Related papers: Imputing Missing Events in Continuous-Time Event S…
Sampled network data are widely used in empirical research because collecting complete network information is costly. However, empirical analyses based on sampled networks may lead to biased estimators. We propose a nonparametric imputation…
We develop a study of ignorability and conditions thereof for likelihood inference in the framework of stochastic processes. We define a coarsening model for processes which includes discrete-time observations as well as censored…
This paper investigates parallel random sampling from a potentially-unending data stream whose elements are revealed in a series of element sequences (minibatches). While sampling from a stream was extensively studied sequentially, not much…
Sensor data streams occur widely in various real-time applications in the context of the Internet of Things (IoT). However, sensor data streams feature missing values due to factors such as sensor failures, communication errors, or depleted…
Complex continuous or mixed joint distributions (e.g., P(Y | z_1, z_2, ..., z_N)) generally lack closed-form solutions, often necessitating approximations such as MCMC. This paper proposes Indeterminate Probability Theory (IPT), which makes…
Human activities generate various event sequences such as taxi trip records, bike-sharing pick-ups, crime occurrence, and infectious disease transmission. The point process is widely used in many applications to predict such events related…
This paper addresses the problem of predicting the k events that are most likely to occur next, over historical real-time event streams. Existing approaches to causal prediction queries have a number of limitations. First, they exhaustively…
A streaming model is one where data items arrive over long period of time, either one item at a time or in bursts. Typical tasks include computing various statistics over a sliding window of some fixed time-horizon. What makes the streaming…
Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…
This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…
Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…
Big data streams are possibly one of the most essential underlying notions. However, data streams are often challenging to handle owing to their rapid pace and limited information lifetime. It is difficult to collect and communicate stream…
Observations made in continuous time are often irregular and contain the missing values across different channels. One approach to handle the missing data is imputing it using splines, by fitting the piecewise polynomials to the observed…
The neural Hawkes process (Mei & Eisner, 2017) is a generative model of irregularly spaced sequences of discrete events. To handle complex domains with many event types, Mei et al. (2020a) further consider a setting in which each event in…
Anomalies refer to data points or events that deviate from normal and homogeneous events, which can include fraudulent activities, network infiltrations, equipment malfunctions, process changes, or other significant but infrequent events.…
Process discovery aims at automatically creating process models on the basis of event data captured during the execution of business processes. Process discovery algorithms tend to use all of the event data to discover a process model. This…
As humans we possess an intuitive ability for navigation which we master through years of practice; however existing approaches to model this trait for diverse tasks including monitoring pedestrian flow and detecting abnormal events have…
Interactive video segmentation models such as SAM2 have demonstrated strong generalization across diverse visual domains. However, under weak user supervision, for example, when sparse point prompts are provided on a single frame, their…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
The event camera is a novel bio-inspired vision sensor. When the brightness change exceeds the preset threshold, the sensor generates events asynchronously. The number of valid events directly affects the performance of event-based tasks,…