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Early warning prediction: Onsager-Machlup vs Schr"odinger

arXiv 2602.00143 ↗First posted 29 Jan 2026q-bio.QM cs.LG stat.MLcited by 0

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Abstract (arXiv)

Predicting critical transitions in complex systems, such as epileptic seizures in the brain, represents a major challenge in scientific research. The high-dimensional characteristics and hidden critical signals further complicate early-warning tasks. This study proposes a novel early-warning framework that integrates manifold learning with stochastic dynamical system modeling. Through systematic comparison, six methods including diffusion maps (DM) are selected to construct low-dimensional representations. Based on these, a data-driven stochastic differential equation model is established to robustly estimate the probability evolution scoring function of the system. Building on this, a new Score Function (SF) indicator is defined by incorporating Schr"odinger bridge theory to quantify the likelihood of significant state transitions in the system. Experiments demonstrate that this indicator exhibits higher sensitivity and robustness in epilepsy prediction, enables earlier identification of critical points, and clearly captures dynamic features across various stages before and after seizure onset. This work provides a systematic theoretical framework and practical methodology for extracting early-warning signals from high-dimensional data.

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References · 13

  1. 2021Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modelingcited by 602
  2. 2016Error bounds for approximations with deep ReLU networkscited by 574
  3. 2019Sliced Score Matching: A Scalable Approach to Density and Score Estimationcited by 384
  4. 2013A survey of the Schr"odinger problem and some of its connections with optimal transportcited by 292
  5. 2021Likelihood Training of Schr"odinger Bridge using Forward-Backward SDEs Theorycited by 219
  6. 2023Manifold learning: what, how, and whycited by 68
  7. 2024Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker-Planck Equationscited by 22
  8. 2023Generative modeling for time series via Schr"odinger bridgecited by 18
  9. 2023Deep Reinforcement Learning in Finite-Horizon to Explore the Most Probable Transition Pathwaycited by 5
  10. 2023Early warning indicators via latent stochastic dynamical systemscited by 3
  11. 2023Early Warning Prediction with Automatic Labeling in Epilepsy Patientscited by 2
  12. 2024Deep learning for predicting the occurrence of tipping pointscited by 2
1 more
  1. 2021Denoising Score Matching with Random Fourier Featurescited by 1

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