Related papers: Complex Network Approach to Fractional Time Series
We explore the usage of meta-learning to derive the causal direction between variables by optimizing over a measure of distribution simplicity. We incorporate a stochastic graph representation which includes latent variables and allows for…
Modeling complex spatiotemporal dependencies in correlated traffic series is essential for traffic prediction. While recent works have shown improved prediction performance by using neural networks to extract spatiotemporal correlations,…
The emergence of massive graph data sets requires fast mining algorithms. Centrality measures to identify important vertices belong to the most popular analysis methods in graph mining. A measure that is gaining attention is forest…
Finding the reduced-dimensional structure is critical to understanding complex networks. Existing approaches such as spectral clustering are applicable only when the full network is explicitly observed. In this paper, we focus on the online…
Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…
Time series data arising in many applications nowadays are high-dimensional. A large number of parameters describe features of these time series. We propose a novel approach to modeling a high-dimensional time series through several…
We develop novel hierarchical reciprocal graphical models to infer gene networks from heterogeneous data. In the case of data that can be naturally divided into known groups, we propose to connect graphs by introducing a hierarchical prior…
We introduce a random intersection graph process aimed at modeling sparse evolving affiliation networks that admit tunable (power law) degree distribution and assortativity and clustering coefficients. We show the asymptotic degree…
Simplicial complexes can be viewed as high dimensional generalizations of graphs that explicitly encode multi-way ordered relations between vertices at different resolutions, all at once. This concept is central towards detection of higher…
Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for…
Link prediction is an important learning task for graph-structured data. In this paper, we propose a novel topological approach to characterize interactions between two nodes. Our topological feature, based on the extended persistent…
Online topology estimation of graph-connected time series is challenging, especially since the causal dependencies in many real-world networks are nonlinear. In this paper, we propose a kernel-based algorithm for graph topology estimation.…
In the paper, we consider the problem of link prediction in time-evolving graphs. We assume that certain graph features, such as the node degree, follow a vector autoregressive (VAR) model and we propose to use this information to improve…
Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…
Detecting malicious activity within an enterprise computer network can be framed as a temporal link prediction task: given a sequence of graphs representing communications between hosts over time, the goal is to predict which edges…
Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront…
We consider network topology identification subject to a signal smoothness prior on the nodal observations. A fast dual-based proximal gradient algorithm is developed to efficiently tackle a strongly convex, smoothness-regularized network…
Understanding how neural networks generalize on unseen data is crucial for designing more robust and reliable models. In this paper, we study the generalization gap of neural networks using methods from topological data analysis. For this…
Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…
Inferring network topology from smooth signals is a significant problem in data science and engineering. A common challenge in real-world scenarios is the availability of only partially observed nodes. While some studies have considered…