Related papers: Spectral structure learning for clinical time seri…
In directed graphs, a cycle can be seen as a structure that allows its vertices to loop back to themselves, or as a structure that allows pairs of vertices to reach each other through distinct paths. We extend these concepts to temporal…
Graph Neural Networks (GNNs) are becoming central in the study of time series, coupled with existing algorithms as Temporal Convolutional Networks and Recurrent Neural Networks. In this paper, we see time series themselves as directed…
Given high-dimensional time series data (e.g., sensor data), how can we detect anomalous events, such as system faults and attacks? More challengingly, how can we do this in a way that captures complex inter-sensor relationships, and…
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…
In many domains, such as healthcare, time-series data is often irregularly sampled with varying intervals between observations. This poses challenges for classical time-series models that require equally spaced data. To address this, we…
Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…
Cox models with time-dependent coefficients and covariates are widely used in survival analysis. In high-dimensional settings, sparse regularization techniques are employed for variable selection, but existing methods for time-dependent Cox…
Understanding the causal relationships between data variables can provide crucial insights into the construction of tabular datasets. Most existing causality learning methods typically focus on applying a single identifiable causal model,…
Effective anomaly detection in time series is pivotal for modern industrial applications and financial systems. Due to the scarcity of anomaly labels and the high cost of manual labeling, reconstruction-based unsupervised approaches have…
Preventing catastrophic forgetting while continually learning new tasks is an essential problem in lifelong learning. Structural regularization (SR) refers to a family of algorithms that mitigate catastrophic forgetting by penalizing the…
Accelerating the data acquisition of dynamic magnetic resonance imaging (MRI) leads to a challenging ill-posed inverse problem, which has received great interest from both the signal processing and machine learning community over the last…
Learning causal graphs from multivariate time series is a ubiquitous challenge in all application domains dealing with time-dependent systems, such as in Earth sciences, biology, or engineering, to name a few. Recent developments for this…
Detecting anomalies in dynamic graphs is a vital task, with numerous practical applications in areas such as security, finance, and social media. Previous network embedding based methods have been mostly focusing on learning good node…
We study Granger causality in the context of wide-sense stationary time series, where our focus is on the topological aspects of the underlying causality graph. We establish sufficient conditions (in particular, we develop the notion of a…
Stroke is a leading cause of neurological injury characterized by impairments in multiple neurological domains including cognition, language, sensory and motor functions. Clinical recovery in these domains is tracked using a wide range of…
Graphs serve as generic tools to encode the underlying relational structure of data. Often this graph is not given, and so the task of inferring it from nodal observations becomes important. Traditional approaches formulate a convex inverse…
One of the key objectives in many fields in machine learning is to discover causal relationships among a set of variables from observational data. In linear non-Gaussian acyclic models (LiNGAM), it can be shown that the true underlying…
Modeling inter-dependencies between time-series is the key to achieve high performance in anomaly detection for multivariate time-series data. The de-facto solution to model the dependencies is to feed the data into a recurrent neural…
Causal discovery in time series is a rapidly evolving field with a wide variety of applications in other areas such as climate science and neuroscience. Traditional approaches assume a stationary causal graph, which can be adapted to…
Causal structure discovery in complex dynamical systems is an important challenge for many scientific domains. Although data from (interventional) experiments is usually limited, large amounts of observational time series data sets are…