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Appealing to several multivariate information measures---some familiar, some new here---we analyze the information embedded in discrete-valued stochastic time series. We dissect the uncertainty of a single observation to demonstrate how the…

Information Theory · Computer Science 2015-05-28 Ryan G. James , Christopher J. Ellison , James P. Crutchfield

We study the problem of estimating the edit distance between two $n$-character strings. While exact computation in the worst case is believed to require near-quadratic time, previous work showed that in certain regimes it is possible to…

Data Structures and Algorithms · Computer Science 2020-07-29 Joshua Brakensiek , Moses Charikar , Aviad Rubinstein

We introduce a general class of distances (metrics) between Markov chains, which are based on linear behaviour. This class encompasses distances given topologically (such as the total variation distance or trace distance) as well as by…

Formal Languages and Automata Theory · Computer Science 2016-06-27 Przemysław Daca , Thomas A. Henzinger , Jan Křetínský , Tatjana Petrov

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…

Machine Learning · Computer Science 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

Distance queries are a basic tool in data analysis. They are used for detection and localization of change for the purpose of anomaly detection, monitoring, or planning. Distance queries are particularly useful when data sets such as…

Data Structures and Algorithms · Computer Science 2015-03-20 Edith Cohen

Temporal networks model a variety of important phenomena involving timed interactions between entities. Existing methods for machine learning on temporal networks generally exhibit at least one of two limitations. First, time is assumed to…

Machine Learning · Computer Science 2022-10-04 Sudhanshu Chanpuriya , Ryan A. Rossi , Sungchul Kim , Tong Yu , Jane Hoffswell , Nedim Lipka , Shunan Guo , Cameron Musco

In this work Time Series Classification techniques are investigated, and especially their applicability in applications where there are significant differences between the individuals where data is collected, and the individuals where the…

Signal Processing · Electrical Eng. & Systems 2022-03-31 Erik Jakobsson , Erik Frisk , Mattias Krysander , Robert Pettersson

The problem of the estimation of relevance to a set of histograms generated by samples of a discrete time process is discussed on the base of the variational principles proposed in the previous paper [1]. Some conditions for dimension…

Optimization and Control · Mathematics 2018-05-28 M. A. Antonets

Important data mining problems such as nearest-neighbor search and clustering admit theoretical guarantees when restricted to objects embedded in a metric space. Graphs are ubiquitous, and clustering and classification over graphs arise in…

Combinatorics · Mathematics 2018-01-16 Jose Bento , Stratis Ioannidis

The Dynamic Time Warping (DTW) distance is a popular measure of similarity for a variety of sequence data. For comparing polygonal curves $\pi, \sigma$ in $\mathbb{R}^d$, it provides a robust, outlier-insensitive alternative to the…

Computational Geometry · Computer Science 2022-03-17 Karl Bringmann , Sándor Kisfaludi-Bak , Marvin Künnemann , Dániel Marx , André Nusser

The variation distance closure of an exponential family with a convex set of canonical parameters is described, assuming no regularity conditions. The tools are the concepts of convex core of a measure and extension of an exponential…

Probability · Mathematics 2007-05-23 Imre Csiszar , Frantisek Matus

Recently there has been much interest in graph-based learning, with applications in collaborative filtering for recommender networks, link prediction for social networks and fraud detection. These networks can consist of millions of…

Social and Information Networks · Computer Science 2012-06-26 Purnamrita Sarkar , Andrew Moore

We develop a novel algorithm for feature extraction in time series data by leveraging tools from topological data analysis. Our algorithm provides a simple, efficient way to successfully harness topological features of the attractor of the…

Computational Geometry · Computer Science 2019-06-05 Kwangho Kim , Jisu Kim , Alessandro Rinaldo

Complex networks are used to depict topological features of complex systems. The structure of a network characterizes the interactions among elements of the system, and facilitates the study of many dynamical processes taking place on it.…

Physics and Society · Physics 2012-06-22 Yan Zhang , Lin Wang , Yi-Qing Zhang , Xiang Li

This article proposes methods to model nonstationary temporal graph processes. This corresponds to modelling the observation of edge variables (relationships between objects) indicating interactions between pairs of nodes (or objects)…

Methodology · Statistics 2022-07-07 Maria Suveges , Sofia C. Olhede

The emergence of geometric deep learning as a novel framework to deal with graph-based representations has faded away traditional approaches in favor of completely new methodologies. In this paper, we propose a new framework able to combine…

Computer Vision and Pattern Recognition · Computer Science 2020-08-19 Pau Riba , Andreas Fischer , Josep Lladós , Alicia Fornés

We introduce a new version of dynamic time warping for samples of observed event times that are modeled as time-warped intensity processes. Our approach is devel- oped within a framework where for each experimental unit or subject in a…

Methodology · Statistics 2012-11-07 Ana Arribas-Gil , Hans-Georg Müller

Many systems rely on reliable timestamps to determine the time of a particular action or event. This is especially true in digital investigations where investigators are attempting to determine when a suspect actually committed an action.…

Computers and Society · Computer Science 2018-03-23 Joshua I. James , Yunsik Jang

Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and…

Machine Learning · Computer Science 2024-04-29 Chenxi Sun , Hongyan Li , Yaliang Li , Shenda Hong

Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for…

Machine Learning · Statistics 2017-11-22 Ronak Mehta , Hyunwoo J. Kim , Shulei Wang , Sterling C. Johnson , Ming Yuan , Vikas Singh