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Learning by integrating multiple heterogeneous data sources is a common requirement in many tasks. Collective Matrix Factorization (CMF) is a technique to learn shared latent representations from arbitrary collections of matrices. It can be…

Factorial hidden Markov models (FHMMs) are powerful tools of modeling sequential data. Learning FHMMs yields a challenging simultaneous model selection issue, i.e., selecting the number of multiple Markov chains and the dimensionality of…

We introduce deep Markov spatio-temporal factorization (DMSTF), a generative model for dynamical analysis of spatio-temporal data. Like other factor analysis methods, DMSTF approximates high dimensional data by a product between time…

Time series imputation is one of the most challenge problems and has broad applications in various fields like health care and the Internet of Things. Existing methods mainly aim to model the temporally latent dependencies and the…

We present DeepMVI, a deep learning method for missing value imputation in multidimensional time-series datasets. Missing values are commonplace in decision support platforms that aggregate data over long time stretches from disparate…

We introduce the probabilistic sequential matrix factorization (PSMF) method for factorizing time-varying and non-stationary datasets consisting of high-dimensional time-series. In particular, we consider nonlinear Gaussian state-space…

Multimodal learning typically relies on the assumption that all modalities are fully available during both the training and inference phases. However, in real-world scenarios, consistently acquiring complete multimodal data presents…

Factorial Hidden Markov Models (FHMMs) are powerful models for sequential data but they do not scale well with long sequences. We propose a scalable inference and learning algorithm for FHMMs that draws on ideas from the stochastic…

Hidden semi-Markov Models (HSMM's) - while broadly in use - are restricted to a discrete and uniform time grid. They are thus not well suited to explain often irregularly spaced discrete event data from continuous-time phenomena. We show…

This work introduces a novel deep learning-based architecture, termed the Deep Belief Markov Model (DBMM), which provides efficient, model-formulation agnostic inference in Partially Observable Markov Decision Process (POMDP) problems. The…

High-dimensional time series prediction is needed in applications as diverse as demand forecasting and climatology. Often, such applications require methods that are both highly scalable, and deal with noisy data in terms of corruptions or…

The complex world around us is inherently multimodal and sequential (continuous). Information is scattered across different modalities and requires multiple continuous sensors to be captured. As machine learning leaps towards better…

Combining multiple modalities carrying complementary information through multimodal learning (MML) has shown considerable benefits for diagnosing multiple pathologies. However, the robustness of multimodal models to missing modalities is…

This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e.,…

Multimodal deep learning (MDL) has achieved remarkable success across various domains, yet its practical deployment is often hindered by incomplete multimodal data. Existing incomplete MDL methods either discard missing modalities, risking…

Multivariate time series data for real-world applications typically contain a significant amount of missing values. The dominant approach for classification with such missing values is to impute them heuristically with specific values…

We introduce a Modewise Additive Factor Model (MAFM) for matrix-valued time series that captures row-specific and column-specific latent effects through an additive structure, offering greater flexibility than multiplicative frameworks such…

Since many real-world data can be described from multiple views, multi-view learning has attracted considerable attention. Various methods have been proposed and successfully applied to multi-view learning, typically based on matrix…

This paper presents algorithms for parallelization of inference in hidden Markov models (HMMs). In particular, we propose parallel backward-forward type of filtering and smoothing algorithm as well as parallel Viterbi-type…

Many vision-related tasks benefit from reasoning over multiple modalities to leverage complementary views of data in an attempt to learn robust embedding spaces. Most deep learning-based methods rely on a late fusion technique whereby…