Neural DEs: Neural Differential Equations—a family of models (ODEs, CDEs, SDEs) that use neural networks to parameterize the derivative of a state, modeling continuous dynamics
Neural CDEs: Neural Controlled Differential Equations—a variant where the system evolves based on a continuous control path derived from the input data stream
Neural SDEs: Neural Stochastic Differential Equations—a variant incorporating random noise (Brownian motion) to model uncertainty in the system dynamics
AUC-ROC: Area Under the Receiver Operating Characteristic Curve—a metric measuring the ability of a classifier to distinguish between classes at various threshold settings
PCA: Principal Component Analysis—a technique for reducing the dimensionality of data while preserving as much variance as possible
logit-based methods: Approaches that use the raw output scores (logits) of the model to estimate uncertainty or probability
Euler method: A basic numerical procedure for solving ordinary differential equations with a given initial value
Runge-Kutta: A family of more advanced iterative methods for approximating solutions to ordinary differential equations
Adjoint sensitivity method: A technique to compute gradients for Neural ODEs by solving a second, backward-time ODE, allowing backpropagation without storing all intermediate steps
Brownian motion: Random motion of particles, used here mathematically to introduce stochastic noise into the Neural SDE model