Efficient and Accurate Gradients for Neural SDEs

27 May 2021

Papers citing "Efficient and Accurate Gradients for Neural SDEs"

42 / 42 papers shown

Title
Integration Matters for Learning PDEs with Backwards SDEs Sungje Park Stephen Tu PINN 50 0 0 02 May 2025
Universal approximation property of neural stochastic differential equations Anna P. Kwossek David J. Prömel Josef Teichmann 37 0 0 20 Mar 2025
Value Gradient Sampler: Sampling as Sequential Decision Making Sangwoong Yoon Himchan Hwang Hyeokju Jeong Dong Kyu Shin Che-Sang Park Sehee Kwon Frank C. Park 69 0 0 18 Feb 2025
A Reversible Solver for Diffusion SDEs Zander Blasingame Chen Liu DiffM 54 0 0 12 Feb 2025
SDE Matching: Scalable and Simulation-Free Training of Latent Stochastic Differential Equations Grigory Bartosh Dmitry Vetrov C. A. Naesseth 76 0 0 04 Feb 2025
Understanding and Mitigating Membership Inference Risks of Neural Ordinary Differential Equations Sanghyun Hong Fan Wu A. Gruber Kookjin Lee 42 0 0 12 Jan 2025
From discrete-time policies to continuous-time diffusion samplers: Asymptotic equivalences and faster training Julius Berner Lorenz Richter Marcin Sendera Jarrid Rector-Brooks Nikolay Malkin OffRL 60 3 0 10 Jan 2025
Improving the Noise Estimation of Latent Neural Stochastic Differential Equations Linus Heck Maximilian Gelbrecht Michael T. Schaub Niklas Boers DiffM 28 0 0 23 Dec 2024
Variational Neural Stochastic Differential Equations with Change Points Yousef El-Laham Zhongchang Sun Haibei Zhu Tucker Balch Svitlana Vyetrenko 21 0 0 01 Nov 2024
Trajectory Flow Matching with Applications to Clinical Time Series Modeling Xi Zhang Yuan Pu Yuki Kawamura Andrew Loza Yoshua Bengio Dennis L. Shung Alexander Tong OOD AI4TS MedIm 23 2 0 28 Oct 2024
Efficient, Accurate and Stable Gradients for Neural ODEs Sam McCallum James Foster 32 4 0 15 Oct 2024
Multi-View Neural Differential Equations for Continuous-Time Stream Data in Long-Term Traffic Forecasting Zibo Liu Zhe Jiang Shigang Chen AI4TS 24 0 0 12 Aug 2024
Fully Bayesian Differential Gaussian Processes through Stochastic Differential Equations Jian Xu Zhiqi Lin Min Chen Junmei Yang Delu Zeng John Paisley 19 0 0 12 Aug 2024
Neural stochastic Volterra equations: learning path-dependent dynamics David J. Prömel David Scheffels 34 0 0 28 Jul 2024
Sparse Inducing Points in Deep Gaussian Processes: Enhancing Modeling with Denoising Diffusion Variational Inference Jian Xu Delu Zeng John Paisley DiffM 31 1 0 24 Jul 2024
Feynman-Kac Operator Expectation Estimator Jingyuan Li Wei Liu 30 0 0 02 Jul 2024
AdjointDEIS: Efficient Gradients for Diffusion Models Zander Blasingame Chen Liu DiffM 35 2 0 23 May 2024
Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers Andravz Jelinvcivc James Foster Patrick Kidger 19 2 0 10 May 2024
Neural Controlled Differential Equations with Quantum Hidden Evolutions Lingyi Yang Zhen Shao 19 0 0 30 Apr 2024
Fine-tuning of diffusion models via stochastic control: entropy regularization and beyond Wenpin Tang 33 13 0 10 Mar 2024
Towards Scene Graph Anticipation Rohith Peddi Saksham Singh Saurabh Parag Singla Vibhav Gogate 32 3 0 07 Mar 2024
