Proposes LDIDPs for efficient sequential data generation from latent dynamical models.
problem Challenges in generating high-fidelity sequential samples from latent dynamical models.
method Utilizes implicit diffusion processes to sample from latent dynamical processes.
result Demonstrates accurate learning of dynamics and efficient generation of high-quality sequential data.
We consider the sequential anomaly detection problem in the one-class setting when only the anomalous sequences are available and propose an adversarial sequential detector by solving a minimax problem to find an optimal detector against the worst-case sequences from a generator. The generator captures the dependence i…
Develops methods for inference after detecting a change in sequential data.
problem Inference after a detected change in sequential data.
method General framework for constructing confidence sets using only data up to a stopping time.
result First general method for sequential changepoint localization with theoretical guarantees.
New algorithm for sequential off-policy learning improves performance over batch methods.
problem Training policies from logged interaction data in a sequential setting.
method Combines Logarithmic Smoothing with online PAC-Bayesian tools.
result Improves performance and accelerates convergence in sequential off-policy learning.
A semi-recurrent hybrid VAE-GAN model for generating sequential data is introduced. In order to consider the spatial correlation of the data in each frame of the generated sequence, CNNs are utilized in the encoder, generator, and discriminator. The subsequent frames are sampled from the latent distributions obtained b…
EvoRate metric assesses learnability of sequential data by measuring predictive information.
problem Model misspecification due to misinterpreting patterns in sequential data.
method Predictive information framework based on mutual information between past and future.
result Temporal patterns fundamentally constrain learnability; optimal predictors cannot outperform intrinsic information limit.
COT-GAN generates sequential data with a causal optimal transport approach.
problem Generating sequential data with temporal causality constraints.
method Adversarial training with Causal Optimal Transport (COT) and entropic penalization.
result COT-GAN effectively learns time-dependent data distributions and generates stable time series data.
Optimal sequential testing for Markovian data with lower and upper bounds.
problem Sequential hypothesis testing for Markovian data.
method Non-asymptotic lower bounds and optimal test design.
result Optimal test matches lower bound asymptotically.
Develops a new framework for analyzing sequential decision-making problems using information theory.
problem Lack of information-theoretic generalization bounds for sequential decision-making problems.
method Introduces a sequential supersample framework that separates learner filtration from proof-side enlargement, controlling the generalization gap by sequential CMI.
result Establishes a sequential CMI that controls the generalization gap in sequential decision-making problems.
CTGAN synthesizes population data for travel behavior simulation.
problem Synthesizing population data for agent-based transportation modeling.
method Composite Travel Generative Adversarial Network (CTGAN).
result Consistent and accurate generation of synthetic populations with tabular and sequential mobility data.
Diffusion Transformer captures spatial-temporal dependencies in sequential data.
problem Capturing rich spatial and temporal dependencies in sequential data.
method Established theoretical guarantees for diffusion transformers learning Gaussian process data.
result Spatial-temporal dependencies are captured within attention layers of diffusion transformers.
This thesis improves OCO algorithms for dynamic data environments.
problem Sequential, changing data in big data environments.
method Designing algorithms to adapt to changing environments.
result Improved algorithms for online resource allocation.
New method uses diffusion models for Bayesian inverse problems.
problem Solving Bayesian inverse problems with linear-Gaussian models.
method Decoupled Diffusion Sequential Monte Carlo (DDSMC) method.
result Asymptotically exact solution demonstrated on various data types.
New reinforcement learning bound improves generalization for sequential data.
problem Challenges in obtaining generalization guarantees for reinforcement learning due to sequential data.
method PAC-Bayesian reinforcement learning with consideration of Markov dependencies and mixing time.
result Demonstrated practical utility through PB-SAC, providing meaningful confidence certificates.
Teaches sequential learners with changing inner states to improve future performance.
problem Teaching sequential learners with evolving inner states.
method Introduces an optimal control approach for multi-agent learning.
result Optimal control approach improves future performance of learners.
