相关论文: Adaptive Skip Intervals: Temporal Abstraction for …

While seasonality inherent to raw macroeconomic data is commonly removed by seasonal adjustment techniques before it is used for structural inference, this may distort valuable information in the data. As an alternative method to commonly…

The discovery of reusable sub-routines simplifies decision-making and planning in complex reinforcement learning problems. Previous approaches propose to learn such temporal abstractions in a purely unsupervised fashion through observing…

Classification of sequences of temporal intervals is a part of time series analysis which concerns series of events. We propose a new method of transforming the problem to a task of multivariate series classification. We use one of the…

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

A foundational principle in cognitive science holds that intelligent agents do not learn by storing experiences as isolated instances, but by forming abstract schemas that capture relational structure shared across situations. Even though…

The world is not static: This causes real-world time series to change over time through external, and potentially disruptive, events such as macroeconomic cycles or the COVID-19 pandemic. We present an adaptive sampling strategy that…

Abstraction plays an important role in the generalisation of knowledge and skills and is key to sample efficient learning. In this work, we study joint temporal and state abstraction in reinforcement learning, where temporally-extended…

As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating…

This work focuses on the issue of variable selection in functional regression. Unlike most work in this framework, our approach does not select isolated points in the definition domain of the predictors, nor does it rely on the expansion of…

Many natural systems, such as neurons firing in the brain or basketball teams traversing a court, give rise to time series data with complex, nonlinear dynamics. We can gain insight into these systems by decomposing the data into segments…

Mathematical models of cognition are often memoryless and ignore potential fluctuations of their parameters. However, human cognition is inherently dynamic. Thus, we propose to augment mechanistic cognitive models with a temporal dimension…

Artificial ants are "small" units, moving autonomously on a shared, dynamically changing "space", directly or indirectly exchanging some kind of information. Artificial ants are frequently conceived as a paradigm for collective adaptive…

Deep neural networks are one of the most successful classifiers across different domains. However, due to their limitations concerning interpretability their use is limited in safety critical context. The research field of explainable…

Selecting input variables or design points for statistical models has been of great interest in adaptive design and active learning. Motivated by two scientific examples, this paper presents a strategy of selecting the design points for a…

We investigate model assessment and selection in a changing environment, by synthesizing datasets from both the current time period and historical epochs. To tackle unknown and potentially arbitrary temporal distribution shift, we develop…

In many applications, data are observed as matrices with temporal dependence. Matrix-variate time series modeling is a new branch of econometrics. Although stylized facts in several fields, the existing models do not account for regime…

The practical impact of abstraction-based controller synthesis methods is currently limited by the immense computational effort for obtaining abstractions. In this note we focus on a recently proposed method to compute abstractions whose…

Estimating rare events in complex systems is a key challenge in reliability analysis. The challenge grows in multimodal problems, where traditional methods often rely on a small set of design points and risk overlooking critical failure…

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

An open problem in artificial intelligence is how systems can flexibly learn discrete abstractions that are useful for solving inherently continuous problems. Previous work has demonstrated that a class of hybrid state-space model known as…