# Neural ODE Processes

arXiv: https://arxiv.org/abs/2103.12413 · HTML: https://mlsanity.com/paper/2103.12413/

## Key facts

- Cited by 57 papers in the map (data through 14 Oct 2026).
- Builds on 24 of its 31 references that are in the map.
- First posted on arXiv 23 Mar 2021.

## Builds on (most cited first, 24 of 24)

- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Neural Controlled Differential Equations for Irregular Time Series](https://mlsanity.com/paper/2005.08926/) (2020)
- [Conditional Neural Processes](https://mlsanity.com/paper/1807.01613/) (2018)
- [Augmented Neural ODEs](https://mlsanity.com/paper/1904.01681/) (2019)
- [Neural Processes](https://mlsanity.com/paper/1807.01622/) (2018)
- [Attentive Neural Processes](https://mlsanity.com/paper/1901.05761/) (2019)
- [Scalable Gradients for Stochastic Differential Equations](https://mlsanity.com/paper/2001.01328/) (2020)
- [GRU-ODE-Bayes: Continuous modeling of sporadically-observed time series](https://mlsanity.com/paper/1905.12374/) (2019)
- [Latent ODEs for Irregularly-Sampled Time Series](https://mlsanity.com/paper/1907.03907/) (2019)
- [Neural Stochastic Differential Equations: Deep Latent Gaussian Models in the Diffusion Limit](https://mlsanity.com/paper/1905.09883/) (2019)
- [Dissecting Neural ODEs](https://mlsanity.com/paper/2002.08071/) (2020)
- [Neural Jump Stochastic Differential Equations](https://mlsanity.com/paper/1905.10403/) (2019)
- [Neural Rough Differential Equations for Long Time Series](https://mlsanity.com/paper/2009.08295/) (2020)
- [Convolutional Conditional Neural Processes](https://mlsanity.com/paper/1910.13556/) (2019)
- [Towards a Neural Statistician](https://mlsanity.com/paper/1606.02185/) (2016)
- [Neural SDE: Stabilizing Neural ODE Networks with Stochastic Noise](https://mlsanity.com/paper/1906.02355/) (2019)
- [Gaussian Process Prior Variational Autoencoders](https://mlsanity.com/paper/1810.11738/) (2018)
- [On Second Order Behaviour in Augmented Neural ODEs](https://mlsanity.com/paper/2006.07220/) (2020)
- [Sequential Neural Processes](https://mlsanity.com/paper/1906.10264/) (2019)
- [Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows](https://mlsanity.com/paper/2002.10516/) (2020)
- [ODE2VAE: Deep generative second order ODEs with Bayesian neural networks](https://mlsanity.com/paper/1905.10994/) (2019)
- [The Variational Homoencoder: Learning to learn high capacity generative models from few examples](https://mlsanity.com/paper/1807.08919/) (2018)
- [Message Passing Neural Processes](https://mlsanity.com/paper/2009.13895/) (2020)

