无需强先验,用卷积网络直接估计随机过程的条件分布。
Convolution-Based Converter : A Weak-Prior Approach For Modeling Stochastic Processes Based On Conditional Density Estimation
- 用卷积结构隐式建模条件概率分布,摆脱固定先验依赖。
- 在多指标上优于现有基线方法,轨迹预测更准确。
- 适合复杂随机过程建模,尤其先验不明确时效果显著。
本文提出一种基于卷积的转换器(Convolution-Based Converter, CBC),用于在随机过程中根据观测数据估计目标概率分布时,避免使用强或固定的先验假设。传统方法如基于马尔可夫和高斯过程的方法通常依赖于特定先验(如马尔可夫性或高斯先验),但其性能高度依赖于先验与实际问题特征的匹配程度;当先验假设不成立时,模型可能表现不佳甚至失效。为克服此局限,本文提出的CBC方法无需显式强先验,通过隐式估计条件概率分布,直接输出满足观测约束的期望轨迹。该方法显著降低对先验的依赖,提升了建模灵活性与适应性。实验表明,该方法在多个指标上均优于现有基线。
原文摘要 · Abstract (English)
In this paper, a Convolution-Based Converter (CBC) is proposed to develop a methodology for removing the strong or fixed priors in estimating the probability distribution of targets based on observations in the stochastic process. Traditional approaches, e.g., Markov-based and Gaussian process-based methods, typically leverage observations to estimate targets based on strong or fixed priors (such as Markov properties or Gaussian prior). However, the effectiveness of these methods depends on how well their prior assumptions align with the characteristics of the problem. When the assumed priors are not satisfied, these approaches may perform poorly or even become unusable. To overcome the above limitation, we introduce the Convolution-Based converter (CBC), which implicitly estimates the conditional probability distribution of targets without strong or fixed priors, and directly outputs the expected trajectory of the stochastic process that satisfies the constraints from observations. This approach reduces the dependence on priors, enhancing flexibility and adaptability in modeling stochastic processes when addressing different problems. Experimental results demonstrate that our method outperforms existing baselines across multiple metrics.
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