Related papers: Estimating and Assessing Differential Equation Mod…
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…
Hybrid models composing mechanistic ODE-based dynamics with flexible and expressive neural network components have grown rapidly in popularity, especially in scientific domains where such ODE-based modeling offers important interpretability…
Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…
Ordinary differential equations (ODEs) are widely used to describe the time evolution of natural phenomena across various scientific fields. Estimating the parameters of these systems from data is a challenging task, particularly when…
Compartmental ordinary differential equation (ODE) models are used extensively in mathematical biology. When transit between compartments occurs at a constant rate, the well-known linear chain trick can be used to show that the ODE model is…
In the era of AI, neural networks have become increasingly popular for modeling, inference, and prediction, largely due to their potential for universal approximation. With the proliferation of such deep learning models, a question arises:…
Perception of time from sequentially acquired sensory inputs is rooted in everyday behaviors of individual organisms. Yet, most algorithms for time-series modeling fail to learn dynamics of random event timings directly from visual or audio…
Detecting out-of-distribution (OOD) data is a fundamental challenge in the deployment of machine learning models. From a security standpoint, this is particularly important because OOD test data can result in misleadingly confident yet…
Event logs extracted from information systems offer a rich foundation for understanding and improving business processes. In many real-world applications, it is possible to distinguish between desirable and undesirable process executions,…
Learning models of dynamical systems with external inputs, which may be, for example, nonsmooth or piecewise, is crucial for studying complex phenomena and predicting future state evolution, which is essential for applications such as…
Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…
When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…
We establish that there are properties of quantum many-body dynamics which are efficiently learnable if we are given access to out-of-time-order correlators (OTOCs), but which require exponentially many operations in the system size if we…
Differential equations are commonly used to model dynamical deterministic systems in applications. When statistical parameter estimation is required to calibrate theoretical models to data, classical statistical estimators are often…
We present a new approach for estimating parameters in rational ODE models from given (measured) time series data. In typical existing approaches, an initial guess for the parameter values is made from a given search interval. Then, in a…
The recent advancements in mathematical modeling of biochemical systems have generated increased interest in sensitivity analysis methodologies. There are two primary approaches for analyzing these mathematical models: the stochastic…
We aim to identify the generating, ordinary differential equation (ODE) from a set of trajectories of a partially observed system. Our approach does not need prescribed basis functions to learn the ODE model, but only a rich set of Neural…
Fractional Differential Equations (FDEs) are essential tools for modelling complex systems in science and engineering. They extend the traditional concepts of differentiation and integration to non-integer orders, enabling a more precise…
Ordinal variables, such as on the Likert scale, are common in applied research. Yet, existing methods for causal inference tend to target nominal or continuous data. When applied to ordinal data, this fails to account for the inherent…
Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…