Related papers: Segregating event streams and noise with a Markov …
There exist several methods developed for the canonical change point problem of detecting multiple mean shifts, which search for changes over sections of the data at multiple scales. In such methods, estimation of the noise level is often…
Mechanistic modelling of animal movement is often formulated in discrete time despite problems with scale invariance, such as handling irregularly timed observations. A natural solution is to formulate in continuous time, yet uptake of this…
This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized…
We present a framework for the partitioning of a spatial trajectory in a sequence of segments based on spatial density and temporal criteria. The result is a set of temporally separated clusters interleaved by sub-sequences of unclustered…
Finite mixture models have been used for unsupervised learning for some time, and their use within the semi-supervised paradigm is becoming more commonplace. Clickstream data is one of the various emerging data types that demands particular…
Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…
It is often of interest to perform clustering on longitudinal data, yet it is difficult to formulate an intuitive model for which estimation is computationally feasible. We propose a model-based clustering method for clustering objects that…
Network clustering reveals the organization of a network or corresponding complex system with elements represented as vertices and interactions as edges in a (directed, weighted) graph. Although the notion of clustering can be somewhat…
This paper shows how a time series of measurements of an evolving system can be processed to create an inner time series that is unaffected by any instantaneous invertible, possibly nonlinear transformation of the measurements. An inner…
A new Bayesian state and parameter learning algorithm for multiple target tracking (MTT) models with image observations is proposed. Specifically, a Markov chain Monte Carlo algorithm is designed to sample from the posterior distribution of…
Data of the form of event times arise in various applications. A simple model for such data is a non-homogeneous Poisson process (NHPP) which is specified by a rate function that depends on time. We consider the problem of having access to…
In order to extract event information from text, a machine reading model must learn to accurately read and interpret the ways in which that information is expressed. But it must also, as the human reader must, aggregate numerous individual…
Speech separation with several speakers is a challenging task because of the non-stationarity of the speech and the strong signal similarity between interferent sources. Current state-of-the-art solutions can separate well the different…
This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…
Building on recent advances in image generation, we present a fully data-driven approach to rendering markup into images. The approach is based on diffusion models, which parameterize the distribution of data using a sequence of denoising…
Monitoring network traffic data to detect any hidden patterns of anomalies is a challenging and time-consuming task that requires high computing resources. To this end, an appropriate summarization technique is of great importance, where it…
We propose an effective method to solve the event sequence clustering problems based on a novel Dirichlet mixture model of a special but significant type of point processes --- Hawkes process. In this model, each event sequence belonging to…
Pattern discovery algorithms in the music domain aim to find meaningful components in musical compositions. Over the years, although many algorithms have been developed for pattern discovery in music data, it remains a challenging task. To…
Time-series data arise in many medical and biological imaging scenarios. In such images, a time-series is obtained at each of a large number of spatially-dependent data units. It is interesting to organize these data into model-based…
Denoising diffusion probabilistic models are able to generate synthetic sensor signals. The training process of such a model is controlled by a loss function which measures the difference between the noise that was added in the forward…