{"paper":{"title":"Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs","license":"http://creativecommons.org/licenses/by-nc-sa/4.0/","headline":"","cross_cats":["cs.LG","cs.NA","math.NA","math.PR"],"primary_cat":"stat.ML","authors_text":"Florian Krach, Josef Teichmann, Marc N\\\"ubel","submitted_at":"2022-06-28T20:50:14Z","abstract_excerpt":"This paper studies the problem of forecasting general stochastic processes using a path-dependent extension of the Neural Jump ODE (NJ-ODE) framework \\citep{herrera2021neural}. While NJ-ODE was the first framework to establish convergence guarantees for the prediction of irregularly observed time series, these results were limited to data stemming from It\\^o-diffusions with complete observations, in particular Markov processes, where all coordinates are observed simultaneously. In this work, we generalise these results to generic, possibly non-Markovian or discontinuous, stochastic processes w"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2206.14284","kind":"arxiv","version":6},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2206.14284/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}