Related papers: Estimating Network Structure from Incomplete Event…

We consider the estimation of high-dimensional network structures from partially observed Markov random field data using a penalized pseudo-likelihood approach. We fit a misspecified model obtained by ignoring the missing data problem. We…

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Conditions ensuring optimal parameter estimation in the presence of missing data are well established in inference, typically relying on the Missing-at-Random (MAR) assumption. In prediction, similar principles are often assumed to apply.…

Missing data can lead to inefficiencies and biases in analyses, in particular when data are missing not at random (MNAR). It is thus vital to understand and correctly identify the missing data mechanism. Recovering missing values through a…

We address the challenge of inferring causal effects in social network data. This results in challenges due to interference -- where a unit's outcome is affected by neighbors' treatments -- and network-induced confounding factors. While…

The development of coherent missing data models to account for nonmonotone missing at random (MAR) data by inverse probability weighting (IPW) remains to date largely unresolved. As a consequence, IPW has essentially been restricted for use…

Humans naturally follow distinct patterns when conducting their daily activities, which are driven by established practices and processes, such as production workflows, social norms and daily routines. Human activity recognition (HAR)…

As systems are getting more autonomous with the development of artificial intelligence, it is important to discover the causal knowledge from observational sensory inputs. By encoding a series of cause-effect relations between events,…

We investigate the problem of monitoring partially observable systems with nondeterministic and probabilistic dynamics. In such systems, every state may be associated with a risk, e.g., the probability of an imminent crash. During runtime,…

In this paper, we consider the multivariate Bernoulli distribution as a model to estimate the structure of graphs with binary nodes. This distribution is discussed in the framework of the exponential family, and its statistical properties…

A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…

With observational data alone, causal structure learning is a challenging problem. The task becomes easier when having access to data collected from perturbations of the underlying system, even when the nature of these is unknown. Existing…

Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of particular interest when dealing with high-dimensional and highly…

Time-to-event models are a popular tool to analyse data where the outcome variable is the time to the occurrence of a specific event of interest. Here we focus on the analysis of time-to-event outcomes that are either intrisically discrete…

Traffic prediction is a crucial topic because of its broad scope of applications in the transportation domain. Recently, various studies have achieved promising results. However, most studies assume the prediction locations have complete or…

We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…

Undirected graphical models are powerful tools for uncovering complex relationships among high-dimensional variables. This paper aims to fully recover the structure of an undirected graphical model when the data naturally take matrix form,…

The task of monitoring for a change in the mean of a sequence of Bernoulli random variables has been widely studied. However most existing approaches make at least one of the following assumptions, which may be violated in many real-world…

Model-based algorithms are deeply rooted in modern control and systems theory. However, they usually come with a critical assumption - access to an accurate model of the system. In practice, models are far from perfect. Even precisely tuned…

We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…