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 state-space model


Diffusion StateSpaceDiffuser Ours

Neural Information Processing Systems

World models have recently gained prominence for action-conditioned visual prediction in complex environments. However, relying on only a few recent observations causes them to lose long-term context. Consequently, within a few steps, the generated scenes drift from what was previously observed, undermining temporal coherence. This limitation, common in state-of-the-art world models, which are diffusion-based, stems from the lack of a lasting environment state. To address this problem, we introduce StateSpaceDiffuser, where a diffusion model is enabled to perform long-context tasks by integrating features from a state-space model, representing the entire interaction history.


Mamba Modulation: On the Length Generalization of Mamba Models

Neural Information Processing Systems

The quadratic complexity of the attention mechanism in Transformer models has motivated the development of alternative architectures with sub-quadratic scaling, such as state-space models. Among these, Mamba has emerged as a leading architecture, achieving state-of-the-art results across a range of language modeling tasks. However, Mamba's performance significantly deteriorates when applied to contexts longer than those seen during pre-training, revealing a sharp sensitivity to context length extension. Through detailed analysis, we attribute this limitation to the out-of-distribution behavior of its state-space dynamics, particularly within the parameterization of the state transition matrix $A$. Unlike recent works which attribute this sensitivity to the vanished accumulation of discretization time steps, $\exp(-\sum_{t=1}^N{\Delta}_t)$, we establish a connection between state convergence behavior as the input length approaches infinity and the spectrum of the transition matrix $A$, offering a well-founded explanation of its role in length extension. Next, to overcome this challenge, we propose an approach that applies spectrum scaling to pre-trained Mamba models to enable robust long-context generalization by selectively modulating the spectrum of $A$ matrices in each layer. We show that this can significantly improve performance in settings where simply modulating ${\Delta}_t$ fails, validating our insights and providing avenues for better length generalization of state-space models with structured transition matrices.


Truncated Neural Likelihood Estimation for Simulation-Based Inference in State-Space Models

arXiv.org Machine Learning

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference, which for SSMs is in general a very challenging problem due to the intractability of the likelihood. Recently, neural estimation methods, such as sequential neural likelihood (SNL), have shown promising results in Bayesian inference problems. In this paper, we show that SNL, when applied to the SSM setting, suffers important limitations, such as requiring a large amount of simulated samples to achieve a moderate performance, scaling poorly with sequence length, while not being amortized. We then introduce a novel inference algorithm called truncated-SNL (T-SNL), which addresses the limitations of SNL. Our algorithm is more accurate, more stable and robust during training, more scalable to longer temporal sequences, and can be amortized when new observations become available. Our experiments show that T-SNL is sample-efficient, robust, and flexible algorithm which outperforms other approaches.


A state-space model of cross-region dynamic connectivity in MEG/EEG

Neural Information Processing Systems

Cross-region dynamic connectivity, which describes the spatio-temporal dependence of neural activity among multiple brain regions of interest (ROIs), can provide important information for understanding cognition. For estimating such connectivity, magnetoencephalography (MEG) and electroencephalography (EEG) are well-suited tools because of their millisecond temporal resolution. However, localizing source activity in the brain requires solving an under-determined linear problem. In typical two-step approaches, researchers first solve the linear problem with generic priors assuming independence across ROIs, and secondly quantify cross-region connectivity. In this work, we propose a one-step state-space model to improve estimation of dynamic connectivity. The model treats the mean activity in individual ROIs as the state variable and describes non-stationary dynamic dependence across ROIs using time-varying auto-regression. Compared with a two-step method, which first obtains the commonly used minimum-norm estimates of source activity, and then fits the auto-regressive model, our state-space model yielded smaller estimation errors on simulated data where the model assumptions held. When applied on empirical MEG data from one participant in a scene-processing experiment, our state-space model also demonstrated intriguing preliminary results, indicating leading and lagged linear dependence between the early visual cortex and a higher-level scene-sensitive region, which could reflect feedforward and feedback information flow within the visual cortex during scene processing.



Theoretical Foundations of Deep Selective State-Space Models

Neural Information Processing Systems

Structured state-space models (SSMs) are gaining popularity as effective foundational architectures for sequential data, demonstrating outstanding performance across a diverse set of domains alongside desirable scalability properties. Recent developments show that if the linear recurrence powering SSMs allows for a selectivity mechanism leveraging multiplicative interactions between inputs and hidden states (e.g. Mamba, GLA, Hawk/Griffin, HGRN2), then the resulting architecture can surpass attention-powered foundation models trained on text in both accuracy and efficiency, at scales of billion parameters. In this paper, we give theoretical grounding to the selectivity mechanism, often linked to in-context learning, using tools from Rough Path Theory. We provide a framework for the theoretical analysis of generalized selective SSMs, fully characterizing their expressive power and identifying the gating mechanism as the crucial architectural choice. Our analysis provides a closed-form description of the expressive powers of modern SSMs, such as Mamba, quantifying theoretically the drastic improvement in performance from the previous generation of models, such as S4. Our theory not only motivates the success of modern selective state-space models, but also provides a solid framework to understand the expressive power of future SSM variants. In particular, it suggests cross-channel interactions could play a vital role in future improvements.


A state-space model of cross-region dynamic connectivity in MEG/EEG

Neural Information Processing Systems

Cross-region dynamic connectivity, which describes spatio-temporal dependence of neural activity among multiple brain regions of interest (ROIs), can provide important information for understanding cognition. For estimating such connectivity, magnetoencephalography (MEG) and electroencephalography (EEG) are well-suited tools because of their millisecond temporal resolution. However, localizing source activity in the brain requires solving an under-determined linear problem. In typical two-step approaches, researchers first solve the linear problem with general priors assuming independence across ROIs, and secondly quantify cross-region connectivity. In this work, we propose a one-step state-space model to improve estimation of dynamic connectivity. The model treats the mean activity in individual ROIs as the state variable, and describes non-stationary dynamic dependence across ROIs using time-varying auto-regression. Compared with a two-step method, which first obtains the commonly used minimum-norm estimates of source activity, and then fits the auto-regressive model, our state-space model yielded smaller estimation errors on simulated data where the model assumptions held. When applied on empirical MEG data from one participant in a scene-processing experiment, our state-space model also demonstrated intriguing preliminary results, indicating leading and lagged linear dependence between the early visual cortex and a higher-level scene-sensitive region, which could reflect feed-forward and feedback information flow within the visual cortex during scene processing.



State-space Models with Layer-wise Nonlinearity are Universal Approximators with Exponential Decaying Memory

Neural Information Processing Systems

State-space models have gained popularity in sequence modelling due to their simple and efficient network structures. However, the absence of nonlinear activation along the temporal direction limits the model's capacity.