Related papers: Deep Latent State Space Models for Time-Series Gen…

Deep generative models aim to learn underlying distributions that generate the observed data. Given the fact that the generative distribution may be complex and intractable, deep latent variable models use probabilistic frameworks to learn…

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…

Processing long temporal sequences is a key challenge in deep learning. In recent years, Transformers have become state-of-the-art for this task, but suffer from excessive memory requirements due to the need to explicitly store the…

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…

In this paper, we implement Neural Ordinary Differential Equations in a Variational Autoencoder setting for generative time series modeling. An object-oriented approach to the code was taken to allow for easier development and research and…

Sampling from generative models has become a crucial tool for applications like data synthesis and augmentation. Diffusion, Flow Matching and Continuous Normalising Flows have shown effectiveness across various modalities, and rely on…

Operator regression provides a powerful means of constructing discretization-invariant emulators for partial-differential equations (PDEs) describing physical systems. Neural operators specifically employ deep neural networks to approximate…

The learning rate schedule is one of the most impactful aspects of neural network optimization, yet most schedules either follow simple parametric functions or react only to short-term training signals. None of them are supported by a…

Latent ODE models provide flexible descriptions of dynamic systems, but they can struggle with extrapolation and predicting complicated non-linear dynamics. The latent ODE approach implicitly relies on encoders to identify unknown system…

As power systems transition toward renewable-rich and inverter-dominated operations, accurate time-domain dynamic analysis becomes increasingly critical. Such analysis supports key operational tasks, including transient stability…

Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs)…

Diffusion models have gained prominence in generating high-quality sequences of text. Nevertheless, current approaches predominantly represent discrete text within a continuous diffusion space, which incurs substantial computational…

A key problem in computational biology is discovering the gene expression changes that regulate cell fate transitions, in which one cell type turns into another. However, each individual cell cannot be tracked longitudinally, and cells at…

With the expansion of renewables in the electricity mix, power grid variability will increase, hence a need to robustify the system to guarantee its security. Therefore, Transport System Operators (TSOs) must conduct analyses to simulate…

Diffusion models (DMs) create samples from a data distribution by starting from random noise and iteratively solving a reverse-time ordinary differential equation (ODE). Because each step in the iterative solution requires an expensive…

Structured state-space models (SSMs) such as S4, stemming from the seminal work of Gu et al., are gaining popularity as effective approaches for modeling sequential data. Deep SSMs demonstrate outstanding performance across a diverse set of…

Sequential modelling of high-dimensional data is an important problem that appears in many domains including model-based reinforcement learning and dynamics identification for control. Latent variable models applied to sequential data…

Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by slowly injecting…

In the era of generative AI, deep generative models (DGMs) with latent representations have gained tremendous popularity. Despite their impressive empirical performance, the statistical properties of these models remain underexplored. DGMs…