相关论文: Graph Neural Stochastic Differential Equations

Continuous-depth graph neural networks, also known as Graph Neural Differential Equations (GNDEs), combine the structural inductive bias of Graph Neural Networks (GNNs) with the continuous-depth architecture of Neural ODEs, offering a…

Embedding nonlinear dynamical systems into artificial neural networks is a powerful new formalism for machine learning. By parameterizing ordinary differential equations (ODEs) as neural network layers, these Neural ODEs are…

This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Gradient Descent (SGD). To achieve computational efficiency, we…

There has been an increasing interest in modeling continuous-time dynamics of temporal graph data. Previous methods encode time-evolving relational information into a low-dimensional representation by specifying discrete layers of neural…

Graph Neural Networks (GNNs) have emerged as the de facto standard for modeling graph data, with attention mechanisms and transformers significantly enhancing their performance on graph-based tasks. Despite these advancements, the…

Ordinary differential equations (ODEs) can provide mechanistic models of temporally local changes of processes, where parameters are often informed by external knowledge. While ODEs are popular in systems modeling, they are less established…

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…

The idea of neural Ordinary Differential Equations (ODE) is to approximate the derivative of a function (data model) instead of the function itself. In residual networks, instead of having a discrete sequence of hidden layers, the…

Latent stochastic differential equation (SDE) models are important tools for the unsupervised discovery of dynamical systems from data, with applications ranging from engineering to neuroscience. In these complex domains, exact posterior…

Effective training of deep neural networks suffers from two main issues. The first is that the parameter spaces of these models exhibit pathological curvature. Recent methods address this problem by using adaptive preconditioning for…

By composing graphical models with deep learning architectures, we learn generative models with the strengths of both frameworks. The structured variational autoencoder (SVAE) inherits structure and interpretability from graphical models,…

Neural controlled differential equations (CDEs) are the continuous-time analogue of recurrent neural networks, as Neural ODEs are to residual networks, and offer a memory-efficient continuous-time way to model functions of potentially…

We present a theoretical analysis of some popular adaptive Stochastic Gradient Descent (SGD) methods in the small learning rate regime. Using the stochastic modified equations framework introduced by Li et al., we derive effective…

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,…

Graph Neural Networks (GNNs) have emerged as the leading paradigm for solving graph analytical problems in various real-world applications. Nevertheless, GNNs could potentially render biased predictions towards certain demographic…

Deep neural networks have revolutionized machine learning, yet their training dynamics remain theoretically unclear-we develop a continuous-time, matrix-valued stochastic differential equation (SDE) framework that rigorously connects the…

Fractional-order differential equations (FDEs) enhance traditional differential equations by extending the order of differential operators from integers to real numbers, offering greater flexibility in modeling complex dynamical systems…

Neural Ordinary Differential Equations (NODEs) use a neural network to model the instantaneous rate of change in the state of a system. However, despite their apparent suitability for dynamics-governed time-series, NODEs present a few…

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…

Event detection has been an important task in transportation, whose task is to detect points in time when large events disrupts a large portion of the urban traffic network. Travel information {Origin-Destination} (OD) matrix data by map…