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The multivariate Hawkes process (MHP) is widely used for analyzing data streams that interact with each other, where events generate new events within their own dimension (via self-excitation) or across different dimensions (via…

Machine Learning · Computer Science 2024-11-01 Pio Calderon , Alexander Soen , Marian-Andrei Rizoiu

Estimation of mutual information between (multidimensional) real-valued variables is used in analysis of complex systems, biological systems, and recently also quantum systems. This estimation is a hard problem, and universally good…

Quantitative Methods · Quantitative Biology 2019-08-14 Caroline M. Holmes , Ilya Nemenman

Industry is transitioning from manually monitored components and processes to data-driven solutions. At the heart of this transformation is predictive maintenance, which relies on simultaneous, real-time monitoring of key operational…

Successful modeling of degradation performance data is essential for accurate reliability assessment and failure predictions of highly reliable product units. The degradation performance measurements over time are highly heterogeneous. Such…

Applications · Statistics 2021-08-17 Xuxue Sun , Wenjun Cai , Qiong Zhang , Mingyang Li

In order to improve the fault diagnosis capability of multivariate statistical methods, this article introduces a fault isolation framework based on structured sparsity modeling. The developed method relies on the reconstruction based…

Applications · Statistics 2020-12-22 Wei Chen , Jiusun Zeng , Xiaobin Xu , Shihua Luo , Chuanhou Gao

A method for aggregation of expert estimates in small groups is proposed. The method is based on combinatorial approach to decomposition of pair-wise comparison matrices and to processing of expert data. It also uses the basic principles of…

Optimization and Control · Mathematics 2019-11-14 Vitaliy Tsyganok , Sergii Kadenko , Oleh Andriichuk , Pavlo Roik

There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…

Statistics Theory · Mathematics 2018-03-02 Jaakko Nevalainen , Denis Larocque , Hannu Oja , Ilkka Pörsti

For many data-intensive tasks, feature selection is an important preprocessing step. However, most existing methods do not directly and intuitively explore the intrinsic discriminative information of features. We propose a novel feature…

Machine Learning · Computer Science 2024-01-17 Chunxu Cao , Qiang Zhang

A power constrained sensor network that consists of multiple sensor nodes and a fusion center (FC) is considered, where the goal is to estimate a random parameter of interest. In contrast to the distributed framework, the sensor nodes may…

Information Theory · Computer Science 2012-07-03 Swarnendu Kar , Pramod K. Varshney

We are concerned with retrieving a query person from multiple videos captured by a non-overlapping camera network. Existing methods often rely on purely visual matching or consider temporal constraints but ignore the spatial information of…

Computer Vision and Pattern Recognition · Computer Science 2023-07-06 Xin Zhang , Xiaohua Xie , Jianhuang Lai , Wei-Shi Zheng

The degree to which subjects differ from each other with respect to certain properties measured by a set of variables, plays an important role in many statistical methods. For example, classification, clustering, and data visualization…

Machine Learning · Statistics 2023-01-06 Michel van de Velden , Alfonso Iodice D'Enza , Angelos Markos , Carlo Cavicchia

We present a framework for designing scores to summarize performance metrics. Our design has two multi-criteria objectives: (1) improving on scores should improve all performance metrics, and (2) achieving pareto-optimal scores should…

Computers and Society · Computer Science 2024-10-10 Anmol Kabra , Mina Karzand , Tosca Lechner , Nathan Srebro , Serena Wang

Propensity score matching is a common tool for adjusting for observed confounding in observational studies, but is known to have limitations in the presence of unmeasured confounding. In many settings, researchers are confronted with…

Methodology · Statistics 2017-12-08 Georgia Papadogeorgou , Christine Choirat , Corwin Zigler

Composite likelihood estimation has an important role in the analysis of multivariate data for which the full likelihood function is intractable. An important issue in composite likelihood inference is the choice of the weights associated…

Methodology · Statistics 2015-12-15 Davide Ferrari , Chao Zheng

Event-based cameras are increasingly utilized in various applications, owing to their high temporal resolution and low power consumption. However, a fundamental challenge arises when deploying multiple such cameras: they operate on…

Robotics · Computer Science 2023-10-02 Wanli Xing , Shijie Lin , Guangze Zheng , Yanjun Du , Jia Pan

One of the significant challenges in monitoring the quality of products today is the high dimensionality of quality characteristics. In this paper, we address Phase I analysis of high-dimensional processes with individual observations when…

Methodology · Statistics 2023-01-02 Mohsen Ebadi , Shojaeddin Chenouri , Stefan H. Steiner

As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating…

Methodology · Statistics 2024-10-08 Jiawei Ge , Debarghya Mukherjee , Jianqing Fan

We investigate the problem of calibration and assessment of predictive rules in prognostic designs when missing values are present in the predictors. Our paper has two key objectives which are entwined. The first is to investigate how the…

Methodology · Statistics 2018-10-12 B. J. A. Mertens , E. Banzato , L. C. de Wreede

Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are…

Machine Learning · Computer Science 2020-09-09 Francisco J. Baldán , José M. Benítez

Missing values are prevalent in multivariate time series, compromising the integrity of analyses and degrading the performance of downstream tasks. Consequently, research has focused on multivariate time series imputation, aiming to…

Machine Learning · Computer Science 2024-08-13 Jianping Zhou , Junhao Li , Guanjie Zheng , Xinbing Wang , Chenghu Zhou