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Time series forecasting is crucial for many fields, such as disaster warning, weather prediction, and energy consumption. The Transformer-based models are considered to have revolutionized the field of sequence modeling. However, the…

Machine Learning · Computer Science 2022-11-01 Junlong Tong , Liping Xie , Wankou Yang , Kanjian Zhang

Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…

Machine Learning · Statistics 2019-12-23 Aliaksandr Hubin

We introduce a unified framework, formulated as general latent space models, to study complex higher-order network interactions among multiple entities. Our framework covers several popular models in recent network analysis literature,…

Machine Learning · Computer Science 2021-07-01 Zhongyuan Lyu , Dong Xia , Yuan Zhang

This paper introduces a new parsimonious structure for mixture of autoregressive models. the weighting coefficients are determined through latent random variables, following a hidden Markov model. We propose a dynamic programming algorithm…

Statistics Theory · Mathematics 2011-05-12 S. H. Alizadeh , S. Rezakhah

Mixture models are probabilistic models aimed at uncovering and representing latent subgroups within a population. In the realm of network data analysis, the latent subgroups of nodes are typically identified by their connectivity…

Methodology · Statistics 2020-05-27 Giacomo De Nicola , Benjamin Sischka , Göran Kauermann

In this work we propose a Bayesian framework for data fusion of multivariate signals which arises in imaging systems. More specifically, we consider the case where we have observed two images of the same object through two different imaging…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Olivier Feron , Ali Mohammad-Djafari

Scalable probabilistic modeling and prediction in high dimensional multivariate time-series is a challenging problem, particularly for systems with hidden sources of dependence and/or homogeneity. Examples of such problems include dynamic…

Social and Information Networks · Computer Science 2016-06-07 Forough Arabshahi , Furong Huang , Animashree Anandkumar , Carter T. Butts , Sean M. Fitshugh

We propose a flexible nonparametric Bayesian modelling framework for multivariate time series of count data based on tensor factorisations. Our models can be viewed as infinite state space Markov chains of known maximal order with…

Methodology · Statistics 2023-11-13 Zhongzhen Wang , Petros Dellaportas , Ioannis Kosmidis

We develop two models for Bayesian estimation and selection in high-order, discrete-state Markov chains. Both are based on the mixture transition distribution, which constructs a transition probability tensor with additive mixing of…

Methodology · Statistics 2021-09-17 Matthew Heiner , Athanasios Kottas

Estimating probabilistic deformable template models is a new approach in the fields of computer vision and probabilistic atlases in computational anatomy. A first coherent statistical framework modelling the variability as a hidden random…

Computation · Statistics 2009-01-16 Stéphanie Allassonnière , Estelle Kuhn

Social network analysis presupposes that observed social behavior is influenced by an unobserved network. Traditional approaches to inferring the latent network use pairwise descriptive statistics that rely on a variety of measures of…

Applications · Statistics 2018-09-03 Charles Weko , Yunpeng Zhao

Human social behavior is structured by relationships. We form teams, groups, tribes, and alliances at all scales of human life. These structures guide multi-agent cooperation and competition, but when we observe others these underlying…

Artificial Intelligence · Computer Science 2019-01-21 Michael Shum , Max Kleiman-Weiner , Michael L. Littman , Joshua B. Tenenbaum

Many classical models of collective behavior assume that emergent dynamics result from external and observable interactions among individuals. However, how collective dynamics in human populations depend on the internal psychological…

Physics and Society · Physics 2024-09-27 Alice C Schwarze , Mari Kawakatsu , Sarah Iams , Nina H Fefferman , Tahra L Eissa

This research addresses the problem of adaptive modeling in time-series data streams with clear input-output relationships. This problem is challenging because rapid system changes (regime shifts) caused by environmental factors or input…

Machine Learning · Computer Science 2026-05-27 Ren Fujiwara , Yasuko Matsubara , Yasushi Sakurai

Hidden Markov models and their variants are the predominant sequential classification method in such domains as speech recognition, bioinformatics and natural language processing. Being generative rather than discriminative models, however,…

Machine Learning · Statistics 2013-02-18 John A. Quinn , Masashi Sugiyama

We introduce and analyze a waiting time model for the accumulation of genetic changes. The continuous time conjunctive Bayesian network is defined by a partially ordered set of mutations and by the rate of fixation of each mutation. The…

Populations and Evolution · Quantitative Biology 2007-09-18 Niko Beerenwinkel , Seth Sullivant

Many complex systems change their structure over time, in these cases dynamic networks can provide a richer representation of such phenomena. As a consequence, many inference methods have been generalized to the dynamic case with the aim to…

Social and Information Networks · Computer Science 2023-10-25 Hadiseh Safdari , Martina Contisciani , Caterina De Bacco

Predictive state representation~(PSR) uses a vector of action-observation sequence to represent the system dynamics and subsequently predicts the probability of future events. It is a concise knowledge representation that is well studied in…

Machine Learning · Computer Science 2020-05-29 Bilian Chen , Biyang Ma , Yifeng Zeng , Langcai Cao , Jing Tang

In this chapter, we consider probabilistic drift-diffusion models and Bayesian inference frameworks to address this issue, assisting better social human decision-making. We provide details of the models, as well as representative numerical…

Physics and Society · Physics 2023-07-13 Thoa Thieu , Roderick Melnik

The aim of this work is to learn models of population dynamics of physical systems that feature stochastic and mean-field effects and that depend on physics parameters. The learned models can act as surrogates of classical numerical models…

Machine Learning · Statistics 2024-10-28 Jules Berman , Tobias Blickhan , Benjamin Peherstorfer