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Temporal point processes are the dominant paradigm for modeling sequences of events happening at irregular intervals. The standard way of learning in such models is by estimating the conditional intensity function. However, parameterizing…

Machine Learning · Computer Science 2020-01-24 Oleksandr Shchur , Marin Biloš , Stephan Günnemann

Signal processing and Information theory are two disparate fields used for characterizing signals for various scientific and engineering applications. Spectral/Fourier analysis, a technique employed in signal processing, helps estimation of…

Information Theory · Computer Science 2023-09-22 Aditi Kathpalia , Nithin Nagaraj

Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…

Optimization and Control · Mathematics 2016-11-17 Araz Hashemi , G. Yin , Le Yi Wang

Understanding temporal information and how the visual world changes over time is a fundamental ability of intelligent systems. In video understanding, temporal information is at the core of many current challenges, including compression,…

Computer Vision and Pattern Recognition · Computer Science 2019-10-31 Laura Sevilla-Lara , Shengxin Zha , Zhicheng Yan , Vedanuj Goswami , Matt Feiszli , Lorenzo Torresani

While information theory has been introduced to characterize the fundamental limitations of control and filtering for a few decades, the existing information-theoretic methods are indirect and cumbersome for analyzing the limitations of…

Information Theory · Computer Science 2026-02-03 Neng Wan , Dapeng Li , Naira Hovakimyan

The key findings of classical population genetics are derived using a framework based on information theory using the entropies of the allele frequency distribution as a basis. The common results for drift, mutation, selection, and gene…

Populations and Evolution · Quantitative Biology 2012-06-11 Reginald D. Smith

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

We present a new method for inferring hidden Markov models from noisy time sequences without the necessity of assuming a model architecture, thus allowing for the detection of degenerate states. This is based on the statistical prediction…

Quantitative Methods · Quantitative Biology 2012-01-24 David Kelly , Mark Dillingham , Andrew Hudson , Karoline Wiesner

Recent trends in information management involve the periodic transcription of data onto secondary devices in a networked environment, and the proper scheduling of these transcriptions is critical for efficient data management. To assist in…

Databases · Computer Science 2007-05-23 Avigdor Gal , Jonathan Eckstein

Information-theoretic (IT) measures are ubiquitous in artificial intelligence: entropy drives decision-tree splits and uncertainty quantification, cross-entropy is the default classification loss, mutual information underpins representation…

Artificial Intelligence · Computer Science 2026-04-28 Nikolaos Al. Papadopoulos , Konstantinos E. Psannis

Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…

Machine Learning · Computer Science 2021-01-07 Satya Narayan Shukla , Benjamin M. Marlin

When monitoring the dynamics of stochastic systems, such as interacting particles agitated by thermal noise, disentangling deterministic forces from Brownian motion is challenging. Indeed, we show that there is an information-theoretic…

Soft Condensed Matter · Physics 2020-04-16 Anna Frishman , Pierre Ronceray

A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the time series not only on a specific scale but for a range of…

Data Analysis, Statistics and Probability · Physics 2009-11-13 A. P. Nawroth , J. Peinke

Efficient anomaly detection and diagnosis in multivariate time-series data is of great importance for modern industrial applications. However, building a system that is able to quickly and accurately pinpoint anomalous observations is a…

Machine Learning · Computer Science 2022-05-17 Shreshth Tuli , Giuliano Casale , Nicholas R. Jennings

Time series analysis has proven to be a powerful method to characterize several phenomena in biology, neuroscience and economics, and to understand some of their underlying dynamical features. Despite a plethora of methods have been…

Physics and Society · Physics 2023-03-01 Andrea Santoro , Federico Battiston , Giovanni Petri , Enrico Amico

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

Machine Learning · Computer Science 2019-03-26 Samuel Arcadinho , Paulo Mateus

Given a dataset on actions and resulting long-term rewards, a direct estimation approach fits value functions that minimize prediction error on the training data. Temporal difference learning (TD) methods instead fit value functions by…

Machine Learning · Computer Science 2024-02-15 David Cheikhi , Daniel Russo

There are time series that are amenable to recurrent neural network (RNN) solutions when treated as sequences, but some series, e.g. asynchronous time series, provide a richer variation of feature types than current RNN cells take into…

Machine Learning · Statistics 2018-09-25 Alexander Stec , Diego Klabjan , Jean Utke

We present a system for online probabilistic event forecasting. We assume that a user is interested in detecting and forecasting event patterns, given in the form of regular expressions. Our system can consume streams of events and forecast…

Databases · Computer Science 2018-12-18 Elias Alevizos , Alexander Artikis , Georgios Paliouras

In many scenarios, humans prefer a text-based representation of quantitative data over numerical, tabular, or graphical representations. The attractiveness of textual summaries for complex data has inspired research on data-to-text systems.…

Machine Learning · Computer Science 2020-04-06 Pegah Jandaghi , Jay Pujara