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Learning the relationships between various entities from time-series data is essential in many applications. Gaussian graphical models have been studied to infer these relationships. However, existing algorithms process data in a batch at a central location, limiting their applications in scenarios where data is gathered by different agents. In this paper, we propose a distributed sparse inverse covariance algorithm to learn the network structure (i.e., dependencies among observed entities) in real-time from data collected by distributed agents. Our approach is built on an online graphical alternating minimization algorithm, augmented with a consensus term that allows agents to learn the desired structure cooperatively. We allow the system designer to select the number of communication rounds and optimization steps per data point. We characterize the rate of convergence of our algorithm and provide simulations on synthetic datasets.

The paper presents a novel learning-based sampling strategy that guarantees rejection-free sampling of the free space in both biased and uniform conditions. Data of past configurations of the autonomous system performing a repetitive task is leveraged to estimate a non-parametric probabilistic description of the region of the free space where feasible solutions of the motion planning problem are likely to be found. The tuning parameters of the kernel density estimator -- the bandwidth and the kernel -- are then used to properly alter the description of the free space such that no sampled configuration can fall outside the original free space. The paper demonstrates the proposed method on two case studies: the first showcases the sampling strategies on 2D historical data from real surface vessels, whereas the second applies the method on 3D drone data gathered from a real quadrotor system. Both instances show that the proposed biased and approximately uniform sampling schemes are able to guarantee rejection-free sampling of the considered workspaces.

The development of machine learning algorithms in the cyber security domain has been impeded by the complex, hierarchical, sequential and multimodal nature of the data involved. In this paper we introduce the notion of a streaming tree as a generic data structure encompassing a large portion of real-world cyber security data. Starting from host-based event logs we represent computer processes as streaming trees that evolve in continuous time. Leveraging the properties of the signature kernel, a machine learning tool that recently emerged as a leading technology for learning with complex sequences of data, we develop the SK-Tree algorithm. SK-Tree is a supervised learning method for systematic malware detection on streaming trees that is robust to irregular sampling and high dimensionality of the underlying streams. We demonstrate the effectiveness of SK-Tree to detect malicious events on a portion of the publicly available DARPA OpTC dataset, achieving an AUROC score of 98%.

Stochastic processes are random variables with values in some space of paths. However, reducing a stochastic process to a path-valued random variable ignores its filtration, i.e. the flow of information carried by the process through time. By conditioning the process on its filtration, we introduce a family of higher order kernel mean embeddings (KMEs) that generalizes the notion of KME and captures additional information related to the filtration. We derive empirical estimators for the associated higher order maximum mean discrepancies (MMDs) and prove consistency. We then construct a filtration-sensitive kernel two-sample test able to pick up information that gets missed by the standard MMD test. In addition, leveraging our higher order MMDs we construct a family of universal kernels on stochastic processes that allows to solve real-world calibration and optimal stopping problems in quantitative finance (such as the pricing of American options) via classical kernel-based regression methods. Finally, adapting existing tests for conditional independence to the case of stochastic processes, we design a causal-discovery algorithm to recover the causal graph of structural dependencies among interacting bodies solely from observations of their multidimensional trajectories.

The regression discontinuity (RD) design offers identification of causal effects under weak assumptions, earning it the position as a standard method in modern political science research. But identification does not necessarily imply that the causal effects can be estimated accurately with limited data. In this paper, we highlight that estimation is particularly challenging with the RD design and investigate how these challenges manifest themselves in the empirical literature. We collect all RD-based findings published in top political science journals from 2009--2018. The findings exhibit pathological features; estimates tend to bunch just above the conventional level of statistical significance. A reanalysis of all studies with available data suggests that researcher's discretion is not a major driver of these pathological features, but researchers tend to use inappropriate methods for inference, rendering standard errors artificially small. A retrospective power analysis reveals that most of these studies were underpowered to detect all but large effects. The issues we uncover, combined with well-documented selection pressures in academic publishing, cause concern that many published findings using the RD design are exaggerated, if not entirely spurious.

