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Josef Teichmann

2 accepted papers

2022

NOMU: Neural Optimization-based Model Uncertainty

ICML 2022spotlight

We study methods for estimating model uncertainty for neural networks (NNs) in regression. To isolate the effect of model uncertainty, we focus on a noiseless setting with scarce training data. We introduce five important desiderata regarding model uncertainty that any method should satisfy. However…

2021

Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering

ICLR 2021poster

Combinations of neural ODEs with recurrent neural networks (RNN), like GRU-ODE-Bayes or ODE-RNN are well suited to model irregularly observed time series. While those models outperform existing discrete-time approaches, no theoretical guarantees for their predictive capabilities are available. Assum…

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