When confronted with massive data streams, summarizing data with dimension reduction methods such as PCA raises theoretical and algorithmic pitfalls. Principal curves act as a nonlinear generalization of PCA and the present paper proposes a novel algorithm to automatically and sequentially learn principal curves from d…
A method to improve sequential learning by keeping past data errors in check.
problem Challenges in sequential learning with Gaussian processes due to accumulating errors.
method Memory-based dual sparse variational Gaussian processes.
result Improves accuracy in inference and learning for various applications.
We propose a nonparametric sequential test that aims to address two practical problems pertinent to online randomized experiments: (i) how to do a hypothesis test for complex metrics; (ii) how to prevent type 1 error inflation under continuous monitoring. The proposed test does not require knowledge of the underlying…
This paper reviews methods for interpreting deep learning models with sequential data.
problem Limited interpretability of deep learning models in sequential data domains.
method Reviews and compares techniques for sequential interpretability.
result Current techniques have limitations and future research is needed.
Near-optimal tests and confidence sequences for non-parametric data.
problem Flexible statistical inference and decision-making with non-parametric data.
method Classic delayed-start normal-mixture sequential probability ratio tests with asymptotic guarantees.
result Asymptotically optimal type-I error and expected rejection time guarantees.
SOR-Mamba improves Mamba for robust time series forecasting by minimizing channel order bias.
problem Robust time series forecasting with Mamba's sequential order bias.
method SOR-Mamba incorporates regularization to minimize channel order discrepancy and introduces CCM for channel correlation preservation.
result SOR-Mamba enhances robustness to channel order and improves forecasting accuracy.
New algorithms extract low-dimensional representations from sequential data, revealing insights into complex processes.
problem Challenges in extracting low-dimensional representations from sequential, high-dimensional, sparse, and noisy data.
method Developed new clustering algorithms based on Block Markov Chains theory, validated on real-world data.
result These algorithms can successfully extract low-dimensional representations from real-world sequential data, revealing insights into complex processes.
We present a novel framework for kernel learning with sequential data of any kind, such as time series, sequences of graphs, or strings. Our approach is based on signature features which can be seen as an ordered variant of sample (cross-)moments; it allows to obtain a "sequentialized" version of any static kernel. The…
In this paper, we derive generic bounds on the maximum deviations in prediction errors for sequential prediction via an information-theoretic approach. The fundamental bounds are shown to depend only on the conditional entropy of the data point to be predicted given the previous data points. In the asymptotic case, the…
We develop a model to predict effects of sequential interventions, clarifying their combined impact.
problem Uncertainty in generalizing behavioral predictions for combinations of interventions.
method Explicit model for composition of interventions, identifying their combined effect.
result Our compositional model aids prediction in sparse data conditions.
Paper proposes semi-supervised learning with triplet Markov chains.
problem Lack of labels in training data.
method Variational Bayesian inference for semi-supervised learning.
result Derives semi-supervised algorithms for various sequential models.
Cooperation is often implicitly assumed when learning from other agents. Cooperation implies that the agent selecting the data, and the agent learning from the data, have the same goal, that the learner infer the intended hypothesis. Recent models in human and machine learning have demonstrated the possibility of coope…
Generative models of graphs are well-known, but many existing models are limited in scalability and expressivity. We present a novel sequential graphical variational autoencoder operating directly on graphical representations of data. In our model, the encoding and decoding of a graph as is framed as a sequential decon…
We propose the factorized action variational autoencoder (FAVAE), a state-of-the-art generative model for learning disentangled and interpretable representations from sequential data via the information bottleneck without supervision. The purpose of disentangled representation learning is to obtain interpretable and tr…
SIM models user interests from long sequential behavior data, improving click-through rate prediction.
problem Challenges in capturing user interests with long user behavior sequences.
method SIM uses a cascaded search paradigm with two units: General Search Unit and Exact Search Unit.
result SIM achieves significant CTR and RPM lifts in Alibaba's display advertising system.
New method estimates treatment effects over time with unobserved confounders.
problem Estimating treatment effects from observational data with unobserved confounders.
method Sequential Deconfounder using Gaussian process latent variable model.
result Unbiased estimates of individualized treatment responses over time.
Study optimizes sampling to avoid extreme tail risks in unknown heavy-tailed distributions.
problem Identify optimal alternative with minimal extreme tail risk from unknown heavy-tailed distributions.
method Data-driven sequential sampling policies to maximize likelihood of selecting the optimal alternative.
result Proposed methods outperform existing approaches in identifying the optimal alternative.
