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Spatio-temporal modeling as a canonical task of multivariate time series forecasting has been a significant research topic in AI community. To address the underlying heterogeneity and non-stationarity implied in the graph streams, in this…

Learning causal effects from data is a fundamental and well-studied problem across science, especially when the cause-effect relationship is static in nature. However, causal effect is less explored when there are dynamical dependencies,…

Machine Learning · Computer Science 2023-09-11 Mishfad Shaikh Veedu , James Melbourne , Murti V. Salapaka

Accurate long series forecasting of traffic information is critical for the development of intelligent traffic systems. We may benefit from the rapid growth of neural network analysis technology to better understand the underlying…

Machine Learning · Computer Science 2022-10-06 Ruikang Luo , Yaofeng Song , Liping Huang , Yicheng Zhang , Rong Su

Recovering a unique causal graph from observational data is an ill-posed problem because multiple generating mechanisms can lead to the same observational distribution. This problem becomes solvable only by exploiting specific structural or…

Machine Learning · Computer Science 2026-02-09 Ameya Rathod , Sujay Belsare , Salvik Krishna Nautiyal , Dhruv Laad , Ponnurangam Kumaraguru

We provide a comprehensive review of causal dependence through a max-linear structural equation model. Such models express each node variable as a max-linear function of its parental node variables in a directed acyclic graph and some…

Risk Management · Quantitative Finance 2025-09-29 Claudia Klüppelberg , Mario Krali

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…

Machine Learning · Computer Science 2022-08-17 Zezhi Shao , Zhao Zhang , Fei Wang , Yongjun Xu

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

Statistical Finance · Quantitative Finance 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

Stress-strain curves, or more generally, stress functions, are an extremely important characterization of a material's mechanical properties. However, stress functions are often difficult to derive and are narrowly tailored to a specific…

Materials Science · Physics 2023-12-21 Garrett Blum , Ryan Doris , Diego Klabjan , Horacio Espinosa , Ron Szalkowski

Stochastic network calculus is a newly developed theory for stochastic service guarantee analysis of computer networks. In the current stochastic network calculus literature, its fundamental models are based on the cumulative amount of…

Performance · Computer Science 2011-12-14 Jing Xie , Yuming Jiang , Min Xie

Recent years have seen an emergence of network modeling applied to moods, attitudes, and problems in the realm of psychology. In this framework, psychological variables are understood to directly affect each other rather than being caused…

Applications · Statistics 2017-12-04 Sacha Epskamp , Eiko I. Fried

Crime prediction is crucial for public safety and resource optimization, yet is very challenging due to two aspects: i) the dynamics of criminal patterns across time and space, crime events are distributed unevenly on both spatial and…

Machine Learning · Computer Science 2022-04-26 Lianghao Xia , Chao Huang , Yong Xu , Peng Dai , Liefeng Bo , Xiyue Zhang , Tianyi Chen

Graphs are commonly used to represent and visualize causal relations. For a small number of variables, this approach provides a succinct and clear view of the scenario at hand. As the number of variables under study increases, the graphical…

Machine Learning · Statistics 2023-08-16 Santtu Tikka , Jouni Helske , Juha Karvanen

Using a statistical model-based data generation, we develop an experimental setup for the evaluation of neural networks (NNs). The setup helps to benchmark a set of NNs vis-a-vis minimum-mean-square-error (MMSE) performance bounds. This…

Machine Learning · Computer Science 2020-11-19 Sandipan Das , Prakash B. Gohain , Alireza M. Javid , Yonina C. Eldar , Saikat Chatterjee

We examine a variety of graphical models to construct optimal portfolios. Graphical models such as PCA-KMeans, autoencoders, dynamic clustering, and structural learning can capture the time varying patterns in the covariance matrix and…

Machine Learning · Computer Science 2021-01-25 Ni Zhan , Yijia Sun , Aman Jakhar , He Liu

We propose a physics-informed machine learning framework called P-DivGNN to reconstruct local stress fields at the micro-scale, in the context of multi-scale simulation given a periodic micro-structure mesh and mean, macro-scale, stress…

Machine Learning · Computer Science 2025-07-09 Manuel Ricardo Guevara Garban , Yves Chemisky , Étienne Prulière , Michaël Clément

Many complex systems - be they financial, natural, or social - are composed of units - such as stocks, neurons, or agents - whose joint activity can be represented as a multivariate time series. An issue of both practical and theoretical…

The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where cross-border financial linkages play the fundamental role. It has also been emphasized that the relevance of…

Statistical Finance · Quantitative Finance 2015-06-03 Alessandro Spelta , Tanya Araújo

Over the last decades, many prognostic models based on artificial intelligence techniques have been used to provide detailed predictions in healthcare. Unfortunately, the real-world observational data used to train and validate these models…

Machine Learning · Computer Science 2023-11-21 Alice Bernasconi , Alessio Zanga , Peter J. F. Lucas , Marco Scutari , Fabio Stella

Industrial chain plays an increasingly important role in the sustainable development of national economy. However, as a typical complex network, data-driven deep learning is still in its infancy in describing and analyzing the resilience of…

Machine Learning · Computer Science 2025-08-26 Bicheng Wang , Junping Wang , Yibo Xue

Understanding the dynamic reorganization of brain networks is critical for predicting cognitive decline, neurological progression, and individual variability in clinical outcomes. This work proposes a multimodal graph neural network…

Machine Learning · Computer Science 2026-02-11 Preksha Girish , Rachana Mysore , Kiran K. N. , Hiranmayee R. , Shipra Prashanth , Shrey Kumar
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