Gaussian Processes to Study the Joint Dynamics of Networks and Time Series

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Event details

Date 22.06.2016
Hour 08:3010:30
Speaker Victor Kristof
Location
Category Conferences - Seminars
EDIC Candidacy Exam
Exam President: Prof. Wulfram Gerstner
Thesis Director: Prof. Patrick Thiran
Thesis Co-director: Prof. Matthias Grossglauser
Co-examiner: Prof. Pascal Frossard

Background papers
Recurrent Gaussian Processes, by C. L. C. Mattos et al.
COEVOLVE: A Joint Point Process Model for Information Diffusion and Network Co-evolution, by M.Farajtabar et al.
Spatial and Spatio-Temporal Log-Gaussian Cox Processes: Extending the Geostatistical Paradigm, by P. J. Diggle et al.

Abstract
Gaussian processes are a class of statistical models whose popularity in Machine Learning has been increasing dramatically in recent years. They provide a powerful framework for regression and classification, while exhibiting great flexibility and interpretability. We describe in this work how they can be extended into a recurrent structure to learn dynamical patterns and how they can model spatio-temporal point processes. This will lead us to the study of co-evolutionary network and time series, and how Gaussian processes can be exploited to improve the existing joint dynamics models.

Practical information

  • General public
  • Free

Contact

  • Cecilia Chapuis EDIC

Tags

EDIC candidacy exam

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