Related papers: The Infinite Latent Events Model
Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these…
Linear regression on network-linked observations has been an essential tool in modeling the relationship between response and covariates with additional network structures. Previous methods either lack inference tools or rely on restrictive…
It has been proposed that, when processing a stream of events, humans divide their experiences in terms of inferred latent causes (LCs) to support context-dependent learning. However, when shared structure is present across contexts, it is…
Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential…
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…
We present a max-margin nonparametric latent feature model, which unites the ideas of max-margin learning and Bayesian nonparametrics to discover discriminative latent features for link prediction and automatically infer the unknown latent…
Many types of data from fields including natural language processing, computer vision, and bioinformatics, are well represented by discrete, compositional structures such as trees, sequences, or matchings. Latent structure models are a…
One critical challenge of time-series modeling is how to learn and quickly correct the model under unknown distribution shifts. In this work, we propose a principled framework, called LiLY, to first recover time-delayed latent causal…
State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…
We propose a new class of waveform foundation models that departs from conventional sequence based representations by modeling physiological time series as realizations of latent event processes. Rather than treating signals as collections…
Learning identifiable representations and models from low-level observations is helpful for an intelligent spacecraft to complete downstream tasks reliably. For temporal observations, to ensure that the data generating process is provably…
High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
We present a general framework for Bayesian estimation of incompletely observed multivariate diffusion processes. Observations are assumed to be discrete in time, noisy and incomplete. We assume the drift and diffusion coefficient depend on…
This paper proposes a low latency neural network architecture for event-based dense prediction tasks. Conventional architectures encode entire scene contents at a fixed rate regardless of their temporal characteristics. Instead, the…
One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…
This paper introduces a new methodology to analyse bipartite and unipartite networks with nonnegative edge values. The proposed approach combines and adapts a number of ideas from the literature on latent variable network models. The…
Bayesian Neural Networks with Latent Variables (BNN+LVs) capture predictive uncertainty by explicitly modeling model uncertainty (via priors on network weights) and environmental stochasticity (via a latent input noise variable). In this…
We develop a Bayesian non-parametric framework based on multi-task Gaussian processes, appropriate for temporal shrinkage. We focus on a particular class of dynamic hierarchical models to obtain evidence-based knowledge of infectious…
We propose a physics-informed anomaly detection framework for collider data based on a Bayesian latent diffusion model. Our method combines a probabilistic encoder with diffusion dynamics in the latent space, allowing for stable and…