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Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide…

Machine Learning · Computer Science 2021-02-25 Anh Tong , Toan Tran , Hung Bui , Jaesik Choi

Marked event data captures events by recording their continuous-valued occurrence timestamps along with their corresponding discrete-valued types. They have appeared in various real-world scenarios such as social media, financial…

Machine Learning · Computer Science 2024-10-28 Hui Chen , Xuhui Fan , Hengyu Liu , Longbing Cao

This study introduces an integrated framework for predictive causal inference designed to overcome limitations inherent in conventional single model approaches. Specifically, we combine a Hidden Markov Model (HMM) for spatial health state…

Methodology · Statistics 2025-10-31 Byunghee Lee , Hye Yeon Sin , Joonsung Kang

Building spatial process models that capture nonstationary behavior while delivering computationally efficient inference is challenging. Nonstationary spatially varying kernels (see, e.g., Paciorek, 2003) offer flexibility and richness, but…

Methodology · Statistics 2025-07-01 Sébastien Coube-Sisqueille , Sudipto Banerjee , Benoît Liquet

Gaussian processes (GPs) provide a principled Bayesian framework for uncertainty estimation, but their computational complexity severely limits scalability to large datasets. We propose SIKA-GP, which accelerates GP inference using sparse…

Machine Learning · Computer Science 2026-05-27 Wenyuan Zhao , Rui Tuo , Chao Tian

Spatiotemporal dynamics models are fundamental for various domains, from heat propagation in materials to oceanic and atmospheric flows. However, currently available neural network-based spatiotemporal modeling approaches fall short when…

Machine Learning · Computer Science 2025-02-11 Valerii Iakovlev , Harri Lähdesmäki

We introduce the Hyperedge-triggered Hawkes (HTH) process for inferring higher-order interaction structure in multi-cellular systems from asynchronous event-time data. Beyond standard pairwise excitation, the HTH intensity includes a term…

Methodology · Statistics 2026-05-27 Zihan Xu

We estimate the general influence functions for spatio-temporal Hawkes processes using a tensor recovery approach by formulating the location dependent influence function that captures the influence of historical events as a tensor kernel.…

Machine Learning · Statistics 2022-11-30 Heejune Sheen , Xiaonan Zhu , Yao Xie

Discovering interaction effects on a response of interest is a fundamental problem faced in biology, medicine, economics, and many other scientific disciplines. In theory, Bayesian methods for discovering pairwise interactions enjoy many…

Computation · Statistics 2022-11-15 Raj Agrawal , Jonathan H. Huggins , Brian Trippe , Tamara Broderick

Probabilistic modeling of multidimensional spatiotemporal data is critical to many real-world applications. As real-world spatiotemporal data often exhibits complex dependencies that are nonstationary and nonseparable, developing effective…

Machine Learning · Statistics 2023-06-01 Mengying Lei , Aurelie Labbe , Lijun Sun

Spatio-temporal prediction of levels of an environmental exposure is an important problem in environmental epidemiology. Our work is motivated by multiple studies on the spatio-temporal distribution of mobile source, or traffic related,…

Applications · Statistics 2014-11-14 Nikolay Bliznyuk , Christopher J. Paciorek , Joel Schwartz , Brent Coull

We introduce the `nhppp' package for simulating events from one-dimensional non-homogeneous Poisson point processes (NHPPPs) in R fast and with a small memory footprint. We developed it to facilitate the sampling of event times in discrete…

Computation · Statistics 2024-05-30 Thomas A. Trikalinos , Yuliia Sereda

We introduce a new class of inter-domain variational Gaussian processes (GP) where data is mapped onto the unit hypersphere in order to use spherical harmonic representations. Our inference scheme is comparable to variational Fourier…

Machine Learning · Statistics 2020-07-01 Vincent Dutordoir , Nicolas Durrande , James Hensman

With the rapid development of web services, large amounts of time series data are generated and accumulated across various domains such as finance, healthcare, and online platforms. As such data often co-evolves with multiple variables…

Machine Learning · Computer Science 2026-02-10 Shingo Higashiguchi , Koki Kawabata , Yasuko Matsubara , Yasushi Sakurai

Gaussian processes have become a popular tool for nonparametric regression because of their flexibility and uncertainty quantification. However, they often use stationary kernels, which limit the expressiveness of the model and may be…

Machine Learning · Computer Science 2025-07-17 Zachary James , Joseph Guinness

Gaussian processes (GPs) are powerful probabilistic models that define flexible priors over functions, offering strong interpretability and uncertainty quantification. However, GP models often rely on simple, stationary kernels which can…

Machine Learning · Computer Science 2025-05-20 Nima Negarandeh , Carlos Mora , Ramin Bostanabad

Neural Marked Temporal Point Processes (MTPP) are flexible models to capture complex temporal inter-dependencies between labeled events. These models inherently learn two predictive distributions: one for the arrival times of events and…

Machine Learning · Computer Science 2024-12-12 Tanguy Bosser , Souhaib Ben Taieb

Capsule Networks attempt to represent patterns in images in a way that preserves hierarchical spatial relationships. Additionally, research has demonstrated that these techniques may be robust against adversarial perturbations. We present…

Machine Learning · Statistics 2019-06-10 Taylor Killian , Justin Goodwin , Olivia Brown , Sung-Hyun Son

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

Gaussian process modulated Poisson processes provide a flexible framework for modelling spatiotemporal point patterns. So far this had been restricted to one dimension, binning to a pre-determined grid, or small data sets of up to a few…

Machine Learning · Statistics 2018-04-04 S. T. John , James Hensman