Neural Laplace for learning Stochastic Differential Equations

Neural Laplace is a unified framework for learning diverse classes of differential equations (DE). For different classes of DE, this framework outperforms other approaches relying on neural networks that aim to learn classes of ordinary differential equations (ODE). However, many systems can't be modelled using ODEs. Stochastic differential equations (SDE) are the mathematical tool of choice when modelling spatiotemporal DE dynamics under the influence of randomness. In this work, we review the potential applications of Neural Laplace to learn diverse classes of SDE, both from a theoretical and a practical point of view.

Combinatorial Complex Score-based Diffusion Modelling through Stochastic Differential Equations

Graph structures offer a versatile framework for representing diverse patterns in nature and complex systems, applicable across domains like molecular chemistry, social networks, and transportation systems. While diffusion models have excelled in generating various objects, generating graphs remains challenging. This thesis explores the potential of score-based generative models in generating such objects through a modelization as combinatorial complexes, which are powerful topological structures that encompass higher-order relationships. In this thesis, we propose a unified framework by employing stochastic differential equations. We not only generalize the generation of complex objects such as graphs and hypergraphs, but we also unify existing generative modelling approaches such as Score Matching with Langevin dynamics and Denoising Diffusion Probabilistic Models. This innovation overcomes limitations in existing frameworks that focus solely on graph generation, opening up new possibilities in generative AI. The experiment results showed that our framework could generate these complex objects, and could also compete against state-of-the-art approaches for mere graph and molecule generation tasks.