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This paper examines Bayesian belief network inference using simulation as a method for computing the posterior probabilities of network variables. Specifically, it examines the use of a method described by Henrion, called logic sampling,…
Temporal spike recognition plays a crucial role in various domains, including anomaly detection, keyword spotting and neuroscience. This paper presents a novel algorithm for efficient temporal spike pattern recognition on sparse event…
We develop a new approximative estimation method for conditional Shapley values obtained using a linear regression model. We develop a new estimation method and outperform existing methodology and implementations. Compared to the sequential…
We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…
Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…
Spatiotemporal point processes (STPPs) are probabilistic models for events occurring in continuous space and time. Real-world event data often exhibit intricate dependencies and heterogeneous dynamics. By incorporating modern deep learning…
We suggest a mechanism based on spike time dependent plasticity (STDP) of synapses to store, retrieve and predict temporal sequences. The mechanism is demonstrated in a model system of simplified integrate-and-fire type neurons densely…
Spiking Neural P systems, SNP systems for short, are biologically inspired computing devices based on how neurons perform computations. SNP systems use only one type of symbol, the spike, in the computations. Information is encoded in the…
Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…
From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…
Gaussian processes (GPs) are sophisticated distributions to model functional data. Whilst theoretically appealing, they are computationally cumbersome except for small datasets. We implement two methods for scaling GP inference in Stan:…
Neural Processes combine the strengths of neural networks and Gaussian processes to achieve both flexible learning and fast prediction in stochastic processes. However, a large class of problems comprises underlying temporal dependency…
The interpolation of spatial data can be of tremendous value in various applications, such as forecasting weather from only a few measurements of meteorological or remote sensing data. Existing methods for spatial interpolation, such as…
The firing dynamics of biological neurons in mathematical models is often determined by the model's parameters, representing the neurons' underlying properties. The parameter estimation problem seeks to recover those parameters of a single…
In this paper, we study a functional SAR model in which explanatory variables are sampling points of a continuous-time process. We propose a procedure for the maximum likelihood estimation for the spatial parameter dependence and the…
Marked temporal point processes (MTPPs) model sequences of events occurring at irregular time intervals, with wide-ranging applications in fields such as healthcare, finance and social networks. We propose the state-space point process…
In this paper, we propose conformal inference based approach for statistical verification of CPS models. Cyber-physical systems (CPS) such as autonomous vehicles, avionic systems, and medical devices operate in highly uncertain…
We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…
Perhaps surprisingly, it is possible to predict how long an algorithm will take to run on a previously unseen input, using machine learning techniques to build a model of the algorithm's runtime as a function of problem-specific instance…
Reservoir computing is a machine learning paradigm that uses a structure called a reservoir, which has nonlinearities and short-term memory. In recent years, reservoir computing has expanded to new functions such as the autonomous…