Related papers: Graph Learning from Multivariate Dependent Time Se…
Causal discovery from i.i.d. observational data is known to be generally ill-posed. We demonstrate that if we have access to the distribution {induced} by a structural causal model, and additional data from (in the best case) \textit{only…
Graph deep learning has recently emerged as a powerful ML concept allowing to generalize successful deep neural architectures to non-Euclidean structured data. Such methods have shown promising results on a broad spectrum of applications…
Multivariate time series classification (MTSC) is an important data mining task, which can be effectively solved by popular deep learning technology. Unfortunately, the existing deep learning-based methods neglect the hidden dependencies in…
Learning the dependence structure among variables in complex systems is a central problem across medical, natural, and social sciences. These structures can be naturally represented by graphs, and the task of inferring such graphs from data…
Dynamic graphs are extensively employed for detecting anomalous behavior in nodes within the Internet of Things (IoT). Graph generative models are often used to address the issue of imbalanced node categories in dynamic graphs.…
We consider the problem of change-point detection in multivariate time-series. The multivariate distribution of the observations is supposed to follow a graphical model, whose graph and parameters are affected by abrupt changes throughout…
Graph learning problems are typically approached by focusing on learning the topology of a single graph when signals from all nodes are available. However, many contemporary setups involve multiple related networks and, moreover, it is…
This article proposes methods to model nonstationary temporal graph processes. This corresponds to modelling the observation of edge variables (relationships between objects) indicating interactions between pairs of nodes (or objects)…
This paper explores the role of Directed Acyclic Graphs (DAGs) as a representation of conditional independence relationships. We show that DAGs offer polynomially sound and complete inference mechanisms for inferring conditional…
Graph data structures are fundamental for studying connected entities. With an increase in the number of applications where data is represented as graphs, the problem of graph generation has recently become a hot topic. However, despite its…
Computer-aided diagnosis (CADx) has become vital in medical imaging, but automated systems often struggle to replicate the nuanced process of clinical interpretation. Expert diagnosis requires a comprehensive analysis of how abnormalities…
This paper tackles the challenging problem of jointly inferring time-varying network topologies and imputing missing data from partially observed graph signals. We propose a unified non-convex optimization framework to simultaneously…
Graph Signal Processing (GSP) provides a powerful framework for analysing complex, interconnected systems by modelling data as signals on graphs. While recent advances have enabled graph topology learning from observed signals, existing…
Multivariate time-series anomaly detection is critically important in many applications, including retail, transportation, power grid, and water treatment plants. Existing approaches for this problem mostly employ either statistical models…
We consider the problem of learning a sparse undirected graph underlying a given set of multivariate data. We focus on graph Laplacian-related constraints on the sparse precision matrix that encodes conditional dependence between the random…
Modeling heterogeneous correlated time series requires the ability to learn hidden dynamic relationships between component time series with possibly varying periodicities and generative processes. To address this challenge, we formulate and…
Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…
Undirected graphical models are widely used to model the conditional independence structure of vector-valued data. However, in many modern applications, for example those involving EEG and fMRI data, observations are more appropriately…
In this paper, we introduce a novel class of graphical models for representing time lag specific causal relationships and independencies of multivariate time series with unobserved confounders. We completely characterize these graphs and…
Anomaly detection in multivariate time series is a central challenge in industrial monitoring, as failures frequently arise from complex temporal dynamics and cross-sensor interactions. While recent deep learning models, including graph…