Latent Dynamics Modeling

Remote monitoring of heart failure (HF) via speech signals provides a non-invasive and cost-effective solution for long-term patient management. However, substantial inter-individual heterogeneity in vocal characteristics often limits the accuracy of traditional cross-sectional classification models. To address this, we propose a Longitudinal Intra-Patient Tracking (LIPT) scheme designed to capture the trajectory of relative symptomatic changes within individuals. Central to this framework is a Personalised Sequential Encoder (PSE), which transforms longitudinal speech recordings into context-aware latent representations. By incorporating historical data at each timestamp, the PSE facilitates a holistic assessment of the clinical trajectory rather than modelling discrete visits independently. Experimental results from a cohort of 225 patients demonstrate that the LIPT paradigm significantly outperforms the classic cross-sectional approaches, achieving a recognition accuracy of 99.7% for clinical status transitions. The model's high sensitivity was further corroborated by additional follow-up data, confirming its efficacy in predicting HF deterioration and its potential to secure patient safety in remote, home-based settings. Furthermore, this work addresses the gap in existing literature by providing a comprehensive analysis of different speech task designs and acoustic features. Taken together, the superior performance of the LIPT framework and PSE architecture validates their readiness for integration into long-term telemonitoring systems, offering a scalable solution for remote heart failure management.

Alzheimer's disease (AD) alters brain electrophysiology and disrupts multichannel EEG dynamics, making accurate and clinically useful EEG-based diagnosis increasingly important for screening and disease monitoring. However, many existing approaches rely on black-box classifiers and do not explicitly model the latent event timing and cross-channel coordination behind their decisions. To address these limitations, we propose LERD, an end-to-end Bayesian latent event--relational dynamical system that infers latent neural events and their relational structure directly from multichannel EEG without event or interaction annotations. LERD combines a continuous-time event inference module with a stochastic event-generation process to capture flexible temporal patterns, while incorporating an electrophysiology-inspired dynamical prior to guide learning in a principled way. We further provide theoretical analysis that yields a tractable IVP-based KL regularizer and stability guarantees for the inferred relational dynamics. Extensive experiments on synthetic benchmarks and two real-world AD EEG cohorts demonstrate that LERD consistently outperforms strong baselines and yields physiology-aligned rate, timing, and graph summaries that help characterize group-level dynamical differences.

Time series (TS) modeling has come a long way from early statistical, mainly linear, approaches to the current trend in TS foundation models. With a lot of hype and industrial demand in this field, it is not always clear how much progress there really is. To advance TS forecasting and analysis to the next level, here we argue that the field needs a dynamical systems (DS) perspective. TS of observations from natural or engineered systems almost always originate from some underlying DS, and arguably access to its governing equations would yield theoretically optimal forecasts. This is the promise of DS reconstruction (DSR), a class of ML/AI approaches that aim to infer surrogate models of the underlying DS from data. But models based on DS principles offer other profound advantages: Beyond short-term forecasts, they enable to predict the long-term statistics of an observed system, which in many practical scenarios may be the more relevant quantities. DS theory furthermore provides domain-independent theoretical insight into mechanisms underlying TS generation, and thereby will inform us, e.g., about upper bounds on performance of any TS model, generalization into unseen regimes as in tipping points, or potential control strategies. After reviewing some of the central concepts, methods, measures, and models in DS theory and DSR, we will discuss how insights from this field can advance TS modeling in crucial ways, enabling better forecasting with much lower computational and memory footprints. We conclude with a number of specific suggestions for translating insights from DSR into TS modeling.

Learning latent actions from action-free video has emerged as a powerful paradigm for scaling up controllable world model learning. Latent actions provide a natural interface for users to iteratively generate and manipulate videos. However, most existing approaches rely on monolithic inverse and forward dynamics models that learn a single latent action to control the entire scene, and therefore struggle in complex environments where multiple entities act simultaneously. This paper introduces Factored Latent Action Model (FLAM), a factored dynamics framework that decomposes the scene into independent factors, each inferring its own latent action and predicting its own next-step factor value. This factorized structure enables more accurate modeling of complex multi-entity dynamics and improves video generation quality in action-free video settings compared to monolithic models. Based on experiments on both simulation and real-world multi-entity datasets, we find that FLAM outperforms prior work in prediction accuracy and representation quality, and facilitates downstream policy learning, demonstrating the benefits of factorized latent action models.