## Built on by (most cited first, 30 of 57)

- [Efficient and Accurate Gradients for Neural SDEs](https://mlsanity.com/paper/2105.13493/) (2021)
- [Integrating Expert ODEs into Neural ODEs: Pharmacology and Disease Progression](https://mlsanity.com/paper/2106.02875/) (2021)
- [Neural Controlled Differential Equations for Online Prediction Tasks](https://mlsanity.com/paper/2106.11028/) (2021)
- [Heavy Ball Neural Ordinary Differential Equations](https://mlsanity.com/paper/2110.04840/) (2021)
- [Neural Point Process for Learning Spatiotemporal Event Dynamics](https://mlsanity.com/paper/2112.06351/) (2021)
- [LEADS: Learning Dynamical Systems that Generalize Across Environments](https://mlsanity.com/paper/2106.04546/) (2021)
- [Tractable Dendritic RNNs for Reconstructing Nonlinear Dynamical Systems](https://mlsanity.com/paper/2207.02542/) (2022)
- [The Neural Process Family: Survey, Applications and Perspectives](https://mlsanity.com/paper/2209.00517/) (2022)
- [On Numerical Integration in Neural Ordinary Differential Equations](https://mlsanity.com/paper/2206.07335/) (2022)
- [Normalizing Flow-based Neural Process for Few-Shot Knowledge Graph Completion](https://mlsanity.com/paper/2304.08183/) (2023)
- [What Matters For Meta-Learning Vision Regression Tasks?](https://mlsanity.com/paper/2203.04905/) (2022)
- [Latent Neural ODEs with Sparse Bayesian Multiple Shooting](https://mlsanity.com/paper/2210.03466/) (2022)
- [Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patching](https://mlsanity.com/paper/2405.20799/) (2024)
- [SurvLatent ODE : A Neural ODE based time-to-event model with competing risks for longitudinal data improves cancer-associated Venous Thromboembolism (VTE) prediction](https://mlsanity.com/paper/2204.09633/) (2022)
- [Graph Sequential Neural ODE Process for Link Prediction on Dynamic and Sparse Graphs](https://mlsanity.com/paper/2211.08568/) (2022)
- [Zero-shot Imputation with Foundation Inference Models for Dynamical Systems](https://mlsanity.com/paper/2402.07594/) (2024)
- [Improving Transferability for Cross-domain Trajectory Prediction via Neural Stochastic Differential Equation](https://mlsanity.com/paper/2312.15906/) (2023)
- [Continuous Latent Process Flows](https://mlsanity.com/paper/2106.15580/) (2021)
- [torchode: A Parallel ODE Solver for PyTorch](https://mlsanity.com/paper/2210.12375/) (2022)
- [Modulated Neural ODEs](https://mlsanity.com/paper/2302.13262/) (2023)
- [Learning Physics Informed Neural ODEs With Partial Measurements](https://mlsanity.com/paper/2412.08681/) (2024)
- [Recognition Models to Learn Dynamics from Partial Observations with Neural ODEs](https://mlsanity.com/paper/2205.12550/) (2022)
- [Beyond Kalman Filters: Deep Learning-Based Filters for Improved Object Tracking](https://mlsanity.com/paper/2402.09865/) (2024)
- [An end-to-end deep learning approach for extracting stochastic dynamical systems with α-stable L'evy noise](https://mlsanity.com/paper/2201.13114/) (2022)
- [Tripletformer for Probabilistic Interpolation of Irregularly sampled Time Series](https://mlsanity.com/paper/2210.02091/) (2022)
- [Uncertainty and Structure in Neural Ordinary Differential Equations](https://mlsanity.com/paper/2305.13290/) (2023)
- [Rough Transformers for Continuous and Efficient Time-Series Modelling](https://mlsanity.com/paper/2403.10288/) (2024)
- [DualDynamics: Synergizing Implicit and Explicit Methods for Robust Irregular Time Series Analysis](https://mlsanity.com/paper/2401.04979/) (2024)
- [Latent Space Energy-based Neural ODEs](https://mlsanity.com/paper/2409.03845/) (2024)
- [Structured Kolmogorov-Arnold Neural ODEs for Interpretable Learning and Symbolic Discovery of Nonlinear Dynamics](https://mlsanity.com/paper/2506.18339/) (2025)

## Abstract (arXiv)

Neural Ordinary Differential Equations (NODEs) use a neural network to model the instantaneous rate of change in the state of a system. However, despite their apparent suitability for dynamics-governed time-series, NODEs present a few disadvantages. First, they are unable to adapt to incoming data points, a fundamental requirement for real-time applications imposed by the natural direction of time. Second, time series are often composed of a sparse set of measurements that could be explained by many possible underlying dynamics. NODEs do not capture this uncertainty. In contrast, Neural Processes (NPs) are a family of models providing uncertainty estimation and fast data adaptation but lack an explicit treatment of the flow of time. To address these problems, we introduce Neural ODE Processes (NDPs), a new class of stochastic processes determined by a distribution over Neural ODEs. By maintaining an adaptive data-dependent distribution over the underlying ODE, we show that our model can successfully capture the dynamics of low-dimensional systems from just a few data points. At the same time, we demonstrate that NDPs scale up to challenging high-dimensional time-series with unknown latent dynamics such as rotating MNIST digits.
