VSE: Variational state estimation of complex model-free process

We design a variational state estimation (VSE) method that provides a closed-form Gaussian posterior of an underlying complex dynamical process from (noisy) nonlinear measurements. The complex process is model-free. That is, we do not have a suitable physics-based model characterizing the temporal evolution of the process state. The closed-form Gaussian posterior is provided by a recurrent neural network (RNN). The use of RNN is computationally simple in the inference phase. For learning the RNN, an additional RNN is used in the learning phase. Both RNNs help each other learn better based on variational inference principles. The VSE is demonstrated for a tracking application - state estimation of a stochastic Lorenz system (a benchmark process) using a 2-D camera measurement model. The VSE is shown to be competitive against a particle filter that knows the Lorenz system model and a recently proposed data-driven state estimation method that does not know the Lorenz system model.

Amortized Simulation-Based Inference in Generalized Bayes via Neural Posterior Estimation

Generalized Bayesian Inference (GBI) tempers a loss with a temperature $β>0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers and must be re-run for each new dataset and each $β$ value. We give the first fully amortized variational approximation to the tempered posterior family $p_β(θ\mid x) \propto π(θ)\,p(x \mid θ)^β$ by training a single $(x,β)$-conditioned neural posterior estimator $q_φ(θ\mid x,β)$ that enables sampling in a single forward pass, without simulator calls or inference-time MCMC. We introduce two complementary training routes: (i) synthesize off-manifold samples $(θ,x) \sim π(θ)\,p(x \mid θ)^β$ and (ii) reweight a fixed base dataset $π(θ)\,p(x \mid θ)$ using self-normalized importance sampling (SNIS). We show that the SNIS-weighted objective provides a consistent forward-KL fit to the tempered posterior with finite weight variance. Across four standard simulation-based inference (SBI) benchmarks, including the chaotic Lorenz-96 system, our $β$-amortized estimator achieves competitive posterior approximations in standard two-sample metrics, matching non-amortized MCMC-based power-posterior samplers over a wide range of temperatures.

Stabilizing autoregressive forecasts in chaotic systems via multi-rate latent recurrence

Long-horizon autoregressive forecasting of chaotic dynamical systems remains challenging due to rapid error amplification and distribution shift: small one-step inaccuracies compound into physically inconsistent rollouts and collapse of large-scale statistics. We introduce MSR-HINE, a hierarchical implicit forecaster that augments multiscale latent priors with multi-rate recurrent modules operating at distinct temporal scales. At each step, coarse-to-fine recurrent states generate latent priors, an implicit one-step predictor refines the state with multiscale latent injections, and a gated fusion with posterior latents enforces scale-consistent updates; a lightweight hidden-state correction further aligns recurrent memories with fused latents. The resulting architecture maintains long-term context on slow manifolds while preserving fast-scale variability, mitigating error accumulation in chaotic rollouts. Across two canonical benchmarks, MSR-HINE yields substantial gains over a U-Net autoregressive baseline: on Kuramoto-Sivashinsky it reduces end-horizon RMSE by 62.8% at H=400 and improves end-horizon ACC by +0.983 (from -0.155 to 0.828), extending the ACC >= 0.5 predictability horizon from 241 to 400 steps; on Lorenz-96 it reduces RMSE by 27.0% at H=100 and improves end horizon ACC by +0.402 (from 0.144 to 0.545), extending the ACC >= 0.5 horizon from 58 to 100 steps.

SPIKE: Sparse Koopman Regularization for Physics-Informed Neural Networks

Physics-Informed Neural Networks (PINNs) provide a mesh-free approach for solving differential equations by embedding physical constraints into neural network training. However, PINNs tend to overfit within the training domain, leading to poor generalization when extrapolating beyond trained spatiotemporal regions. This work presents SPIKE (Sparse Physics-Informed Koopman-Enhanced), a framework that regularizes PINNs with continuous-time Koopman operators to learn parsimonious dynamics representations. By enforcing linear dynamics $dz/dt = Az$ in a learned observable space, both PIKE (without explicit sparsity) and SPIKE (with L1 regularization on $A$) learn sparse generator matrices, embodying the parsimony principle that complex dynamics admit low-dimensional structure. Experiments across parabolic, hyperbolic, dispersive, and stiff PDEs, including fluid dynamics (Navier-Stokes) and chaotic ODEs (Lorenz), demonstrate consistent improvements in temporal extrapolation, spatial generalization, and long-term prediction accuracy. The continuous-time formulation with matrix exponential integration provides unconditional stability for stiff systems while avoiding diagonal dominance issues inherent in discrete-time Koopman operators.

Generative forecasting with joint probability models

Chaotic dynamical systems exhibit strong sensitivity to initial conditions and often contain unresolved multiscale processes, making deterministic forecasting fundamentally limited. Generative models offer an appealing alternative by learning distributions over plausible system evolutions; yet, most existing approaches focus on next-step conditional prediction rather than the structure of the underlying dynamics. In this work, we reframe forecasting as a fully generative problem by learning the joint probability distribution of lagged system states over short temporal windows and obtaining forecasts through marginalization. This new perspective allows the model to capture nonlinear temporal dependencies, represent multistep trajectory segments, and produce next-step predictions consistent with the learned joint distribution. We also introduce a general, model-agnostic training and inference framework for joint generative forecasting and show how it enables assessment of forecast robustness and reliability using three complementary uncertainty quantification metrics (ensemble variance, short-horizon autocorrelation, and cumulative Wasserstein drift), without access to ground truth. We evaluate the performance of the proposed method on two canonical chaotic dynamical systems, the Lorenz-63 system and the Kuramoto-Sivashinsky equation, and show that joint generative models yield improved short-term predictive skill, preserve attractor geometry, and achieve substantially more accurate long-range statistical behaviour than conventional conditional next-step models.

