Related papers: Detecting causality in multivariate time series vi…
Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…
Understanding causal relationships in multivariate time series is crucial in many scenarios, such as those dealing with financial or neurological data. Many such time series exhibit multiple regimes, i.e., consecutive temporal segments with…
Identifying the main features and learning the causal relationships of a dynamic system from time-series of sensor data are key problems in many real-world robot applications. In this paper, we propose an extension of a state-of-the-art…
This paper explores the use of unstructured, multimodal data, namely text and images, in causal inference and treatment effect estimation. We propose a neural network architecture that is adapted to the double machine learning (DML)…
Objective: The detection of epileptic seizures from scalp electroencephalogram (EEG) signals can facilitate early diagnosis and treatment. Previous studies suggested that the Gaussianity of EEG distributions changes depending on the…
This paper studies simultaneous inference of conditional distributions in nonlinear time series from a sieve M-regression perspective. Existing literature on sieve M-regression has primarily focused on pointwise asymptotics, leaving the…
In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be…
In this paper, we propose a mixture of probabilistic partial canonical correlation analysis (MPPCCA) that extracts the Causal Patterns from two multivariate time series. Causal patterns refer to the signal patterns within interactions of…
This paper considers the graph signal processing problem of anomaly detection in time series of graphs. We examine two related, complementary inference tasks: the detection of anomalous graphs within a time series, and the detection of…
In this article, we introduce the mean independent component analysis for multivariate time series to reduce the parameter space. In particular, we seek for a contemporaneous linear transformation that detects univariate mean independent…
We introduce Contrastive Multivariate Singular Spectrum Analysis, a novel unsupervised method for dimensionality reduction and signal decomposition of time series data. By utilizing an appropriate background dataset, the method transforms a…
Recent advancements in deep learning have led to the development of various models for long-term multivariate time-series forecasting (LMTF), many of which have shown promising results. Generally, the focus has been on…
In this work, we aim to provide a new and efficient recursive detection method for temporarily monitored signals. Motivated by the case of the propagation of an event over a field of sensors, we assumed that the change in the statistical…
A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for…
A Multiregression Dynamic Model (MDM) is a class of multivariate time series that represents various dynamic causal processes in a graphical way. One of the advantages of this class is that, in contrast to many other Dynamic Bayesian…
Non-linear dimensionality reduction can be performed by \textit{manifold learning} approaches, such as Stochastic Neighbour Embedding (SNE), Locally Linear Embedding (LLE) and Isometric Feature Mapping (ISOMAP). These methods aim to produce…
Missing data is a common problem in clinical data collection, which causes difficulty in the statistical analysis of such data. In this article, we consider the problem under a framework of a semiparametric partially linear model when…
The inference of causal structures from observed data plays a key role in unveiling the underlying dynamics of the system. This paper exposes a novel method, named Multiscale-Causal Structure Learning (MS-CASTLE), to estimate the structure…
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…
Uncertainty propagation in high-dimensional nonlinear dynamic structural systems is pivotal in state-of-the-art performance-based design and risk assessment, where uncertainties from both excitations and structures, i.e., the aleatoric…