Stochastic-process models are, as a rule, far easier to simulate than to condition. Non-linear observations, non-Gaussian likelihoods, black-box information, and global constraints all induce intractable conditional laws, requiring bespoke, model-specific constructions.
arXiv:2607. 19173v1 Announce Type: new Abstract: Neural stochastic differential equations (SDEs) have emerged as powerful tools for learning noisy or stochastic dynamics directly from data; however, existing approaches largely assume uncoupled and continuous noise, limiting their applicability to realistic stochastic drivers, and often scale poorly in time, requiring expensive autoregressive training.
By Arthur Bizzi, Olga Fink
arXiv:2607. 12922v1 Announce Type: cross Abstract: Stochastic-process models are, as a rule, far easier to simulate than to condition.
By Louis Sharrock, Lachlan Astfalck, Henry Moss
arXiv:2602. 08733v2 Announce Type: replace Abstract: Ordinary differential equations (ODEs) are central to scientific modelling, but inferring their vector fields from noisy trajectories remains challenging.
By Maximilian Mauel, Johannes R. H\"ubers, David Berghaus, Patrick Seifner, Ramses J. Sanchez
arXiv:2603. 20467v2 Announce Type: replace-cross Abstract: Stochastic differential equations (SDEs), which serve as the governing equations for dynamical systems in a broad range of applications, can become cost-prohibitive for numerical simulation at scales necessary for quantifying key properties.
By Joanna Zou, Han Cheng Lie, Youssef Marzouk
arXiv:2608. 13562v1 Announce Type: new Abstract: Modern operational systems face uncertainty even in routine conditions, where rare, bursty, and self-exciting events emerge from both exogenous covariates and endogenous event dynamics.
By Songhee Kang, Jihoon Kang