual Adapter (LRA) performs rapid linear adaptation in the latent space via Recursive Least Squares, preserving the offline nonlinear representation without prohibitive computational overhead. The adapted residual forecast is directly integrated into a residual-compensated adaptive controller. Real-world experiments on an aerial manipulator subjected to unseen payloads demonstrate higher prediction fidelity, accelerated disturbance attenuation, and superior closed-loop tracking precision compared to state-of-the-art learning baselines, all while maintaining strict real-time feasibility.

Masked Image Generation Models (MIGMs) have achieved great success, yet their efficiency is hampered by the multiple steps of bi-directional attention. In fact, there exists notable redundancy in their computation: when sampling discrete tokens, the rich semantics contained in the continuous features are lost. Some existing works attempt to cache the features to approximate future features. However, they exhibit considerable approximation error under aggressive acceleration settings. We attribute this to their limited expressivity and the failure to account for sampling information. To fill this gap, we propose learning a lightweight model that incorporates both previous features and sampled tokens, and regresses the average velocity field of feature evolution. The model has moderate complexity that suffices to capture the subtle dynamics while keeping lightweight compared to the original base model. We apply our method to two representative MIGMs and tasks. In particular, on the state-of-the-art Lumina-DiMOO, it achieves over 4x acceleration of text-to-image generation while maintaining quality, significantly pushing the Pareto frontier of masked image generation. The code and model weights are available at https://github.com/Kaiwen-Zhu/MIGM-Shortcut.

Planning requires a transition model that predicts how each action changes the current state. When a large language model (LLM) plays this role, every next state is generated token by token, which makes searching over many possible futures slow and expensive. Existing alternatives either still query an LLM at every step or require a symbolic model of the domain. We propose EmbedPlan, a transition model built on frozen text embeddings: it embeds natural language descriptions of the state and the action with a frozen LLM, predicts the embedding of the next state with a lightweight learned network, and returns the closest real state. Because this network can be trained on top of any encoder, EmbedPlan also provides a controlled way to compare text representations for learning transitions. We evaluate it on 9 classical planning domains, under six settings that hold out progressively more of the data, from transitions to entire domains, and against baselines ranging from predicting no change to learning symbolic action rules. On planning problems seen during training, EmbedPlan almost always ranks the true next state among its top five guesses, still does so for most queries even when every observed state is a candidate, and retains 92-99% of its single-step accuracy when predicting several steps ahead from its own outputs. Given the same candidate states as GPT-5.4, it picks the true next state more often while taking about 0.17 ms per transition with cached embeddings. Accuracy is lower on unseen problems and near chance on unseen domains, and the controlled comparison traces this limit to the state representation rather than to the learned transition.

We show that nonequilibrium dynamics can play a constructive role in unsupervised machine learning by inducing the spontaneous emergence of latent-state cycles. We introduce a model in which visible and hidden variables interact through two independently parametrized transition matrices, defining a Markov chain whose steady state is intrinsically out of equilibrium. Likelihood maximization drives this system toward nonequilibrium steady states with finite entropy production, reduced self-transition probabilities, and persistent probability currents in the latent space. These cycles are not imposed by the architecture but arise from training, and models that develop them reproduce the empirical distribution of data classes more faithfully, with a clear correlation between agreement with the data and entropy production. Compared with equilibrium approaches such as restricted Boltzmann machines, our model breaks the detailed balance between the forward and backward conditional transitions and relies on a log-likelihood gradient that depends explicitly on the last two steps of the Markov chain. Hence, this exploration of the interface between nonequilibrium statistical physics and modern machine learning suggests that introducing irreversibility into latent-variable models can improve the fidelity of the generated data distribution.

