Related papers: Graph Neural Stochastic Differential Equations

Neural differential equations are a promising new member in the neural network family. They show the potential of differential equations for time series data analysis. In this paper, the strength of the ordinary differential equation (ODE)…

Processing data on multiple interacting graphs is crucial for many applications, but existing approaches rely mostly on discrete filtering or first-order continuous models, dampening high frequencies and slow information propagation. In…

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…

Graph neural networks are increasingly becoming the go-to approach in various fields such as computer vision, computational biology and chemistry, where data are naturally explained by graphs. However, unlike traditional convolutional…

Incorporating neural networks for the solution of Ordinary Differential Equations (ODEs) represents a pivotal research direction within computational mathematics. Within neural network architectures, the integration of the intrinsic…

The physical world is governed by the laws of physics, often represented in form of nonlinear partial differential equations (PDEs). Unfortunately, solution of PDEs is non-trivial and often involves significant computational time. With…

Neural Ordinary Differential Equation (Neural ODE) has been proposed as a continuous approximation to the ResNet architecture. Some commonly used regularization mechanisms in discrete neural networks (e.g. dropout, Gaussian noise) are…

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

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…

This paper focuses on representation learning for dynamic graphs with temporal interactions. A fundamental issue is that both the graph structure and the nodes own their own dynamics, and their blending induces intractable complexity in the…

In this paper we construct a framework for doing statistical inference for discretely observed stochastic differential equations (SDEs) where the driving noise has 'memory'. Classical SDE models for inference assume the driving noise to be…

Neural SDEs combine many of the best qualities of both RNNs and SDEs: memory efficient training, high-capacity function approximation, and strong priors on model space. This makes them a natural choice for modelling many types of temporal…

Stochastic regularization of neural networks (e.g. dropout) is a wide-spread technique in deep learning that allows for better generalization. Despite its success, continuous-time models, such as neural ordinary differential equation (ODE),…

Neural ordinary differential equations (NODEs) treat computation of intermediate feature vectors as trajectories of ordinary differential equation parameterized by a neural network. In this paper, we propose a novel model, delay…

Solving large complex partial differential equations (PDEs), such as those that arise in computational fluid dynamics (CFD), is a computationally expensive process. This has motivated the use of deep learning approaches to approximate the…

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…

Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…

We incorporate prior graph topology information into a Neural Controlled Differential Equation (NCDE) to predict the future states of a dynamical system defined on a graph. The informed NCDE infers the future dynamics at the vertices of…

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

There has been a great deal of recent interest in learning and approximation of functions that can be expressed as expectations of a given nonlinearity with respect to its random internal parameters. Examples of such representations include…