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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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3887751,1631,550 · Jun 202019922001200920172026
48 results for ODE learning

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.

We show that Neural Ordinary Differential Equations (ODEs) learn representations that preserve the topology of the input space and prove that this implies the existence of functions Neural ODEs cannot represent. To address these limitations, we introduce Augmented Neural ODEs which, in addition to being more expressive…

2019-04-02abs ↗pdf ↗

In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the underlying dynamics. In these settings, parametric ODE model cannot be formulated. Her…

2018-03-12abs ↗pdf ↗

Bayesian ODEs with Gaussian processes infer unknown dynamics from data.

problem Estimating unknown continuous-time system dynamics from data.
method Bayesian nonparametric model using Gaussian processes, sparse variational inference, probabilistic shooting.
result Posterior predictive uncertainty scores outperform alternative methods on multiple ODE learning tasks.

A new method for estimating uncertainties in neural ODEs without numerical integration.

problem Accurate estimation of predictive uncertainties in neural ODEs.
method Distributional Gradient Matching (DGM) algorithm that jointly trains a smoother and a dynamics model.
result Significantly more accurate predictions compared to traditional methods.

This paper uses ODE to improve RNN models for time series data.

problem Improving RNN models for irregularly sampled time series data.
method Extending RNNs with Neural Ordinary Differential Equations (ODEs).
result New ODE-based RNN models reduce training and evaluation time.

Generalization bounds derived for neural ODEs and deep residual networks.

problem Understanding the generalization capability of neural ODEs and deep residual networks.
method Lipschitz-based argument and analogy with deep residual networks.
result A generalization bound involving the magnitude of weight matrix differences.

Paper addresses identifiability and asymptotics of ODE systems from noisy data.

problem Identifying parameters and causal structure of linear ODE systems from discrete observations.
method Developed sufficient conditions for identifiability, proved consistency and asymptotic normality of NLS estimator, constructed confidence sets, and inferred causal structure.
result Consistent and asymptotically normal parameter estimator for linear ODE systems under mild conditions.

CODE learns ODE dynamics from sparse data, outperforming neural and kernel methods.

problem Learning ODE dynamics from sparse and noisy data.
method CODE uses Polynomial Chaos Expansion (aPCE) for the ODE's RHS, enabling global orthonormal polynomial representation.
result CODE exhibits remarkable extrapolation capabilities even under novel initial conditions and measurement noise.

Balanced Neural ODEs combine VAEs and Neural ODEs for efficient time series modeling.

problem Efficiently modeling systems with time-varying inputs and varying complexity.
method Combines VAEs for dimensionality reduction and Neural ODEs for dynamics, using variational parameters to adaptively learn.
result Balanced Neural ODEs (B-NODE) efficiently approximate Koopman operator without predefined dimensionality.

Neural Jump ODE improves continuous-time prediction and filtering of irregularly sampled time series.

problem Theoretical guarantees for continuous-time prediction and filtering of irregularly observed time series.
method Introducing Neural Jump ODE (NJ-ODE) that models conditional expectation between observations with neural ODEs and jumps.
result Theoretical guarantees for the L2L^2-optimal prediction are provided, showing convergence of model output to optimal prediction.

This work analyzes the statistical properties of neural ODEs for distribution learning.

problem Statistical properties of neural ODEs for distribution learning.
method General nonparametric statistical convergence analysis for distribution learning via neural ODE models.
result Established nearly minimax-optimal convergence rates for neural ODEs.

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 ↗

There is resurging interest, in statistics and machine learning, in solvers for ordinary differential equations (ODEs) that return probability measures instead of point estimates. Recently, Conrad et al. introduced a sampling-based class of methods that are 'well-calibrated' in a specific sense. But the computational c…

2016-05-11abs ↗pdf ↗

A new method for learning conditional distributions using ODEs and neural networks.

problem Learning conditional distributions efficiently and accurately.
method Conditional Föllmer Flow, discretized with Euler's method, using nonparametric velocity estimation.
result Effective approximation of target conditional distributions, with convergence results for Wasserstein-2 distance.

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential equations (ODEs), a model we call ODE-RNNs. Furthermore, we use ODE-RNNs to replace t…

2019-07-08abs ↗pdf ↗

Bayesian Gaussian Process ODEs enhanced with normalizing flows for improved flexibility and accuracy.

problem Limitations of standard Gaussian Process ODEs in modeling complex scenarios.
method Introducing normalizing flows to reparameterize the ODE vector field, developing a data-driven variational learning algorithm.
result Improved accuracy and uncertainty estimates for Bayesian Gaussian Process ODEs.

Hypersolvers enable fast continuous-depth models for practical applications.

problem Infinite-depth models like Neural ODEs are computationally infeasible for large problems.
method Introducing hypersolvers, neural networks that solve ODEs efficiently with theoretical guarantees.
result Hypersolvers achieve comparable inference time to traditional discrete networks, making continuous-depth models practical.

The paper improves the probability flow ODE sampler for faster sampling of natural images.

problem Improving the convergence rate of the probability flow ODE sampler.
method Adapting the probability flow ODE sampler to exploit intrinsic low-dimensional structures in natural image data.
result Achieves a dimension-free convergence rate of O(k/T)O(k/T) in total variation distance, improving upon existing results.

Enhanced model predicts chaotic systems with improved long-term accuracy.

problem Learning chaotic systems and long-term predictions from incomplete data.
method Path-dependent Neural Jump ODE (PD-NJ-ODE) model for online prediction.
result The model matches true chaotic system dynamics closely and improves long-term predictions.

New method constructs confidence bands for ODE models with unknown regulatory effects.

problem Building confidence bands for ODE models with unknown regulatory relations is challenging.
method Localized kernel learning approach combined with de-biasing method.
result The constructed confidence band has the desired asymptotic coverage probability and accurately recovers the regulatory network.

Actor-critic algorithms converge to an ODE as data samples change dynamically.

problem Challenging to mathematically analyze due to non-i.i.d. data samples.
method Proved convergence to an ODE using time rescaling and geometric ergodicity.
result Convergence to the ODE limit and its properties proven.

Neural Laplace models diverse DEs in the Laplace domain for better dynamics.

problem Inadequate ODEs for long-range dependencies and discontinuities.
method Unified framework in Laplace domain, using stereographic map for smoothness.
result Superior performance in diverse DEs, including complex history dependency and abrupt changes.

Minimal surfaces in third-order ODEs identified for linear second-order ODEs.

problem Characterizing minimal surfaces in third-order ODEs.
method Analyzing submanifolds of third-order ODEs as Riemannian manifolds.
result Linear second-order ODEs with y=±y+β(x)y''=\pm y+β(x) are the only minimal surfaces and totally geodesic.

OpFlow predicts robust OD flows by learning choice potentials conditioned on spatial exposures.

problem Deep models trained on raw counts are vulnerable to distribution shift.
method OpFlow learns row-centered choice potentials and reconstructs flows by combining them with a calibrated origin scale.
result OpFlow improves robustness under environment shifts, as shown by controlled synthetic shifts and a real-world experiment.