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Learning continuous-time dynamics on complex networks is crucial for understanding, predicting and controlling complex systems in science and engineering. However, this task is very challenging due to the combinatorial complexities in the…

Social and Information Networks · Computer Science 2020-06-19 Chengxi Zang , Fei Wang

Mathematical modeling with Ordinary Differential Equations (ODEs) has proven to be extremely successful in a variety of fields, including biology. However, these models are completely deterministic given a certain set of initial conditions.…

Machine Learning · Computer Science 2019-10-15 Hamda Ajmal , Michael Madden , Catherine Enright

We introduce OS-net (Orbitally Stable neural NETworks), a new family of neural network architectures specifically designed for periodic dynamical data. OS-net is a special case of Neural Ordinary Differential Equations (NODEs) and takes…

Dynamical Systems · Mathematics 2023-09-27 Marieme Ngom , Carlo Graziani

Differential networks (DN) are important tools for modeling the changes in conditional dependencies between multiple samples. A Bayesian approach for estimating DNs, from the classical viewpoint, is introduced with a computationally…

Methodology · Statistics 2022-04-06 Jarod Smith , Mohammad Arashi , Andriette Bekker

Neural ordinary differential equations (Neural ODEs) are an effective framework for learning dynamical systems from irregularly sampled time series data. These models provide a continuous-time latent representation of the underlying…

Machine Learning · Computer Science 2023-03-06 Edward De Brouwer , Rahul G. Krishnan

The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal approximation theorem based on Barron-type…

Computational Finance · Quantitative Finance 2026-05-12 Christa Cuchiero , Eva Flonner , Kevin Kurt

Deep neural networks have been successful in diverse discriminative classification tasks, although, they are poorly calibrated often assigning high probability to misclassified predictions. Potential consequences could lead to…

Machine Learning · Statistics 2020-10-06 John Mitros , Arjun Pakrashi , Brian Mac Namee

Bayesian flow networks (BFNs) iteratively refine the parameters, instead of the samples in diffusion models (DMs), of distributions at various noise levels through Bayesian inference. Owing to its differentiable nature, BFNs are promising…

Machine Learning · Computer Science 2024-06-04 Kaiwen Xue , Yuhao Zhou , Shen Nie , Xu Min , Xiaolu Zhang , Jun Zhou , Chongxuan Li

The laws of physics have been written in the language of dif-ferential equations for centuries. Neural Ordinary Differen-tial Equations (NODEs) are a new machine learning architecture which allows these differential equations to be learned…

Machine Learning · Computer Science 2021-09-20 Max Zhu , Pietro Lio , Jacob Moss

Continuous-depth neural networks, such as the Neural Ordinary Differential Equations (ODEs), have aroused a great deal of interest from the communities of machine learning and data science in recent years, which bridge the connection…

Machine Learning · Computer Science 2022-01-05 Qunxi Zhu , Yifei Shen , Dongsheng Li , Wei Lin

Bayesian neural networks (BNNs) with latent variables are probabilistic models which can automatically identify complex stochastic patterns in the data. We describe and study in these models a decomposition of predictive uncertainty into…

Machine Learning · Statistics 2017-11-15 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

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…

Machine Learning · Statistics 2023-06-05 Yixuan Tan , Liyan Xie , Xiuyuan Cheng

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin.…

Machine Learning · Computer Science 2022-02-08 Patrick Kidger

Neural Ordinary Differential Equations (Neural ODEs) represent a significant breakthrough in deep learning, promising to bridge the gap between machine learning and the rich theoretical frameworks developed in various mathematical fields…

Machine Learning · Computer Science 2024-09-24 Jaouad Dabounou

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

Neural Ordinary Differential Equations (NODEs) use a neural network to model the instantaneous rate of change in the state of a system. However, despite their apparent suitability for dynamics-governed time-series, NODEs present a few…

Machine Learning · Computer Science 2021-08-18 Alexander Norcliffe , Cristian Bodnar , Ben Day , Jacob Moss , Pietro Liò

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

We investigate uncertainty estimation and multimodality via the non-deterministic predictions of Bayesian neural networks (BNNs) in fluid simulations. To this end, we deploy BNNs in three challenging experimental test-cases of increasing…

Fluid Dynamics · Physics 2022-05-04 Maximilian Mueller , Robin Greif , Frank Jenko , Nils Thuerey

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Machine Learning · Computer Science 2021-10-18 Lenart Treven , Philippe Wenk , Florian Dörfler , Andreas Krause

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Gianni Franchi , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , Isabelle Bloch