4 papers
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…
Nonparametric Filtering, Estimation and Classification using Neural Jump ODEs
Jakob Heiss, Florian Krach, Thorsten Schmidt +1
Neural Jump ODEs model the conditional expectation between observations by neural ODEs and jump at arrival of new observations. They have demonstrated effectiveness for fully data-…
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models
Raeid Saqur, Anastasis Kratsios, Florian Krach +5
We propose MoE-F - a formalized mechanism for combining pre-trained Large Language Models (LLMs) for online time-series prediction by adaptively forecasting the best weighting…
Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing
Xuwei Yang, Anastasis Kratsios, Florian Krach +2
We propose an optimal iterative scheme for federated transfer learning, where a central planner has access to datasets for the same learning model $f_…