相关论文: IVP-VAE: Modeling EHR Time Series with Initial Val…

The time evolution of dynamical systems is frequently described by ordinary differential equations (ODEs), which must be solved for given initial conditions. Most standard approaches numerically integrate ODEs producing a single solution…

Partially observable Markov decision processes (POMDPs) have recently become popular among many AI researchers because they serve as a natural model for planning under uncertainty. Value iteration is a well-known algorithm for finding…

In several practical applications, particularly healthcare, clinical data of each patient is individually recorded in a database at irregular intervals as required. This causes a sparse and irregularly sampled time series, which makes it…

Effective modeling of electronic health records presents many challenges as they contain large amounts of irregularity most of which are due to the varying procedures and diagnosis a patient may have. Despite the recent progress in machine…

Learning from an imbalanced distribution presents a major challenge in predictive modeling, as it generally leads to a reduction in the performance of standard algorithms. Various approaches exist to address this issue, but many of them…

Many real-world systems modeled using partial differential equations (PDEs) involve unknown parameters that must be estimated from limited, noisy system observations. While typically assumed to be constants, some of these unobserved…

Artifacts are a common problem in physiological time series collected from intensive care units (ICU) and other settings. They affect the quality and reliability of clinical research and patient care. Manual annotation of artifacts is…

Healthcare data frequently contain a substantial proportion of missing values, necessitating effective time series imputation to support downstream disease diagnosis tasks. However, existing imputation methods focus on discrete data points…

Variational Auto-Encoders (VAEs) are capable of learning latent representations for high dimensional data. However, due to the i.i.d. assumption, VAEs only optimize the singleton variational distributions and fail to account for the…

Irregularly sampled time series (ISTS) data has irregular temporal intervals between observations and different sampling rates between sequences. ISTS commonly appears in healthcare, economics, and geoscience. Especially in the medical…

In recent years, the field of machine learning has made phenomenal progress in the pursuit of simulating real-world data generation processes. One notable example of such success is the variational autoencoder (VAE). In this work, with a…

Deep generative models often perform poorly in real-world applications due to the heterogeneity of natural data sets. Heterogeneity arises from data containing different types of features (categorical, ordinal, continuous, etc.) and…

Structured variational autoencoders (SVAEs) combine probabilistic graphical model priors on latent variables, deep neural networks to link latent variables to observed data, and structure-exploiting algorithms for approximate posterior…

The large-scale simulation of dynamical systems is critical in numerous scientific and engineering disciplines. However, traditional numerical solvers are limited by the choice of step sizes when estimating integration, resulting in a…

In realistic scenarios, multivariate timeseries evolve over case-by-case time-scales. This is particularly clear in medicine, where the rate of clinical events varies by ward, patient, and application. Increasingly complex models have been…

Stochastic differential equations (SDEs) are well suited to modelling noisy and irregularly sampled time series found in finance, physics, and machine learning. Traditional approaches require costly numerical solvers to sample between…

Three topics related to computation of the combined IVS EOP series are discussed. The first one is the consistency of the VLBI EOP series with the IERS reference frames ITRF and ICRF. Not all IVS analysis centers use ITRF/ICRF as reference…

Recent years have witnessed a growing interest for time series foundation models, with a strong emphasis on the forecasting task. Yet, the crucial task of out-of-domain imputation of missing values remains largely underexplored. We propose…

Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

Imagine generating a city's electricity demand pattern based on weather, the presence of an electric vehicle, and location, which could be used for capacity planning during a winter freeze. Such real-world time series are often enriched…