LEAP identifies latent causal variables from temporal data.
problem Recovering time-delayed latent causal variables from general temporal data.
method Proposes LEAP, a framework that extends VAEs with constraints for temporally causal latent processes.
result Successfully identifies temporally causal latent processes from observed variables under various dependency structures.
The paper proposes a deep generative model for complex disease trajectories.
problem Modeling and analyzing complex disease trajectories.
method Deep generative time series approach with semi-supervised latent processes.
result The model can discover novel aspects of diseases and cluster them into new sub-types.
New framework IDOL identifies latent causal processes with instantaneous relations from time series data.
problem Identifying latent causal processes with instantaneous relations from time series data.
method Sparse influence constraint and variational inference architecture with sparsity regularization.
result Our method can identify latent causal processes with instantaneous relations.
Generative model for SSc disease trajectories using deep learning.
problem Modeling complex disease trajectories in Systemic Sclerosis.
method Semi-supervised deep generative model with latent temporal processes.
result Learned latent processes enable personalized monitoring and prediction.
A new model predicts network events with improved accuracy and interpretability.
problem Predicting and understanding complex dynamic relational data in networks.
method Mutually Exciting Latent Space Hawkes (LSH) model for continuous-time networks.
result The LSH model outperforms existing models in prediction accuracy and interpretability.
New model captures patient-level EHR data efficiently.
problem Irregular EHR code timing and lack of temporal structure.
method Latent factor point process model with Fourier-Eigen embedding.
result Efficiently captures subgroup-specific temporal patterns.
Variational autoencoder models dynamic latent graphs for neural point processes.
problem Modeling event dynamics with changing trends over time.
method Sequential latent variable model with dynamic latent graphs.
result Higher accuracy in predicting inter-event times and event types.
It is well established that temporal organization is critical to memory, and that the ability to temporally organize information is fundamental to many perceptual, cognitive, and motor processes. While our understanding of how the brain processes the spatial context of memories has advanced considerably, our understand…
Quantitative modeling of post-transcriptional regulation process is a challenging problem in systems biology. A mechanical model of the regulatory process needs to be able to describe the available spatio-temporal protein concentration and mRNA expression data and recover the continuous spatio-temporal fields. Rigorous…
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.
Algorithm learns causal structures from time-series data, reducing tests for temporal vs. contemporaneous relations.
problem Learning causal structures from time-series data with latent confounders.
method Constraint-based algorithm that refines a causal graph by learning temporal relations first, then contemporaneous ones.
result Reduces the number of statistical tests and improves accuracy for synthetic and real-world data.
IDPGs extend RDPGs with a Poisson process for random latent positions.
problem Modeling randomness in latent positions for graph structure.
method Introduce IDPGs using Poisson point processes on latent Euclidean space.
result Continuous analogues of adjacency matrices link latent structure to observed graphs.
New model extracts shared brain activity patterns from fMRI data.
problem Challenges in aggregating multi-subject fMRI data due to variability.
method Shared Gaussian Process Factor Analysis (S-GPFA) incorporating temporal information.
result Model reveals ground truth latent structures and replicates experimental performance.
Latent Block-Diffusion Temporal Point Processes (LBDTPP) is a semi-autoregressive framework for generating asynchronous event sequences.
problem Generating asynchronous event sequences
method Latent Block-Diffusion Temporal Point Processes
result Outperforms state-of-the-art TPP baselines in both unconditional and conditional generation tasks
New framework TDRL identifies latent causal variables from sequential data.
problem Identify latent causal variables from sequential data.
method Proposes TDRL framework to recover time-delayed latent causal variables and identify their relations from measured sequential data.
result Identifies latent causal variables reliably from sequential data.
VISION-XL improves HD video quality using latent image diffusion models.
problem Improving high-definition video quality and resolution.
method Latent image diffusion models and pseudo-batch consistent sampling.
result State-of-the-art video reconstruction across various inverse problems.
Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling generally required and the analytically intractable likelihood function. Here, we expl…
This paper reviews and benchmarks DVAEs for sequential data.
problem Processing sequential data with temporal dependencies.
method Dynamical Variational Autoencoders (DVAEs) for sequential data.
result Experimental benchmark on speech analysis-resynthesis task.
