activity
20172022
most citedCertifiable Robustness and Robust Training for Graph Convolutional Networks

106 citations · 280 across the 16 of their papers we have counts for

collaborators

30 papers

cs.LG2022

Unveiling the Sampling Density in Non-Uniform Geometric Graphs

Raffaele Paolino, Aleksandar Bojchevski, Stephan Günnemann +2

A powerful framework for studying graphs is to consider them as geometric graphs: nodes are randomly sampled from an underlying metric space, and any pair of nodes is connected if…

cs.LG20221 cited

Irregularly-Sampled Time Series Modeling with Spline Networks

Marin Biloš, Emanuel Ramneantu, Stephan Günnemann

Observations made in continuous time are often irregular and contain the missing values across different channels. One approach to handle the missing data is imputing it using spli…

cs.LG202211 cited

Learning the Dynamics of Physical Systems from Sparse Observations with Finite Element Networks

Marten Lienen, Stephan Günnemann

We propose a new method for spatio-temporal forecasting on arbitrarily distributed points. Assuming that the observed system follows an unknown partial differential equation, we de…

cs.CV2022

Is it all a cluster game? -- Exploring Out-of-Distribution Detection based on Clustering in the Embedding Space

Poulami Sinhamahapatra, Rajat Koner, Karsten Roscher +1

It is essential for safety-critical applications of deep neural networks to determine when new inputs are significantly different from the training distribution. In this paper, we…

cs.LG20224 cited

Differentiable DAG Sampling

Bertrand Charpentier, Simon Kibler, Stephan Günnemann

We propose a new differentiable probabilistic model over DAGs (DP-DAG). DP-DAG allows fast and differentiable DAG sampling suited to continuous optimization. To this end, DP-DAG sa…

cs.LG20214 cited

A Study of Joint Graph Inference and Forecasting

Daniel Zügner, François-Xavier Aubet, Victor Garcia Satorras +3

We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there…