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We propose multivariate nonstationary Gaussian processes for jointly modeling multiple clinical variables, where the key parameters, length-scales, standard deviations and the correlations between the observed output, are all time…
We propose a data segmentation methodology for the high-dimensional linear regression problem where regression parameters are allowed to undergo multiple changes. The proposed methodology, MOSEG, proceeds in two stages: first, the data are…
We propose a fast inference method for Bayesian nonlinear support vector machines that leverages stochastic variational inference and inducing points. Our experiments show that the proposed method is faster than competing Bayesian…
A fast forward feature selection algorithm is presented in this paper. It is based on a Gaussian mixture model (GMM) classifier. GMM are used for classifying hyperspectral images. The algorithm selects iteratively spectral features that…
We introduce a novel and efficient simulation scheme for Hawkes processes on a fixed time grid, leveraging their affine Volterra structure. The key idea is to first simulate the integrated intensity and the counting process using Inverse…
Multivariate Hawkes processes are a widely used class of self-exciting point processes, but maximum likelihood estimation naively scales as $O(N^2)$ in the number of events. The canonical linear exponential Hawkes process admits a faster…
This paper studies nonparametric estimation of parameters of multivariate Hawkes processes. We consider the Bayesian setting and derive posterior concentration rates. First rates are derived for L1-metrics for stochastic intensities of the…
Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…
We propose a method for high-performance semantic image segmentation (or semantic pixel labelling) based on very deep residual networks, which achieves the state-of-the-art performance. A few design factors are carefully considered to this…
In this paper, we propose a fast, well-performing, and consistent method for segmenting a piecewise-stationary, linear time series with an unknown number of breakpoints. The time series model we use is the nonparametric Locally Stationary…
We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…
In recent years, the Hamiltonian Monte Carlo (HMC) algorithm has been found to work more efficiently compared to other popular Markov Chain Monte Carlo (MCMC) methods (such as random walk Metropolis-Hastings) in generating samples from a…
This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…
Hawkes stochastic point process models have emerged as valuable statistical tools for analyzing viral contagion. The spatiotemporal Hawkes process characterizes the speeds at which viruses spread within human populations. Unfortunately,…
This paper presents a high-accuracy higher-order multiscale method for solving multi-continuum problems in in highly heterogeneous media. First, microscopic unit cell functions are defined, leading to the derivation of macroscopic…
Automatic segmentation of an image to identify all meaningful parts is one of the most challenging as well as useful tasks in a number of application areas. This is widely studied. Selective segmentation, less studied, aims to use limited…
This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…
In this paper, we establish a large deviations principle for a multivariate compound process induced by a multivariate Hawkes process with random marks. Our proof hinges on showing essential smoothness of the limiting cumulant of the…
We propose an adaptive sampling framework for 3D Gaussian Splatting (3DGS) that leverages comprehensive multi-view photometric error signals within a unified Metropolis-Hastings approach. Vanilla 3DGS heavily relies on heuristic-based…
We propose a novel method for multi-phase segmentation of images based on high-dimensional local feature vectors. While the method was developed for the segmentation of extremely noisy crystal images based on localized Fourier transforms,…