Related papers: Fast Multi-resolution Segmentation for Nonstationa…

We design a new nonparametric method that allows one to estimate the matrix of integrated kernels of a multivariate Hawkes process. This matrix not only encodes the mutual influences of each nodes of the process, but also disentangles the…

In this paper, we develop an efficient nonparametric Bayesian estimation of the kernel function of Hawkes processes. The non-parametric Bayesian approach is important because it provides flexible Hawkes kernels and quantifies their…

The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…

We propose a simulation method for multidimensional Hawkes processes based on superposition theory of point processes. This formulation allows us to design efficient simulations for Hawkes processes with differing exponentially decaying…

We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth GPs, each defined over an element of a…

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

This paper introduces the Neural Network for Nonlinear Hawkes processes (NNNH), a non-parametric method based on neural networks to fit nonlinear Hawkes processes. Our method is suitable for analyzing large datasets in which events exhibit…

Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…

Multivariate Hawkes Processes (MHPs) are an important class of temporal point processes that have enabled key advances in understanding and predicting social information systems. However, due to their complex modeling of temporal…

This paper proposes a novel method for segmentation of images by hierarchical multilevel thresholding. The method is global, agglomerative in nature and disregards pixel locations. It involves the optimization of the ratio of the unbiased…

As an extension of self-exciting Hawkes process, the multivariate Hawkes process models counting processes of different types of random events with mutual excitement. In this paper, we present a perfect sampling algorithm that can generate…

We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which…

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Multi-organ segmentation of 3D medical images is fundamental with meaningful applications in various clinical automation pipelines. Although deep learning has achieved superior performance, the time and memory consumption of segmenting the…

A novel algorithm is proposed for segmenting an image into multiple levels using its mean and variance. Starting from the extreme pixel values at both ends of the histogram plot, the algorithm is applied recursively on sub-ranges computed…

Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that…

Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial transactions. In the nonparametric setting, learning the…

High order cumulant tensors carry information about statistics of non-normally distributed multivariate data. In this work we present a new efficient algorithm for calculation of cumulants of arbitrary order in a sliding window for data…

Visual attention mechanisms are a key component of neural network models for computer vision. By focusing on a discrete set of objects or image regions, these mechanisms identify the most relevant features and use them to build more…

The random walker method for image segmentation is a popular tool for semi-automatic image segmentation, especially in the biomedical field. However, its linear asymptotic run time and memory requirements make application to 3D datasets of…