Causality in Time Series: Challenges in Machine Learning


Book Description

This volume in the Challenges in Machine Learning series gathers papers from the Mini Symposium on Causality in Time Series, which was part of the Neural Information Processing Systems (NIPS) confernce in 2009 in Vancouver, Canada. These papers present state-of-the-art research in time-series causality to the machine learning community, unifying methodological interests in the various communities that require such inference.




Statistical Modeling Using Local Gaussian Approximation


Book Description

Statistical Modeling using Local Gaussian Approximation extends powerful characteristics of the Gaussian distribution, perhaps, the most well-known and most used distribution in statistics, to a large class of non-Gaussian and nonlinear situations through local approximation. This extension enables the reader to follow new methods in assessing dependence and conditional dependence, in estimating probability and spectral density functions, and in discrimination. Chapters in this release cover Parametric, nonparametric, locally parametric, Dependence, Local Gaussian correlation and dependence, Local Gaussian correlation and the copula, Applications in finance, and more. Additional chapters explores Measuring dependence and testing for independence, Time series dependence and spectral analysis, Multivariate density estimation, Conditional density estimation, The local Gaussian partial correlation, Regression and conditional regression quantiles, and a A local Gaussian Fisher discriminant. - Reviews local dependence modeling with applications to time series and finance markets - Introduces new techniques for density estimation, conditional density estimation, and tests of conditional independence with applications in economics - Evaluates local spectral analysis, discovering hidden frequencies in extremes and hidden phase differences - Integrates textual content with three useful R packages




Causality in the Sciences


Book Description

There is a need for integrated thinking about causality, probability and mechanisms in scientific methodology. Causality and probability are long-established central concepts in the sciences, with a corresponding philosophical literature examining their problems. On the other hand, the philosophical literature examining mechanisms is not long-established, and there is no clear idea of how mechanisms relate to causality and probability. But we need some idea if we are to understand causal inference in the sciences: a panoply of disciplines, ranging from epidemiology to biology, from econometrics to physics, routinely make use of probability, statistics, theory and mechanisms to infer causal relationships. These disciplines have developed very different methods, where causality and probability often seem to have different understandings, and where the mechanisms involved often look very different. This variegated situation raises the question of whether the different sciences are really using different concepts, or whether progress in understanding the tools of causal inference in some sciences can lead to progress in other sciences. The book tackles these questions as well as others concerning the use of causality in the sciences.




Assessing Complexity in Physiological Systems through Biomedical Signals Analysis


Book Description

Complexity is a ubiquitous phenomenon in physiology that allows living systems to adapt to external perturbations. Fractal structures, self-organization, nonlinearity, interactions at different scales, and interconnections among systems through anatomical and functional networks, may originate complexity. Biomedical signals from physiological systems may carry information about the system complexity useful to identify physiological states, monitor health, and predict pathological events. Therefore, complexity analysis of biomedical signals is a rapidly evolving field aimed at extracting information on the physiological systems. This book consists of 16 contributions from authors with a strong scientific background in biomedical signals analysis. It includes reviews on the state-of-the-art of complexity studies in specific medical applications, new methods to improve complexity quantifiers, and novel complexity analyses in physiological or clinical scenarios. It presents a wide spectrum of methods investigating the entropic properties, multifractal structure, self-organized criticality, and information dynamics of biomedical signals touching upon three physiological areas: the cardiovascular system, the central nervous system, the heart-brain interactions. The book is aimed at experienced researchers in signal analysis and presents the latest trends in the complexity methods in physiology and medicine with the hope of inspiring future works advancing this fascinating area of research.




Information Dynamics


Book Description

Proceedings of a NATO ASI held in Irsee/Kaufbeuren, Germany, June 15--26, 1990




Multivariate Time Series Analysis and Applications


Book Description

An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highly successful and much lauded book, Time Series Analysis—Univariate and Multivariate Methods, this new work by William W.S. Wei focuses on high dimensional multivariate time series, and is illustrated with numerous high dimensional empirical time series. Beginning with the fundamentalconcepts and issues of multivariate time series analysis,this book covers many topics that are not found in general multivariate time series books. Some of these are repeated measurements, space-time series modelling, and dimension reduction. The book also looks at vector time series models, multivariate time series regression models, and principle component analysis of multivariate time series. Additionally, it provides readers with information on factor analysis of multivariate time series, multivariate GARCH models, and multivariate spectral analysis of time series. With the development of computers and the internet, we have increased potential for data exploration. In the next few years, dimension will become a more serious problem. Multivariate Time Series Analysis and its Applications provides some initial solutions, which may encourage the development of related software needed for the high dimensional multivariate time series analysis. Written by bestselling author and leading expert in the field Covers topics not yet explored in current multivariate books Features classroom tested material Written specifically for time series courses Multivariate Time Series Analysis and its Applications is designed for an advanced time series analysis course. It is a must-have for anyone studying time series analysis and is also relevant for students in economics, biostatistics, and engineering.




