Related papers: Summary Markov Models for Event Sequences
Continuously-observed event occurrences, often exhibit self- and mutually-exciting effects, which can be well modeled using temporal point processes. Beyond that, these event dynamics may also change over time, with certain periodic trends.…
We describe how graphical Markov models started to emerge in the last 40 years, based on three essential concepts that had been developed independently more than a century ago. Sequences of joint or single regressions and their regression…
We present a new algorithm for discovering patterns in time series and other sequential data. We exhibit a reliable procedure for building the minimal set of hidden, Markovian states that is statistically capable of producing the behavior…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
Event detection on social media has attracted a number of researches, given the recent availability of large volumes of social media discussions. Previous works on social media event detection either assume a specific type of event, or…
To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process…
We address causal reasoning in multivariate time series data generated by stochastic processes. Existing approaches are largely restricted to static settings, ignoring the continuity and emission of variations across time. In contrast, we…
In recent years there has been a substantial increase in the availability of datasets which contain information about the location and timing of an event or group of events and the application of methods to analyse spatio-temporal datasets…
Understanding causality in event sequences where outcome labels such as diseases or system failures arise from preceding events like symptoms or error codes is critical. Yet remains an unsolved challenge across domains like healthcare or…
We explored the challenge of predicting and explaining the occurrence of events within sequences of data points. Our focus was particularly on scenarios in which unknown triggers causing the occurrence of events may consist of…
Recommender systems are widely used for suggesting books, education materials, and products to users by exploring their behaviors. In reality, users' preferences often change over time, leading to studies on time-dependent recommender…
The purpose of time series analysis via mechanistic models is to reconcile the known or hypothesized structure of a dynamical system with observations collected over time. We develop a framework for constructing nonlinear mechanistic models…
Identifying causality behind complex systems plays a significant role in different domains, such as decision making, policy implementations, and management recommendations. However, existing causality studies on temporal event sequences…
Event time models predict occurrence times of an event of interest based on known features. Recent work has demonstrated that neural networks achieve state-of-the-art event time predictions in a variety of settings. However, standard event…
User event modeling plays a central role in many machine learning applications, with use cases spanning e-commerce, social media, finance, cybersecurity, and other domains. User events can be broadly categorized into personal events, which…
This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…
We consider models for molecular sequence evolution in which the transition rates at each site depend on the local sequence context, giving rise to a time-inhomogeneous Markov process in which sites evolve under a complex dependency…
The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…
Causal inference is a science with multi-disciplinary evolution and applications. On the one hand, it measures effects of treatments in observational data based on experimental designs and rigorous statistical inference to draw causal…
In this paper, the recurrent events that can occur more than one over the follow-up time have been modeled by phase-type distributions. We use the finite-state continuous-time Markov process with multi states for patients with recurrent…