New method disentangles latent variables in nonstationary data.
problem Disentangling latent variables in nonstationary sequential data.
method NCTRL framework exploiting Markov assumption and temporal structure.
result Independent latent components can be recovered from nonlinear mixture without auxiliary variables.
In many applications, observed data are influenced by some combination of latent causes. For example, suppose sensors are placed inside a building to record responses such as temperature, humidity, power consumption and noise levels. These random, observed responses are typically affected by many unobserved, latent fac…
Paper uncovers causal structures in Hawkes processes with latent subprocesses.
problem Tackles latent subprocesses in Hawkes processes with complex event-driven interactions.
method Proposes a two-phase iterative algorithm that infers causal relationships and identifies latent subprocesses.
result Successfully recovers causal structures in datasets with latent subprocesses.
We introduce a dynamical spatio-temporal model formalized as a recurrent neural network for forecasting time series of spatial processes, i.e. series of observations sharing temporal and spatial dependencies. The model learns these dependencies through a structured latent dynamical component, while a decoder predicts t…
New model tackles complex spatio-temporal causal inference with dynamic confounders and functional data.
problem Complex spatio-temporal dynamics and unmeasured confounders hinder causal inference.
method PFD-BDCM, a unified generative framework for spatio-temporal dependencies, functional data, and dynamic confounding.
result PFD-BDCM outperforms existing methods across observational, interventional, and counterfactual queries.
A new model for point processes without intensity function trade-offs.
problem Inefficiency and trade-offs in existing point process models.
method Point Set Diffusion, a diffusion-based latent variable model.
result Achieves state-of-the-art performance in point process generation.
Paper presents a spatio-temporal Bayesian model for early detection of COVID-19 hotspots.
problem Understanding spatio-temporal dynamics of COVID-19 hotspots to prevent outbreaks.
method Spatio-temporal Bayesian framework with a zero-mean Gaussian process and non-stationary kernel function enhanced by deep neural networks.
result Model demonstrates superior hotspot-detection performance compared to baseline methods.
A cornerstone of human statistical learning is the ability to extract temporal regularities / patterns from random sequences. Here we present a method of computing pattern time statistics with generating functions for first-order Markov trials and independent Bernoulli trials. We show that the pattern time statistics c…
There is often latent network structure in spatial and temporal data and the tools of network analysis can yield fascinating insights into such data. In this paper, we develop a nonparametric method for network reconstruction from spatiotemporal data sets using multivariate Hawkes processes. In contrast to prior work o…
This paper tackles time series imputation by identifying and modeling different missing mechanisms.
problem Different types of missing mechanisms (MAR, MNAR) in time series data.
method Proposes a framework for time series imputation by analyzing data generation processes and modeling latent variables via variational inference and normalizing flow.
result Establishes identifiability results for latent variables under nonlinear independent component analysis, showing that latent variables are identifiable.
Symbolic grounding in causal dynamics achieves near-infinite temporal consistency.
problem Achieving linear identifiability in non-Gaussian physical systems.
method Physics-Grounded Symbolic Architecture (PGSA)
result PGSA achieves exact linear identifiability for all physical regimes.
A new method for separating mixed signals in space and time.
problem Nonlinear and nonstationary spatio-temporal data challenges.
method Identifiable autoregressive variational autoencoder.
result The method outperforms existing techniques in blind source separation and spatio-temporal prediction.
Model improves mortgage credit risk prediction with spatio-temporal machine learning.
problem Improving accuracy of default probabilities and loan portfolio loss distributions in mortgage credit risk.
method Combines tree-boosting with a latent spatio-temporal Gaussian process model.
result Predictive models outperform conventional methods due to non-linear and spatio-temporal effects.
New model scales MHPs for analyzing large-scale diffusion processes.
problem Complex temporal dependencies in MHPs make them hard to scale.
method Exploits sparsity in diffusion processes to compute MHP likelihood and gradients efficiently.
result Improves runtime performance by multiple orders of magnitude on sparse event sequences.
