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We propose a novel Stochastic Differential Equation (SDE) framework to address the problem of learning uncertainty-aware representations for graph-structured data. While Graph Neural Ordinary Differential Equations (GNODEs) have shown…

Machine Learning · Computer Science 2025-09-15 Richard Bergna , Sergio Calvo-Ordoñez , Felix L. Opolka , Pietro Liò , Jose Miguel Hernandez-Lobato

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Optimization and Control · Mathematics 2026-05-19 Begoña García Malaxechebarría , Courtney Paquette , Maryam Fazel , Dmitriy Drusvyatskiy

This study examines the challenges of modeling complex and noisy data related to socioeconomic factors over time, with a focus on data from various districts in Odisha, India. Traditional time-series models struggle to capture both trends…

Machine Learning · Computer Science 2026-04-02 Sandeep Kumar Samota , Reema Gupta , Snehashish Chakraverty

We present a novel model Graph Neural Stochastic Differential Equations (Graph Neural SDEs). This technique enhances the Graph Neural Ordinary Differential Equations (Graph Neural ODEs) by embedding randomness into data representation using…

Machine Learning · Computer Science 2023-08-25 Richard Bergna , Felix Opolka , Pietro Liò , Jose Miguel Hernandez-Lobato

Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…

Machine Learning · Computer Science 2025-02-03 Macheng Shen , Chen Cheng

Differential equations are widely used to describe complex dynamical systems with evolving parameters in nature and engineering. Effectively learning a family of maps from the parameter function to the system dynamics is of great…

Machine Learning · Computer Science 2025-03-12 Xin Li , Chengli Zhao , Xue Zhang , Xiaojun Duan

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…

Machine Learning · Computer Science 2024-05-07 Benjie Wang , Joel Jennings , Wenbo Gong

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with some representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2021-02-23 Qunxi Zhu , Yao Guo , Wei Lin

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

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…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

Stochastic differential equations (SDEs) are used to describe a wide variety of complex stochastic dynamical systems. Learning the hidden physics within SDEs is crucial for unraveling fundamental understanding of these systems' stochastic…

Machine Learning · Computer Science 2022-07-26 Jared O'Leary , Joel A. Paulson , Ali Mesbah

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…

Optimization and Control · Mathematics 2022-12-05 Tanya Veeravalli , Maxim Raginsky

System identification in scenarios where the observed number of variables is less than the degrees of freedom in the dynamics is an important challenge. In this work we tackle this problem by using a recognition network to increase the…

Computational Physics · Physics 2020-10-14 Constantino A. Garcia , Paulo Felix , Jesus M. Presedo , Abraham Otero

Learning continuous-time stochastic dynamics is a fundamental and essential problem in modeling sporadic time series, whose observations are irregular and sparse in both time and dimension. For a given system whose latent states and…

Machine Learning · Computer Science 2021-04-30 Yingru Liu , Yucheng Xing , Xuewen Yang , Xin Wang , Jing Shi , Di Jin , Zhaoyue Chen

The manifold hypothesis suggests that high-dimensional neural time series lie on a low-dimensional manifold shaped by simpler underlying dynamics. To uncover this structure, latent dynamical variable models such as state-space models,…

Machine Learning · Computer Science 2025-07-30 Pedram Rajaei , Maryam Ostadsharif Memar , Navid Ziaei , Behzad Nazari , Ali Yousefi

This article develops a stochastic differential equation (SDE) for modeling the temporal evolution of queue length dynamics at signalized intersections. Inspired by the observed quasiperiodic and self-similar characteristics of the queue…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Shakib Mustavee , Shaurya Agarwal , Arvind Singh

Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…

Dynamical Systems · Mathematics 2022-01-25 Hassan Arbabi , Themistoklis Sapsis

This work proposes to model the space environment as a stochastic dynamic network where each node is a group of objects of a given class, or species, and their relationship is represented by stochastic links. A set of stochastic dynamic…

Dynamical Systems · Mathematics 2025-05-23 Yirui Wang , Pietro De Marchi , Massimiliano Vasile

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2023-04-12 Qunxi Zhu , Yao Guo , Wei Lin
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