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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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3527051,0571,409 · Jun 202019922001200920172026
48 results for ODE modeling

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 ↗

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.

Improved neural-ODE for faster convergence and stability.

problem Stability, consistency, and convergence issues in neural-ODE solvers.
method Proposed a first-order Nesterov's accelerated gradient (NAG) based ODE-solver.
result Efficacy demonstrated in three tasks: supervised classification, density estimation, and time-series modelling.

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.

Paper analyzes convergence of ODE samplers in Wasserstein distances.

problem Limited theoretical understanding of convergence properties of probability flow ODEs.
method Convergence analysis for general probability flow ODEs in 2-Wasserstein distance.
result First non-asymptotic convergence analysis for probability flow ODE samplers.

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 ↗

New method sparsifies hybrid neural ODEs for better performance and stability.

problem Excessive latent states and interactions from mechanistic models lead to training inefficiency and over-fitting.
method Automatic state selection and structure optimization combining domain-informed graph modifications with data-driven regularization.
result Improved predictive performance and robustness with desired sparsity.

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.

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 approach uses ODEs for modeling individual health trajectories.

problem Challenges in applying ODEs to longitudinal cohort data, especially noise and parameter sensitivity.
method Combines ODEs with neural networks to model individual health trajectories using each observation as initial value.
result Demonstrates improved modeling of individual health trajectories compared to global regression.

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.

Neural ODEs' performance varies with numerical method, requiring adaptive step size control.

problem Neural ODEs' performance depends on the numerical method used during training.
method Proposes an adaptive step size control algorithm to ensure a valid ODE without increasing computational cost.
result Valid Neural ODEs require careful numerical method selection and step size adaptation.

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 ↗

This paper bridges the gap between ODE and SDE in diffusion models using Fokker-Planck equations.

problem Empirical evidence shows that ODE-based samples from score-based diffusion models are inferior to SDE-based samples.
method The paper rigorously describes dynamics and approximations in training score-based diffusion models, linking them to Fokker-Planck equations.
result Adding a regularisation term based on the Fokker-Planck residual can close the gap between ODE- and SDE-induced distributions.

This work improves likelihood of score-based diffusion ODEs using high-order denoising score matching.

problem The gap between maximum likelihood and score matching objectives for score-based diffusion ODEs.
method High-order denoising score matching to maximize likelihood.
result Score-based diffusion ODEs achieve better likelihood on synthetic and CIFAR-10 data.

It has been observed that residual networks can be viewed as the explicit Euler discretization of an Ordinary Differential Equation (ODE). This observation motivated the introduction of so-called Neural ODEs, which allow more general discretization schemes with adaptive time stepping. Here, we propose ANODEV2, which is…

2019-06-10abs ↗pdf ↗

Neural ODEs simplified using Chen-Fliess series for Rademacher complexity analysis.

problem Analyzing the complexity of neural ODE models.
method Using Chen-Fliess series to frame neural ODEs as infinite-width nets, where weights are signature of control input and features are Lie derivatives.
result Derived compact expressions for the Rademacher complexity of ODE models.

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.

Mathematical modeling with Ordinary Differential Equations (ODEs) has proven to be extremely successful in a variety of fields, including biology. However, these models are completely deterministic given a certain set of initial conditions. We convert mathematical ODE models of three benchmark biological systems to Dyn…

2019-10-10abs ↗pdf ↗

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.

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.

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.

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.

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.

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.

NP-ODE models FEA simulations with uncertainty, improving accuracy and efficiency.

problem Limitations of FEA in terms of computational cost and uncertainty quantification.
method Physics-informed neural process aided ordinary differential equations (NP-ODE).
result NP-ODE outperforms benchmark methods in uncertainty quantification and prediction accuracy.

ODS improves adversarial attacks by maximizing output diversity.

problem Efficiency and effectiveness of adversarial attacks, especially black-box attacks.
method Output Diversified Sampling (ODS) that maximizes diversity in model outputs.
result ODS reduces the number of queries needed for black-box attacks on ImageNet by a factor of two.

New method combines ODE solvers with Bayesian inference for efficient model training.

problem Combining ODE solvers with Bayesian inference for efficient model training.
method Probabilistic state space model using extended Kalman filter for joint inference from differential equations and data.
result Efficient approximate Bayesian inference on latent force and ODE solution.

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.