Search Results for author: Christian Bock

Found 7 papers, 5 papers with code

Online Time Series Anomaly Detection with State Space Gaussian Processes

no code implementations18 Jan 2022 Christian Bock, François-Xavier Aubet, Jan Gasthaus, Andrey Kan, Ming Chen, Laurent Callot

We propose r-ssGPFA, an unsupervised online anomaly detection model for uni- and multivariate time series building on the efficient state space formulation of Gaussian processes.

Anomaly Detection Gaussian Processes +2

Uncovering the Topology of Time-Varying fMRI Data using Cubical Persistence

1 code implementation NeurIPS 2020 Bastian Rieck, Tristan Yates, Christian Bock, Karsten Borgwardt, Guy Wolf, Nicholas Turk-Browne, Smita Krishnaswamy

We observe significant differences in both brain state trajectories and overall topological activity between adults and children watching the same movie.


Path Imputation Strategies for Signature Models of Irregular Time Series

2 code implementations25 May 2020 Michael Moor, Max Horn, Christian Bock, Karsten Borgwardt, Bastian Rieck

The signature transform is a 'universal nonlinearity' on the space of continuous vector-valued paths, and has received attention for use in machine learning on time series.

Imputation Irregular Time Series +2

Set Functions for Time Series

2 code implementations ICML 2020 Max Horn, Michael Moor, Christian Bock, Bastian Rieck, Karsten Borgwardt

Despite the eminent successes of deep neural networks, many architectures are often hard to transfer to irregularly-sampled and asynchronous time series that commonly occur in real-world datasets, especially in healthcare applications.

Time Series Time Series Analysis +1

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