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Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…
Kernel-based methods are used in the context of Granger Causality to enable the identification of nonlinear causal relationships between time series variables. In this paper, we show that two state of the art kernel-based Granger Causality…
We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the…
This paper introduces sparse dynamic chain graph models for network inference in high dimensional non-Gaussian time series data. The proposed method parametrized by a precision matrix that encodes the intra time-slice conditional…
Online system identification algorithms are widely used for monitoring, diagnostics and control by continuously adapting to time-varying dynamics. Typically, these algorithms consider a model structure that lacks parsimony and offers…
A common goal in network modeling is to uncover the latent community structure present among nodes. For many real-world networks, the true connections consist of events arriving as streams, which are then aggregated to form edges, ignoring…
This paper presents a new algorithm for online estimation of a sequence of homographies applicable to image sequences obtained from robotic vehicles equipped with vision sensors. The approach taken exploits the underlying Special Linear…
In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…
Learning the unique directed acyclic graph corresponding to an unknown causal model is a challenging task. Methods based on functional causal models can identify a unique graph, but either suffer from the curse of dimensionality or impose…
This study proposes an unsupervised anomaly detection method for distributed backend service systems, addressing practical challenges such as complex structural dependencies, diverse behavioral evolution, and the absence of labeled data.…
Online sensing plays an important role in advancing modern manufacturing. The real-time sensor signals, which can be stored as high-resolution time series data, contain rich information about the operation status. One of its popular usages…
Real-world non-autonomous systems are open, out-of-equilibrium systems that evolve in and are driven by temporally varying environments. Such systems can show multiple timescale and transient dynamics together with transitions to very…
Existing online continuous-time parameter estimation laws provide exact (asymptotic/exponential or finite/fixed time) identification of dynamical linear/nonlinear systems parameters only if the external perturbations are equaled to zero or…
Consider a heterogeneous data stream being generated by the nodes of a graph. The data stream is in essence composed by multiple streams, possibly of different nature that depends on each node. At a given moment $\tau$, a change-point…
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 streaming non-autoregressive (non-AR) decoding algorithm to deliberate the hypothesis alignment of a streaming RNN-T model. Our algorithm facilitates a simple greedy decoding procedure, and at the same time is capable of…
High dimensional piecewise stationary graphical models represent a versatile class for modelling time varying networks arising in diverse application areas, including biology, economics, and social sciences. There has been recent work in…
Anomaly detection on time series is a fundamental task in monitoring the Key Performance Indicators (KPIs) of IT systems. Many of the existing approaches in the literature show good performance while requiring a lot of training resources.…
Graph-based methods pervade the inference toolkits of numerous disciplines including sociology, biology, neuroscience, physics, chemistry, and engineering. A challenging problem encountered in this context pertains to determining the…
The increasing penetration of intermittent distributed energy resources in power networks calls for novel planning and control methodologies which hinge on detailed knowledge of the grid. However, reliable information concerning the system…