Fine-Tuning of Continuous-Time Diffusion Models as Entropy-Regularized Control Masatoshi Uehara Yulai Zhao Kevin Black Ehsan Hajiramezanali Gabriele Scalia N. Diamant Alex Tseng Tommaso Biancalani Sergey Levine 29 42 0 23 Feb 2024
Stable Neural Stochastic Differential Equations in Analyzing Irregular Time Series Data YongKyung Oh Dongyoung Lim Sungil Kim AI4TS 35 11 0 22 Feb 2024
Implicit Diffusion: Efficient Optimization through Stochastic Sampling Pierre Marion Anna Korba Peter Bartlett Mathieu Blondel Valentin De Bortoli Arnaud Doucet Felipe Llinares-López Courtney Paquette Quentin Berthet 74 11 0 08 Feb 2024
Variational Inference for SDEs Driven by Fractional Noise Rembert Daems Manfred Opper Guillaume Crevecoeur Tolga Birdal 38 5 0 19 Oct 2023
Kinematics-aware Trajectory Generation and Prediction with Latent Stochastic Differential Modeling Ruochen Jiao Yixuan Wang Xiangguo Liu Chao Huang Qi Zhu 28 3 0 17 Sep 2023
Graph Neural Stochastic Differential Equations Richard Bergna Felix L. Opolka Pietro Lio' Jose Miguel Hernandez-Lobato 16 2 0 23 Aug 2023
Faster Training of Neural ODEs Using Gauß-Legendre Quadrature Alexander Norcliffe M. Deisenroth 23 3 0 21 Aug 2023
Generative Modelling of Lévy Area for High Order SDE Simulation Andravz Jelinvcivc Ji-cheng Tao William F. Turner Thomas Cass James Foster H. Ni DiffM 21 3 0 04 Aug 2023
Latent SDEs on Homogeneous Spaces Sebastian Zeng Florian Graf Roland Kwitt BDL 22 6 0 28 Jun 2023
Variational Gaussian Process Diffusion Processes Prakhar Verma Vincent Adam Arno Solin DiffM 16 5 0 03 Jun 2023
Neural Ideal Large Eddy Simulation: Modeling Turbulence with Neural Stochastic Differential Equations Anudhyan Boral Z. Y. Wan Leonardo Zepeda-Núnez James Lottes Qing Wang Yi-fan Chen John R. Anderson Fei Sha AI4CE PINN 16 11 0 01 Jun 2023
Graph-based Multi-ODE Neural Networks for Spatio-Temporal Traffic Forecasting Zibo Liu Parshin Shojaee Chandan K. Reddy AI4TS AI4CE 24 9 0 30 May 2023
Neural SDEs for Conditional Time Series Generation and the Signature-Wasserstein-1 metric Pere Díaz Lozano Toni Lozano Bagén J. Vives GAN AI4TS 25 2 0 03 Jan 2023
Neural Langevin Dynamics: towards interpretable Neural Stochastic Differential Equations Simon Koop M. Peletier J. Portegies Vlado Menkovski DiffM 22 1 0 17 Nov 2022
An optimal control perspective on diffusion-based generative modeling Julius Berner Lorenz Richter Karen Ullrich DiffM 23 80 0 02 Nov 2022
Scaling ResNets in the Large-depth Regime P. Marion Adeline Fermanian Gérard Biau Jean-Philippe Vert 20 16 0 14 Jun 2022
The Inverse Problem for Controlled Differential Equations A. Papavasiliou Theodore Papamarkou Yang Zhao 23 1 0 25 Jan 2022
Path Integral Sampler: a stochastic control approach for sampling Qinsheng Zhang Yongxin Chen DiffM 13 101 0 30 Nov 2021
Characteristic Neural Ordinary Differential Equations Xingzi Xu Ali Hasan Khalil Elkhalil Jie Ding Vahid Tarokh BDL 19 3 0 25 Nov 2021
Neural Stochastic PDEs: Resolution-Invariant Learning of Continuous Spatiotemporal Dynamics C. Salvi M. Lemercier A. Gerasimovičs AI4CE 11 42 0 19 Oct 2021
SDE-Net: Equipping Deep Neural Networks with Uncertainty Estimates Lingkai Kong Jimeng Sun Chao Zhang UQCV 42 103 0 24 Aug 2020