Learning unknown ODE models with Gaussian processes
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Abstract (arXiv)
In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the underlying dynamics. In these settings, parametric ODE model cannot be formulated. Here, we overcome this issue by introducing a novel paradigm of nonparametric ODE modelling that can learn the underlying dynamics of arbitrary continuous-time systems without prior knowledge. We propose to learn non-linear, unknown differential functions from state observations using Gaussian process vector fields within the exact ODE formalism. We demonstrate the model's capabilities to infer dynamics from sparse data and to simulate the system forward into future.
Key facts. Cited by 54 papers in the map (data through 14 Oct 2026). First posted on arXiv 12 Mar 2018.
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Citing papers per year: 2021: 9; 2022: 7; 2023: 12; 2024: 7; 2025: 12; 2026: 7.
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- 2021Neural graphical modelling in continuous-time: consistency guarantees and algorithmscited by 42
- 2021Continuous-Time Model-Based Reinforcement Learningcited by 41
- 2023Neural Continuous-Discrete State Space Models for Irregularly-Sampled Time Seriescited by 29
- 2025SDE Matching: Scalable and Simulation-Free Training of Latent Stochastic Differential Equationscited by 23
- 2022AutoIP: A United Framework to Integrate Physics into Gaussian Processescited by 20
- 2023Amortized Reparametrization: Efficient and Scalable Variational Inference for Latent SDEscited by 18
- 2021Variational multiple shooting for Bayesian ODEs with Gaussian processescited by 15
- 2021Scalable Inference in SDEs by Direct Matching of the Fokker-Planck-Kolmogorov Equationcited by 14
- 2021Gaussian processes meet NeuralODEs: A Bayesian framework for learning the dynamics of partially observed systems from scarce and noisy datacited by 13
- 2024Zero-shot Imputation with Foundation Inference Models for Dynamical Systemscited by 13
- 2022Continual Learning from Demonstration of Robotics Skillscited by 12
- 2021Structure-preserving Gaussian Process Dynamicscited by 9
38 more
- 2023Sparse Variational Student-t Processescited by 8
- 2023Free-Form Variational Inference for Gaussian Process State-Space Modelscited by 7
- 2023Bayesian Gaussian Process ODEs via Double Normalizing Flowscited by 7
- 2024Learning Governing Equations of Unobserved States in Dynamical Systemscited by 7
- 2024Physics-Informed Variational State-Space Gaussian Processescited by 7
- 2023Uncertainty and Structure in Neural Ordinary Differential Equationscited by 6
- 2022Learning Interacting Dynamical Systems with Latent Gaussian Process ODEscited by 5
- 2023Equation Discovery with Bayesian Spike-and-Slab Priors and Efficient Kernelscited by 5
- 2025Neural Stochastic Flows: Solver-Free Modelling and Inference for SDE Solutionscited by 5
- 2022Learning nonparametric ordinary differential equations from noisy datacited by 4
- 2023Symbolic Regression on Sparse and Noisy Data with Gaussian Processescited by 4
- 2024Machine Learning for Predicting Chaotic Systemscited by 4
- 2021Learning particle swarming models from data with Gaussian processescited by 3
- 2022The Normalized Cross Density Functional: A Framework to Quantify Statistical Dependence for Random Processescited by 3
- 2023Exact Inference for Continuous-Time Gaussian Process Dynamicscited by 3
- 2024System-Aware Neural ODE Processes for Few-Shot Bayesian Optimizationcited by 3
- 2024Active Symbolic Discovery of Ordinary Differential Equations via Phase Portrait Sketchingcited by 3
- 2026Foundation Inference Models for Ordinary Differential Equationscited by 3
- 2022The Past Does Matter: Correlation of Subsequent States in Trajectory Predictions of Gaussian Process Modelscited by 2
- 2023Learning Collective Behaviors from Observationcited by 2
- 2023Data-Driven Model Selections of Second-Order Particle Dynamics via Integrating Gaussian Processes with Low-Dimensional Interacting Structurescited by 2
- 2024Sparse Variational Student-t Processes for Heavy-tailed Modelingcited by 2
- 2025Data-efficient Kernel Methods for Learning Hamiltonian Systemscited by 2
- 2025Causal Structure Learning for Dynamical Systems with Theoretical Score Analysiscited by 2
- 2021Approximate Latent Force Model Inferencecited by 1
