Related papers: Information Theory Inspired Pattern Analysis for T…
In this paper, a new model-free anomaly detection framework is proposed for time-series induced by industrial dynamical systems.The framework lies in the category of conventional approaches which enable appealing features such as a learning…
Predictability of behavior has emerged an an important characteristic in many fields including biology, medicine, and marketing. Behavior can be recorded as a sequence of actions performed by an individual over a given time period. This…
Information theory is a powerful framework for quantifying complexity, uncertainty, and dynamical structure in time-series data, with widespread applicability across disciplines such as physics, finance, and neuroscience. However, the…
This paper introduces a high-order Markov chain task to investigate how transformers learn to integrate information from multiple past positions with varying statistical significance. We demonstrate that transformers learn this task…
Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…
Shannon's information entropy measures of the uncertainty of an event's outcome. If learning about a system reflects a decrease in uncertainty, then a plausible intuition is that learning should be accompanied by a decrease in the entropy…
We provide an information-theoretic analysis of Thompson sampling that applies across a broad range of online optimization problems in which a decision-maker must learn from partial feedback. This analysis inherits the simplicity and…
Several data-driven approaches based on information theory have been proposed for analyzing high-order interactions involving three or more components of a network system. Most of these methods are defined only in the time domain and rely…
In this paper, we consider the nonstationary matrix-valued time series with common stochastic trends. Unlike the traditional factor analysis which flattens matrix observations into vectors, we adopt a matrix factor model in order to fully…
Discovering relevant patterns for a particular user remains a challenging tasks in data mining. Several approaches have been proposed to learn user-specific pattern ranking functions. These approaches generalize well, but at the expense of…
Topological data analysis (TDA) approaches are becoming increasingly popular for studying the dependence patterns in multivariate time series data. In particular, various dependence patterns in brain networks may be linked to specific tasks…
Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of…
Many current approaches to the design of intrusion detection systems apply feature selection in a static, non-adaptive fashion. These methods often neglect the dynamic nature of network data which requires to use adaptive feature selection…
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…
Using information theory, we propose an estimation method for traits parameters in a Darwinian evolution model for species with on trait or multiple traits. We use the Fisher's information to obtain the errors on the estimation for one…
Extensions to various information theoretic quantities used for nonlinear time series analysis are discussed, as well as their relationship to the generalized correlation integral. It is shown that calculating redundancies from the…
Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…
An important feature of all real-world networks is that the network structure changes over time. Due to this dynamic nature, it becomes difficult to propose suitable growth models that can explain the various important characteristic…
Determining the most appropriate features for machine learning predictive models is challenging regarding performance and feature acquisition costs. In particular, global feature choice is limited given that some features will only benefit…
A highly comparative, feature-based approach to time series classification is introduced that uses an extensive database of algorithms to extract thousands of interpretable features from time series. These features are derived from across…