Search Results for author: David K. Duvenaud

Found 7 papers, 1 papers with code

Latent Ordinary Differential Equations for Irregularly-Sampled Time Series

1 code implementation NeurIPS 2019 Yulia Rubanova, Tian Qi Chen, David K. Duvenaud

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs).

Time Series Time Series Analysis

Neural Networks with Cheap Differential Operators

no code implementations NeurIPS 2019 Tian Qi Chen, David K. Duvenaud

Gradients of neural networks can be computed efficiently for any architecture, but some applications require computing differential operators with higher time complexity.

Scalable Gradients and Variational Inference for Stochastic Differential Equations

no code implementations pproximateinference AABI Symposium 2019 Xuechen Li, Ting-Kam Leonard Wong, Ricky T. Q. Chen, David K. Duvenaud

We derive reverse-mode (or adjoint) automatic differentiation for solutions of stochastic differential equations (SDEs), allowing time-efficient and constant-memory computation of pathwise gradients, a continuous-time analogue of the reparameterization trick.

Time Series Time Series Analysis +1

Testing MCMC code

no code implementations16 Dec 2014 Roger B. Grosse, David K. Duvenaud

Markov Chain Monte Carlo (MCMC) algorithms are a workhorse of probabilistic modeling and inference, but are difficult to debug, and are prone to silent failure if implemented naively.

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