arXiv:2603.25370stat.MLcs.LG2026-03

直接演化概率分布,实现无需采样的动态系统不确定性预测。

A Distribution-to-Distribution Neural Probabilistic Forecasting Framework for Dynamical Systems

  • 用核均值嵌入表示输入分布,混合密度网络生成输出分布。
  • 在洛伦兹63系统上实现非线性下分布演化的精准捕捉。
  • 端到端训练,无需集成模拟,性能优于或媲美理想模型基准。

概率预测通过将预测结果表示为概率分布而非确定性轨迹,为动态系统中的不确定性量化提供了严谨框架。然而,现有方法(无论是基于物理还是神经网络)仍以轨迹为中心:预测分布通常通过集合或采样获得,而非作为动态对象直接演化。本文提出一种分布到分布(D2D)的神经概率预测框架,直接在预测分布上操作。该框架围绕可替换的神经预测模块,采用核均值嵌入表示输入分布,混合密度网络参数化输出预测分布。这一设计实现了预测不确定性的递归传播,在统一的端到端神经架构中完成建模与训练,评估直接基于概率预测能力。在洛伦兹63混沌系统上的实验表明,D2D模型能准确捕捉非线性动力学下的复杂分布演化,无需显式集合模拟即可生成有技能的概率预测,且在某些情况下优于或媲美简化后的理想模型基准。这揭示了一种新范式:预测分布可被直接学习与演化,而非通过集合传播间接重建。

原文摘要 · Abstract (English)

Probabilistic forecasting provides a principled framework for uncertainty quantification in dynamical systems by representing predictions as probability distributions rather than deterministic trajectories. However, existing forecasting approaches, whether physics-based or neural-network-based, remain fundamentally trajectory-oriented: predictive distributions are usually accessed through ensembles or sampling, rather than evolved directly as dynamical objects. A distribution-to-distribution (D2D) neural probabilistic forecasting framework is developed to operate directly on predictive distributions. The framework introduces a distributional encoding and decoding structure around a replaceable neural forecasting module, using kernel mean embeddings to represent input distributions and mixture density networks to parameterise output predictive distributions. This design enables recursive propagation of predictive uncertainty within a unified end-to-end neural architecture, with model training and evaluation carried out directly in terms of probabilistic forecast skill. The framework is demonstrated on the Lorenz63 chaotic dynamical system. Results show that the D2D model captures nontrivial distributional evolution under nonlinear dynamics, produces skillful probabilistic forecasts without explicit ensemble simulation, and remains competitive with, and in some cases outperforms, a simplified perfect model benchmark. These findings point to a new paradigm for probabilistic forecasting, in which predictive distributions are learned and evolved directly rather than reconstructed indirectly through ensemble-based uncertainty propagation.

概率预测动态系统分布演化神经网络

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。