Related papers: Modeling and Simulating Dependence in Networks Usi…
These lecture notes provide an overview of existing methodologies and recent developments for estimation and inference with high dimensional time series regression models. First, we present main limit theory results for high dimensional…
In this paper, we aim to improve multivariate anomaly detection (AD) by modeling the \textit{time-varying non-linear spatio-temporal correlations} found in multivariate time series data . In multivariate time series data, an anomaly may be…
Dynamic network models (DNMs) are belief networks for temporal reasoning. The DNM methodology combines techniques from time series analysis and probabilistic reasoning to provide (1) a knowledge representation that integrates…
Topological Data Analysis (TDA) is an emergent field that aims to discover topological information hidden in a dataset. TDA tools have been commonly used to create filters and topological descriptors to improve Machine Learning (ML)…
We implement a computational pipeline based on a recent machine learning technique, namely the Topological Data Analysis (TDA), that has the capability of extracting powerful information-carrying topological features. We apply such a method…
Many scientific areas, from computer science to the environmental sciences and finance, give rise to multivariate time series which exhibit long memory, or loosely put, a slow decay in their autocorrelation structure. Efficient modelling…
Topological data analysis (TDA) provides insight into data shape. The summaries obtained by these methods are principled global descriptions of multi-dimensional data whilst exhibiting stable properties such as robustness to deformation and…
Network analysis is often focused on characterizing the dependencies between network relations and node-level attributes. Potential relationships are typically explored by modeling the network as a function of the nodal attributes or by…
The surge of data available on the Internet has driven the adoption of a wide range of computational methods for analyzing and extracting insights from large-scale data. Among these, Machine Learning (ML) has become a central paradigm,…
We introduce a new class of latent process models for dynamic relational network data with the goal of detecting time-dependent structure. Network data are often observed over time, and static network models for such data may fail to…
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…
Deep learning has performed remarkably well on many tasks recently. However, the superior performance of deep models relies heavily on the availability of a large number of training data, which limits the wide adaptation of deep models on…
Network datasets typically exhibit certain types of statistical dependencies, such as within-dyad correlation, row and column heterogeneity, and third-order dependence patterns such as transitivity and clustering. The first two of these can…
In recent decades, hypergraphs and their analysis through Topological Data Analysis (TDA) have emerged as powerful tools for understanding complex data structures. Various methods have been developed to construct hypergraphs -- referred to…
Deep neural networks are powerful tools to model observations over time with non-linear patterns. Despite the widespread use of neural networks in such settings, most theoretical developments of deep neural networks are under the assumption…
Graphical models have gained a lot of attention recently as a tool for learning and representing dependencies among variables in multivariate data. Often, domain scientists are looking specifically for differences among the dependency…
We propose a framework for constructing combinatorial complexes (CCs) from fMRI time series data that captures both pairwise and higher-order neural interactions through information-theoretic measures, bridging topological deep learning and…
In a world abundant with diverse data arising from complex acquisition techniques, there is a growing need for new data analysis methods. In this paper we focus on high-dimensional data that are organized into several hierarchical datasets.…
Childhood maltreatment may adversely affect brain development and consequently influence behavioral, emotional, and psychological patterns during adulthood. In this study, we propose an analytical pipeline for modeling the altered…
Traditional Topological Data Analysis (TDA) methods, such as Persistent Homology (PH), rely on distance measures (e.g., cross-correlation, partial correlation, coherence, and partial coherence) that are symmetric by definition. While useful…