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This paper introduces a new methodology to analyse bipartite and unipartite networks with nonnegative edge values. The proposed approach combines and adapts a number of ideas from the literature on latent variable network models. The…

The increasing complexity of distribution network calls for advancement in distribution system state estimation (DSSE) to monitor the operating conditions more accurately. Sufficient number of measurements is imperative for a reliable and…

We propose a new pseudo-Siamese Network for Asset Pricing (SNAP) model, based on deep learning approaches, for conditional asset pricing. Our model allows for the deep alpha, deep beta and deep factor risk premia conditional on high…

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)…

We introduce a novel Dynamic Graph Neural Network (DGNN) architecture for solving conditional $m$-steps ahead forecasting problems in temporal financial networks. The proposed DGNN is validated on simulated data from a temporal financial…

In this note, we will present a specially designed deep neural network (DNN), which will target components of the solution of different time rate individually through perspective of the Laplace s-transform of the solution. Each segment of…

Score-based generative modeling (SBGM) has achieved state-of-the-art performance in image generation, with the quality of generated images being highly dependent on the design of the forward (diffusion) process. Among these, models based on…

Numerical solution of partial differential equations (PDEs) plays a vital role in various fields of science and engineering. In recent years, deep neural networks (DNNs) have emerged as a powerful tool for solving PDEs, leveraging their…

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

The incompressible magnetohydrodynamic (MHD) equations are fundamental in many scientific and engineering applications. However, their strong nonlinearity and dual divergence-free constraints make them highly challenging for conventional…

Sparse regression has emerged as a popular technique for learning dynamical systems from temporal data, beginning with the SINDy (Sparse Identification of Nonlinear Dynamics) framework proposed by arXiv:1509.03580. Quantifying the…

Accurate forecasting of spatiotemporal data remains challenging due to complex spatial dependencies and temporal dynamics. The inherent uncertainty and variability in such data often render deterministic models insufficient, prompting a…

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Neural Stochastic Differential Equations (Neural SDEs) provide a principled framework for modeling continuous-time stochastic processes and have been widely adopted in fields ranging from physics to finance. Recent advances suggest that…

In this paper, we present a Stochastic Deep Neural Network-based Model Reference Adaptive Control. Building on our work "Deep Model Reference Adaptive Control", we extend the controller capability by using Bayesian deep neural networks…

We propose data-driven nonlinear smoother (DNS) to estimate a hidden state sequence of a complex dynamical process from a noisy, linear measurement sequence. The dynamical process is model-free, that is, we do not have any knowledge of the…

A deep neural network (DNN)-based model has been developed to predict non-parametric distributions of durations of phonemes in specified phonetic contexts and used to explore which factors influence durations most. Major factors in US…

Outliers can seriously distort statistical inference by inducing excessive sensitivity in the likelihood function, thereby compromising the reliability of Bayesian estimation. To address this issue, we develop a robust Bayesian estimation…

Survival analysis, the art of time-to-event modeling, plays an important role in clinical treatment decisions. Recently, continuous time models built from neural ODEs have been proposed for survival analysis. However, the training of neural…

We present in this paper a model for forecasting short-term power loads based on deep residual networks. The proposed model is able to integrate domain knowledge and researchers' understanding of the task by virtue of different neural…