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Getting a robust time-series clustering with best choice of distance measure and appropriate representation is always a challenge. We propose a novel mechanism to identify the clusters combining learned compact representation of…

Machine Learning · Computer Science 2021-01-12 Soma Bandyopadhyay , Anish Datta , Arpan Pal

The forecasting of multi-variate time processes through graph-based techniques has recently been addressed under the graph signal processing framework. However, problems in the representation and the processing arise when each time series…

Signal Processing · Electrical Eng. & Systems 2020-04-20 Alberto Natali , Elvin Isufi , Geert Leus

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

Statistical Finance · Quantitative Finance 2021-08-27 Li Guo , Wolfgang Karl Härdle , Yubo Tao

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

Methodology · Statistics 2022-11-18 Li Guo , Wolfgang Karl Härdle , Yubo Tao

Most real-world graphs exhibit a hierarchical structure, which is often overlooked by existing graph generation methods. To address this limitation, we propose a novel graph generative network that captures the hierarchical nature of graphs…

Machine Learning · Computer Science 2026-01-01 Mahdi Karami

Graphical forecasting models learn the structure of time series data via projecting onto a graph, with recent techniques capturing spatial-temporal associations between variables via edge weights. Hierarchical variants offer a distinct…

Machine Learning · Computer Science 2025-04-04 Thomas Bailie , Yun Sing Koh , S. Karthik Mukkavilli , Varvara Vetrova

In this paper, we propose REASON, a novel framework that enables the automatic discovery of both intra-level (i.e., within-network) and inter-level (i.e., across-network) causal relationships for root cause localization. REASON consists of…

Machine Learning · Computer Science 2023-02-07 Dongjie Wang , Zhengzhang Chen , Jingchao Ni , Liang Tong , Zheng Wang , Yanjie Fu , Haifeng Chen

A structural causal model is made of endogenous (manifest) and exogenous (latent) variables. We show that endogenous observations induce linear constraints on the probabilities of the exogenous variables. This allows to exactly map a causal…

Artificial Intelligence · Computer Science 2020-08-04 Marco Zaffalon , Alessandro Antonucci , Rafael Cabañas

Variational autoencoders (VAE) are powerful generative models that learn the latent representations of input data as random variables. Recent studies show that VAE can flexibly learn the complex temporal dynamics of time series and achieve…

Machine Learning · Computer Science 2023-11-14 Borui Cai , Shuiqiao Yang , Longxiang Gao , Yong Xiang

Causal discovery from observational data is a challenging task that can only be solved up to a set of equivalent solutions, called an equivalence class. Such classes, which are often large in size, encode uncertainties about the orientation…

Machine Learning · Computer Science 2022-03-01 Philippe Brouillard , Perouz Taslakian , Alexandre Lacoste , Sebastien Lachapelle , Alexandre Drouin

Major postoperative complications are devastating to surgical patients. Some of these complications are potentially preventable via early predictions based on intraoperative data. However, intraoperative data comprise long and fine-grained…

Machine Learning · Computer Science 2022-10-11 Dingwen Li , Bing Xue , Christopher King , Bradley Fritz , Michael Avidan , Joanna Abraham , Chenyang Lu

Well-calibrated probabilistic regression models are a crucial learning component in robotics applications as datasets grow rapidly and tasks become more complex. Unfortunately, classical regression models are usually either probabilistic…

Machine Learning · Computer Science 2023-09-12 Hany Abdulsamad , Peter Nickl , Pascal Klink , Jan Peters

Modern applications have made ubiquitous high-dimensional data, especially time-dependent data, with more and more complicated structures, and it also has become more frequent to encounter the scenario of hierarchical relationships among…

Methodology · Statistics 2026-04-06 Lan Li , Shibo Yu , Yingzhou Wang , Guodong Li

The enhanced Deep Hierarchical Video Compression-DHVC 2.0-has been introduced. This single-model neural video codec operates across a broad range of bitrates, delivering not only superior compression performance to representative methods…

Image and Video Processing · Electrical Eng. & Systems 2024-10-04 Ming Lu , Zhihao Duan , Wuyang Cong , Dandan Ding , Fengqing Zhu , Zhan Ma

Estimating the structure of directed acyclic graphs (DAGs) from observational data remains a significant challenge in machine learning. Most research in this area concentrates on learning a single DAG for the entire population. This paper…

Machine Learning · Statistics 2024-02-21 Ryan Thompson , Edwin V. Bonilla , Robert Kohn

We introduce a novel ensemble approach for feature selection based on hierarchical stacking for non-stationarity and/or a limited number of samples with a large number of features. Our approach exploits the co-dependency between features…

Machine Learning · Computer Science 2024-10-08 Aysin Tumay , Mustafa E. Aydin , Ali T. Koc , Suleyman S. Kozat

We consider the task of estimating a high-dimensional directed acyclic graph, given observations from a linear structural equation model with arbitrary noise distribution. By exploiting properties of common random graphs, we develop a new…

Machine Learning · Statistics 2019-12-30 Arjun Sondhi , Ali Shojaie

Causal structure learning has long been the central task of inferring causal insights from data. Despite the abundance of real-world processes exhibiting higher-order mechanisms, however, an explicit treatment of interactions in causal…

Machine Learning · Computer Science 2025-11-07 James Enouen , Yujia Zheng , Ignavier Ng , Yan Liu , Kun Zhang

Healthcare artificial intelligence systems often degrade in performance when deployed across institutions, with documented performance drops and perpetuation of discriminatory patterns embedded in data. This brittleness comes, in part, from…

Machine Learning · Computer Science 2026-03-30 Munib Mesinovic , Max Buhlan , Tingting Zhu

Multivariate time series is prevalent in many scientific and industrial domains. Modeling multivariate signals is challenging due to their long-range temporal dependencies and intricate interactions--both direct and indirect. To confront…

Machine Learning · Computer Science 2023-12-01 Juhyeon Kim , Hyungeun Lee , Seungwon Yu , Ung Hwang , Wooyul Jung , Miseon Park , Kijung Yoon
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