Related papers: A Novel Statistical Method Based on Dynamic Models…
In strategic classification, an institution (e.g., a bank) anticipates adaptation from users who change their features to increase utility in a classification task (e.g., loan repayment). Since a key challenge is the distribution shift…
A class of neural networks that gained particular interest in the last years are neural ordinary differential equations (neural ODEs). We study input-output relations of neural ODEs using dynamical systems theory and prove several results…
Irregularly sampled time series with missing values are often observed in multiple real-world applications such as healthcare, climate and astronomy. They pose a significant challenge to standard deep learning models that operate only on…
The performance of estimated models is often evaluated in terms of their predictive capability. In this study, we investigate another important aspect of estimated model evaluation: the disparity between the statistical and dynamical…
Model reduction for fluid flow simulation continues to be of great interest across a number of scientific and engineering fields. Here, we explore the use of Neural Ordinary Differential Equations, a recently introduced family of…
We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…
The time-resolved optical Kerr effect spectroscopy (OKE) is a powerful experimental tool enabling accurate investigations of the dynamic phenomena in molecular liquids. We introduced innovative experimental and fitting procedures, that…
This paper studies the problem of state estimation for linear time-invariant descriptor systems in their most general form. The estimator is a system of ordinary differential equations (ODEs). We introduce the notion of partial causal…
We present Ordinary Differential Equation Variational Auto-Encoder (ODE$^2$VAE), a latent second order ODE model for high-dimensional sequential data. Leveraging the advances in deep generative models, ODE$^2$VAE can simultaneously learn…
Modeling complex systems using standard neural ordinary differential equations (NODEs) often faces some essential challenges, including high computational costs and susceptibility to local optima. To address these challenges, we propose a…
We consider parameter estimation of ordinary differential equation (ODE) models from noisy observations. For this problem, one conventional approach is to fit numerical solutions (e.g., Euler, Runge--Kutta) of ODEs to data. However, such a…
Ordinary Differential Equations (ODEs) have recently gained a lot of attention in machine learning. However, the theoretical aspects, e.g., identifiability and asymptotic properties of statistical estimation are still obscure. This paper…
We introduce methods for deriving analytic solutions from differential-algebraic systems of equations (DAEs), as well as methods for deriving governing equations for analytic characterization which is currently limited to very small systems…
In a recent article, the class of functions from the integers to the integers computable in polynomial time has been characterized using discrete ordinary differential equations (ODE), also known as finite differences. Doing so, we pointed…
The neural Ordinary Differential Equation (ODE) model has shown success in learning complex continuous-time processes from observations on discrete time stamps. In this work, we consider the modeling and forecasting of time series data that…
Dynamic power system models are instrumental in real-time stability, monitoring, and control. Such models are traditionally posed as systems of nonlinear differential algebraic equations (DAEs): the dynamical part models generator…
This papers studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs). It presents a new framework using discrete ODEs as a central tool for computation and provides several implicit characterizations…
Neural ODE Processes approach the problem of meta-learning for dynamics using a latent variable model, which permits a flexible aggregation of contextual information. This flexibility is inherited from the Neural Process framework and…
Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing interest in statistics to develop…
Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…