arXiv:2606.06351stat.MLcs.LG2026-06

用函数空间先验提升神经ODE在船舶轨迹预测中的不确定性建模能力

Function-Space Priors for Bayesian Neural ODEs with Application to Vessel Trajectory Prediction

论文配图:Function-Space Priors for Bayesian Neural ODEs with Application to Vessel Trajectory Prediction
图 1 · 摘自论文原文
  • 在向量场上施加基于高斯过程的函数空间先验,捕捉船舶运动的平滑与局部特性
  • 结合概率多射击法,实现对长而稀疏轨迹的高效推理与全局一致性保持
  • 适用于需要可靠置信度估计的海上态势感知场景,如航运调度与避碰决策

基于自动识别系统(AIS)数据的船舶轨迹预测对海上态势感知至关重要,但受采样不规则、报告缺失及复杂动力学影响,仍具挑战性。除精准点预测外,可靠决策还需校准的不确定性估计。贝叶斯神经常微分方程(Neural ODE)通过在神经向量场参数上设置先验,提供连续时间轨迹建模与不确定性量化。然而,常用的各向同性高斯权重先验无法编码船舶动力学的平滑性与局部性等结构特征。现有函数空间贝叶斯神经网络方法虽可处理静态映射,却难以直接应用于以轨迹为关注对象的Neural ODE。理论上可对ODE解直接施加高斯过程(GP)先验,但需通过非线性求解器传播分布,解析不可行。为此,本文提出一种实用方法:在有限观测点处的向量场上施加基于核函数的GP先验。具体地,将标准权重空间变分目标扩展为包含核正则项,惩罚向量场与GP先验所隐含结构的偏差。为处理长且不规则的AIS轨迹,进一步结合概率多射击法,在保证全局一致性的同时解耦时序段间的推断。

原文摘要 · Abstract (English)

Vessel trajectory prediction from Automatic Identification System (AIS) data is essential for maritime situational awareness, yet it remains challenging due to irregular sampling, missing reports, and complex dynamics. Beyond accurate point forecasts, maritime applications also demand well-calibrated uncertainty estimates for reliable decision-making. Bayesian Neural Ordinary Differential Equations (ODEs) offer a principled framework for continuous-time trajectory modeling with uncertainty quantification by placing a prior over the neural vector field parameters. However, the commonly used isotropic Gaussian weight prior fails to encode informative structural properties of vessel dynamics, such as smoothness and locality. Existing function-space Bayesian neural network methods address this limitation for static mappings, but do not transfer directly to Neural ODEs, where the primary quantity of interest is the trajectory rather than the vector field itself. In principle, one could place a Gaussian process (GP) prior directly over ODE solutions, but this requires propagating distributions through a nonlinear ODE solver, which is analytically intractable. To address this challenge, we adopt a practical approach that imposes a GP-kernel-based prior directly on the vector field evaluated at a finite set of measurement points. Specifically, we augment the standard weight-space variational objective with a kernel-based regularizer that penalizes deviations of the vector field from the structure implied by a GP prior. To handle long and irregular AIS trajectories, we further combine this function-space regularization with probabilistic multiple shooting, which decouples inference across temporal segments while maintaining global consistency.

神经ODE不确定性建模轨迹预测贝叶斯方法

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