Extends Hawkes process for flexible residual modeling in point processes.
problem Modeling high-frequency financial data with complex residual distributions.
method Introduces self and mutually exciting point process with discretely Markovian dynamics.
result Flexible residual distributions improve intensity modeling and high-frequency data estimation.
Flexible Hawkes model with Gaussian process self-effects for time-dependent data.
problem Modeling time-dependent point processes with history dependence and self-effects.
method Extended Hawkes process with Gaussian process self-effects for both excitatory and inhibitory types, using Bayesian inference and mean-field variational approximation.
result Efficient approximate Bayesian inference achieved via data augmentation and mean-field variational approach.
New neural processes use stacked Markov operators to improve flexibility.
problem Improving flexibility in neural processes.
method Stacking neural parameterized Markov transition operators in function space.
result MNPs outperform baseline models on various tasks.
GNet uses Gaussian processes for scalable, flexible neural networks.
problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.
GNet uses Gaussian processes for scalable, flexible neural networks.
problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for efficient training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.
Bayesian model improves classification performance with flexible uncertainty modeling.
problem Improving classification performance with flexible uncertainty modeling.
method Combines Gaussian process and Dirichlet process priors for latent function and link function, respectively.
result Outperforms standard logistic regression on simulated data.
tsflex speeds up time series processing and feature extraction.
problem Inefficient and inflexible time series processing tools.
method Flexible Python toolkit exttttsflex for multivariate, asynchronous time series. result Significantly faster and more memory-efficient than existing packages.
A new method for deep Wishart processes improves kernel-based models.
problem Inference in deep Wishart processes is challenging due to the need for flexible distributions over positive semi-definite matrices.
method Developed a novel approach to flexible distributions over positive semi-definite matrices using the Bartlett decomposition of the Wishart probability density. Used this to create an approximate posterior for the DWP.
result Improved performance of inference in the DWP compared to DGP with equivalent prior.
Flexible nonlinear Hawkes processes for time-varying systems.
problem Limited expressive ability of classic Hawkes processes.
method Flexible state-switching Hawkes processes with latent variable augmentation for Bayesian inference.
result Superior performance compared to state-of-the-art competitors.
PFNs4BO uses neural processes for flexible Bayesian Optimization.
problem Efficient surrogate modeling for Bayesian Optimization.
method In-context learning of PFNs to approximate posterior predictive distribution.
result PFNs outperform traditional GP, BNN in BO tasks.
ICP models flexible DAG structures using Bayesian nonparametrics.
problem Learning the structure of complex neural networks.
method Bayesian nonparametric prior on DAGs and orders controlled by a latent Beta Process.
result ICP supports every possible DAG structure.
TriTPP models enable faster and more flexible event data modeling.
problem Inflexibility and slow sampling in traditional TPP models.
method Triangular Maps and Normalizing Flows for parallel sampling and likelihood computation.
result TriTPP models achieve orders of magnitude faster sampling while maintaining flexibility.
This work improves Gaussian process inference using mixtures of experts and nested SMC samplers.
problem High computational and memory costs of Gaussian processes.
method Mixtures of Gaussian process experts with nested SMC samplers.
result Significantly improved inference compared to importance sampling.
Improved meta-learning for dynamics using additional structured knowledge.
problem Meta-learning for dynamics with limited raw observations.
method Extended Neural ODE Process model to use privileged information.
result Improved accuracy and calibration on simulated dynamics tasks.
Flexible log file parsing using HMM adapts to evolving content.
problem Dynamic log file processing with evolving content.
method Modeling frequent patterns into HMM for flexible log file parsing.
result High accuracy (over 99%) in parsing different system log files.
Deep Transformed Gaussian Processes extend TGPs with variational inference for scalable multi-layer modeling.
problem Flexible modeling of complex data distributions.
method DTGPs are a multi-layer model of TGPs using variational inference for scalability.
result DTGPs achieve good scalability and performance in multiple regression datasets.
GARIM theory explains how conscious manipulation of internal representations enhances goal-directed behavior.
problem Limited understanding of how consciousness supports flexible goal-directed cognition.
method Extending a three-component theory of flexible cognition, proposing GARIM theory.
result Conscious states actively manipulate internal representations to align with goals, enhancing flexibility.