The paper investigates the efficacy of parameter shrinkage on count data models through the use of penalized likelihood methods. The goal is to fit models to count data where multiple independent count variables are observed with only a moderate sample size per variable. The possibility of zero-inflated counts is also plausible for the data. In the context considered here, elementary school-aged kids were given passages of different lengths to read. We aim to find a suitable model that accurately captures their oral reading fluency (ORF) as measured by number of words read incorrectly (WRI) scores. The dataset contains information about the length of the passages (number of words) and WRI scores obtained from recorded reading sessions. The idea is to find passage-level parameter estimates with good MSE properties. Improvement over maximum likelihood MSE is considered by applying appending penalty functions to the negative log-likelihood. Three statistical models are considered for WRI scores, namely the binomial, zero-inflated binomial, and beta-binomial. The paper explores two types of penalty functions resulting in estimators that are either closer to $0$ or closer to the equivalent parameters corresponding to other passages. The efficacy of the shrinkage methods are explored in an extensive simulation study.

Most current anomaly detection methods suffer from the curse of dimensionality when dealing with high-dimensional data. We propose an anomaly detection algorithm that can scale to high-dimensional data using concepts from the theory of large deviations. The proposed Large Deviations Anomaly Detection (LAD) algorithm is shown to outperform state of art anomaly detection methods on a variety of large and high-dimensional benchmark data sets. Exploiting the ability of the algorithm to scale to high-dimensional data, we propose an online anomaly detection method to identify anomalies in a collection of multivariate time series. We demonstrate the applicability of the online algorithm in identifying counties in the United States with anomalous trends in terms of COVID-19 related cases and deaths. Several of the identified anomalous counties correlate with counties with documented poor response to the COVID pandemic.

Automated story plot generation is the task of generating a coherent sequence of plot events. Causal relations between plot events are believed to increase the perception of story and plot coherence. In this work, we introduce the concept of soft causal relations as causal relations inferred from commonsense reasoning. We demonstrate C2PO, an approach to narrative generation that operationalizes this concept through Causal, Commonsense Plot Ordering. Using human-participant protocols, we evaluate our system against baseline systems with different commonsense reasoning reasoning and inductive biases to determine the role of soft causal relations in perceived story quality. Through these studies we also probe the interplay of how changes in commonsense norms across storytelling genres affect perceptions of story quality.

Leveraging biased click data for optimizing learning to rank systems has been a popular approach in information retrieval. Because click data is often noisy and biased, a variety of methods have been proposed to construct unbiased learning to rank (ULTR) algorithms for the learning of unbiased ranking models. Among them, automatic unbiased learning to rank (AutoULTR) algorithms that jointly learn user bias models (i.e., propensity models) with unbiased rankers have received a lot of attention due to their superior performance and low deployment cost in practice. Despite their differences in theories and algorithm design, existing studies on ULTR usually use uni-variate ranking functions to score each document or result independently. On the other hand, recent advances in context-aware learning-to-rank models have shown that multivariate scoring functions, which read multiple documents together and predict their ranking scores jointly, are more powerful than uni-variate ranking functions in ranking tasks with human-annotated relevance labels. Whether such superior performance would hold in ULTR with noisy data, however, is mostly unknown. In this paper, we investigate existing multivariate scoring functions and AutoULTR algorithms in theory and prove that permutation invariance is a crucial factor that determines whether a context-aware learning-to-rank model could be applied to existing AutoULTR framework. Our experiments with synthetic clicks on two large-scale benchmark datasets show that AutoULTR models with permutation-invariant multivariate scoring functions significantly outperform those with uni-variate scoring functions and permutation-variant multivariate scoring functions.

We present a new clustering method in the form of a single clustering equation that is able to directly discover groupings in the data. The main proposition is that the first neighbor of each sample is all one needs to discover large chains and finding the groups in the data. In contrast to most existing clustering algorithms our method does not require any hyper-parameters, distance thresholds and/or the need to specify the number of clusters. The proposed algorithm belongs to the family of hierarchical agglomerative methods. The technique has a very low computational overhead, is easily scalable and applicable to large practical problems. Evaluation on well known datasets from different domains ranging between 1077 and 8.1 million samples shows substantial performance gains when compared to the existing clustering techniques.