Picture for Patrick Kidger

Patrick Kidger

Single-seed generation of Brownian paths and integrals for adaptive and high order SDE solvers

Add code
May 10, 2024
Viaarxiv icon

On Neural Differential Equations

Add code
Feb 04, 2022
Viaarxiv icon

Equinox: neural networks in JAX via callable PyTrees and filtered transformations

Add code
Oct 30, 2021
Viaarxiv icon

Neural Controlled Differential Equations for Online Prediction Tasks

Add code
Jun 21, 2021
Figure 1 for Neural Controlled Differential Equations for Online Prediction Tasks
Figure 2 for Neural Controlled Differential Equations for Online Prediction Tasks
Figure 3 for Neural Controlled Differential Equations for Online Prediction Tasks
Figure 4 for Neural Controlled Differential Equations for Online Prediction Tasks
Viaarxiv icon

Efficient and Accurate Gradients for Neural SDEs

Add code
Jun 15, 2021
Figure 1 for Efficient and Accurate Gradients for Neural SDEs
Figure 2 for Efficient and Accurate Gradients for Neural SDEs
Figure 3 for Efficient and Accurate Gradients for Neural SDEs
Figure 4 for Efficient and Accurate Gradients for Neural SDEs
Viaarxiv icon

Neural SDEs as Infinite-Dimensional GANs

Add code
Feb 06, 2021
Figure 1 for Neural SDEs as Infinite-Dimensional GANs
Figure 2 for Neural SDEs as Infinite-Dimensional GANs
Figure 3 for Neural SDEs as Infinite-Dimensional GANs
Figure 4 for Neural SDEs as Infinite-Dimensional GANs
Viaarxiv icon

"Hey, that's not an ODE": Faster ODE Adjoints with 12 Lines of Code

Add code
Sep 20, 2020
Figure 1 for "Hey, that's not an ODE": Faster ODE Adjoints with 12 Lines of Code
Figure 2 for "Hey, that's not an ODE": Faster ODE Adjoints with 12 Lines of Code
Figure 3 for "Hey, that's not an ODE": Faster ODE Adjoints with 12 Lines of Code
Figure 4 for "Hey, that's not an ODE": Faster ODE Adjoints with 12 Lines of Code
Viaarxiv icon

Neural CDEs for Long Time Series via the Log-ODE Method

Add code
Sep 17, 2020
Figure 1 for Neural CDEs for Long Time Series via the Log-ODE Method
Figure 2 for Neural CDEs for Long Time Series via the Log-ODE Method
Figure 3 for Neural CDEs for Long Time Series via the Log-ODE Method
Figure 4 for Neural CDEs for Long Time Series via the Log-ODE Method
Viaarxiv icon

A Generalised Signature Method for Time Series

Add code
Jun 01, 2020
Figure 1 for A Generalised Signature Method for Time Series
Figure 2 for A Generalised Signature Method for Time Series
Figure 3 for A Generalised Signature Method for Time Series
Figure 4 for A Generalised Signature Method for Time Series
Viaarxiv icon

Generalised Interpretable Shapelets for Irregular Time Series

Add code
May 29, 2020
Figure 1 for Generalised Interpretable Shapelets for Irregular Time Series
Figure 2 for Generalised Interpretable Shapelets for Irregular Time Series
Figure 3 for Generalised Interpretable Shapelets for Irregular Time Series
Figure 4 for Generalised Interpretable Shapelets for Irregular Time Series
Viaarxiv icon