A new HP model balances interpretability and flexibility for EHR event sequences.
problem Balancing interpretability and flexibility in modeling diagnostic event sequences.
method Proposes a neural network-based HP with flexible impact kernel and transformer layers.
result Accurately recovers impact functions, competitive performance, and clinically meaningful interpretation.
ACE models allow flexible conditioning and prediction of latent variables.
problem Lack of flexibility in conditioning and prediction of latent variables in probabilistic models.
method Introduces Amortized Conditioning Engine (ACE) that explicitly represents latent variables and allows runtime conditioning and prediction.
result ACE models outperform existing methods in diverse tasks like image completion, classification, Bayesian optimization, and simulation-based inference.
Flexible nonstationary Gaussian process with neural network parameters.
problem Limited expressiveness of stationary Gaussian processes.
method Nonstationary kernels with neural network parameters trained jointly.
result Better accuracy and log-score compared to stationary and hierarchical models.
EBPs model exchangeable data with flexible distributions.
problem Current energy-based models restrict set cardinality and limited distribution forms.
method Introduced Energy-Based Processes (EBPs) that extend energy models to exchangeable data with neural network parameterizations.
result EBPs can express more flexible distributions over sets without cardinality restrictions.
Paper develops fast, flexible Hawkes process inference for space-time data.
problem Capturing self-exciting, clustering spatio-temporal data.
method Finite support kernels, discretization, precomputations, ℓ2 gradient-based solver. result Statistically accurate and fast inference for space-time Hawkes processes.
Training Gaussian process-based models typically involves an O(N3) computational bottleneck due to inverting the covariance matrix. Popular methods for overcoming this matrix inversion problem cannot adequately model all types of latent functions, and are often not parallelizable. However, judicious choice of model…
We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of models. An attractive feature of these models is that they can admit analytic pr…
A new normalizing flow models continuous stochastic processes efficiently.
problem Efficient modeling of continuous stochastic processes.
method Dynamic normalizing flows driven by Wiener process.
result Rich time series model with efficient computation of likelihoods and marginals.
Empirical Gaussian Processes learn flexible priors from data.
problem Limited effectiveness of standard Gaussian process kernels.
method Estimate mean and covariance functions empirically from data.
result Empirical GPs converge to closest GP to real data generating process.
Shot-Noise processes constitute a useful tool in various areas, in particular in finance. They allow to model abrupt changes in a more flexible way than processes with jumps and hence are an ideal tool for modelling stock prices, credit portfolio risk, systemic risk, or electricity markets. Here we consider a general f…
Real-world measurement noise in applications like robotics is often correlated in time, but we typically assume i.i.d. Gaussian noise for filtering. We propose general Gaussian Processes as a non-parametric model for correlated measurement noise that is flexible enough to accurately reflect correlation in time, yet sim…
Flexible XVAE model for efficient spatial extremes simulation.
problem Complex tail dependence structures in spatial extremes processes.
method Variational autoencoder (XVAE) for modeling flexible and non-stationary dependence.
result XVAE provides fast inference and outperforms traditional models in high dimensions.
Automates detection of fast-ramped flexibility events for DSOs.
problem Monitoring and supervising flexibility activations in power systems.
method Unsupervised detection and open-set classification.
result Automatically identifies critical flexibility activations for early intervention.
Proposes logistic-beta process for modeling dependent probabilities with beta marginals.
problem Limited work on flexible and computationally convenient stochastic process extensions for dependent random probabilities.
method Introduces logistic-beta process with logistic transformation and beta marginals, capable of modeling dependence in discrete and continuous domains.
result Logistic-beta processes enable effective posterior inference and design of computationally tractable dependent Bayesian nonparametric models.
The paper tackles model collapse in GPLVMs by improving kernel flexibility and projection variance.
problem Model collapse in GPLVMs leading to vague latent representations.
method Theoretical analysis of projection variance, integration of SM and RFF kernels, and variational inference.
result The advisedRFLVM outperforms competing models in informative latent representations and missing data imputation.
