Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Continuous Forecasting via Neural Eigen Decomposition of Stochastic
  Dynamics   Motivated by a real-world problem of blood coagulation control in
Heparin-treated patients, we use Stochastic Differential Equations (SDEs) to
formulate a new class of sequential prediction problems -- with an unknown
latent space, unknown non-linear dynamics, and irregular sparse observations.
We introduce the Neural Eigen-SDE (NESDE) algorithm for sequential prediction
with sparse observations and adaptive dynamics. NESDE applies
eigen-decomposition to the dynamics model to allow efficient frequent
predictions given sparse observations. In addition, NESDE uses a learning
mechanism for adaptive dynamics model, which handles changes in the dynamics
both between sequences and within sequences. We demonstrate the accuracy and
efficacy of NESDE for both synthetic problems and real-world data. In
particular, to the best of our knowledge, we are the first to provide a
patient-adapted prediction for blood coagulation following Heparin dosing in
the MIMIC-IV dataset. Finally, we publish a simulated gym environment based on
our prediction model, for experimentation in algorithms for blood coagulation
control.

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The categories of this paper are: gr-qc
20
The categories of this paper are: acc-phys
18
The categories of this paper are: econ
10
The categories of this paper are: q-bio
26
The categories of this paper are: bayes-an
12
The categories of this paper are: nucl-th
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The categories of this paper are: hep-ex
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The categories of this paper are: hep-th
13
The categories of this paper are: quant-ph
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The categories of this paper are: astro-ph
23
The categories of this paper are: solv-int
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The categories of this paper are: hep-ph
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The categories of this paper are: nlin
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The categories of this paper are: q-alg
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The categories of this paper are: math-ph
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The categories of this paper are: cmp-lg