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Survival analysis is a fundamental tool for modeling time-to-event data in healthcare, engineering, and finance, where censored observations pose significant challenges. While traditional methods like the Beran estimator offer nonparametric…

Machine Learning · Computer Science 2025-06-13 Andrei V. Konstantinov , Vlada A. Efremenko , Lev V. Utkin

Beyond their impressive sampling capabilities, score-based diffusion models offer a powerful analysis tool in the form of unbiased density estimation of a query sample under the training data distribution. In this work, we investigate the…

Machine Learning · Computer Science 2023-10-12 Marius Arvinte , Cory Cornelius , Jason Martin , Nageen Himayat

Augmenting mechanistic ordinary differential equation (ODE) models with machine-learnable structures is an novel approach to create highly accurate, low-dimensional models of engineering systems incorporating both expert knowledge and…

Dynamical Systems · Mathematics 2022-06-22 Sandor Beregi , David A. W. Barton , Djamel Rezgui , Simon A. Neild

The modeling of time-to-event data, also known as survival analysis, requires specialized methods that can deal with censoring and truncation, time-varying features and effects, and that extend to settings with multiple competing events.…

Machine Learning · Statistics 2021-04-20 Andreas Bender , David Rügamer , Fabian Scheipl , Bernd Bischl

We consider the problem of network stability in finite-buffer systems. We observe that finite buffer may affect stability even in simplest network structure, and we propose an ordinary differential equation (ODE) model to capture the…

Networking and Internet Architecture · Computer Science 2024-11-07 Xinyu Wu , Dan Wu , Eytan Modiano

We propose an algebraic method that finds a sequence of functions that exponentially approach the solution of any second-order ordinary differential equation (ODE) with any boundary conditions. We define an extended ODE (eODE) composed of a…

Numerical Analysis · Mathematics 2022-06-07 Pedro L. Garrido

Survival regression aims to predict the time when an event of interest will take place, typically a death or a failure. A fully parametric method [18] is proposed to estimate the survival function as a mixture of individual parametric…

Machine Learning · Computer Science 2024-04-25 Qinxin Wang , Jiayuan Huang , Junhui Li , Jiaming Liu

Recent biological evidence suggests the presence of a two-phase ageing process in several species. We introduce a system of two age-structured partial differential equations (PDE) representing two phases of ageing of a wild population. The…

Analysis of PDEs · Mathematics 2026-03-24 Luce Breuil

We explore in detail a method to solve ordinary differential equations using feedforward neural networks. We prove a specific loss function, which does not require knowledge of the exact solution, to be a suitable standard metric to…

Computational Physics · Physics 2020-06-02 Liam L. H. Lau , Denis Werth

In many semiparametric models that are parameterized by two types of parameters---a Euclidean parameter of interest and an infinite-dimensional nuisance parameter---the two parameters are bundled together, that is, the nuisance parameter is…

Statistics Theory · Mathematics 2012-03-13 Ying Ding , Bin Nan

Natural laws are often described through differential equations yet finding a differential equation that describes the governing law underlying observed data is a challenging and still mostly manual task. In this paper we make a step…

Machine Learning · Computer Science 2022-11-08 Sören Becker , Michal Klein , Alexander Neitz , Giambattista Parascandolo , Niki Kilbertus

Neural ordinary differential equations describe how values change in time. This is the reason why they gained importance in modeling sequential data, especially when the observations are made at irregular intervals. In this paper we propose…

Machine Learning · Computer Science 2021-10-26 Marin Biloš , Johanna Sommer , Syama Sundar Rangapuram , Tim Januschowski , Stephan Günnemann

We show how, and under which conditions, the equilibrium states of a first-order Ordinary Differential Equation (ODE) system can be described with a deterministic Structural Causal Model (SCM). Our exposition sheds more light on the concept…

Artificial Intelligence · Computer Science 2014-08-12 Joris Mooij , Dominik Janzing , Bernhard Schoelkopf

We show how, and under which conditions, the equilibrium states of a first-order Ordinary Differential Equation (ODE) system can be described with a deterministic Structural Causal Model (SCM). Our exposition sheds more light on the concept…

Other Statistics · Statistics 2013-05-01 Joris M. Mooij , Dominik Janzing , Bernhard Schölkopf

Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…

Computer Vision and Pattern Recognition · Computer Science 2024-08-26 Defang Chen , Zhenyu Zhou , Jian-Ping Mei , Chunhua Shen , Chun Chen , Can Wang

Balanced representation learning methods have been applied successfully to counterfactual inference from observational data. However, approaches that account for survival outcomes are relatively limited. Survival data are frequently…

Machine Learning · Statistics 2021-03-04 Paidamoyo Chapfuwa , Serge Assaad , Shuxi Zeng , Michael J. Pencina , Lawrence Carin , Ricardo Henao

Probabilistic survival analysis models seek to estimate the distribution of the future occurrence (time) of an event given a set of covariates. In recent years, these models have preferred nonparametric specifications that avoid directly…

Machine Learning · Computer Science 2025-05-08 Deming Sheng , Ricardo Henao

A neural ordinary differential equation (neural ODE) is a machine learning model that is commonly described as a continuous-depth generalization of a residual network (ResNet) with a single residual block, or conversely, the ResNet can be…

Machine Learning · Computer Science 2025-10-14 Abdelrahman Sayed Sayed , Pierre-Jean Meyer , Mohamed Ghazel

Accounting for model uncertainty in risk management and option pricing leads to infinite dimensional optimization problems which are both analytically and numerically intractable. In this article we study when this hurdle can be overcome…

Risk Management · Quantitative Finance 2020-01-16 Daniel Bartl , Samuel Drapeau , Ludovic Tangpi

When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…

Machine Learning · Statistics 2024-10-23 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux