LLapDiff generates horizon-wide forecasts and imputations for irregular time series by modeling latent dynamics with learnable poles in the Laplace domain and a gap-aware summarizer.
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Latent Laplace Diffusion for Irregular Multivariate Time Series
LLapDiff generates horizon-wide forecasts and imputations for irregular time series by modeling latent dynamics with learnable poles in the Laplace domain and a gap-aware summarizer.