相关论文: Towards Continuous-time Causal Foundation Models

Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…

Motivation: Sparse autoencoders (SAEs) decompose foundation model activations into interpretable features, but causal feature-to-feature interactions across network depth remain unknown for biological foundation models. Results: We…

The theory of measurements continuous in time in quantum mechanics (quantum continual measurements) has been formulated by using the notions of instrument and positive operator valued measure, functional integrals, quantum stochastic…

Integro-difference equation (IDE) models describe the conditional dependence between the spatial process at a future time point and the process at the present time point through an integral operator. Nonlinearity or temporal dependence in…

Stochastic gradient descent (SGD) has been widely used in machine learning due to its computational efficiency and favorable generalization properties. Recently, it has been empirically demonstrated that the gradient noise in several deep…

We formulate an attention mechanism for continuous and ordered sequences that explicitly functions as an alignment model, which serves as the core of many sequence-to-sequence tasks. Standard scaled dot-product attention relies on…

Reliable inference of system degradation from sensor data is fundamental to condition monitoring and prognostics in mechanical and infrastructural systems. Since degradation is rarely directly observable and measurable, it must be inferred…

Personalized medicine based on medical images, including predicting future individualized clinical disease progression and treatment response, would have an enormous impact on healthcare and drug development, particularly for diseases (e.g.…

Identifying vanilla Bayesian network to model spatial-temporal causality can be a critical yet challenging task. Different Markovian-equivalent directed acyclic graphs would be identified if the identifiability is not satisfied. To address…

We consider a unifying framework for stochastic control problem including the following features: partial observation, path-dependence (both with respect to the state and the control), and without any non-degeneracy condition on the…

In this paper, we introduce a new simple approach to developing and establishing the convergence of splitting methods for a large class of stochastic differential equations (SDEs), including additive, diagonal and scalar noise types. The…

In recent years, advancements in deep learning have spurred the development of numerous models for Long-term Time Series Forecasting (LTSF). However, most existing approaches struggle to fully capture the complex and structured dependencies…

The problem of stopping stochastic gradient descent (SGD) in an online manner, based solely on the observed trajectory, is a challenging theoretical problem with significant consequences for applications. While SGD is routinely monitored as…

Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

Inference of causality in time series has been principally based on the prediction paradigm. Nonetheless, the predictive causality approach may overlook the simultaneous and reciprocal nature of causal interactions observed in real world…

Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications, the multivariate series exhibit variable-partitioned…

Silent Data Errors (SDEs) from time-zero defects and aging degrade safety-critical systems. Functional testing detects SDE-related faults but is expensive to simulate. We present a unified spatio-temporal graph convolutional network…

Deep generative models have demonstrated their effectiveness in learning latent representation and modeling complex dependencies of time series. In this paper, we present a Smoothness-Inducing Sequential Variational Auto-Encoder (SISVAE)…

This paper proposes a framework that incorporates the two-way fixed effects model as a special case to conduct causal inference with a continuous treatment. Treatments are allowed to change over time and potential outcomes are dependent on…

Continuous-time models are a natural choice for irregular and asynchronous data. A central design choice is how to embed discrete observations into continuous time. Interpolation- and imputation-based embeddings reconstruct a continuous…