Title
Structured Proportional Jump Processes
Abstract
Learning the association between observed variables and future trajectories of continuous-time stochastic processes is a fundamental task in dynamic modeling. Often the dynamics are non-homogeneous and involve a large number of interacting components. We introduce a conditional probabilistic model that captures such dynamics, while maintaining scalability and providing an explicit way to express the interrelation between the system components. The principal idea is a factorization of the model into two distinct elements: one depends only on time and the other depends on the system configuration. We developed a learning procedure, given either full or point observations, and tested it on simulated data. We applied the proposed modeling scheme to study large cohorts of diabetes and HIV patients, and demonstrate that the factorization helps shed light on the dynamics of these diseases.
Year
Venue
Field
2014
UNCERTAINTY IN ARTIFICIAL INTELLIGENCE
Mathematical optimization,Computer science,System configuration,Stochastic process,Theoretical computer science,System dynamics,Factorization,Artificial intelligence,Statistical model,Jump,Machine learning,Scalability
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
8
5
Name
Order
Citations
PageRank
Tal El-hay1515.70
Omer Weissbrod211.73
Elad Eban3294.86
Maurizio Zazzi4556.77
Francesca Incardona5243.30