Work

Loss formulations for assumption-free neural inference of SDE coefficient functions

Year: 2025
Type: article
Abstract: Stochastic differential equations (SDEs) are one of the most commonly studied probabilistic dynamical systems, and widely used to model complex biological processes. Building upon the previously introduced idea of performing inference of dynamical systems by parametrising their coefficient functions via neural networks, we propose a novel formulation for an optimisation objective that combines simulation-based penalties with pseudo-likelihoods. This greatly improves prediction performance compared to the state-of-the-art, and makes it possible to learn a wide variety of dynamics without any prior assumptions on analytical structure.
Language: English
Open Access status: gold
Estimated APC paid: $3,490
OpenAlex ID: W4408075800
FWCI: 0.825
Cites: 27
Cited by: 2
Related to: 10