Related papers: The Infinite Latent Events Model
Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector…
We study time uncertainty-aware modeling of continuous-time dynamics of interacting objects. We introduce a new model that decomposes independent dynamics of single objects accurately from their interactions. By employing latent Gaussian…
How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space…
The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…
Event time models predict occurrence times of an event of interest based on known features. Recent work has demonstrated that neural networks achieve state-of-the-art event time predictions in a variety of settings. However, standard event…
In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…
This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or interactions between users in a social network. Our goal is to…
A diverse variety of processes --- including recurrent disease episodes, neuron firing, and communication patterns among humans --- can be described using inter-event time (IET) distributions. Many such processes are ongoing, although event…
In many applications, observed data are influenced by some combination of latent causes. For example, suppose sensors are placed inside a building to record responses such as temperature, humidity, power consumption and noise levels. These…
Neural networks are powerful tools for cognitive modeling due to their flexibility and emergent properties. However, interpreting their learned representations remains challenging due to their sub-symbolic semantics. In this work, we…
The causal discovery of Bayesian networks is an active and important research area, and it is based upon searching the space of causal models for those which can best explain a pattern of probabilistic dependencies shown in the data.…
Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…
Tree structured graphical models are powerful at expressing long range or hierarchical dependency among many variables, and have been widely applied in different areas of computer science and statistics. However, existing methods for…
I study peer effects that arise from irreversible decisions in the absence of a standard social equilibrium. I model a latent sequence of decisions in continuous time and obtain a closed-form expression for the likelihood, which allows to…
Discovering and parameterising latent confounders represent important and challenging problems in causal structure learning and density estimation respectively. In this paper, we focus on both discovering and learning the distribution of…
Following the growing success of generative neural networks in LHC simulations, the crucial question is how to control the networks and assign uncertainties to their event output. We show how Bayesian normalizing flow or invertible networks…
We consider the problem of learning a realization of a partially observed dynamical system with linear state transitions and bilinear observations. Under very mild assumptions on the process and measurement noises, we provide a finite time…
These lecture notes cover basic automata-theoretic concepts and logical formalisms for the modeling and verification of concurrent and distributed systems. Many of these concepts naturally extend the classical automata and logics over…
The problem of estimating event truths from conflicting agent opinions in a social network is investigated. An autoencoder learns the complex relationships between event truths, agent reliabilities and agent observations. A Bayesian network…
When the historical data are limited, the conditional probabilities associated with the nodes of Bayesian networks are uncertain and can be empirically estimated. Second order estimation methods provide a framework for both estimating the…