Novel framework optimizes experiments for implicit models using mutual information.
problem Optimizing experiments for intractable implicit models.
method Sequential Bayesian Experimental Design using Mutual Information.
result Framework efficiently estimates parameters with few iterations.
We identify and analyze selection structure in sequential data.
problem Selection biases in sequential data can distort analysis and hide underlying generation processes.
method Nonparametric identifiability of selection structure without interventional experiments.
result Selection structure is identifiable in sequential data without parametric assumptions.
New model mimics neural next item recommendation using Hankel matrices.
problem Next item recommendation efficiency and structural knowledge capture.
method Tensor factorization with Hankel matrix representation.
result Model performs competitively with neural networks but is simpler.
Develops anytime-valid conformal and PAC prediction for streaming data.
problem Lack of guarantee in traditional conformal methods for sequential settings.
method Extends conformal and PAC prediction frameworks to handle streaming data.
result Provides anytime-valid prediction sets for sequential settings.
We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve Markov chain Monte Carlo sampling with limited applicability to large data sets. W…
A new method learns multiple subspaces from data.
problem Learning discriminative representations for data on multiple subspaces.
method Sequential game using CTRL framework to solve linear subspaces.
result Equilibrium solutions provide correct representations.
A universal framework for constructing confidence sets using sequential likelihood mixing.
problem Constructing reliable confidence sets for realizable likelihood functions.
method Sequential likelihood mixing, integrating Bayesian inference and regret inequalities.
result Establishes fundamental connections and provable coverage guarantees for various inference techniques.
GIB improves neural network generalization by dynamically selecting task-relevant features across different sequential environments.
problem Poor generalization of deep neural networks to unseen environments.
method Proposes a gated information bottleneck (GIB) approach that dynamically drops spurious correlations and selects task-relevant features.
result GIB outperforms other IB approaches in adversarial robustness and OOD detection.
Framework for online hypothesis testing across various data types.
problem Testing various nonparametric hypotheses in data streams.
method Unified framework using operators on data distributions, leveraging ML models.
result Efficient, adaptive, and error-controlled sequential tests.
Language models trained on chess board states outperform those on moves, even with causal masking.
problem Applying causal masking to spatial data for training unimodal language models.
method Trained bidirectional and causal self-attention models on both spatial (board-based) and sequential (move-based) chess data.
result Models trained on spatial board states achieve stronger playing strength than those trained on sequential data, even with causal masking.
Proposes handling ambiguity in sequential data predictions.
problem Handling uncertainty in sequential data predictions.
method Extension of MHP model to recurrent architectures, introducing a novel metric.
result Achieved promising results on various sequential data tasks.
Sequential or online dimensional reduction is of interests due to the explosion of streaming data based applications and the requirement of adaptive statistical modeling, in many emerging fields, such as the modeling of energy end-use profile. Principal Component Analysis (PCA), is the classical way of dimensional redu…
SigGPDE scales sparse Gaussian processes for sequential data.
problem Predicting and quantifying uncertainty in sequential data.
method Sparse variational inference framework for Gaussian Processes, leveraging GP signature kernel gradients as PDE solutions.
result Significant computational gains and state-of-the-art performance on large sequential datasets.
Discrete Flow Maps bypass sequential prediction limits for parallel text generation.
problem Sequential autoregressive prediction limits large language model speed.
method Flow Maps compress generative trajectories into single-step mappings.
result Discrete Flow Maps surpass previous state-of-the-art results in discrete flow modeling.
New private algorithm for sequential hypothesis testing with privacy and error rate guarantees.
problem Privacy protection in sequential hypothesis testing for sensitive data.
method Renyi differential privacy, Wald's Sequential Probability Ratio Test (SPRT).
result Private algorithm with strong privacy guarantees and theoretical performance analysis.
Signature kernel handles sequential data with theoretical and practical advantages.
problem Handling sequential data efficiently and accurately.
method Positive definite kernel based on stochastic analysis with efficient computation.
result Strong empirical performance and theoretical guarantees.