Directions in Mathematical Systems Theory and Optimization


Book Description

For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the ?elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ?ltering, feedback and robust control. His contributions to modeling include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identi?cation. His contributions to ?ltering and estimation include the development of fast ?ltering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. His further research on the phase portrait of this dynamical system gave a better understanding of when the Kalman ?lter will converge, answering an open question raised by Kalman. While still a student he established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. He continued his interest in feedback control by deriving optimal and robust control feedback laws for suppressing the effects of harmonic disturbances. Moreover, his recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design.




Networks in Climate


Book Description

Over the last two decades the complex network paradigm has proven to be a fruitful tool for the investigation of complex systems in many areas of science; for example, the Internet, neural networks and social networks. This book provides an overview of applications of network theory to climate variability, such as the El Niño/Southern Oscillation and the Indian Monsoon, presenting recent important results obtained with these techniques and showing their potential for further development and research. The book is aimed at researchers and graduate students in climate science. A basic background in physics and mathematics is required. Several of the methodologies presented here will also be valuable to a broader audience of those interested in network science, for example, from biomedicine, ecology and economics.




ECAI 2020


Book Description

This book presents the proceedings of the 24th European Conference on Artificial Intelligence (ECAI 2020), held in Santiago de Compostela, Spain, from 29 August to 8 September 2020. The conference was postponed from June, and much of it conducted online due to the COVID-19 restrictions. The conference is one of the principal occasions for researchers and practitioners of AI to meet and discuss the latest trends and challenges in all fields of AI and to demonstrate innovative applications and uses of advanced AI technology. The book also includes the proceedings of the 10th Conference on Prestigious Applications of Artificial Intelligence (PAIS 2020) held at the same time. A record number of more than 1,700 submissions was received for ECAI 2020, of which 1,443 were reviewed. Of these, 361 full-papers and 36 highlight papers were accepted (an acceptance rate of 25% for full-papers and 45% for highlight papers). The book is divided into three sections: ECAI full papers; ECAI highlight papers; and PAIS papers. The topics of these papers cover all aspects of AI, including Agent-based and Multi-agent Systems; Computational Intelligence; Constraints and Satisfiability; Games and Virtual Environments; Heuristic Search; Human Aspects in AI; Information Retrieval and Filtering; Knowledge Representation and Reasoning; Machine Learning; Multidisciplinary Topics and Applications; Natural Language Processing; Planning and Scheduling; Robotics; Safe, Explainable, and Trustworthy AI; Semantic Technologies; Uncertainty in AI; and Vision. The book will be of interest to all those whose work involves the use of AI technology.




Artificial Intelligence and Causal Inference


Book Description

Artificial Intelligence and Causal Inference address the recent development of relationships between artificial intelligence (AI) and causal inference. Despite significant progress in AI, a great challenge in AI development we are still facing is to understand mechanism underlying intelligence, including reasoning, planning and imagination. Understanding, transfer and generalization are major principles that give rise intelligence. One of a key component for understanding is causal inference. Causal inference includes intervention, domain shift learning, temporal structure and counterfactual thinking as major concepts to understand causation and reasoning. Unfortunately, these essential components of the causality are often overlooked by machine learning, which leads to some failure of the deep learning. AI and causal inference involve (1) using AI techniques as major tools for causal analysis and (2) applying the causal concepts and causal analysis methods to solving AI problems. The purpose of this book is to fill the gap between the AI and modern causal analysis for further facilitating the AI revolution. This book is ideal for graduate students and researchers in AI, data science, causal inference, statistics, genomics, bioinformatics and precision medicine. Key Features: Cover three types of neural networks, formulate deep learning as an optimal control problem and use Pontryagin’s Maximum Principle for network training. Deep learning for nonlinear mediation and instrumental variable causal analysis. Construction of causal networks is formulated as a continuous optimization problem. Transformer and attention are used to encode-decode graphics. RL is used to infer large causal networks. Use VAE, GAN, neural differential equations, recurrent neural network (RNN) and RL to estimate counterfactual outcomes. AI-based methods for estimation of individualized treatment effect in the presence of network interference.