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Traditionally, learning the structure of a Dynamic Bayesian Network has been centralized, requiring all data to be pooled in one location. However, in real-world scenarios, data are often distributed across multiple entities (e.g.,…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
Structured output prediction is an important machine learning problem both in theory and practice, and the max-margin Markov network (\mcn) is an effective approach. All state-of-the-art algorithms for optimizing \mcn\ objectives take at…
In this paper we develop the elements of the theory of algorithmic randomness in continuous-time Markov chains (CTMCs). Our main contribution is a rigorous, useful notion of what it means for an individual trajectory of a CTMC to be random.…
Changes in the timescales at which complex systems evolve are essential to predicting critical transitions and catastrophic failures. Disentangling the timescales of the dynamics governing complex systems remains a key challenge. With this…
Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…
Herein, we analyze an efficient branching particle method for asymptotic solutions to a class of continuous-discrete filtering problems. Suppose that $t\to X_t$ is a Markov process and we wish to calculate the measure-valued process…
This article proposes a Bayesian approach to regression with a continuous scalar response and an undirected network predictor. Undirected network predictors are often expressed in terms of symmetric adjacency matrices, with rows and columns…
Transporting between arbitrary distributions is a fundamental goal in generative modeling. Recently proposed diffusion bridge models provide a potential solution, but they rely on a joint distribution that is difficult to obtain in…
We consider the situation where a temporal process is composed of contiguous segments with differing slopes and replicated noise-corrupted time series measurements are observed. The unknown mean of the data generating process is modelled as…
Conjunctive Bayesian networks (CBNs) are graphical models that describe the accumulation of events which are constrained in the order of their occurrence. A CBN is given by a partial order on a (finite) set of events. CBNs generalize the…
A Boolean logic driven Markov process (BDMP) is a dependability analysis model that defines a continuous-time Markov chain (CTMC). This formalism has high expressive power, yet it remains readable because its graphical representation stays…
Reduced-Rank (RR) regression is a powerful dimensionality reduction technique but it overlooks any possible group configuration among the responses by assuming a low-rank structure on the entire coefficient matrix. Moreover, the temporal…
The emergence and development of cancer is a consequence of the accumulation over time of genomic mutations involving a specific set of genes, which provides the cancer clones with a functional selective advantage. In this work, we model…
Markov networks (MNs) are a powerful way to compactly represent a joint probability distribution, but most MN structure learning methods are very slow, due to the high cost of evaluating candidates structures. Dependency networks (DNs)…
We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…
Temporal networks are a class of time-varying networks, which change their topology according to a given time-ordered sequence of static networks (known as subsystems). This paper investigates the reachability and controllability of…
By generating the specifics of a network structure only when needed (on-the-fly), we derive a simple stochastic process that exactly models the time evolution of susceptible-infectious dynamics on finite-size networks. The small number of…
We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varying parameters and apply it to multilayer temporal networks.…
We propose a Bayesian nonparametric approach to the problem of jointly modeling multiple related time series. Our model discovers a latent set of dynamical behaviors shared among the sequences, and segments each time series into regions…