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We introduce a new class of time-continuous recurrent neural network models. Instead of declaring a learning system's dynamics by implicit nonlinearities, we construct networks of linear first-order dynamical systems modulated via nonlinear…

Machine Learning · Computer Science 2020-12-16 Ramin Hasani , Mathias Lechner , Alexander Amini , Daniela Rus , Radu Grosu

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

This article is devoted to presenting an abstract theory on time-fractional gradient flows for nonconvex energy functionals in Hilbert spaces. Main results consist of local and global in time existence of (continuous) strong solutions to…

Analysis of PDEs · Mathematics 2025-01-15 Goro Akagi , Yoshihito Nakajima

Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

Machine Learning · Computer Science 2023-07-13 Jihao Andreas Lin , Joe Watson , Pascal Klink , Jan Peters

There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the…

Optimization and Control · Mathematics 2021-11-29 Emiliano Dall'Anese , Andrea Simonetto , Stephen Becker , Liam Madden

We introduce non-stationary Mat\'ern field priors with stochastic partial differential equations, and construct correlation length-scaling with hyperpriors. We model both the hyperprior and the Mat\'ern prior as continuous-parameter random…

Statistics Theory · Mathematics 2016-12-12 Lassi Roininen , Mark Girolami , Sari Lasanen , Markku Markkanen

Information spread on networks can be efficiently modeled by considering three features: documents' content, time of publication relative to other publications, and position of the spreader in the network. Most previous works model up to…

Machine Learning · Computer Science 2022-12-13 Gaël Poux-Médard , Julien Velcin , Sabine Loudcher

We consider a class of porous medium type of equations with Caputo time derivative. The prototype problem reads as $\Dc u=-\A u^m$ and is posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with zero Dirichlet boundary…

Analysis of PDEs · Mathematics 2024-04-03 Matteo Bonforte , Maria Gualdani , Peio Ibarrondo

We present a probabilistic model for unsupervised alignment of high-dimensional time-warped sequences based on the Dirichlet Process Mixture Model (DPMM). We follow the approach introduced in (Kazlauskaite, 2018) of simultaneously…

Machine Learning · Statistics 2018-11-28 Ieva Kazlauskaite , Ivan Ustyuzhaninov , Carl Henrik Ek , Neill D. F. Campbell

Making inferences from data streams is a pervasive problem in many modern data analysis applications. But it requires to address the problem of continuous model updating and adapt to changes or drifts in the underlying data generating…

Machine Learning · Computer Science 2017-07-11 Andres Masegosa , Thomas D. Nielsen , Helge Langseth , Dario Ramos-Lopez , Antonio Salmeron , Anders L. Madsen

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

Analysis of PDEs · Mathematics 2012-10-05 R. K. Saxena , A. M. Mathai , H. J. Haubold

Cortical networks are strongly recurrent, and neurons have intrinsic temporal dynamics. This sets them apart from deep feed-forward networks. Despite the tremendous progress in the application of feed-forward networks and their theoretical…

Disordered Systems and Neural Networks · Physics 2021-07-14 Sandra Nestler , Christian Keup , David Dahmen , Matthieu Gilson , Holger Rauhut , Moritz Helias

The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the…

Applications · Statistics 2019-05-17 Arrigo Coen , Beatriz Godínez-Chaparro

Recently, several authors have studied maps where a function, describing the local diffusion matrix of a diffusion process with a linear drift towards an attraction point, is mapped into the average of that function with respect to the…

Probability · Mathematics 2007-05-23 K. Fleischmann , J. M. Swart

We describe operators driving the time evolution of singular diffusion on finite graphs whose vertices are allowed to carry masses. The operators are defined by the method of quadratic forms on suitable Hilbert spaces. The model also covers…

Functional Analysis · Mathematics 2016-08-09 Christian Seifert , Jürgen Voigt

While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…

Machine Learning · Computer Science 2026-02-09 Haoran Zhang , Haixuan Liu , Yong Liu , Yunzhong Qiu , Yuxuan Wang , Jianmin Wang , Mingsheng Long

While most ML models expect independent and identically distributed data, this assumption is often violated in real-world scenarios due to distribution shifts, resulting in the degradation of machine learning model performance. Until now,…

Machine Learning · Computer Science 2024-11-19 Kai Helli , David Schnurr , Noah Hollmann , Samuel Müller , Frank Hutter

Probabilistic, hierarchically coherent forecasting is a key problem in many practical forecasting applications -- the goal is to obtain coherent probabilistic predictions for a large number of time series arranged in a pre-specified tree…

Machine Learning · Computer Science 2023-03-02 Abhimanyu Das , Weihao Kong , Biswajit Paria , Rajat Sen

In this paper we investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}%…

Analysis of PDEs · Mathematics 2018-08-08 Edgardo Alvarez , Ciprian Gal , Valentin Keyantuo , Mahamadi Warma