相关论文: Temporal Poisson Square Root Graphical Models

Computational astrochemical models are essential for helping us interpret and understand the observations of different astrophysical environments. In the age of high-resolution telescopes such as JWST and ALMA, the substructure of many…

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…

We present Parametric Piecewise Linear Networks (PPLNs) for temporal vision inference. Motivated by the neuromorphic principles that regulate biological neural behaviors, PPLNs are ideal for processing data captured by event cameras, which…

Recently, the incorporation of both temporal features and the correlation across time series has become an effective approach in time series prediction. Spatio-Temporal Graph Neural Networks (STGNNs) demonstrate good performance on many…

Tensor decomposition has emerged as a prominent technique to learn low-dimensional representation under the supervision of reconstruction error, primarily benefiting data inference tasks like completion and imputation, but not…

Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Probabilistic graphical models (PGMs) provide a compact representation of knowledge that can be queried in a flexible way: after learning the parameters of a graphical model once, new probabilistic queries can be answered at test time…

Graphical models are an important tool in exploring relationships between variables in complex, multivariate data. Methods for learning such graphical models are well developed in the case where all variables are either continuous or…

We propose in this paper a random intercept Poisson model in which the random effect distribution is assumed to follow a generalized log-gamma (GLG) distribution. We derive the first two moments for the marginal distribution as well as the…

We use the Stein-Chen method to obtain compound Poisson approximations for the distribution of the number of subgraphs in a generalised stochastic block model which are isomorphic to some fixed graph. This model generalises the classical…

Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

This study addresses the challenges of symptom evolution complexity and insufficient temporal dependency modeling in Parkinson's disease progression prediction. It proposes a unified prediction framework that integrates structural…

We develop a novel asymptotic theory for local polynomial extremum estimators of time-varying parameters in a broad class of nonlinear time series models. We show the proposed estimators are consistent and follow normal distributions in…

A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…

This paper proposes Fourier-based and wavelet-based techniques for analyzing periodic financial time series. Conventional models such as the periodic autoregressive conditional heteroscedastic (PGARCH) and periodic autoregressive…

Estimating the covariance structure of multivariate time series is a fundamental problem with a wide-range of real-world applications -- from financial modeling to fMRI analysis. Despite significant recent advances, current state-of-the-art…

As the interference in PPP based wireless networks exhibit spatial correlation, any joint analysis involving multiple spatial points either end up with numerical integrations over $\mathbb{R}^2$ or become analytically too intractable. To…

This paper explores foundational and applied aspects of survival analysis, using fall risk assessment as a case study. It revisits key time-related probability distributions and statistical methods, including logistic regression, Poisson…

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…