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Related papers: Differential Bayesian Neural Nets

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This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Computation · Statistics 2025-10-30 Riddhi Pratim Ghosh , Ian Barnett

Random ordinary differential equations (RODEs), i.e. ODEs with random parameters, are often used to model complex dynamics. Most existing methods to identify unknown governing RODEs from observed data often rely on strong prior knowledge.…

Numerical Analysis · Mathematics 2020-06-04 Junyu Liu , Zichao Long , Ranran Wang , Jie Sun , Bin Dong

Compared to point estimates calculated by standard neural networks, Bayesian neural networks (BNN) provide probability distributions over the output predictions and model parameters, i.e., the weights. Training the weight distribution of a…

Machine Learning · Computer Science 2022-12-01 Philipp Wagner , Xinyang Wu , Marco F. Huber

Scientific machine learning has been successfully applied to inverse problems and PDE discovery in computational physics. One caveat concerning current methods is the need for large amounts of ("clean") data, in order to characterize the…

Numerical Analysis · Mathematics 2021-11-30 Christophe Bonneville , Christopher J. Earls

The existing Neural ODE formulation relies on an explicit knowledge of the termination time. We extend Neural ODEs to implicitly defined termination criteria modeled by neural event functions, which can be chained together and…

Machine Learning · Computer Science 2021-10-28 Ricky T. Q. Chen , Brandon Amos , Maximilian Nickel

The connection of Taylor maps and polynomial neural networks (PNN) to solve ordinary differential equations (ODEs) numerically is considered. Having the system of ODEs, it is possible to calculate weights of PNN that simulates the dynamics…

Neural and Evolutionary Computing · Computer Science 2020-08-11 Andrei Ivanov , Anna Golovkina , Uwe Iben

Uncertainty quantification and robustness to distribution shifts are important goals in machine learning and artificial intelligence. Although Bayesian Neural Networks (BNNs) allow for uncertainty in the predictions to be assessed,…

Machine Learning · Computer Science 2024-10-23 Michele Caprio , Souradeep Dutta , Kuk Jin Jang , Vivian Lin , Radoslav Ivanov , Oleg Sokolsky , Insup Lee

Bayesian neural networks (BNNs), which estimate the full posterior distribution over model parameters, are well-known for their role in uncertainty quantification and its promising application in out-of-distribution detection (OoD). Amongst…

Machine Learning · Computer Science 2025-02-24 Kevin Raina

Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

Numerical Analysis · Mathematics 2026-05-11 Andrew Tagg , Andrew Frandsen , Andrew Ning

Neural networks (NN) have achieved state-of-the-art performance in various applications. Unfortunately in applications where training data is insufficient, they are often prone to overfitting. One effective way to alleviate this problem is…

Machine Learning · Computer Science 2016-11-03 Hao Wang , Xingjian Shi , Dit-Yan Yeung

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

Continuous deep learning architectures have recently re-emerged as Neural Ordinary Differential Equations (Neural ODEs). This infinite-depth approach theoretically bridges the gap between deep learning and dynamical systems, offering a…

Machine Learning · Computer Science 2021-01-12 Stefano Massaroli , Michael Poli , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

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…

Machine Learning · Statistics 2019-10-25 Çağatay Yıldız , Markus Heinonen , Harri Lähdesmäki

Stochastic differential equations (SDEs) are a staple of mathematical modelling of temporal dynamics. However, a fundamental limitation has been that such models have typically been relatively inflexible, which recent work introducing…

Machine Learning · Computer Science 2021-05-12 Patrick Kidger , James Foster , Xuechen Li , Harald Oberhauser , Terry Lyons

A regression-based BNN model is proposed to predict spatiotemporal quantities like hourly rider demand with calibrated uncertainties. The main contributions of this paper are (i) A feed-forward deterministic neural network (DetNN)…

Machine Learning · Computer Science 2019-01-18 Xinyu Hu , Paul Szerlip , Theofanis Karaletsos , Rohit Singh

We propose a continuous neural network architecture, termed Explainable Tensorized Neural Ordinary Differential Equations (ETN-ODE), for multi-step time series prediction at arbitrary time points. Unlike the existing approaches, which…

Machine Learning · Computer Science 2022-07-13 Penglei Gao , Xi Yang , Rui Zhang , Kaizhu Huang

We provide simple schemes to build Bayesian Neural Networks (BNNs), block by block, inspired by a recent idea of computation skeletons. We show how by adjusting the types of blocks that are used within the computation skeleton, we can…

Machine Learning · Statistics 2018-06-12 Hao Henry Zhou , Yunyang Xiong , Vikas Singh

Recently, Li et al. (Bioinformatics 27(19), 2686-91, 2011) proposed a method, called Differential Equation-based Local Dynamic Bayesian Network (DELDBN), for reverse engineering gene regulatory networks from time-course data. We commend the…

Applications · Statistics 2012-03-05 Chris. J. Oates , Steven. M. Hill , Sach Mukherjee

It is critical yet challenging for deep learning models to properly characterize uncertainty that is pervasive in real-world environments. Although a lot of efforts have been made, such as heteroscedastic neural networks (HNNs), little work…

Machine Learning · Computer Science 2021-03-30 Peng Cui , Zhijie Deng , Wenbo Hu , Jun Zhu

Neural operators are a type of deep architecture that learns to solve (i.e. learns the nonlinear solution operator of) partial differential equations (PDEs). The current state of the art for these models does not provide explicit…

Machine Learning · Computer Science 2022-08-03 Emilia Magnani , Nicholas Krämer , Runa Eschenhagen , Lorenzo Rosasco , Philipp Hennig
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