相关论文: Cheap and Deterministic Inference for Deep State-S…

Probabilistic inference in high-dimensional state-space models is computationally challenging. For many spatiotemporal systems, however, prior knowledge about the dependency structure of state variables is available. We leverage this…

Probabilistic graphical models are widely used to model complex systems under uncertainty. Traditionally, Gaussian directed graphical models are applied for analysis of large networks with continuous variables as they can provide…

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

This paper introduces sparse dynamic chain graph models for network inference in high dimensional non-Gaussian time series data. The proposed method parametrized by a precision matrix that encodes the intra time-slice conditional…

Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's…

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

In this note we explore a fully unsupervised deep-learning framework for simulating non-linear structural equation models from observational training data. The main contribution of this note is an architecture for applying moment-matching…

Dynamic networks models describe a growing number of important scientific processes, from cell biology and epidemiology to sociology and finance. There are many aspects of dynamical networks that require statistical considerations. In this…

Our article considers a Gaussian variational approximation of the posterior density in a high-dimensional state space model. The variational parameters to be optimized are the mean vector and the covariance matrix of the approximation. The…

We propose a covariate-dependent discrete graphical model for capturing dynamic networks among discrete random variables, allowing the dependence structure among vertices to vary with covariates. This discrete dynamic network encompasses…

Graph representation learning is a fundamental problem for modeling relational data and benefits a number of downstream applications. Traditional Bayesian-based graph models and recent deep learning based GNN either suffer from…

State-space models effectively model multivariate time series by updating over time a representation of the system state from which predictions are made. The state representation is usually a vector without any explicit structure.…

Modeling complex spatiotemporal dependencies in correlated traffic series is essential for traffic prediction. While recent works have shown improved prediction performance by using neural networks to extract spatiotemporal correlations,…

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of observations related to the state is…

State-space graphical models and the variational autoencoder framework provide a principled apparatus for learning dynamical systems from data. State-of-the-art probabilistic approaches are often able to scale to large problems at the cost…

Probabilistic Graphical Models are often used to understand dynamics of a system. They can model relationships between features (nodes) and the underlying distribution. Theoretically these models can represent very complex dependency…

Exploring the dynamic co-evolution of multiplex graphs and nodal attributes is a compelling question in criminal and terrorism networks. This article is motivated by the study of dynamically evolving interactions among prominent terrorist…