Recurrent neural networks (RNNs) provide a theoretical framework for understanding computation in biological neural circuits, yet classical results, such as Hopfield's model of associative memory, rely on symmetric connectivity that restricts network dynamics to gradient-like flows. In contrast, biological networks support rich time-dependent behaviour facilitated by their asymmetry. Here we introduce a general framework, which we term drift-diffusion matching, for training continuous-time RNNs to represent arbitrary, nonlinear stochastic differential equations (SDEs), with given drift and diffusion coefficients, within a low-dimensional latent subspace. Allowing asymmetric connectivity, we show that RNNs can faithfully embed the drift and diffusion of a given SDE, including nonlinear and nonequilibrium dynamics such as chaotic attractors. As an application, we construct RNN realisations of stochastic systems that transiently explore various attractors through both input-driven switching and autonomous transitions driven by nonequilibrium currents, which we interpret as models of associative and sequential (episodic) memory. To elucidate how these dynamics are encoded in the network, we introduce decompositions of the RNN based on its asymmetric connectivity and its time-irreversibility. Our results extend attractor neural network theory beyond equilibrium, showing that asymmetric neural populations can implement a broad class of dynamical computations within low-dimensional manifolds, unifying ideas from associative memory, nonequilibrium statistical mechanics, and neural computation.

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.

Mechanics-inspired neural dynamical models improve interpretability and physical consistency, but they usually assume a known configuration space, fixed physical parameters, and deterministic prediction from a prescribed initial condition. We introduce Structured Phase Space GAN (SPS-GAN), a conditional generative model that learns structured dynamics from both Cartesian trajectories and video. SPS-GAN combines a port-Hamiltonian backbone with adversarial conditional generation, allowing conservative, dissipative, and forced systems to be represented in a single architecture. To infer latent mechanical structure from raw observations, we use a cyclic-coordinate loss that recovers both the system degrees of freedom and canonical coordinates without access to the true phase space. Experiments on simulated and real-world systems show that SPS-GAN improves trajectory accuracy over supervised dynamics baselines and video consistency over generative baselines, while consistently recovering the correct latent mechanical coordinates across observation modalities and dynamical regimes.

Switching dynamical systems can model complicated time series data while maintaining interpretability by inferring a finite set of dynamics primitives and explaining different portions of the observed time series with one of these primitives. However, due to the discrete nature of this set, such models struggle to capture smooth, variable-speed transitions, as well as stochastic mixtures of overlapping states (e.g., non-instantaneous state transitions), and the inferred dynamics often display spurious rapid switching on real-world datasets. Here, we propose the Gumbel Dynamical Model (GDM). First, by introducing a continuous relaxation of discrete states and a different noise model defined on the relaxed-discrete state space via the Gumbel distribution, GDM expands the set of available state dynamics, allowing the model to approximate smoother and non-stationary ground-truth dynamics more faithfully. Breaking from established literature, this new class uses a stochastic relaxed state to directly combine reusable dynamical primitives and govern observations, without a separate stochastic continuous trajectory. Second, the relaxation makes the model fully differentiable, enabling fast and scalable training with standard gradient descent methods. We validate our approach on standard simulation datasets and highlight its ability to model soft, sticky states and transitions in a stochastic setting. Furthermore, we apply our model to two real-world datasets, demonstrating its ability to infer interpretable states in stochastic time series with multiple dynamics, a setting where traditional methods often fail.

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.

While data-driven techniques are powerful tools for reduced-order modeling of systems with chaotic dynamics, great potential remains for leveraging known physics (i.e. a full-order model (FOM)) to improve predictive capability. We develop a hybrid reduced order model (ROM), informed by both data and FOM, for evolving spatiotemporal chaotic dynamics on an invariant manifold whose coordinates are found using an autoencoder. This approach projects the vector field of the FOM onto the invariant manifold; then, this physics-derived vector field is either corrected using dynamic data, or used as a Bayesian prior that is updated with data. In both cases, the neural ordinary differential equation approach is used. We consider simulated data from the Kuramoto-Sivashinsky and complex Ginzburg-Landau equations. Relative to the data-only approach, for scenarios of abundant data, scarce data, and even an incorrect FOM (i.e. erroneous parameter values), the hybrid approach yields substantially improved time-series predictions.

Solving time-dependent parametric partial differential equations (PDEs) with high-fidelity solvers is expensive in multi-query settings. This motivates reduced-order models in latent space. Existing methods are typically either (i) recurrent latent dynamics models, which require step-by-step integration and accumulate error over long horizons, or (ii) neural operators, which enable direct prediction but are usually trained from initial conditions and do not explicitly enforce generalization from intermediate states. We introduce the Latent Evolution Operator (LEO), a parameterized map that takes a state at an arbitrary time, together with physical parameters and a forecast horizon, and predicts the future state in a single latent-space evaluation. Under standard manifold and regularity assumptions, finite-time evolution operators admit an encoder-propagator-decoder decomposition. We approximate this structure using neural networks trained on state pairs sampled across anchor times and horizons. We evaluate the method on the 1D Burgers' equation, a 2D advection-diffusion system, and the shallow-water equations. The model produces accurate predictions across parameters and time horizons, achieves significant speedups compared to Autoencoder-LSTM baselines, and maintains accuracy when initialized from intermediate states. These results indicate that learning finite-time evolution operators in latent space provides an effective alternative to recurrent latent dynamics models and operator learning methods trained only from initial conditions.

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.