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We investigate neural ordinary and stochastic differential equations (neural ODEs and SDEs) to model stochastic dynamics in fully and partially observed environments within a model-based reinforcement learning (RL) framework. Through a…

Machine Learning · Computer Science 2026-03-25 Chao Han , Stefanos Ioannou , Luca Manneschi , T. J. Hayward , Michael Mangan , Aditya Gilra , Eleni Vasilaki

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

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

Graph Neural Networks have achieved impressive results across diverse network modeling tasks, but accurately estimating uncertainty on graphs remains difficult, especially under distributional shifts. Unlike traditional uncertainty…

Machine Learning · Computer Science 2025-10-15 Fred Xu , Thomas Markovich

Stochastic differential equations (SDEs) are one of the most important representations of dynamical systems. They are notable for the ability to include a deterministic component of the system and a stochastic one to represent random…

Machine Learning · Computer Science 2021-05-19 Noura Dridi , Lucas Drumetz , Ronan Fablet

Many successful methods to learn dynamical systems from data have recently been introduced. However, ensuring that the inferred dynamics preserve known constraints, such as conservation laws or restrictions on the allowed system states,…

Machine Learning · Computer Science 2024-02-16 Alistair White , Niki Kilbertus , Maximilian Gelbrecht , Niklas Boers

We propose a novel framework for Network Stochastic Differential Equations (N-SDE), where each node in a network is governed by an SDE influenced by interactions with its neighbors. The evolution of each node is driven by the interplay of…

Methodology · Statistics 2025-06-03 Francesco Iafrate , Stefano Iacus

Longitudinal neuroimaging is essential for modeling disease progression in Alzheimer's disease (AD), yet irregular sampling and missing visits pose substantial challenges for learning reliable temporal representations. To address this…

Machine Learning · Computer Science 2026-03-24 Ruiying Chen , Yutong Wang , Houliang Zhou , Wei Liang , Yong Chen , Lifang He

Backward stochastic differential equation (BSDE) provides probabilistic solutions for a class of parabolic partial differential equations (PDEs). DeepBSDE and FBSNN are two deep learning approaches for solving high-dimensional PDEs through…

Numerical Analysis · Mathematics 2026-04-29 Zhao Zhang , Zhuopeng Hou

Stochastic Neural Networks (SNNs) that inject noise into their hidden layers have recently been shown to achieve strong robustness against adversarial attacks. However, existing SNNs are usually heuristically motivated, and often rely on…

Machine Learning · Computer Science 2021-05-27 Panagiotis Eustratiadis , Henry Gouk , Da Li , Timothy Hospedales

The proliferation of multi-source remote sensing data has propelled the development of deep learning for dense prediction, yet significant challenges in data and task unification persist. Current deep learning architectures for remote…

Computer Vision and Pattern Recognition · Computer Science 2025-08-04 Sijie Zhao , Feng Liu , Enzhuo Zhang , Yiqing Guo , Pengfeng Xiao , Lei Bai , Xueliang Zhang , Hao Chen

The ability to train Deep Neural Networks (DNNs) with constraints is instrumental in improving the fairness of modern machine-learning models. Many algorithms have been analysed in recent years, and yet there is no standard, widely accepted…

Machine Learning · Computer Science 2026-02-19 Andrii Kliachkin , Jana Lepšová , Gilles Bareilles , Jakub Mareček

In many practical applications, regression models are employed to uncover relationships between predictors and a response variable, yet the common assumption of constant error variance is frequently violated. This issue is further…

Methodology · Statistics 2025-02-05 Masanari Kimura

Neural Laplace is a unified framework for learning diverse classes of differential equations (DE). For different classes of DE, this framework outperforms other approaches relying on neural networks that aim to learn classes of ordinary…

Machine Learning · Computer Science 2024-06-10 Adrien Carrel

Stochastic differential equations (SDEs) have been widely used to model real world random phenomena. Existing works mainly focus on the case where the time series is modeled by a single SDE, which might be restrictive for modeling time…

Machine Learning · Computer Science 2024-01-23 Zhongchang Sun , Yousef El-Laham , Svitlana Vyetrenko

Building robust online content recommendation systems requires learning complex interactions between user preferences and content features. The field has evolved rapidly in recent years from traditional multi-arm bandit and collaborative…

Information Retrieval · Computer Science 2018-05-08 Yoel Zeldes , Stavros Theodorakis , Efrat Solodnik , Aviv Rotman , Gil Chamiel , Dan Friedman

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

Machine Learning · Computer Science 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià

Physics-informed neural networks (PINNs) were recently proposed in [1] as an alternative way to solve partial differential equations (PDEs). A neural network (NN) represents the solution while a PDE-induced NN is coupled to the solution NN,…

Computational Physics · Physics 2019-10-22 Xiaoli Chen , Jinqiao Duan , George Em Karniadakis

Recurrent neural networks (RNNs) have brought a lot of advancements in sequence labeling tasks and sequence data. However, their effectiveness is limited when the observations in the sequence are irregularly sampled, where the observations…

Machine Learning · Computer Science 2022-12-29 Srinivas Anumasa , Geetakrishnasai Gunapati , P. K. Srijith

Heteroscedastic regression models a Gaussian variable's mean and variance as a function of covariates. Parametric methods that employ neural networks for these parameter maps can capture complex relationships in the data. Yet, optimizing…

Machine Learning · Computer Science 2022-12-20 Andrew Stirn , Hans-Hermann Wessels , Megan Schertzer , Laura Pereira , Neville E. Sanjana , David A. Knowles