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| Publications [#338704] of Lawrence Carin
Papers Published
- Lian, W; Henao, R; Rao, V; Lucas, J; Carin, L, A multitask point process predictive model,
32nd International Conference on Machine Learning, ICML 2015, vol. 3
(January, 2015),
pp. 2030-2038, ISBN 9781510810587
(last updated on 2024/12/31)
Abstract: Point process data are commonly observed in fields like healthcare and the social sciences. Designing predictive models for such event streams is an under-explored problem, due to often scarce training data. In this work we propose a multitask point process model, leveraging information from all tasks via a hierarchical Gaussian process (GP). Nonparametric learning functions implemented by a GP, which map from past events to future rates, allow analysis of flexible arrival patterns. To facilitate efficient inference, we propose a sparse construction for this hierarchical model, and derive a variational Bayes method for learning and inference. Experimental results are shown on both synthetic data and as well as real electronic health-records data.
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