arXiv Machine Learning

Bayesian Nonparametric Mixed-Effect ODEs with Gaussian Processes

The paper introduces MEGPODE, a Bayesian nonparametric mixed‑effect ODE framework that models each subject’s dynamics as a combination of a shared population component and a subject‑specific deviation, both governed by Gaussian process priors. It avoids repeated ODE solves by representing latent trajectories with state‑space GP priors and penalizing derivative discrepancies on a finite time grid, enabling a single variational objective for joint inference of trajectories and vector fields. Experiments on heterogeneous oscillatory and biomedical ODE benchmarks show that MEGPODE outperforms strong baselines in recovering population‑level fields and predicting subject‑level trajectories.

arXiv Machine Learning
Sep 1

Neural ODE enhanced linear mixed effect models for estimating complex association patterns of time-varying covariates with the marker trajectory

The paper introduces Neural ODE-LMM, a hybrid model that integrates a Neural Ordinary Differential Equation into a linear mixed‑effects framework to flexibly learn time‑varying associations between exposures and outcomes. By encoding covariate trajectories into a continuous‑time latent state, the method preserves standard likelihood inference while capturing complex, potentially cumulative effects without pre‑specifying functional forms. Simulations demonstrate accurate recovery of instantaneous and cumulative effects, and application to the 3C cohort uncovers BMI and fasting glucose trajectories linked to cognitive decline.

By Zhe Aurore Li, Quentin Clairon, C\'ecilia Samieri, Rodolphe Thi\'ebaut, M\'elanie Prague, C\'ecile Proust-Lima
arXiv Machine Learning
Jul 16

Multimodal Empirical Bayes Variational Autoencoders for Joint Longitudinal and Time-to-Event Modeling

arXiv:2607. 13984v1 Announce Type: cross Abstract: Longitudinal tumor measurements, dropout information, and genetic covariates provide complementary information about treatment response, but integrating these data sources within a single population modeling framework remains challenging.

By Anders Sj\"oberg, Nils Olsson, Marcus Baaz, Mats Jirstrand
arXiv Machine Learning
Oct 16

Learn Only Where You Can't Compute: Structured Corrections to Gaussian Process Posteriors

The paper introduces a structured posterior‑correction framework that blends a tractable Gaussian reference with data‑driven corrections learned via diffusion models. After applying mean correction and covariance calibration, the diffusion model focuses on a low‑dimensional subspace that captures discrepancies from the Gaussian reference, while the remaining space stays Gaussian. Experiments on three scientific inference tasks show that these corrections recover hidden modes, improve sample structure, and reduce prediction error compared to the Gaussian reference, with trade‑offs between accuracy and computational cost relative to full‑field generative models.

By Tobias Weber, Carla Sagebiel, Philipp Hennig
arXiv Machine Learning
Oct 12

Scalable Sparse Autoregressive Variational Inference for Non-Gaussian Spatial Fields

The paper introduces a scalable variational inference framework for latent field models with non‑Gaussian likelihoods. It mirrors the sparse nearest‑neighbor autoregressive structure of the Gaussian process prior in the variational family, employs normalizing‑flow conditionals for expressiveness, and amortizes all variational parameters through a single shared neural conditioner. The method achieves polylogarithmic per‑iteration complexity via doubly stochastic optimization with reduced ancestor sets.

By Paul F. V. Wiemann, Matthias Katzfuss