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Machine-Learned Interatomic Potentials (MLIPs) require vast amounts of atomic structure data to learn forces and energies, and their performance continues to improve with training set size. Meanwhile, the even greater quantities of…
We consider a sequential decision making problem where the agent faces the environment characterized by the stochastic discrete events and seeks an optimal intervention policy such that its long-term reward is maximized. This problem exists…
In this paper, we propose a novel algorithm for the identification of Hammerstein systems. Adopting a Bayesian approach, we model the impulse response of the unknown linear dynamic system as a realization of a zero-mean Gaussian process.…
When estimating target parameters in nonparametric models with nuisance parameters, substituting the unknown nuisances with nonparametric estimators can introduce ``plug-in bias.'' Traditional methods addressing this suboptimal…
Every quantum system is coupled to an environment. Such system-environment interaction leads to temporal correlation between quantum operations at different times, resulting in non-Markovian noise. In principle, a full characterisation of…
In the last years, the application of machine learning methods has become increasingly relevant in different fields of physics. One of the most significant subjects in the theory of open quantum systems is the study of the characterization…
We introduce a parameterization method called Neural Bayes which allows computing statistical quantities that are in general difficult to compute and opens avenues for formulating new objectives for unsupervised representation learning.…
We consider Markov models of stochastic processes where the next-step conditional distribution is defined by a kernel density estimator (KDE), similar to Markov forecast densities and certain time-series bootstrap schemes. The KDE Markov…
Oscillatory systems of interacting Hawkes processes with Erlang memory kernels were introduced in Ditlevsen (2017). They are piecewise deterministic Markov processes (PDMP) and can be approximated by a stochastic diffusion. First, a strong…
Mutual Information (MI) is a crucial measure for capturing dependencies between variables, but exact computation is challenging in high dimensions with intractable likelihoods, impacting accuracy and robustness. One idea is to use an…
In this paper, we consider modeling missing dynamics with a nonparametric non-Markovian model, constructed using the theory of kernel embedding of conditional distributions on appropriate Reproducing Kernel Hilbert Spaces (RKHS), equipped…
We unify $\textit{kernel density estimation}$ and $\textit{empirical Bayes}$ and address a set of problems in unsupervised learning with a geometric interpretation of those methods, rooted in the $\textit{concentration of measure}$…
Predicting discrete events in time and space has many scientific applications, such as predicting hazardous earthquakes and outbreaks of infectious diseases. History-dependent spatio-temporal Hawkes processes are often used to…
Fueled in part by recent applications in neuroscience, the multivariate Hawkes process has become a popular tool for modeling the network of interactions among high-dimensional point process data. While evaluating the uncertainty of the…
Many event sequence data exhibit mutually exciting or inhibiting patterns. Reliable detection of such temporal dependency is crucial for scientific investigation. The de facto model is the Multivariate Hawkes Process (MHP), whose impact…
Restricted Boltzmann Machines and Deep Belief Networks have been successfully used in probabilistic generative model applications such as image occlusion removal, pattern completion and motion synthesis. Generative inference in such…
Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…
We here focus on the task of learning Granger causality matrices for multivariate point processes. In order to accomplish this task, our work is the first to explore the use of Wold processes. By doing so, we are able to develop…
Training a model to detect patterns of interrelated events that form situations of interest can be a complex problem: such situations tend to be uncommon, and only sparse data is available. We propose a hybrid neuro-symbolic architecture…
Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…