We introduce a variational approach to learning and inference of temporally hierarchical structure and representation for sequential data. We propose the Variational Temporal Abstraction (VTA), a hierarchical recurrent state space model that can infer the latent temporal structure and thus perform the stochastic state …
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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
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48 results for “temporal variations”
Efficient spatio-temporal Gaussian process inference method.
problem Scalable Gaussian process inference for multivariate, spatio-temporal data.
method Combines spatio-temporal filtering with natural gradient variational inference, resulting in a scalable non-conjugate GP method.
result Linear scaling with respect to time and logarithmic scaling with respect to time steps.
Generative model identifies temporal count data components with regime-dependent contributions.
problem Modeling temporal count data with regime-dependent dynamics.
method Generative framework combining regime-adaptive dynamics with Poisson log-normal emissions.
result Established identifiability of the model and revealed co-variation patterns and regime shifts.
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.
ST-MTM: Masked Time Series Modeling with Seasonal-Trend Decomposition for Time Series Forecastingcs.LG
ST-MTM models complex time series by decomposing and masking seasonal and trend components.
problem Forecasting complex time series with intricate temporal variations.
method Seasonal-Trend Decomposition with Masking and Contrastive Learning.
result ST-MTM achieves superior forecasting performance compared to existing methods.
The paper learns robot skills from demonstrations without supervision.
problem Discovering robotic options from unlabelled demonstrations.
method Temporal variational inference for latent variable learning.
result The framework can learn options across multiple datasets.
DualVDT improves time-series forecasting with a novel dual reparametrized structure.
problem Time-series forecasting with improved performance and analytical rigor.
method Dual reparametrized variational mechanisms on VAE, latent score based generative model, reverse time stochastic differential equation, variational ancestral sampling, KL divergence reduction.
result Advanced performance in time-series forecasting with reduced KL divergence.
DMSTF models spatio-temporal data with deep Markov priors.
problem Analyzing nonlinear multimodal spatio-temporal dynamics.
method Deep Markov spatio-temporal factorization with stochastic variational inference.
result DMSTF outperforms other methods in predictive performance and clustering.
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.
Paper models spatio-temporal extremes using conditional variational autoencoders.
problem Modeling co-occurrence of extreme weather events under changing climate conditions.
method Conditional Variational Autoencoder (cXVAE) with CNN integration.
result Accurately emulates spatial fields and recovers extremal dependence with low computational cost.
Learning a good distance measure for distance-based classification in time series leads to significant performance improvement in many tasks. Specifically, it is critical to effectively deal with variations and temporal dependencies in time series. However, existing metric learning approaches focus on tackling variatio…
Modeling complex systems with multi-resolution data and causal dependencies.
problem Accurate prediction of complex systems with varying causal dependencies and multi-resolution data.
method Score-based Variational Graphical Diffusion Model (Temporal-SVGDM) that constructs individual SDEs for each variable at its native resolution and couples them through a causal score mechanism.
result Improved prediction accuracy and causal understanding compared to existing methods, especially in temporal scenarios.
Time-variant value function transfer method for RL.
problem Transfer learning with time-variant task distributions.
method Variational approach leveraging temporal structure.
result The proposed method outperforms time-invariant approach in experiments.
Enhances speech emotion recognition by adapting to varying time scales.
problem Robust emotion recognition from speech audio with temporal variations.
method Introduces multi-time-scale (MTS) convolutional layers to CNNs.
result MTS layers improve generalization, especially on smaller datasets.
Multi-step temporal difference (TD) learning is an important approach in reinforcement learning, as it unifies one-step TD learning with Monte Carlo methods in a way where intermediate algorithms can outperform either extreme. They address a bias-variance trade off between reliance on current estimates, which could be …
Variational autoencoders were proven successful in domains such as computer vision and speech processing. Their adoption for modeling user preferences is still unexplored, although recently it is starting to gain attention in the current literature. In this work, we propose a model which extends variational autoencoder…
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.
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.
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.
Develops a deep generative model for radar target recognition using HRRP data.
problem Automatic target recognition in radar systems using high-resolution range profiles.
method Recurrent gamma belief network (rGBN) with hybrid stochastic-gradient MCMC and variational inference.
result Efficient and accurate classification with interpretable latent structure.
New method estimates GGLM parameters, overcoming non-convexity.
problem Estimating parameters in GGLM with dependencies.
method Monotone operator-based variational inequality method.
result Guarantees for parameter recovery in GLM and GGLM.
HL-VAE extends VAE for heterogeneous temporal and longitudinal data.
problem Handling heterogeneous data in temporal and longitudinal datasets.
method Proposes HL-VAE, an extension of existing VAEs for temporal and longitudinal data, incorporating likelihood models for various data types.
result HL-VAE achieves competitive performance in missing value imputation and predictive accuracy.
A new framework models uncertainty in structured temporal data using SDEs and neural networks.
problem Uncertainty quantification in machine learning applications involving structured and temporal data.
method Integrates stochastic differential equations (SDEs) with deep generative models in a variational autoencoder framework.
result Improves uncertainty quantification in machine learning applications involving structured and temporal data.
STACI uses neural nets to estimate spatio-temporal fields with valid uncertainty quantification.
problem Scalable spatio-temporal deep learning models fail to capture underlying correlation structure.
method Variational Bayesian neural network approximation of non-stationary spatio-temporal Gaussian Process (GP) with conformal inference.
result STACI provides accurate prediction intervals for spatio-temporal processes, outperforming competing methods.