Next-generation reservoir computing validated by classification task

An emerging computing paradigm, so-called next-generation reservoir computing (NG-RC) is investigated. True to its namesake, NG-RC requires no actual reservoirs for input data mixing but rather computing the polynomial terms directly from the time series inputs. However, benchmark tests so far reported have been one-sided, limited to prediction tasks of temporal waveforms such as Lorenz 63 attractor and Mackey-Glass chaotic signal. We will demonstrate for the first time that NG-RC can perform classification task as good as conventional RC. This validates the versatile computational capability of NG-RC in tasks of both prediction and classification.

Balancing Accuracy and Speed: A Multi-Fidelity Ensemble Kalman Filter with a Machine Learning Surrogate Model

Currently, more and more machine learning (ML) surrogates are being developed for computationally expensive physical models. In this work we investigate the use of a Multi-Fidelity Ensemble Kalman Filter (MF-EnKF) in which the low-fidelity model is such a machine learning surrogate model, instead of a traditional low-resolution or reduced-order model. The idea behind this is to use an ensemble of a few expensive full model runs, together with an ensemble of many cheap but less accurate ML model runs. In this way we hope to reach increased accuracy within the same computational budget. We investigate the performance by testing the approach on two common test problems, namely the Lorenz-2005 model and the Quasi-Geostrophic model. By keeping the original physical model in place, we obtain a higher accuracy than when we completely replace it by the ML model. Furthermore, the MF-EnKF reaches improved accuracy within the same computational budget. The ML surrogate has similar or improved accuracy compared to the low-resolution one, but it can provide a larger speed-up. Our method contributes to increasing the effective ensemble size in the EnKF, which improves the estimation of the initial condition and hence accuracy of the predictions in fields such as meteorology and oceanography.

Spectral Embedding via Chebyshev Bases for Robust DeepONet Approximation

Deep Operator Networks (DeepONets) have become a central tool in data-driven operator learning, providing flexible surrogates for nonlinear mappings arising in partial differential equations (PDEs). However, the standard trunk design based on fully connected layers acting on raw spatial or spatiotemporal coordinates struggles to represent sharp gradients, boundary layers, and non-periodic structures commonly found in PDEs posed on bounded domains with Dirichlet or Neumann boundary conditions. To address these limitations, we introduce the Spectral-Embedded DeepONet (SEDONet), a new DeepONet variant in which the trunk is driven by a fixed Chebyshev spectral dictionary rather than coordinate inputs. This non-periodic spectral embedding provides a principled inductive bias tailored to bounded domains, enabling the learned operator to capture fine-scale non-periodic features that are difficult for Fourier or MLP trunks to represent. SEDONet is evaluated on a suite of PDE benchmarks including 2D Poisson, 1D Burgers, 1D advection-diffusion, Allen-Cahn dynamics, and the Lorenz-96 chaotic system, covering elliptic, parabolic, advective, and multiscale temporal phenomena, all of which can be viewed as canonical problems in computational mechanics. Across all datasets, SEDONet consistently achieves the lowest relative L2 errors among DeepONet, FEDONet, and SEDONet, with average improvements of about 30-40% over the baseline DeepONet and meaningful gains over Fourier-embedded variants on non-periodic geometries. Spectral analyses further show that SEDONet more accurately preserves high-frequency and boundary-localized features, demonstrating the value of Chebyshev embeddings in non-periodic operator learning. The proposed architecture offers a simple, parameter-neutral modification to DeepONets, delivering a robust and efficient spectral framework for surrogate modeling of PDEs on bounded domains.

Gini Score under Ties and Case Weights

The Gini score is a popular tool in statistical modeling and machine learning for model validation and model selection. It is a purely rank based score that allows one to assess risk rankings. The Gini score for statistical modeling has mainly been used in a binary context, in which it has many equivalent reformulations such as the receiver operating characteristic (ROC) or the area under the curve (AUC). In the actuarial literature, this rank based score for binary responses has been extended to general real-valued random variables using Lorenz curves and concentration curves. While these initial concepts assume that the risk ranking is generated by a continuous distribution function, we discuss in this paper how the Gini score can be used in the case of ties in the risk ranking. Moreover, we adapt the Gini score to the common actuarial situation of having case weights.

Sumudu Neural Operator for ODEs and PDEs

We introduce the Sumudu Neural Operator (SNO), a neural operator rooted in the properties of the Sumudu Transform. We leverage the relationship between the polynomial expansions of transform pairs to decompose the input space as coefficients, which are then transformed into the Sumudu Space, where the neural operator is parameterized. We evaluate the operator in ODEs (Duffing Oscillator, Lorenz System, and Driven Pendulum) and PDEs (Euler-Bernoulli Beam, Burger's Equation, Diffusion, Diffusion-Reaction, and Brusselator). SNO achieves superior performance to FNO on PDEs and demonstrates competitive accuracy with LNO on several PDE tasks, including the lowest error on the Euler-Bernoulli Beam and Diffusion Equation. Additionally, we apply zero-shot super-resolution to the PDE tasks to observe the model's capability of obtaining higher quality data from low-quality samples. These preliminary findings suggest promise for the Sumudu Transform as a neural operator design, particularly for certain classes of PDEs.