arXiv Machine Learning
Jun 9

In-Context Learning of Stochastic Differential Equations with Foundation Inference Models

arXiv:2502. 19049v3 Announce Type: replace Abstract: Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function.

By Patrick Seifner, Kostadin Cvejoski, David Berghaus, Cesar Ojeda, Ramses J. Sanchez
arXiv Machine Learning
Jun 29

Disentangling Continuous-Time Latent Dynamics: Identifiability of Latent SDEs via Diffusion Shifts

arXiv:2606. 28228v1 Announce Type: new Abstract: Causal representation learning for time series has developed strong identifiability results in discrete-time latent causal models, but identifiability in continuous-time latent stochastic differential equation (SDE) models remains largely open.

By Yuanyuan Wang, Wenjie Wang, Haoxuan Li, Mingming Gong, Kun Zhang