Ecological Momentary Assessment (EMA) studies enable the collection of high-frequency self-reports of suicidal thoughts and behaviors (STBs) via smartphones. Latent stochastic differential equations (SDEs) are a promising model class for EMA data, as it is irregularly sampled, noisy, and partially observed. But SDE-based models suffer from two key limitations. (a) These models often violate domain constraints, undermining scientific validity and clinical trust of the model. (b) Training is numerically unstable without ad hoc fixes (e.g. oversimplified dynamics) that are ill-suited for high-stakes applications. Here, we develop a novel class of expressive SDEs whose solutions are provably confined to a prescribed compact polyhedral state space, matching the domains of EMA data. In this work, (1) we show why chain-rule based constructions of SDEs on compact domains fail, theoretically and empirically; (2) we derive constraints on drift and diffusion for general and stationary SDEs so their solutions remain in the desired state space; and (3), we introduce a parameterization that maps arbitrary (neural or expert-given) dynamics into constraint-satisfying SDEs. On several real EMA datasets, including a large suicide-risk study, our parameterization improves forecasts and optimization dynamics over standard latent neural SDE baselines. These contributions pave the way for principled, trustworthy continuous-time models of suicide risk and other clinical time series and extend applications of SDE-based methods (e.g. diffusion models) to domains with hard state constraints.

Learning robust representations from functional magnetic resonance imaging (fMRI) is fundamentally challenged by the temporal irregularity and noise inherent in data from heterogeneous sources. Existing self-supervised learning (SSL) methods often discard critical temporal information by discretizing or averaging fMRI signals. To address this, we introduce a novel framework that reframes SSL as a Stochastic Optimal Control (SOC) problem. Our approach models brain activity as continuous-time latent dynamics, learning a robust representation of brain dynamics by optimizing a control policy that is agnostic to the temporal irregularity. This SOC framework naturally unifies masked autoencoding (MAE) and joint-embedding prediction (JEPA) to extract compact, control-derived representations. Furthermore, a simulation-free inference strategy ensures computational efficiency and scalability for large-scale fMRI datasets. Our model demonstrates state-of-the-art performance across diverse downstream applications, highlighting the potential of the SOC-based continuous-time representation learning framework.

Dynamical systems form the foundation of scientific discovery, traditionally modeled with predefined state variables such as the angle and angular velocity, and differential equations such as the equation of motion for a single pendulum. We introduce a framework that automatically discovers a low-dimensional and operable representation of system dynamics, including a set of compact state variables that preserve the smoothness of the system dynamics and a differentiable vector field, directly from video without requiring prior domain-specific knowledge. The prominence and effectiveness of the proposed approach are demonstrated through both quantitative and qualitative analyses of a range of dynamical systems, including the identification of stable equilibria, the prediction of natural frequencies, and the detection of chaotic and limit cycle behaviors. The results highlight the potential of our data-driven approach to advance automated scientific discovery.

Accurate identification of end-diastole (ED) and end-systole (ES) in echocardiography underpins the quantification of ventricular function, yet manual selection of these key frames is subjective and introduces clinically significant inter-operator variability. Recent self-supervised methods either prescribe strict periodic trajectories or learn an unconstrained low-dimensional motion subspace from reconstruction or registration objectives. The former offers interpretability but imposes restrictive assumptions on temporal progression, whereas the latter leaves cardiac phase implicit and ED/ES must be recovered through post-hoc geometric processing of the learned trajectory. We translate the physiological observation that cardiac phase is a one-dimensional signal into a prior by constraining the latent motion component to a single-parameter latent orbit, i.e., a global linear trajectory in latent space indexed by a bounded scalar phase variable. Mapping this variable through a sinusoidal nonlinearity yields an oscillatory motion signal with consistent temporal ordering, enabling direct identification of ED and ES from the learned phase signal. This inductive bias allows the model to capture an interpretable representation of the cardiac cycle, while maintaining flexibility to capture irregular heartbeats. Trained on EchoNet-Dynamic without annotations, our minimal single-parameter cardiac phase model learns an effective latent orbit, significantly improves upon the previous state of the art in ED localisation and matches it in ES localisation while using a more constrained representation and fewer training epochs. This demonstrates that a principled physiological inductive bias can match or exceed the performance of more complex representations. Code is available at: https://github.com/BonniciJ/OrbitalEcho/