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Motivated by an increasing demand for models that can effectively describe features of complex multivariate time series, e.g. from sensor data in biomechanics, motion analysis, and sports science, we introduce a novel state-space modeling…

Methodology · Statistics 2025-06-23 Alice Giampino , Bernardo Nipoti , Marina Vannucci , Michele Guindani

Point process models are widely used for continuous asynchronous event data, where each data point includes time and additional information called "marks", which can be locations, nodes, or event types. This paper presents a novel point…

Machine Learning · Statistics 2024-11-12 Zheng Dong , Matthew Repasky , Xiuyuan Cheng , Yao Xie

Video action anticipation aims to predict future action categories from observed frames. Current state-of-the-art approaches mainly resort to recurrent neural networks to encode history information into hidden states, and predict future…

Computer Vision and Pattern Recognition · Computer Science 2020-03-10 Wen Wang , Xiaojiang Peng , Yanzhou Su , Yu Qiao , Jian Cheng

This paper introduces a novel framework for modeling temporal events with complex longitudinal dependency that are generated by dependent sources. This framework takes advantage of multidimensional point processes for modeling time of…

Machine Learning · Statistics 2016-10-04 Seyed Abbas Hosseini , Ali Khodadadi , Soheil Arabzade , Hamid R. Rabiee

An event sequence generated by a temporal point process is often associated with a hidden and structured event branching process that captures the triggering relations between its historical and current events. In this study, we design a…

Machine Learning · Computer Science 2025-01-09 Qingmei Wang , Yuxin Wu , Yujie Long , Jing Huang , Fengyuan Ran , Bing Su , Hongteng Xu

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

Spatio-temporal signals arising from event-driven biological processes, such as surface electromyography (sEMG), exhibit asynchronous and highly structured activation patterns that are challenging to model using conventional discrete or…

Machine Learning · Computer Science 2026-05-05 Magnus Bengtsson

Many of today's data is time-series data originating from various sources, such as sensors, transaction systems, or production systems. Major challenges with such data include privacy and business sensitivity. Generative time-series models…

Machine Learning · Computer Science 2024-06-19 David Bergström , Mattias Tiger , Fredrik Heintz

We incorporate discrete and continuous time Markov processes as building blocks into probabilistic graphical models with latent and observed variables. We introduce the automatic Backward Filtering Forward Guiding (BFFG) paradigm (Mider et…

Computation · Statistics 2022-11-02 Frank van der Meulen , Moritz Schauer

Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…

Computation · Statistics 2015-03-10 Jason Xu , Vladimir N. Minin

Modeling the evolution of high-dimensional systems from limited snapshot observations at irregular time points poses a significant challenge in quantitative biology and related fields. Traditional approaches often rely on dimensionality…

Machine Learning · Computer Science 2025-08-07 Justin Lee , Behnaz Moradijamei , Heman Shakeri

Numerous powerful point process models have been developed to understand temporal patterns in sequential data from fields such as health-care, electronic commerce, social networks, and natural disaster forecasting. In this paper, we develop…

Computer Vision and Pattern Recognition · Computer Science 2018-08-15 Yatao Zhong , Bicheng Xu , Guang-Tong Zhou , Luke Bornn , Greg Mori

Statistical models and methods for determinantal point processes (DPPs) seem largely unexplored. We demonstrate that DPPs provide useful models for the description of spatial point pattern datasets where nearby points repel each other. Such…

Statistics Theory · Mathematics 2016-04-28 Frédéric Lavancier , Jesper Møller , Ege Rubak

Temporal Point Processes (TPPs), especially Hawkes Process are commonly used for modeling asynchronous event sequences data such as financial transactions and user behaviors in social networks. Due to the strong fitting ability of neural…

Machine Learning · Computer Science 2024-05-14 Anningzhe Gao , Shan Dai

Temporal point process as the stochastic process on continuous domain of time is commonly used to model the asynchronous event sequence featuring with occurrence timestamps. Thanks to the strong expressivity of deep neural networks, they…

Machine Learning · Computer Science 2024-12-25 Haitao Lin , Cheng Tan , Lirong Wu , Zhangyang Gao , Zicheng Liu , Stan. Z. Li

Self- and mutually-exciting point processes are popular models in machine learning and statistics for dependent discrete event data. To date, most existing models assume stationary kernels (including the classical Hawkes processes) and…

Machine Learning · Computer Science 2022-02-15 Shixiang Zhu , Haoyun Wang , Zheng Dong , Xiuyuan Cheng , Yao Xie

We consider the situation where a temporal process is composed of contiguous segments with differing slopes and replicated noise-corrupted time series measurements are observed. The unknown mean of the data generating process is modelled as…

We propose in this paper a new generative model for graphs that uses a latent space approach to explain timestamped interactions. The model is designed to provide global estimates of activity dates in historical networks where only the…

Statistics Theory · Mathematics 2013-10-21 Fabrice Rossi , Pierre Latouche

Trajectory prediction is a pivotal component of autonomous driving systems, enabling the application of accumulated movement experience to current scenarios. Although most existing methods concentrate on learning continuous representations…

Computer Vision and Pattern Recognition · Computer Science 2024-10-04 Hang Guo , Yuzhen Zhang , Tianci Gao , Junning Su , Pei Lv , Mingliang Xu

With the advancement of sensing technology, multivariate time series classification (MTSC) has recently received considerable attention. Existing deep learning-based MTSC techniques, which mostly rely on convolutional or recurrent neural…

Machine Learning · Computer Science 2021-11-09 Ziheng Duan , Haoyan Xu , Yueyang Wang , Yida Huang , Anni Ren , Zhongbin Xu , Yizhou Sun , Wei Wang