Dynamical systems see widespread use in natural sciences like physics, biology, and chemistry, as well as engineering disciplines such as circuit analysis, computational fluid …
Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al.(2021) …
We tackle the problem of sampling from intractable high-dimensional density functions, a fundamental task that often appears in machine learning and statistics. We extend recent …
Neural SDEs combine many of the best qualities of both RNNs and SDEs, and as such are a natural choice for modelling many types of temporal dynamics. They offer memory efficiency …
F Vargas, A Ovsianas, D Fernandes, M Girolami… - Statistics and …, 2023 - Springer
In this work we explore a new framework for approximate Bayesian inference in large datasets based on stochastic control. We advocate stochastic control as a finite time and low …
Predicting the impact of treatments from ob-servational data only still represents a major challenge despite recent significant advances in time series modeling. Treatment …
PJ Coles, C Szczepanski, D Melanson… - 2023 IEEE …, 2023 - ieeexplore.ieee.org
Many Artificial Intelligence (AI) algorithms are inspired by physics and employ stochastic fluctuations. We connect these physics-inspired AI algorithms by unifying them under a …
Treatment effect estimation in continuous time is crucial for personalized medicine. However, existing methods for this task are limited to point estimates of the potential …
SA Gruenbacher, M Lechner, R Hasani… - Proceedings of the …, 2022 - ojs.aaai.org
We introduce a new statistical verification algorithm that formally quantifies the behavioral robustness of any time-continuous process formulated as a continuous-depth model. Our …