Related papers: Topological feature selection for time series data
Network theory has proven invaluable in unraveling complex protein interactions. Previous studies have employed statistical methods rooted in network theory, including the Gaussian graphical model, to infer networks among proteins,…
Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…
We consider parameter estimation, hypothesis testing and variable selection for partially time-varying coefficient models. Our asymptotic theory has the useful feature that it can allow dependent, nonstationary error and covariate…
Temporal networks representing a stream of timestamped edges are seemingly ubiquitous in the real-world. However, the massive size and continuous nature of these networks make them fundamentally challenging to analyze and leverage for…
Structural information of phylogenetic tree topologies plays an important role in phylogenetic inference. However, finding appropriate topological structures for specific phylogenetic inference tasks often requires significant design effort…
Multivariate time-dependent data, where multiple features are observed over time for a set of individuals, are increasingly widespread in many application domains. To model these data we need to account for relations among both time…
Network estimation and variable selection have been extensively studied in the statistical literature, but only recently have those two challenges been addressed simultaneously. In this paper, we seek to develop a novel method to…
We consider the problem of variable selection in high-dimensional sparse additive models. We focus on the case that the components belong to nonparametric classes of functions. The proposed method is motivated by geometric considerations in…
We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…
Network models have been widely used to study diverse systems and analyze their dynamic behaviors. Given the structural variability of networks, an intriguing question arises: Can we infer the type of system represented by a network based…
A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…
Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complicated datasets can be interpreted as a temporal sequence of…
Probabilistic learning is increasingly being tackled as an optimization problem, with gradient-based approaches as predominant methods. When modelling multivariate likelihoods, a usual but undesirable outcome is that the learned model fits…
This paper contributes to the multivariate analysis of marked spatio-temporal point process data by introducing different partial point characteristics and extending the spatial dependence graph model formalism. Our approach yields a…
Many machine learning applications such as in vision, biology and social networking deal with data in high dimensions. Feature selection is typically employed to select a subset of features which im- proves generalization accuracy as well…
We use topological data analysis and machine learning to study a seminal model of collective motion in biology [D'Orsogna et al., Phys. Rev. Lett. 96 (2006)]. This model describes agents interacting nonlinearly via attractive-repulsive…
Scientific observations may consist of a large number of variables (features). Identifying a subset of meaningful features is often ignored in unsupervised learning, despite its potential for unraveling clear patterns hidden in the ambient…
This paper presents the first approach to visualize the importance of topological features that define classes of data. Topological features, with their ability to abstract the fundamental structure of complex data, are an integral…
We propose a new Bayesian Markov switching regression model for multidimensional arrays (tensors) of binary time series. We assume a zero-inflated logit regression with time-varying parameters and apply it to multilayer temporal networks.…
Topological data analysis is an emerging area in exploratory data analysis and data mining. Its main tool, persistent homology, has become a popular technique to study the structure of complex, high-dimensional data. In this paper, we…