- 2023Learning Latent Dynamics via Invariant Decomposition and (Spatio-)Temporal Transformerscited by 1
- 2025Sparse Equation Matching: A Derivative-Free Learning for General-Order Dynamical Systemscited by 1
- 2025Learning Generalized Hamiltonian Dynamics with Stability from Noisy Trajectory Datacited by 1
- 2025Learning solutions of parameterized stiff ODEs using Gaussian processescited by 1
- 2021MAGI-X: Manifold-Constrained Gaussian Process Inference for Unknown System Dynamicscited by 0
- 2022A dynamical systems based framework for dimension reductioncited by 0
- 2025BLADE: Bayesian Langevin Active Discovery with Replica Exchange for Identification of Complex Systemscited by 0
- 2025Learning Passive Continuous-Time Dynamics with Multistep Port-Hamiltonian Gaussian Processescited by 0
- 2025Towards Foundation Inference Models that Learn ODEs In-Contextcited by 0
- 2025Data-driven Learning of Interaction Laws in Multispecies Particle Systems with Gaussian Processes: Convergence Theory and Applicationscited by 0
- 2025CODE: A global approach to ODE dynamics learningcited by 0
- 2026Random Dot Product Graphs as Dynamical Systems: Limitations and Opportunitiescited by 0
- 2026EVIL: Evolving Interpretable Algorithms for Zero-Shot Inference on Event Sequences and Time Series with LLMscited by 0
50 most cited of 54 All 54 (JSON)
- 2026Identifying ODEs from Unstructured Data with Causal Representation Learning29 Sep 2026
- 2026A Quadratic Order Reduction -- Gaussian Process Ordinary Differential Equation framework for the inference of Large Continuous Dynamical Systems11 Jun 2026
- 2026Modeling Dynamic Mixtures of Time-Delay Systems from Streaming Time Series25 May 2026
- 2026Bayesian Nonparametric Mixed-Effect ODEs with Gaussian Processes13 May 2026
- 2026EVIL: Evolving Interpretable Algorithms for Zero-Shot Inference on Event Sequences and Time Series with LLMs17 Apr 2026
- 2026Random Dot Product Graphs as Dynamical Systems: Limitations and Opportunities5 Mar 2026
- 2026Foundation Inference Models for Ordinary Differential Equations9 Feb 2026
- 2025Causal Structure Learning for Dynamical Systems with Theoretical Score Analysis16 Dec 2025
- 2025CODE: A global approach to ODE dynamics learning19 Nov 2025
- 2025Learning solutions of parameterized stiff ODEs using Gaussian processes8 Nov 2025
- 2025Data-driven Learning of Interaction Laws in Multispecies Particle Systems with Gaussian Processes: Convergence Theory and Applications3 Nov 2025
- 2025Neural Stochastic Flows: Solver-Free Modelling and Inference for SDE Solutions29 Oct 2025
38 more
- 2025Towards Foundation Inference Models that Learn ODEs In-Context14 Oct 2025
- 2025Learning Passive Continuous-Time Dynamics with Multistep Port-Hamiltonian Gaussian Processes1 Oct 2025
- 2025Data-efficient Kernel Methods for Learning Hamiltonian Systems21 Sep 2025
- 2025Learning Generalized Hamiltonian Dynamics with Stability from Noisy Trajectory Data8 Sep 2025
- 2025Sparse Equation Matching: A Derivative-Free Learning for General-Order Dynamical Systems26 Jul 2025
- 2025BLADE: Bayesian Langevin Active Discovery with Replica Exchange for Identification of Complex Systems4 Mar 2025
- 2025SDE Matching: Scalable and Simulation-Free Training of Latent Stochastic Differential Equations4 Feb 2025
- 2024Physics-Informed Variational State-Space Gaussian Processes20 Sep 2024
- 2024Active Symbolic Discovery of Ordinary Differential Equations via Phase Portrait Sketching2 Sep 2024
- 2024Sparse Variational Student-t Processes for Heavy-tailed Modeling13 Aug 2024
- 2024Machine Learning for Predicting Chaotic Systems29 Jul 2024
- 2024System-Aware Neural ODE Processes for Few-Shot Bayesian Optimization4 Jun 2024
- 2024Learning Governing Equations of Unobserved States in Dynamical Systems29 Apr 2024
- 2024Zero-shot Imputation with Foundation Inference Models for Dynamical Systems12 Feb 2024
- 2023Amortized Reparametrization: Efficient and Scalable Variational Inference for Latent SDEs16 Dec 2023
- 2023Sparse Variational Student-t Processes9 Dec 2023
- 2023Data-Driven Model Selections of Second-Order Particle Dynamics via Integrating Gaussian Processes with Low-Dimensional Interacting Structures1 Nov 2023
- 2023Learning Collective Behaviors from Observation1 Nov 2023
- 2023Equation Discovery with Bayesian Spike-and-Slab Priors and Efficient Kernels9 Oct 2023
