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  • title: Neural Markov Jump Processes
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            Neural Markov Jump Processes
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            Neural Markov Jump Processes

            Jul 24, 2023

            Speakers

            PS

            Patrick Seifner

            Speaker · 0 followers

            RJS

            Ramsés J. Sánchez

            Speaker · 0 followers

            About

            Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via either Monte Carlo or expectation-maximization methods. In this work we introduce an alternative, variational inference algorithm for Markov jump processes which relies on neural ordinary differential equations, and is trainable via back-propagation. Our method…

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            ICML 2023

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