SKR-VAE improves VAEs for ICA with reduced computational cost.
problem Efficiently performing ICA in VAEs with large datasets.
method Structured kernel functions to avoid costly GP kernel matrix inversion.
result SKR-VAE achieves greater computational efficiency and reduced resource consumption.
New model predicts video sequences with latent dynamics.
problem Predicting video sequences with inherent uncertainty.
method Introduces a novel stochastic temporal model with latent dynamics.
result Latent model outperforms prior state-of-the-art methods.
Temporal Point Processes (TPP) with partial likelihoods involving a latent structure often entail an intractable marginalization, thus making inference hard. We propose a novel approach to Maximum Likelihood Estimation (MLE) involving approximate inference over the latent variables by minimizing a tight upper bound on …
Temporal aggregation reveals latent default correlation from monthly data.
problem Understanding effective default correlation from monthly default data.
method Temporal coarse-graining of latent default-probability paths.
result Temporal coarse-graining improves identifiability and reduces over-allocation of long-horizon fluctuations.
New framework for identifying spatial data components using TP latent components.
problem Identifying complex dependencies in spatial data.
method Introduces a new nonlinear ICA framework with t-process latent components and develops a learning and inference algorithm. result Identifiability of TP independent components under general conditions and Gaussian Process limit.
New MTPP model offers interpretable predictions with state-of-the-art performance.
problem Inexpressive models lack interpretability, while neural models sacrifice interpretability for performance.
method Extends Hawkes process to a hypernetwork with a latent space, making it flexible and interpretable.
result Achieves state-of-the-art performance across various tasks and metrics.
Generative model for high-dimensional categorical data using Gaussian-Dirichlet fields.
problem Efficiently modeling and predicting high-dimensional categorical data.
method Combines Dirichlet and Gaussian processes for spatio-temporal modeling.
result Model accurately approximates categorical data in unobserved locations.
Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.
problem Understanding effective default correlation in corporate defaults.
method Temporal coarse-graining of latent default-probability paths, applied to corporate default-count data.
result Temporal coarse-graining provides a scale-consistent baseline that improves identifiability and reduces over-allocation of long-horizon fluctuations.
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.
StrTransformer recovers sources without labels by optimizing latent matrices and enforcing structural constraints.
problem Unsupervised blind source recovery in signal processing.
method Source-wise structured Transformer framework with latent source matrix optimization, structural regularization, and branch-specific weights.
result StrTransformer learns distinct temporal-scale structures and recovers source-aligned latent trajectories.
Online algorithm detects community structure in dynamic event streams.
problem Community detection in networks with temporal event streams.
method Continuous-time point process latent network models with fast online variational inference.
result Online inference achieves comparable community recovery to non-online methods but with computational gains.
AR-Flow VAE improves blind source separation with flexible autoregressive priors.
problem Unsupervised blind source separation of latent signals from mixtures.
method AR-Flow VAE uses autoregressive flows to model latent sources, enhancing flexibility and capturing complex dependencies.
result AR-Flow VAE effectively separates latent sources, demonstrating improved performance over conventional methods.
Model integrates multi-view temporal data for better understanding of latent dynamics.
problem Understanding time-dependent heterogeneous properties from multi-view data.
method Generative model using variational autoencoder and recurrent neural network.
result Identifies disentangled latent embeddings across views while accounting for time factor.
Temporal point process is an expressive tool for modeling event sequences over time. In this paper, we take a reinforcement learning view whereby the observed sequences are assumed to be generated from a mixture of latent policies. The purpose is to cluster the sequences with different temporal patterns into the underl…
Develops SGP-VAE for efficient sparse GP inference in multi-dimensional datasets.
problem Sparse GP approximations and missing data in multi-dimensional spatio-temporal datasets.
method Leverages partial inference networks for sparse GP approximations and amortized variational inference.
result Outperforms multi-output GPs and structured VAEs in various experiments.
Deep models improve spatial and spatio-temporal data analysis.
problem Improving analysis of spatial and spatio-temporal data.
method Hybrid models combining statistical and deep learning approaches.
result Deep models enhance traditional statistical methods for complex data.