Related papers: Spectral structure learning for clinical time seri…
Promising results have driven a recent surge of interest in continuous optimization methods for Bayesian network structure learning from observational data. However, there are theoretical limitations on the identifiability of underlying…
We consider structural equation models in which variables can be written as a function of their parents and noise terms, which are assumed to be jointly independent. Corresponding to each structural equation model, there is a directed…
Time series are the primary data type used to record dynamic system measurements and generated in great volume by both physical sensors and online processes (virtual sensors). Time series analytics is therefore crucial to unlocking the…
Times series classification can be successfully tackled by jointly learning a shapelet-based representation of the series in the dataset and classifying the series according to this representation. However, although the learned shapelets…
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…
In this paper, we tackle structure learning of Directed Acyclic Graphs (DAGs), with the idea of exploiting available prior knowledge of the domain at hand to guide the search of the best structure. In particular, we assume to know the…
Directed acyclic graphs (DAGs) are commonly used to model causal relationships among random variables. In general, learning the DAG structure is both computationally and statistically challenging. Moreover, without additional information,…
This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that…
Discovering causal relations from observational time series without making the stationary assumption is a significant challenge. In practice, this challenge is common in many areas, such as retail sales, transportation systems, and medical…
Regularization improves generalization of supervised models to out-of-sample data. Prior works have shown that prediction in the causal direction (effect from cause) results in lower testing error than the anti-causal direction. However,…
Electronic Health Records (EHR) are high-dimensional data with implicit connections among thousands of medical concepts. These connections, for instance, the co-occurrence of diseases and lab-disease correlations can be informative when…
The purpose of this paper is to infer a global (collective) model of time-varying responses of a set of nodes as a dynamic graph, where the individual time series are respectively observed at each of the nodes. The motivation of this work…
Graphical models can represent a multivariate distribution in a convenient and accessible form as a graph. Causal models can be viewed as a special class of graphical models that not only represent the distribution of the observed system…
Accurate traffic flow forecasting is a crucial research topic in transportation management. However, it is a challenging problem due to rapidly changing traffic conditions, high nonlinearity of traffic flow, and complex spatial and temporal…
Recurrent neural networks (RNNs) are a popular choice for modeling sequential data. Modern RNN architectures assume constant time-intervals between observations. However, in many datasets (e.g. medical records) observation times are…
Causal structure discovery from observational data is fundamental to the causal understanding of autonomous systems such as medical decision support systems, advertising campaigns and self-driving cars. This is essential to solve well-known…
Temporal graphs represent graph evolution over time, and have been receiving considerable research attention. Work on expressing temporal graph patterns or discovering temporal motifs typically assumes relatively simple temporal…
This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…
When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…
This paper focuses on the statistical analysis of shapes of data objects called shape graphs, a set of nodes connected by articulated curves with arbitrary shapes. A critical need here is a constrained registration of points (nodes to…