activity
20132026
most citedNovel semi-metrics for multivariate change point analysis and anomaly detection

31 citations · 89 across the 11 of their papers we have counts for

collaborators

12 papers

cs.LG2026

Protein Representation Learning with Secondary-Structure and Energy-Filtered Hydrogen-Bond Graphs

Mohamed Mouhajir, Limei Wang, El Houcine Bergou +3

Graph-based representations are widely used in protein modeling, yet many existing approaches rely primarily on sequence adjacency or geometric proximity, which only partially refl…

q-fin.ST2024

Quantifying neural network uncertainty under volatility clustering

Steven Y. K. Wong, Jennifer S. K. Chan, Lamiae Azizi

Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a s…

stat.ML2021

Non-stationary Gaussian process discriminant analysis with variable selection for high-dimensional functional data

W Yu, S Wade, H D Bondell +1

High-dimensional classification and feature selection tasks are ubiquitous with the recent advancement in data acquisition technology. In several application areas such as biology,…

cs.SI2021★ 20 cited

Multilayer Networks for Text Analysis with Multiple Data Types

Charles C. Hyland, Yuanming Tao, Lamiae Azizi +3

We are interested in the widespread problem of clustering documents and finding topics in large collections of written documents in the presence of metadata and hyperlinks. To tack…

stat.ML2020

Additive Poisson Process: Learning Intensity of Higher-Order Interaction in Stochastic Processes

Simon Luo, Feng Zhou, Lamiae Azizi +1

We present the Additive Poisson Process (APP), a novel framework that can model the higher-order interaction effects of the intensity functions in stochastic processes using lower…

q-fin.CP2020

Time-varying neural network for stock return prediction

Steven Y. K. Wong, Jennifer Chan, Lamiae Azizi +1

We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems…

cs.LG2019★ 31 cited

Novel semi-metrics for multivariate change point analysis and anomaly detection

Nick James, Max Menzies, Lamiae Azizi +1

This paper proposes a new method for determining similarity and anomalies between time series, most practically effective in large collections of (likely related) time series, by m…

stat.ML2019

Hierarchical Probabilistic Model for Blind Source Separation via Legendre Transformation

Simon Luo, Lamiae Azizi, Mahito Sugiyama

We present a novel blind source separation (BSS) method, called information geometric blind source separation (IGBSS). Our formulation is based on the log-linear model equipped wit…

physics.soc-ph2019★ 14 cited

Micro, Meso, Macro: the effect of triangles on communities in networks

Sophie Wharrie, Lamiae Azizi, Eduardo G. Altmann

Meso-scale structures (communities) are used to understand the macro-scale properties of complex networks, such as their functionality and formation mechanisms. Micro-scale structu…

stat.ME2018

Variational Nonparametric Discriminant Analysis

Weichang Yu, Lamiae Azizi, John T. Ormerod

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible w…

stat.AP2013★ 15 cited

Spatial risk mapping for rare disease with hidden Markov fields and variational EM

Florence Forbes, Myriam Charras-Garrido, Lamiae Azizi +2

Current risk mapping models for pooled data focus on the estimated risk for each geographical unit. A risk classification, that is, grouping of geographical units with similar risk…

stat.CO2013★ 9 cited

PReMiuM: An R Package for Profile Regression Mixture Models using Dirichlet Processes

Silvia Liverani, David I. Hastie, Lamiae Azizi +2

PReMiuM is a recently developed R package for Bayesian clustering using a Dirichlet process mixture model. This model is an alternative to regression models, non-parametrically lin…