Learning network representations is a fundamental task for many graph applications such as link prediction, node classification, graph clustering, and graph visualization. Many real-world networks are interpreted as dynamic networks and evolve over time. Most existing graph embedding algorithms were developed for stati…
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.
Variational Temporal IRT: Fast, Accurate, and Explainable Inference of Dynamic Learner Proficiencycs.LG
VTIRT speeds up IRT inference for dynamic learner proficiency.
problem Expensive and slow inference algorithms for dynamic IRT models.
method Variational Temporal IRT (VTIRT) for fast, accurate inference.
result Orders of magnitude speedup in inference runtime with accurate results.
Paper proposes a new HMM approach for better action recognition.
problem Capturing complex temporal dependency patterns in skeleton-based actions.
method Introduces a hierarchical HMM with a latent variable layer for dynamic inference.
result Proposed approach effectively models complex sequential data and handles missing values.
We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model should separate predictable elements of the sequence from unpredictable elements, exp…
A new DVAE architecture improves channel estimation by incorporating temporal correlations.
problem Improving the estimation of time-varying channels.
method Introducing k-MemoryMarkovVAE (k-MMVAE) architecture to learn temporal correlations.
result The k-MMVAE aided channel estimator outperforms other ML aided estimators.
A new method for filling in missing traffic data improves accuracy over existing techniques.
problem Incomplete spatiotemporal traffic data.
method Low-rank autoregressive tensor completion (LATC) framework.
result LATC framework better captures spatiotemporal consistency and local consistency.
Deep learning improves weather modeling for electricity load forecasting.
problem Accurate load and renewable energy forecasting requires complex spatio-temporal weather modeling.
method Automated spatio-temporal feature extraction using deep neural networks.
result Deep learning outperforms traditional methods in French national load forecasting.
Matrix-variate distributions can intuitively model the dependence structure of matrix-valued observations that arise in applications with multivariate time series, spatio-temporal or repeated measures. This paper develops an Expectation-Maximization algorithm for discriminant analysis and classification with matrix-var…
In this paper we address speaker-independent multichannel speech enhancement in unknown noisy environments. Our work is based on a well-established multichannel local Gaussian modeling framework. We propose to use a neural network for modeling the speech spectro-temporal content. The parameters of this supervised model…
New neural networks model for spatio-temporal data.
problem Building a mapping from spatially encoded time series covariates to real-valued response data.
method Proposed two novel extensions of Functional Neural Network (FNN) for spatio-temporal regression.
result Demonstrated effectiveness in handling varying spatial correlations through comprehensive simulation studies.
Study discovers patterns in insulin needs for T1D patients.
problem Finding the right insulin dose and time for T1D patients is challenging.
method Used OpenAPS Data Commons dataset and time series techniques like matrix profile and multi-variate clustering.
result Identified temporal patterns in insulin needs driven by factors like carbohydrates and possibly others.
A single, stationary topic model such as latent Dirichlet allocation is inappropriate for modeling corpora that span long time periods, as the popularity of topics is likely to change over time. A number of models that incorporate time have been proposed, but in general they either exhibit limited forms of temporal var…
To act and plan in complex environments, we posit that agents should have a mental simulator of the world with three characteristics: (a) it should build an abstract state representing the condition of the world; (b) it should form a belief which represents uncertainty on the world; (c) it should go beyond simple step-…
VTD uses deep embeddings to estimate treatment effects from longitudinal data without unconfoundedness assumption.
problem Challenges in estimating individualized treatment effects from longitudinal observational data due to confounding bias.
method Leverages deep variational embeddings and observed proxies to learn hidden confounders.
result Effective in estimating treatment effects when hidden confounding is the leading bias.
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.
Temporal difference learning explained through gradient splitting, improving convergence times.
problem Learning value functions in Markov Decision Processes with linear approximations.
method Interpreting TD learning as gradient splitting and applying convergence proofs from gradient descent.
result Improved convergence times for TD learning, especially with a minor variation.
New GP model tackles physics constraints efficiently.
problem Lack of efficient, physics-informed models for complex systems.
method Physics-informed variational state-space Gaussian process.
result Efficient spatio-temporal modeling with improved performance.
We introduce Deep Variational Bayes Filters (DVBF), a new method for unsupervised learning and identification of latent Markovian state space models. Leveraging recent advances in Stochastic Gradient Variational Bayes, DVBF can overcome intractable inference distributions via variational inference. Thus, it can handle …
Multiscale Euclidean Network Trajectories: Second-Moment Geometry, Attribution, and Change Pointsstat.ML
Develops MENT for interpreting and detecting changes in network trajectories.
problem Distortion of network geometry and invalidation of temporal comparisons in dynamic network analysis.
method Develops Multiscale Euclidean Network Trajectories (MENT) framework based on second-moment geometry.
result Validates and interprets network trajectories through isotropic normalization and orthogonal transformations.
New BNN method reduces training time and model size.
problem Overconfident predictions in deep learning models.
method Designing STF-BNN for efficient scaling of BNNs.
result Significantly reduces training time and model size compared to vanilla BNNs.
The paper proposes a structure learning model for efficient reinforcement learning.
problem Efficient sample-based decision making in complex environments.
method Temporal Gaussian Mixture Model with structure learning.
result The model discovers the number of states and transition probabilities.
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.
Proposes a method to learn conditional VAEs from datasets with missing covariates.
problem Learning conditional VAEs from datasets with missing covariates.
method Augments conditional VAEs with a prior distribution for missing covariates and estimates their posterior using amortised variational inference.
result The proposed method outperforms previous methods in learning conditional VAEs from non-temporal, temporal, and longitudinal datasets.