Presentation | 2024-03-04 Joint Estimation of Differential Equations and Latent Event Types from Temporal Point Processes Shuichi Miyazawa, Daichi Mochihashi, |
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PDF Download Page | PDF download Page Link |
Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | Ordinary differential equations (ODEs) help the interpretation of phenomena in various scientific fields. ODEs are often applied to numerical data, but we proposed a modeling method using ODEs for sequences of events occurring in con- tinuous time (temporal point processes). Here, event series with labels indicating the type of components of the nonlinear dynamical system described by the ODEs are required, but in real settings, there are many event series that do not have such labels explicitly. Real event data is often accompanied by covariates, e.g., abstracts of inventions in patent applications. Such additional information, called marks, is useful for identifying latent event types. Therefore, we propose a method for modeling the generating process of event series by ODEs, using marks to estimate latent event types for event series without explicit labels indicating the components of the ODEs. The proposed method can be considered as an extension of latent Poisson process allocation, where each event is assigned to one of a set of latent Poisson processes, using ODEs. We demonstrated that the proposed method can estimate and recover latent event types and parameters of ODE using simulated data, and showed the applicability of the proposed method to a real problem using the USPTO patent datase |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Ordinary Differential Equations / Temporal Point Processes / Gaussian Processes / Gradient Matching |
Paper # | IBISML2023-50 |
Date of Issue | 2024-02-25 (IBISML) |
Conference Information | |
Committee | PRMU / IBISML / IPSJ-CVIM |
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Conference Date | 2024/3/3(2days) |
Place (in Japanese) | (See Japanese page) |
Place (in English) | Hiroshima Univ. Higashi-Hiroshima campus |
Topics (in Japanese) | (See Japanese page) |
Topics (in English) | |
Chair | Kunio Kashio(NTT) / Masashi Sugiyama(Univ. of Tokyo) / 日浦 慎作(兵庫県立大) |
Vice Chair | Takuya Funatomi(NAIST) / Go Irie(Tokyo Univ. of Science) / Toshihiro Kamishima(AIST) / Koji Tsuda(Univ. of Tokyo) |
Secretary | Takuya Funatomi(Tokyo Inst. of Tech.) / Go Irie(Riken) / Toshihiro Kamishima(NTT) / Koji Tsuda(Hokkaido Univ.) / (名大) |
Assistant | Kei Shimonishi(Kyoto Univ.) / Kensho Hara(AIST) / Yoshinobu Kawahara(Osaka Univ.) / Taiji Suzuki(Univ.of Tokyo) |
Paper Information | |
Registration To | Technical Committee on Pattern Recognition and Media Understanding / Technical Committee on Information-Based Induction Sciences and Machine Learning / Special Interest Group on Computer Vision and Image Media |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Joint Estimation of Differential Equations and Latent Event Types from Temporal Point Processes |
Sub Title (in English) | |
Keyword(1) | Ordinary Differential Equations |
Keyword(2) | Temporal Point Processes |
Keyword(3) | Gaussian Processes |
Keyword(4) | Gradient Matching |
1st Author's Name | Shuichi Miyazawa |
1st Author's Affiliation | The Graduate University for Advanced Studies(SOKENDAI) |
2nd Author's Name | Daichi Mochihashi |
2nd Author's Affiliation | The Institute of Statistical Mathematics(ISM) |
Date | 2024-03-04 |
Paper # | IBISML2023-50 |
Volume (vol) | vol.123 |
Number (no) | IBISML-410 |
Page | pp.pp.71-78(IBISML), |
#Pages | 8 |
Date of Issue | 2024-02-25 (IBISML) |