Search Results for author: Sikun Yang

Found 9 papers, 1 papers with code

Scaling up Dynamic Edge Partition Models via Stochastic Gradient MCMC

no code implementations29 Feb 2024 Sikun Yang, Heinz Koeppl

For large network data, we propose a stochastic gradient Markov chain Monte Carlo (SG-MCMC) algorithm for scalable inference in the proposed model.

Link Prediction

Negative-Binomial Randomized Gamma Markov Processes for Heterogeneous Overdispersed Count Time Series

no code implementations29 Feb 2024 Rui Huang, Sikun Yang, Heinz Koeppl

Modeling count-valued time series has been receiving increasing attention since count time series naturally arise in physical and social domains.

Imputation Time Series

Poisson-Gamma Dynamical Systems with Non-Stationary Transition Dynamics

no code implementations26 Feb 2024 Jiahao Wang, Sikun Yang, Heinz Koeppl, Xiuzhen Cheng, Pengfei Hu, Guoming Zhang

Bayesian methodologies for handling count-valued time series have gained prominence due to their ability to infer interpretable latent structures and to estimate uncertainties, and thus are especially suitable for dealing with noisy and incomplete count data.

Data Augmentation Time Series

A Variational Autoencoder for Neural Temporal Point Processes with Dynamic Latent Graphs

no code implementations26 Dec 2023 Sikun Yang, Hongyuan Zha

In particular, we use a sequential latent variable model to learn a dependency graph between the observed dimensions, for each sub-interval.

Point Processes

Learning Stochastic Dynamical Systems as an Implicit Regularization with Graph Neural Networks

no code implementations12 Jul 2023 Jin Guo, Ting Gao, Yufu Lan, Peng Zhang, Sikun Yang, Jinqiao Duan

To that end, the observed randomness and spatial-correlations are captured by learning the drift and diffusion terms of the stochastic differential equation with a Gumble matrix embedding, respectively.

Time Series

Estimating Latent Population Flows from Aggregated Data via Inversing Multi-Marginal Optimal Transport

no code implementations30 Dec 2022 Sikun Yang, Hongyuan Zha

In particular, we propose to estimate the transition flows from aggregated data by learning the cost functions of the MOT framework, which enables us to capture time-varying dynamic patterns.

Collapsed Variational Inference for Nonparametric Bayesian Group Factor Analysis

1 code implementation10 Sep 2018 Sikun Yang, Heinz Koeppl

Group factor analysis (GFA) methods have been widely used to infer the common structure and the group-specific signals from multiple related datasets in various fields including systems biology and neuroimaging.

Variational Inference

Dependent Relational Gamma Process Models for Longitudinal Networks

no code implementations ICML 2018 Sikun Yang, Heinz Koeppl

Within the latent space, our framework models the birth and death dynamics of individual groups via a thinning function.

Data Augmentation

A Poisson Gamma Probabilistic Model for Latent Node-group Memberships in Dynamic Networks

no code implementations28 May 2018 Sikun Yang, Heinz Koeppl

We present a probabilistic model for learning from dynamic relational data, wherein the observed interactions among networked nodes are modeled via the Bernoulli Poisson link function, and the underlying network structure are characterized by nonnegative latent node-group memberships, which are assumed to be gamma distributed.

Social and Information Networks

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