This work improves LePU by modeling the annotation process more realistically.
problem Improving semi-supervised learning from positive and unlabeled data.
method Incorporates realistic models for the annotation process and proposes an inference algorithm.
result Established the identifiability of annotation process and classification function.
A new model predicts discrete events with flexible, nonparametric baseline and excitation.
problem Limited flexibility in discrete Hawkes models for event prediction.
method Gaussian Process Discrete Hawkes Process (GP-DHP) with collapsed latent representation.
result Improves predictive log-likelihood for diverse event patterns.
Paper forecasts financial trading durations using a new point process model.
problem Forecasting limit order book durations in high-frequency financial data.
method Self-exciting flexible residual point process incorporating empirical distributional features.
result The model achieves strong predictive performance compared to alternative approaches.
Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their dynamics. Temporal point processes offer an elegant framework for modeling event data …
New Hida-Matérn kernels enable flexible process priors and efficient GP inference.
problem Flexible modeling of stationary processes with oscillatory components.
method Introducing a new class of covariance functions (Hida-Matérn kernels) and their state space representations.
result Efficient Gaussian Process inference and improved numerical stability.
Proposes a variational autoencoder for long-term customer revenue forecasting.
problem Predicting long-term customer revenue from sparse and irregular transaction data.
method Variational Autoencoder (VAE) with flexible latent representation.
result Improves upon latest benchmarks in multiple real-world datasets.
A central problem in machine learning involves modeling complex data-sets using highly flexible families of probability distributions in which learning, sampling, inference, and evaluation are still analytically or computationally tractable. Here, we develop an approach that simultaneously achieves both flexibility and…
A novel method for efficiently integrating spatiotemporal point processes.
problem Challenges in integrating spatiotemporal neural point processes, especially for flexible intensity functions.
method AutoSTPP (Automatic Integration for Spatiotemporal Neural Point Processes) extends a dual network approach to 3D STPP using ProdNet for decomposable parametrization of the integral network.
result AutoSTPP effectively sidesteps computational complexities and shows significant advantage in recovering complex intensity functions.
DiffEnc improves diffusion models by adding flexibility and achieving better likelihood on CIFAR-10.
problem Improving the likelihood of diffusion models on image datasets.
method Introducing a data- and depth-dependent mean function and a free weight parameter for noise variance.
result Achieved statistically significant improvement in likelihood on CIFAR-10.
We propose a simple yet powerful framework for modeling integer-valued data, such as counts, scores, and rounded data. The data-generating process is defined by Simultaneously Transforming and Rounding (STAR) a continuous-valued process, which produces a flexible family of integer-valued distributions capable of modeli…
A fast method combines deep mixtures of sparse GPs for flexible modeling.
problem Flexible modeling with changing output densities.
method Designing gating network with DNN for selecting sparse GPs, using CCR algorithm.
result The method outperforms competing methods in accuracy and uncertainty quantification.
Proposes a new model for complex multivariate event data.
problem Modeling complex multivariate event data with spatio-temporal dynamics.
method Integrates spatial information into latent state evolution through learned temporal and spatial decay dynamics.
result Successfully recovers sensible temporal and spatial intensity structure in multivariate spatio-temporal point patterns.
New PAC-Bayesian framework for flexible meta-learning.
problem Limitations in transferring knowledge between tasks in meta-learning.
method PAC-Bayesian theory applied to learning the learning algorithm.
result Flexibility in meta-learning mechanisms and improved prediction quality.
Flexible GP model improves wind power prediction accuracy.
problem Accurate probabilistic prediction of wind power for grid stability.
method Heteroscedastic non-stationary Gaussian process with generalised spectral mixture kernel.
result The proposed model outperforms conventional GP models in wind power prediction.
New method tunes prior IP to data for flexible predictive distributions.
problem Challenges in approximate inference for large models with high parameter dependencies.
method Inducing-point representation of prior IP to approximate posterior process.
result Scalable method that tunes prior IP to data and provides accurate non-Gaussian predictive distributions.
Flexible model tackles high-dimensional, missing data, and stochastic processes.
problem High-dimensional longitudinal data with structured missingness and unknown measurement time points.
method Latent variable model using Gaussian processes and variational autoencoder.
result Competitive performance on simulated and real datasets.