Related papers: Temporal Gaussian Copula For Clinical Multivariate…

In this work, we use Deep Gaussian Processes (DGPs) as statistical surrogates for stochastic processes with complex distributions. Conventional inferential methods for DGP models can suffer from high computational complexity as they require…

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…

Clustering task of mixed data is a challenging problem. In a probabilistic framework, the main difficulty is due to a shortage of conventional distributions for such data. In this paper, we propose to achieve the mixed data clustering with…

This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian mixture models, has shown interesting properties when…

Causal discovery between collections of time-series data can help diagnose causes of symptoms and hopefully prevent faults before they occur. However, reliable causal discovery can be very challenging, especially when the data acquisition…

Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost…

Missing data imputation remains a fundamental challenge in modern data science, especially when uncertainty quantification is essential. In this work, we propose MissBGM, an AI-powered missing data imputation method via Bayesian generative…

This work introduces the Efficient Transformed Gaussian Process (ETGP), a new way of creating C stochastic processes characterized by: 1) the C processes are non-stationary, 2) the C processes are dependent by construction without needing a…

Although it is widely understood that pulsar timing observations generally contain time-correlated stochastic signals (TCSSs; red timing noise is of this type), most data analysis techniques that have been developed make an assumption that…

Timeseries regression models often struggle to leverage large volumes of labeled multimodal data, particularly when the data are irregularly sampled or contain missing values. This is common in domains like healthcare and predictive…

Interrupted time series (ITS) is often used to evaluate the effectiveness of a health policy intervention that accounts for the temporal dependence of outcomes. When the outcome of interest is a percentage or percentile, the data can be…

Time series are widely used as signals in many classification/regression tasks. It is ubiquitous that time series contains many missing values. Given multiple correlated time series data, how to fill in missing values and to predict their…

Many multivariate time series anomaly detection frameworks have been proposed and widely applied. However, most of these frameworks do not consider intrinsic relationships between variables in multivariate time series data, thus ignoring…

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Exposure to air pollution is associated with increased morbidity and mortality. Recent technological advancements permit the collection of time-resolved personal exposure data. Such data are often incomplete with missing observations and…

We introduce causal inference reasoning to cross-over trials, with a focus on Thorough QT (TQT) studies. For such trials, we propose different sets of assumptions and consider their impact on the modelling strategy and estimation procedure.…

Temporal Graph Clustering (TGC) is a new task with little attention, focusing on node clustering in temporal graphs. Compared with existing static graph clustering, it can find the balance between time requirement and space requirement…

We introduce a new model for multivariate probabilistic time series prediction, designed to flexibly address a range of tasks including forecasting, interpolation, and their combinations. Building on copula theory, we propose a simplified…

Handling missing data in time series is a complex problem due to the presence of temporal dependence. General-purpose imputation methods, while widely used, often distort key statistical properties of the data, such as variance and…

The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous…