ode.md

[ODE & SDE]

1. Neural Spatio-Temporal Point Processes ICLR, 2021. paper, code

   Ricky T. Q. Chen, Brandon Amos, Maximilian Nickel

2. Latent ODEs for Irregularly-Sampled Time Series NeurIPS, 2019. paper, code

   Yulia Rubanova, Ricky T. Q. Chen, David Duvenaud

3. Neural Jump Stochastic Differential Equations NeurIPS, 2019. paper, code

   Junteng Jia, Austin R. Benson

4. Hawkes Processes with Stochastic Excitations ICML, 2016. paper

   Young Lee, Kar Wai Lim, Cheng Soon Ong