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In this paper we combine two powerful computational techniques, well-tempered metadynamics and time lagged independent component analysis. The aim is to develop a new tool for studying rare events and exploring complex free energy…

Statistical Mechanics · Physics 2017-12-08 James McCarty , Michele Parrinello

In unsupervised causal representation learning for sequential data with time-delayed latent causal influences, strong identifiability results for the disentanglement of causally-related latent variables have been established in stationary…

Machine Learning · Computer Science 2024-08-02 Xiangchen Song , Weiran Yao , Yewen Fan , Xinshuai Dong , Guangyi Chen , Juan Carlos Niebles , Eric Xing , Kun Zhang

Multi-dimensional data frequently occur in many different fields, including risk management, insurance, biology, environmental sciences, and many more. In analyzing multivariate data, it is imperative that the underlying modelling…

Methodology · Statistics 2025-06-23 Orla A. Murphy , Juliana Schulz

The world is evolving and so is the vocabulary used to discuss topics in speech. Analysing political speech data from more than 30 years requires the use of flexible topic models to uncover the latent topics and their change in prevalence…

Methodology · Statistics 2025-09-15 Jan Vávra , Bettina Grün , Paul Hofmarcher

We study the problem of modeling and inference for spatio-temporal count processes. Our approach uses parsimonious parameterisations of multivariate autoregressive count time series models, including possible regression on covariates. We…

Methodology · Statistics 2024-11-14 Steffen Maletz , Konstantinos Fokianos , Roland Fried

Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…

Machine Learning · Computer Science 2025-11-14 Ruichu Cai , Xiaokai Huang , Wei Chen , Zijian Li , Zhifeng Hao

We present a framework for learning disentangled and interpretable jointly continuous and discrete representations in an unsupervised manner. By augmenting the continuous latent distribution of variational autoencoders with a relaxed…

Machine Learning · Statistics 2018-10-23 Emilien Dupont

Statistical learning relies upon data sampled from a distribution, and we usually do not care what actually generated it in the first place. From the point of view of causal modeling, the structure of each distribution is induced by…

Machine Learning · Computer Science 2018-09-11 Giambattista Parascandolo , Niki Kilbertus , Mateo Rojas-Carulla , Bernhard Schölkopf

Existing methods for multi-modal time series representation learning aim to disentangle the modality-shared and modality-specific latent variables. Although achieving notable performances on downstream tasks, they usually assume an…

Machine Learning · Computer Science 2024-05-28 Ruichu Cai , Zhifang Jiang , Zijian Li , Weilin Chen , Xuexin Chen , Zhifeng Hao , Yifan Shen , Guangyi Chen , Kun Zhang

Temporal set prediction involves forecasting the elements that will appear in the next set, given a sequence of prior sets, each containing a variable number of elements. Existing methods often rely on intricate architectures with…

Machine Learning · Computer Science 2025-04-25 Ashish Ranjan , Ayush Agarwal , Shalin Barot , Sushant Kumar

This paper studies theory and inference of an observation-driven model for time series of counts. It is assumed that the observations follow a Poisson distribution conditioned on an accompanying intensity process, which is equipped with a…

Methodology · Statistics 2013-07-18 Chao Wang , Heng Liu , Jian-Feng Yao , Richard A. Davis , Wai Keung Li

We introduce a new dynamical system for sequentially observed multivariate count data. This model is based on the gamma--Poisson construction---a natural choice for count data---and relies on a novel Bayesian nonparametric prior that ties…

Machine Learning · Statistics 2017-01-23 Aaron Schein , Mingyuan Zhou , Hanna Wallach

This paper considers the problem of learning, from samples, the dependency structure of a system of linear stochastic differential equations, when some of the variables are latent. In particular, we observe the time evolution of some…

Machine Learning · Computer Science 2012-05-02 Ali Jalali , Sujay Sanghavi

The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…

We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…

Encoding models provide a powerful framework for linking continuous stimulus features to neural activity; however, traditional voxelwise approaches are limited by measurement noise, inter-subject variability, and redundancy arising from…

Computation and Language · Computer Science 2026-04-29 Kamya Hari , Taha Binhuraib , Jin Li , Cory Shain , Anna A. Ivanova

Multivariate functional data present theoretical and practical complications which are not found in univariate functional data. One of these is a situation where the component functions of multivariate functional data are positive and are…

Methodology · Statistics 2023-03-09 Cody Carroll , Hans-Georg Müller

Continuously-observed event occurrences, often exhibit self- and mutually-exciting effects, which can be well modeled using temporal point processes. Beyond that, these event dynamics may also change over time, with certain periodic trends.…

Machine Learning · Computer Science 2024-03-11 Sikun Yang , Hongyuan Zha

When analyzing data from multiple sources, it is often convenient to strike a careful balance between two goals: capturing the heterogeneity of the samples and sharing information across them. We introduce a novel framework to model a…

Methodology · Statistics 2026-03-02 Laura D'Angelo , Bernardo Nipoti , Andrea Ongaro

In the realm of large-scale spatiotemporal data, abrupt changes are commonly occurring across both spatial and temporal domains. This study aims to address the concurrent challenges of detecting change points and identifying spatial…

Methodology · Statistics 2025-05-05 Zerui Zhang , Xin Wang , Xin Zhang , Jing Zhang