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

📅 2026-10-05
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🤖 AI Summary
This study addresses the challenge of jointly modeling static covariates, irregular longitudinal trajectories, and observation times under medical data scarcity and privacy constraints. To this end, we propose a continuous-time generative model that conditions neural stochastic differential equations on static features via hypernetworks. Notably, we introduce a pioneering guidance mechanism that eliminates the need for trajectory encoders, while simultaneously modeling state-dependent observation intensity processes. Furthermore, signature kernels are incorporated to enable non-adversarial training. Experimental results demonstrate that the proposed model significantly improves observation time fidelity on both simulated and real-world datasets, yielding competitive synthetic data quality. Overall, this work establishes a novel paradigm for clinical data generation.
📝 Abstract
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.
Problem

Research questions and friction points this paper is trying to address.

synthetic patient data generation
static covariates
longitudinal trajectories
observation times
clinical data
Innovation

Methods, ideas, or system contributions that make the work stand out.

Neural SDE
Hypernetwork
Clinical Data Generation
Irregularly Sampled Longitudinal Data
Signature-Kernel Objective
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Perrine Chassat
Inria, Université Paris Cité, Inserm, HeKA
Agathe Guilloux
Agathe Guilloux
INRIA HeKA
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