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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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237474710947 · Jun 202019922001200920172026
48 results for ODE inverse problems

The paper explores solving inverse problems for ODEs with and without constraints.

problem Understanding when second order ODEs can represent Lagrangian models with or without constraints.
method Geometric techniques to address the inverse problem for both constrained and unconstrained systems of second order ODEs.
result The constrained case presents more ambiguities and complexities than the unconstrained one.

Statistical methods remain relevant for ODE inverse problems, especially with sparse data.

problem The relevance of statistical methods in the era of deep learning for ODE inverse problems.
method Employed physics-informed neural networks (PINN) and manifold-constrained Gaussian process inference (MAGI) to compare statistical and deep learning approaches.
result Statistically principled methods outperform deep learning models in tasks like parameter inference and trajectory reconstruction.

Rex solves the inverse problem for ODE/SDE solvers, improving precision and stability.

problem Inversion of ODE/SDE solvers is inaccurate and impractical for precision applications.
method Rex uses Lawson methods to convert explicit Runge-Kutta schemes into algebraically reversible ones.
result Rex achieves near-machine-precision reconstruction and improves generative models.

Deep neural networks solve parameter estimation for FitzHugh-Nagumo ODEs.

problem Estimating parameters of a nonlinear dynamical system from noisy time series data.
method Dense and convolutional neural networks for inverse problem solving.
result Deep neural networks accurately estimate FitzHugh-Nagumo model parameters from noisy data.

The paper develops a method to infer model parameters and shared dynamics from related physical systems using data.

problem Calibrating models to match data when detailed system properties and laws are unknown.
method Hierarchical Bayesian framework, adaptive surrogate models, bilevel optimization.
result Joint estimation of individual model parameters and shared dynamics using data from related systems.

New method uses machine learning to estimate drug parameters in brain models.

problem Estimating unknown parameters in complex brain drug models.
method Physics-Informed Neural Networks (PINNs) for inverse problem solving.
result Accurate parameter estimation leads to precise drug concentration profiles.

Sparse transformer architecture improves accuracy and speed in generative modeling and inverse problems.

problem Improving accuracy and speed in generative modeling and inverse problems.
method Proposes a sparse transformer architecture using regularized Wasserstein proximal operator with L1L_1 prior.
result Sparse transformer achieves higher accuracy and faster convergence than classical methods.

The paper analyzes reg-SGD for convex problems, proving convergence and quantifying the rate of convergence.

problem Minimizing convex, L-smooth functions in a Hilbert space.
method Regularized stochastic gradient descent with decaying regularization.
result Strong convergence to the minimum-norm solution without boundedness assumptions.

EFiGP uses Fourier and eigen-decomposition for efficient ODE parameter estimation.

problem Parameter estimation and trajectory reconstruction for noisy, sparse, nonlinear ODE systems.
method EFiGP integrates Fourier transformation and eigen-decomposition into a physics-informed Gaussian Process framework.
result EFiGP efficiently estimates ODE parameters and recovers trajectories from noisy data.

FlowChef steers RFMs to efficiently guide image generation tasks.

problem Efficiently guiding image generation tasks with RFMs.
method Developed a theoretical and empirical understanding of RFMs' vector field dynamics, proposing FlowChef for gradient-free navigation.
result FlowChef significantly outperforms baselines in performance, memory, and time requirements.

RODE-Net learns ODEs from data with random parameters using neural networks and GANs.

problem Learning ODEs from data with unknown and random parameters.
method RODE-Net combines symbolic networks and GANs to estimate both the ODE and its parameters.
result RODE-Net can accurately estimate the distribution of model parameters and make reliable predictions.

