相关论文: A time-causal and time-recursive scale-covariant s…

This paper presents a framework for time-causal wavelet analysis. It targets real-time processing of temporal signals, where data from the future are not available. The study builds upon temporal scale-space theory, originating from a…

When designing and developing scale selection mechanisms for generating hypotheses about characteristic scales in signals, it is essential that the selected scale levels reflect the extent of the underlying structures in the signal. This…

This paper presents a time-causal analogue of the Gabor filter, as well as a both time-causal and time-recursive analogue of the Gabor transform, where the proposed time-causal representations obey both temporal scale covariance and a…

We present an improved model and theory for time-causal and time-recursive spatio-temporal receptive fields, based on a combination of Gaussian receptive fields over the spatial domain and first-order integrators or equivalently truncated…

Sequential deep learning models such as RNN, causal CNN and attention mechanism do not readily consume continuous-time information. Discretizing the temporal data, as we show, causes inconsistency even for simple continuous-time processes.…

In recent years it has become clear that the brain maintains a temporal memory of recent events stretching far into the past. This paper presents a neurally-inspired algorithm to use a scale-invariant temporal representation of the past to…

Encoding temporal information from the recent past as spatially distributed activations is essential in order for the entire recent past to be simultaneously accessible. Any biological or synthetic agent that relies on the past to…

Conventionally, covariances do not distinguish between spatial and temporal correlations. The same covariance matrix could equally describe temporal correlations between observations of the same system at two different times or correlations…

Mobile communication channels are often modeled as linear time-varying filters or, equivalently, as time-frequency integral operators with finite support in time and frequency. Such a characterization inherently assumes the signals are…

This study addresses the problem of convolutional kernel learning in univariate, multivariate, and multidimensional time series data, which is crucial for interpreting temporal patterns in time series and supporting downstream machine…

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…

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

The paper considers causal smoothing of the real sequences, i.e.,discrete time processes in a deterministic setting. A family of causal linear time-invariant filters is suggested. These filters approximate the gain decay for some non-causal…

This paper presents algorithms for temporal parallelization of Bayesian smoothers. We define the elements and the operators to pose these problems as the solutions to all-prefix-sums operations for which efficient parallel scan-algorithms…

We present an improved model and theory for time-causal and time-recursive spatio-temporal receptive fields, obtained by a combination of Gaussian receptive fields over the spatial domain and first-order integrators or equivalently…

In many clustering scenes, data samples' attribute values change over time. For such data, we are often interested in obtaining a partition for each time step and tracking the dynamic change of partitions. Normally, a smooth change is…

Unsupervised clustering of temporal data is both challenging and crucial in machine learning. In this paper, we show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well…

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If…

We propose a nonparametric bivariate time-varying coefficient model for longitudinal measurements with the occurrence of a terminal event that is subject to right censoring. The time-varying coefficients capture the longitudinal…

An heuristic signal processing scheme recently introduced shows how brain signals can be efficiently represented by a sparse spatiotemporal point process. The approach has been validated already for different relevant conditions…