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Official implementation of the papers: Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs; Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework
Repository of my Master Thesis Project at TUM at the end of my Ecole Polytechnique's studies. It tackles the subject of "Continuous Motion Interpolation with Neural Differential Equations"
PINEURODEs is a repository collecting CMS group research work on the application of neural (stochastic/ordinary) differential equations and physically-informed neural networks to model complex multiscale systems.