Neural Stochastic Differential Equations on Compact State Spaces: Theory, Methods, and Application to Suicide Risk Modeling
arXiv:2508.17090v2 Announce Type: replace Abstract: Ecological Momentary Assessment (EMA) studies enable the collection of high-frequency self-reports of suicidal thoughts and behaviors (STBs) via smartphones. Latent stochastic differential equations (SDE) are a promising model class for EMA data, as it is irregularly sampled, noisy, and partially observed. But SDE-based models suffer from two key limitations. (a) These models often violate domain constraints, undermining scientific validity and clinical trust of the model. (b) Training is numerically unstable without ad-hoc fixes […]