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Latent Dynamics · 2026-10-07

HyperNSDE: Personalized Neural SDEs for Joint Static-Longitudinal Clinical Data Generation

Perrine Chassat, Agathe Guilloux

arXiv:2610.07383PDF

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TL;DR

HyperNSDE is a continuous-time generative model for clinical cohorts that jointly generates heterogeneous static covariates, irregularly sampled longitudinal trajectories, and informative observation times. It uses a HI-VAE for static latents, a hypernetwork-personalized Neural SDE with stochastic latent dynamics (without a trajectory encoder), and a latent-state-dependent intensity process for observation times, trained via deterministic–stochastic path decomposition and a non-adversarial signature-kernel objective.

Why it matters

The authors target a tightly coupled setting in clinical data generation: static baseline covariates, irregular longitudinal observations, and informative observation times. Their unified continuous-time design avoids discretization/resampling and aims to produce synthetic patient trajectories that match time-varying observation patterns while preserving privacy-related properties and downstream utility.

Method

  • Hierarchical generation: sample static latents from HI-VAE, decode synthetic covariates, use a hypernetwork to parameterize patient-specific Neural SDE drift, simulate a latent stochastic path, then decode at sampled observation times.
  • Observation times modeled jointly via a latent-state-dependent multivariate point process plus an explicit end-of-sequence (EOS) event; intensity comes from a neural network on the latent path.
  • Training uses deterministic–stochastic path decomposition (latent trend as personalized Neural ODE via hypernetwork; residual stochasticity via population-shared Neural SDE) with a non-adversarial signature-kernel objective for stochastic residuals; intensity network conditioned only on the deterministic part for stability.
Abstract (from arXiv)

Synthetic patient data generation is a promising solution to the dual challenge of data scarcity and privacy constraints in healthcare machine learning. Realistic synthesis of patient-level clinical data requires jointly modeling heterogeneous static covariates, irregularly sampled longitudinal trajectories, and informative observation times - three tightly coupled components in practice yet rarely addressed together. We propose HyperNSDE, a continuous-time generative model that conditions a latent Neural SDE on static patient representations through a hypernetwork, allowing baseline characteristics to shape trajectory evolution beyond the initial condition without requiring a trajectory encoder, while stochastic latent dynamics capture realistic variability in generated paths. Observation times are modeled jointly through a latent-state-dependent intensity process, and training on irregular stochastic paths is stabilized via a deterministic-stochastic path decomposition with a non-adversarial signature-kernel objective. Experiments on simulated and real clinical datasets show improved observation-time fidelity and competitive performance, while matched-grid analyses reveal that forecasting and correlation metrics are affected by observation-grid regularity and trajectory smoothness.

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Publication record

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First public release: 2026-10-05 · Indexed by Pub-AI: 2026-10-07 UTC

preprint

HyperNSDE: Personalized Neural SDEs for Joint Static-Longitudinal Clinical Data Generation

Perrine Chassat, Agathe Guilloux

Preprint posted: 2026-10-05 · Original record ↗

arxiv
2610.07383
Explicit source versions (1)
  • v1 · 2026-10-05
  1. Preprint available

    Source date: 2026-10-05 · First detected: 2026-10-25 UTC · Historical baseline

    Source evidence (1)
Abstract · arxiv

Synthetic patient data generation is a promising solution to the dual challenge of data scarcity and privacy constraints in healthcare machine learning. Realistic synthesis of patient-level clinical data requires jointly modeling heterogeneous static covariates, irregularly sampled longitudinal trajectories, and informative observation times - three tightly coupled components in practice yet rarely addressed together. We propose HyperNSDE, a continuous-time generative model that conditions a latent Neural SDE on static patient representations through a hypernetwork, allowing baseline characteristics to shape trajectory evolution beyond the initial condition without requiring a trajectory encoder, while stochastic latent dynamics capture realistic variability in generated paths. Observation times are modeled jointly through a latent-state-dependent intensity process, and training on irregular stochastic paths is stabilized via a deterministic-stochastic path decomposition with a non-adversarial signature-kernel objective. Experiments on simulated and real clinical datasets show improved observation-time fidelity and competitive performance, while matched-grid analyses reveal that forecasting and correlation metrics are affected by observation-grid regularity and trajectory smoothness.