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The Generative Adversarial Networks (GANs) have demonstrated impressive performance for data synthesis, and are now used in a wide range of computer vision tasks. In spite of this success, they gained a reputation for being difficult to…

Machine Learning · Statistics 2017-12-07 Tatjana Chavdarova , François Fleuret

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

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

Generative adversarial networks (GANs) have been a popular deep generative model for real-world applications. Despite many recent efforts on GANs that have been contributed, mode collapse and instability of GANs are still open problems…

Computer Vision and Pattern Recognition · Computer Science 2021-03-24 Shiming Chen , Wenjie Wang , Beihao Xia , Xinge You , Zehong Cao , Weiping Ding

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

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…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

The Latent Stochastic Differential Equation (SDE) is a powerful tool for time series and sequence modeling. However, training Latent SDEs typically relies on adjoint sensitivity methods, which depend on simulation and backpropagation…

Machine Learning · Statistics 2025-06-27 Grigory Bartosh , Dmitry Vetrov , Christian A. Naesseth

In this work, we explore modeling change points in time-series data using neural stochastic differential equations (neural SDEs). We propose a novel model formulation and training procedure based on the variational autoencoder (VAE)…

Machine Learning · Computer Science 2025-06-16 Yousef El-Laham , Zhongchang Sun , Haibei Zhu , Tucker Balch , Svitlana Vyetrenko

We introduce Kernel Density Discrimination GAN (KDD GAN), a novel method for generative adversarial learning. KDD GAN formulates the training as a likelihood ratio optimization problem where the data distributions are written explicitly via…

Machine Learning · Computer Science 2021-07-14 Abdelhak Lemkhenter , Adam Bielski , Alp Eren Sari , Paolo Favaro

Clinical time series data from electronic health records and medical registries offer unprecedented opportunities to understand patient trajectories and inform medical decision-making. However, leveraging such data presents significant…

Machine Learning · Computer Science 2025-11-21 Muhammad Aslanimoghanloo , Ahmed ElGazzar , Marcel van Gerven

Neural Stochastic Differential Equations (NSDEs) model the drift and diffusion functions of a stochastic process as neural networks. While NSDEs are known to make accurate predictions, their uncertainty quantification properties have been…

Machine Learning · Computer Science 2022-09-13 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

Generative adversarial networks (GANs) have shown promising results when applied on partial differential equations and financial time series generation. We investigate if GANs can also be used to approximate one-dimensional Ito stochastic…

Machine Learning · Computer Science 2021-04-06 Jorino van Rhijn , Cornelis W. Oosterlee , Lech A. Grzelak , Shuaiqiang Liu

Simulating complex physical systems often involves solving partial differential equations (PDEs) with some closures due to the presence of multi-scale physics that cannot be fully resolved. Therefore, reliable and accurate closure models…

Computational Physics · Physics 2020-02-19 Jin-Long Wu , Karthik Kashinath , Adrian Albert , Dragos Chirila , Prabhat , Heng Xiao

Generative Adversarial Networks (GANs) have shown immense potential in fields such as text and image generation. Only very recently attempts to exploit GANs to statistical-mechanics models have been reported. Here we quantitatively test…

Statistical Mechanics · Physics 2024-05-07 Daniele Lanzoni , Olivier Pierre-Louis , Francesco Montalenti

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

We present a comprehensive evaluation of the robustness and explainability of ResNet-like models in the context of Unintended Radiated Emission (URE) classification and suggest a new approach leveraging Neural Stochastic Differential…

Machine Learning · Computer Science 2023-09-28 Sumit Kumar Jha , Susmit Jha , Rickard Ewetz , Alvaro Velasquez

Classical machine learning models such as deep neural networks are usually trained by using Stochastic Gradient Descent-based (SGD) algorithms. The classical SGD can be interpreted as a discretization of the stochastic gradient flow. In…

Optimization and Control · Mathematics 2023-10-03 Valentin Leplat , Daniil Merkulov , Aleksandr Katrutsa , Daniel Bershatsky , Olga Tsymboi , Ivan Oseledets

Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with…

Machine Learning · Computer Science 2026-01-30 Dai Shi , Lequan Lin , Andi Han , Luke Thompson , José Miguel Hernández-Lobato , Zhiyong Wang , Junbin Gao

Generative adversarial networks (GANs) are a class of generative models, known for producing accurate samples. The key feature of GANs is that there are two antagonistic neural networks: the generator and the discriminator. The main…

Machine Learning · Computer Science 2025-08-05 Barbara Franci , Sergio Grammatico

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