Associate Professor, Imperial College London
5 papers at NeurIPS 2025
We present an algorithm that learns the rate matrix of a continuous-time Markov chian to satisfy the Kolmogorov equation for sampling from unnormalised discrete distributions.
A solver-free approach for modelling stochastic differential equations using conditional normalising flows that enables direct sampling between arbitrary time points within trained horizon.
We present a new continual leanring method that builds and reuses compact memory for logistic regression
In this paper we introduce a framework to decompose the uncertainty of predictions in in-context learning