- 2023Symbolic Regression on Sparse and Noisy Data with Gaussian Processes20 Sep 2023
- 2023Bayesian Gaussian Process ODEs via Double Normalizing Flows17 Sep 2023
- 2023Exact Inference for Continuous-Time Gaussian Process Dynamics5 Sep 2023
- 2023Learning Latent Dynamics via Invariant Decomposition and (Spatio-)Temporal Transformers21 Jun 2023
- 2023Uncertainty and Structure in Neural Ordinary Differential Equations22 May 2023
- 2023Free-Form Variational Inference for Gaussian Process State-Space Models20 Feb 2023
- 2023Neural Continuous-Discrete State Space Models for Irregularly-Sampled Time Series26 Jan 2023
- 2022The Normalized Cross Density Functional: A Framework to Quantify Statistical Dependence for Random Processes9 Dec 2022
- 2022The Past Does Matter: Correlation of Subsequent States in Trajectory Predictions of Gaussian Process Models20 Nov 2022
- 2022Learning nonparametric ordinary differential equations from noisy data30 Jun 2022
- 2022Learning Interacting Dynamical Systems with Latent Gaussian Process ODEs24 May 2022
- 2022A dynamical systems based framework for dimension reduction18 Apr 2022
- 2022AutoIP: A United Framework to Integrate Physics into Gaussian Processes24 Feb 2022
- 2022Continual Learning from Demonstration of Robotics Skills14 Feb 2022
- 2021Scalable Inference in SDEs by Direct Matching of the Fokker-Planck-Kolmogorov Equation29 Oct 2021
- 2021Approximate Latent Force Model Inference24 Sep 2021
- 2021Variational multiple shooting for Bayesian ODEs with Gaussian processes21 Jun 2021
- 2021Learning particle swarming models from data with Gaussian processes4 Jun 2021
- 2021MAGI-X: Manifold-Constrained Gaussian Process Inference for Unknown System Dynamics27 May 2021
50 newest of 54 All 54 (JSON)
- 2022Continual Learning from Demonstration of Robotics Skillscited by 12
- 2022Continual Learning from Demonstration of Robotics Skills14 Feb 2022
- 2021Neural graphical modelling in continuous-time: consistency guarantees and algorithmscited by 42
- 2021Continuous-Time Model-Based Reinforcement Learningcited by 41
- 2023Neural Continuous-Discrete State Space Models for Irregularly-Sampled Time Seriescited by 29
- 2025SDE Matching: Scalable and Simulation-Free Training of Latent Stochastic Differential Equationscited by 23
- 2022AutoIP: A United Framework to Integrate Physics into Gaussian Processescited by 20
- 2023Amortized Reparametrization: Efficient and Scalable Variational Inference for Latent SDEscited by 18
- 2021Variational multiple shooting for Bayesian ODEs with Gaussian processescited by 15
- 2021Scalable Inference in SDEs by Direct Matching of the Fokker-Planck-Kolmogorov Equationcited by 14
- 2021Gaussian processes meet NeuralODEs: A Bayesian framework for learning the dynamics of partially observed systems from scarce and noisy datacited by 13
- 2024Zero-shot Imputation with Foundation Inference Models for Dynamical Systemscited by 13
- 2021Structure-preserving Gaussian Process Dynamicscited by 9
- 2023Sparse Variational Student-t Processescited by 8
12 most cited of 53 All 53 (JSON)
- 2026Identifying ODEs from Unstructured Data with Causal Representation Learning29 Sep 2026
- 2026A Quadratic Order Reduction -- Gaussian Process Ordinary Differential Equation framework for the inference of Large Continuous Dynamical Systems11 Jun 2026
- 2026Modeling Dynamic Mixtures of Time-Delay Systems from Streaming Time Series25 May 2026
- 2026Bayesian Nonparametric Mixed-Effect ODEs with Gaussian Processes13 May 2026
- 2026EVIL: Evolving Interpretable Algorithms for Zero-Shot Inference on Event Sequences and Time Series with LLMs17 Apr 2026
- 2026Random Dot Product Graphs as Dynamical Systems: Limitations and Opportunities5 Mar 2026
- 2026Foundation Inference Models for Ordinary Differential Equations9 Feb 2026
- 2025Causal Structure Learning for Dynamical Systems with Theoretical Score Analysis16 Dec 2025
- 2025CODE: A global approach to ODE dynamics learning19 Nov 2025
- 2025Learning solutions of parameterized stiff ODEs using Gaussian processes8 Nov 2025
- 2025Data-driven Learning of Interaction Laws in Multispecies Particle Systems with Gaussian Processes: Convergence Theory and Applications3 Nov 2025
- 2025Neural Stochastic Flows: Solver-Free Modelling and Inference for SDE Solutions29 Oct 2025
12 newest of 53 All 53 (JSON)