3 papers
stat.ML2025
Neural Jump ODEs as Generative Models
Robert A. Crowell, Florian Krach, Josef Teichmann
In this work, we explore how Neural Jump ODEs (NJODEs) can be used as generative models for Itô processes. Given (discrete observations of) samples of a fixed underlying Itô proces…
stat.AP2025
Revealing the temporal dynamics of antibiotic anomalies in the infant gut microbiome with neural jump ODEs
Anja Adamov, Markus Chardonnet, Florian Krach +3
Detecting anomalies in irregularly sampled multi-variate time-series is challenging, especially in data-scarce settings. Here we introduce an anomaly detection framework for irregu…
math.PR2025
Universal approximation property of neural stochastic differential equations
Anna P. Kwossek, David J. Prömel, Josef Teichmann
We identify various classes of neural networks that are able to approximate continuous functions locally uniformly subject to fixed global linear growth constraints. For such neura…