Search Results - "Tank, Alex"

Neural Granger Causality by Tank, Alex, Covert, Ian, Foti, Nicholas, Shojaie, Ali, Fox, Emily B.

“…While most classical approaches to Granger causality detection assume linear dynamics, many interactions in real-world applications, like neuroscience and…”
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Penalized estimation of threshold auto-regressive models with many components and thresholds by Zhang, Kunhui, Safikhani, Abolfazl, Tank, Alex, Shojaie, Ali

“…Thanks to their simplicity and interpretable structure, autoregressive processes are widely used to model time series data. However, many real time series data…”
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Discovering Interactions in Multivariate Time Series by Tank, Alex

“…In large collections of multivariate time series it is of interest to determine interactions between each pair of time series. Classically, interactions…”
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Neural Granger Causality by Tank, Alex, Covert, Ian, Foti, Nicholas, Shojaie, Ali, Fox, Emily

“…While most classical approaches to Granger causality detection assume linear dynamics, many interactions in real-world applications, like neuroscience and…”
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An Efficient ADMM Algorithm for Structural Break Detection in Multivariate Time Series by Tank, Alex, Fox, Emily B, Shojaie, Ali

“…We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural…”
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Granger Causality Networks for Categorical Time Series by Tank, Alex, Fox, Emily B, Shojaie, Ali

“…We present a new framework for learning Granger causality networks for multivariate categorical time series, based on the mixture transition distribution (MTD)…”
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Identifiability and Estimation of Structural Vector Autoregressive Models for Subsampled and Mixed Frequency Time Series by Tank, Alex, Fox, Emily B, Shojaie, Ali

“…Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal…”
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A Unified Framework for Long Range and Cold Start Forecasting of Seasonal Profiles in Time Series by Xie, Christopher, Tank, Alex, Greaves-Tunnell, Alec, Fox, Emily

“…Providing long-range forecasts is a fundamental challenge in time series modeling, which is only compounded by the challenge of having to form such forecasts…”
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Bayesian Structure Learning for Stationary Time Series by Tank, Alex, Foti, Nicholas, Fox, Emily

“…While much work has explored probabilistic graphical models for independent data, less attention has been paid to time series. The goal in this setting is to…”
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An Interpretable and Sparse Neural Network Model for Nonlinear Granger Causality Discovery by Tank, Alex, Cover, Ian, Foti, Nicholas J, Shojaie, Ali, Fox, Emily B

“…While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics…”
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Streaming Variational Inference for Bayesian Nonparametric Mixture Models by Tank, Alex, Foti, Nicholas J, Fox, Emily B

“…In theory, Bayesian nonparametric (BNP) models are well suited to streaming data scenarios due to their ability to adapt model complexity with the observed…”
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