相关论文: Cardinality-Regularized Hawkes-Granger Model

In this paper, we investigate the problem of optimization multivariate performance measures, and propose a novel algorithm for it. Different from traditional machine learning methods which optimize simple loss functions to learn prediction…

We here focus on the task of learning Granger causality matrices for multivariate point processes. In order to accomplish this task, our work is the first to explore the use of Wold processes. By doing so, we are able to develop…

Surrogate modelling techniques have opened up new possibilities to overcome the limitations of computationally intensive numerical models in various areas of engineering and science. However, while fundamental in many engineering…

Identifying cause-effect relations among variables is a key step in the decision-making process. While causal inference requires randomized experiments, researchers and policymakers are increasingly using observational studies to test…

Mixtures of matrix Gaussian distributions provide a probabilistic framework for clustering continuous matrix-variate data, which are becoming increasingly prevalent in various fields. Despite its widespread adoption and successful…

We propose a new framework for assessing Granger causality in quantiles in unstable environments, for a fixed quantile or over a continuum of quantile levels. Our proposed test statistics are consistent against fixed alternatives, they have…

Incorporating sparsity priors in learning tasks can give rise to simple, and interpretable models for complex high dimensional data. Sparse models have found widespread use in structure discovery, recovering data from corruptions, and a…

Granger Causality (GC) offers an elegant statistical framework to study the association between multivariate time series data. Vector autoregressive models (VAR) are simple and easy to fit, but have limited application because of their…

Graphical structures estimated by causal learning algorithms from time series data can provide misleading causal information if the causal timescale of the generating process fails to match the measurement timescale of the data. Existing…

Task learning in neural networks typically requires finding a globally optimal minimizer to a loss function objective. Conventional designs of swarm based optimization methods apply a fixed update rule, with possibly an adaptive step-size…

Asynchronous event sequence clustering aims to group similar event sequences in an unsupervised manner. Mixture models of temporal point processes have been proposed to solve this problem, but they often suffer from overfitting, leading to…

Temporal graph representation learning has drawn significant attention for the prevalence of temporal graphs in the real world. However, most existing works resort to taking discrete snapshots of the temporal graph, or are not inductive to…

Cardinality estimation algorithms receive a stream of elements, with possible repetitions, and return the number of distinct elements in the stream. Such algorithms seek to minimize the required memory and CPU resource consumption at the…

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…

It is often assumed that events cannot occur simultaneously when modelling data with point processes. This raises a problem as real-world data often contains synchronous observations due to aggregation or rounding, resulting from…

Deep learning has seen widespread success in various domains such as science, industry, and society. However, it is acknowledged that certain approaches suffer from non-robustness, relying on spurious correlations for predictions.…

Multivariate Hawkes Processes (MHPs) are a class of point processes that can account for complex temporal dynamics among event sequences. In this work, we study the accuracy and computational efficiency of three classes of algorithms which,…

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Conventional machine learning and deep learning models typically rely on correlation-based learning, which often fails to distinguish genuine causal relationships from spurious associations, limiting their robustness, interpretability, and…

Granger causality, a popular method for determining causal influence between stochastic processes, is most commonly estimated via linear autoregressive modeling. However, this approach has a serious drawback: if the process being modeled…