Related papers: Time Series Prediction for Graphs in Kernel and Di…
Graph-structured data are an integral part of many application domains, including chemoinformatics, computational biology, neuroimaging, and social network analysis. Over the last two decades, numerous graph kernels, i.e. kernel functions…
Regression is typically treated as a curve-fitting process where the goal is to fit a prediction function to data. With the help of conditional generative adversarial networks, we propose to solve this age-old problem in a different way; we…
We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…
Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…
Various Graph Neural Networks (GNNs) have been successful in analyzing data in non-Euclidean spaces, however, they have limitations such as oversmoothing, i.e., information becomes excessively averaged as the number of hidden layers…
We introduce a novel edge tracing algorithm using Gaussian process regression. Our edge-based segmentation algorithm models an edge of interest using Gaussian process regression and iteratively searches the image for edge pixels in a…
The success of deep learning has revolutionized many fields of research including areas of computer vision, text and speech processing. Enormous research efforts have led to numerous methods that are capable of efficiently analyzing data,…
Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…
Predicting the labels of graph-structured data is crucial in scientific applications and is often achieved using graph neural networks (GNNs). However, when data is scarce, GNNs suffer from overfitting, leading to poor performance.…
This paper introduces a novel graph signal processing framework for building graph-based models from classes of filtered signals. In our framework, graph-based modeling is formulated as a graph system identification problem, where the goal…
Gaussian Process (GP) regression is a powerful nonparametric Bayesian framework, but its performance depends critically on the choice of covariance kernel. Selecting an appropriate kernel is therefore central to model quality, yet remains…
In this paper we present a deep learning method to predict the temporal evolution of dissipative dynamic systems. We propose using both geometric and thermodynamic inductive biases to improve accuracy and generalization of the resulting…
The forecasting of multi-variate time processes through graph-based techniques has recently been addressed under the graph signal processing framework. However, problems in the representation and the processing arise when each time series…
To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…
Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…
In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The…
Graph-based clustering has shown promising performance in many tasks. A key step of graph-based approach is the similarity graph construction. In general, learning graph in kernel space can enhance clustering accuracy due to the…
Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…
We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that…
Recent studies have shown great promise in applying graph neural networks for multivariate time series forecasting, where the interactions of time series are described as a graph structure and the variables are represented as the graph…