Sequential Observation
Sequential observation research focuses on analyzing and interpreting data sequences to extract meaningful patterns and insights, often aiming for improved prediction, anomaly detection, or explanation of underlying processes. Current research emphasizes developing advanced probabilistic models (like Poisson-Gamma Dynamic Factor Models), leveraging deep learning architectures (including convolutional and recurrent neural networks, and transformers) for improved accuracy and scalability, and employing techniques like contrastive learning and multiple instance learning to handle noisy, incomplete, or unlabeled data. These advancements have significant implications for diverse fields, including finance, healthcare, robotics, and autonomous driving, enabling more robust and accurate analysis of complex temporal data.
Papers
Nonparametric and Regularized Dynamical Wasserstein Barycenters for Sequential Observations
Kevin C. Cheng, Shuchin Aeron, Michael C. Hughes, Eric L. Miller
Multiple Instance Learning for Detecting Anomalies over Sequential Real-World Datasets
Parastoo Kamranfar, David Lattanzi, Amarda Shehu, Daniel Barbará