A deep dive into the theoretical mathematics behind Neural ODES, SDEs and Flow Matching

This post is the result of a growing curiosity about the applications of neural differential equations in healthcare. While biomedical imaging is a domain that piques my interest, I want this blog to serve as a comprehensive yet easy-to-understand introduction to neural differential equations. I hope that you, as the reader, find this to be a more accessible introduction than I did when first diving into this field.

I also chose to write this blog to organize my thoughts (or, more accurately, to word-vomit them) as I continue my research. If there are any points you’d like to add or correct, please feel free to reach out to me! I am no expert and am always looking to learn more. Anyway, let’s move on!