Related papers: Neural Stochastic Flows: Solver-Free Modelling and…
Solving partial differential equations is difficult. Recently proposed neural resolution-invariant models, despite their effectiveness and efficiency, usually require equispaced spatial points of data. However, sampling in spatial domain is…
Partial differential equations (PDEs) govern nearly every physical process in science and engineering, yet solving them at scale remains prohibitively expensive. Generative AI has transformed language, vision, and protein science, but…
This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These…
Neural differential equation models have garnered significant attention in recent years for their effectiveness in machine learning applications.Among these, fractional differential equations (FDEs) have emerged as a promising tool due to…
This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…
A potent class of generative models known as Diffusion Probabilistic Models (DPMs) has become prominent. A forward diffusion process adds gradually noise to data, while a model learns to gradually denoise. Sampling from pre-trained DPMs is…
We consider the problem of variational Bayesian inference in a latent variable model where a (possibly complex) observed stochastic process is governed by the solution of a latent stochastic differential equation (SDE). Motivated by the…
In this work, we investigate a method for simulation-free training of Neural Ordinary Differential Equations (NODEs) for learning deterministic mappings between paired data. Despite the analogy of NODEs as continuous-depth residual…
This paper addresses the difficulty of characterizing the time-varying nature of fading channels. The current time-invariant models often fall short of capturing and tracking these dynamic characteristics. To overcome this limitation, we…
We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a…
This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be uniformly dissipative. On the one hand, via the reflection…
We identify effective stochastic differential equations (SDE) for coarse observables of fine-grained particle- or agent-based simulations; these SDE then provide useful coarse surrogate models of the fine scale dynamics. We approximate the…
The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…
Ecological Momentary Assessment (EMA) studies enable the collection of high-frequency self-reports of suicidal thoughts and behaviors (STBs) via smartphones. Latent stochastic differential equations (SDEs) are a promising model class for…
In areas such as finance, engineering, and science, we often face situations that change quickly and unpredictably. These situations are tough to handle and require special tools and methods capable of understanding and predicting what…
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…
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…
Stochastic evolution underpins several approaches to the dynamics of open quantum systems, such as random modulation of Hamiltonian parameters, the stochastic Schrodinger equation (SSE), and the stochastic Liouville equation (SLE). These…
We consider a neural network with adapting synapses whose dynamics can be analitically computed. The model is made of $N$ neurons and each of them is connected to $K$ input neurons chosen at random in the network. The synapses are…
Stochastic differential equations are ubiquitous modelling tools in physics and the sciences. In most modelling scenarios, random fluctuations driving dynamics or motion have some non-trivial temporal correlation structure, which renders…