The Normalizing Flow (NF) models a general probability density by estimating an invertible transformation applied on samples drawn from a known distribution. We introduce a new type of NF, called Deep Diffeomorphic Normalizing Flow (DDNF). A diffeomorphic flow is an invertible function where both the function and its i…

2018-10-08abs ↗pdf ↗

The geodesics for a sub-Riemannian metric on a three-dimensional contact manifold MM form a 1-parameter family of curves along each contact direction. However, a collection of such contact curves on MM, locally equivalent to the solutions of a fourth-order ODE, are the geodesics of a sub-Riemannian metric only if a s…

2001-04-14abs ↗pdf ↗

Improved analysis for diffusion models reduces KL divergence error dependence on data dimension and discretization step size.

problem Analyze the convergence of diffusion-based generative models under minimal assumptions.
method Model the generation process as a composition of reverse ODE and noising steps, leveraging Wasserstein-type error control and noise addition.
result Achieved a linear dependence on data dimension and improved dependence on discretization step size for KL divergence error.

DALTON improves ODE parameter estimation by learning from noisy data.

problem High sensitivity to parameters in ODEs produces unreliable parameter estimates.
method Data-adaptive probabilistic likelihood approximation for ODEs.
result DALTON produces more accurate parameter estimates than existing methods.

New method combines ODE filters and numerical quadrature to propagate model uncertainty.

problem Propagation of model uncertainty in ODE solutions with uncertain parameters.
method Combining ODE filters with numerical quadrature.
result Effective propagation of both numerical and parametric uncertainty.

Origin-destination (OD) matrices are often used in urban planning, where a city is partitioned into regions and an element (i, j) in an OD matrix records the cost (e.g., travel time, fuel consumption, or travel speed) from region i to region j. In this paper, we partition a day into multiple intervals, e.g., 96 15-min …

2018-11-13abs ↗pdf ↗

To better understand and improve the behavior of neural networks, a recent line of works bridged the connection between ordinary differential equations (ODEs) and deep neural networks (DNNs). The connections are made in two folds: (1) View DNN as ODE discretization; (2) View the training of DNN as solving an optimal co…

2019-11-01abs ↗pdf ↗

Exact risk and learning rate curves derived for adaptive SGD on high-dimensional problems.

problem Analyzing risk and learning rate dynamics in high-dimensional optimization problems.
method Developed a framework to give exact expressions for risk and learning rate curves using ODEs.
result Exact expressions for risk and learning rate curves, with detailed analysis of two adaptive learning rates.

HomoODE connects DEQs and Neural ODEs via homotopy continuation, improving accuracy and memory efficiency.

problem Connecting DEQs and Neural ODEs for better model performance and efficiency.
method Established a connection between DEQs and Neural ODEs using homotopy continuation, proposing HomoODE.
result HomoODE outperforms existing implicit models in accuracy and memory consumption.

The study shows how certain ODEs and integrals are regular under Borel summation.

problem Analyzing the regularity of solutions to ODEs and integration problems.
method Using geometric perspective on Laplace and Borel transforms, the study examines level 1 ODEs and exponential period integrals over Lefschetz thimbles.
result Solutions of certain ODEs and integration problems are Borel regular.

Parallel-in-time solver reduces ODE simulation time from linear to logarithmic.

problem Efficiently solving ordinary differential equations (ODEs) with reduced computational cost.
method Formulated a parallel-in-time probabilistic numerical ODE solver using time-parallel formulation of iterated extended Kalman smoothers.
result Reduces span cost from linear to logarithmic in the number of time steps.

Study optimal transport costs with zero MTW tensor, finding new families of costs and divergence functions.

problem Characterize optimal transport costs with zero MTW tensor.
method Optimal transport theory, information geometry, solving nonlinear ODEs.
result Found new families of costs and divergence functions.

Unified framework for simulation-based inference learns a single model for multiple tasks.

problem Simulation-based inference for multiple tasks with limited model retraining.
method Unified flow-matching generative model with query-aware masking distribution.
result Competitive performance on various inference tasks and real-world problems.

This paper compares two methods for training neural ODEs in time-series regression and CNFs.

problem Training neural ODEs for time-series regression and CNFs efficiently.
method Discretize-Optimize (Disc-Opt) vs. Optimize-Discretize (Opt-Disc) approaches.
result Disc-Opt methods can achieve similar performance as Opt-Disc at inference with drastically reduced training costs.