arXiv subjects

Lamiae Azizi

Publications and source records attributed to Lamiae Azizi.

11 recordsLinked to original sources

arXiv2026

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

Graph-based representations are widely used in protein modeling, yet many existing approaches rely primarily on sequence adjacency or geometric proximity, which only partially reflect the principles governing protein folding. Proteins instead adopt complex three-dimensional conformations organized around secondary structure elements, such as $\alpha$-helices and $\beta$-sheets, which encode recurring local motifs and stabilizing hydrogen-bond interactions. In this work, we introduce a secondary-structure-aware graph neural network for protein representation learning. Residue-level node representations are augmented with secondary structure assignments, and graph edges are constructed from hydrogen-bond interactions filtered by their energetic strength. This design enables the model to capture both local structural context and long-range couplings that are central to protein stability and function. We evaluate the proposed approach on commonly used protein benchmarks and observe consistent improvements over existing graph-based methods. In addition, the resulting graph representations offer enhanced biological interpretability, as the learned connectivity aligns with established structural motifs. These findings suggest that incorporating secondary structure and energy-filtered hydrogen-bond topology provides an effective inductive bias for protein representation learning. The code is released at https://github.com/mohamedmohamed2021/SSProNet

cs.LG↗

arXiv2024

Quantifying neural network uncertainty under volatility clustering

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 simple way of quantifying return forecast uncertainty without the costs of a full Bayesian treatment. However, the Normal-Inverse-Gamma (NIG) prior adopted by Deep Evidential regression is prone to miscalibration as the NIG prior is assigned to latent mean and variance parameters in a hierarchical structure. Moreover, it also overparameterizes the marginal data distribution. These limitations may affect the accurate delineation of epistemic (model) and aleatoric (data) uncertainties. We propose a Scale Mixture Distribution as a simpler alternative which can provide favorable complexity-accuracy trade-off and assign separate subnetworks to each model parameter. To illustrate the performance of our proposed method, we apply it to two sets of financial time-series exhibiting volatility clustering: cryptocurrencies and U.S. equities and test the performance in some ablation studies.

q-fin.ST↗

arXiv2021

Multilayer Networks for Text Analysis with Multiple Data Types

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 tackle the challenge of accounting for these different types of datasets, we propose a novel framework based on Multilayer Networks and Stochastic Block Models. The main innovation of our approach over other techniques is that it applies the same non-parametric probabilistic framework to the different sources of datasets simultaneously. The key difference to other multilayer complex networks is the strong unbalance between the layers, with the average degree of different node types scaling differently with system size. We show that the latter observation is due to generic properties of text, such as Heaps' law, and strongly affects the inference of communities. We present and discuss the performance of our method in different datasets (hundreds of Wikipedia documents, thousands of scientific papers, and thousands of E-mails) showing that taking into account multiple types of information provides a more nuanced view on topic- and document-clusters and increases the ability to predict missing links.

cs.SI↗

arXiv2021

Hierarchical Probabilistic Model for Blind Source Separation via Legendre Transformation

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 with a hierarchically structured sample space, which has theoretical guarantees to uniquely recover a set of source signals by minimizing the KL divergence from a set of mixed signals. Source signals, received signals, and mixing matrices are realized as different layers in our hierarchical sample space. Our empirical results have demonstrated on images and time series data that our approach is superior to well established techniques and is able to separate signals with complex interactions.

stat.ML↗

arXiv2021

Time-varying neural network for stock return prediction

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 encountered in financial markets are often time-varying. We propose the online early stopping algorithm and show that a neural network trained using this algorithm can track a function changing with unknown dynamics. We compare the proposed algorithm to current approaches on predicting monthly U.S. stock returns and show its superiority. We also show that prominent factors (such as the size and momentum effects) and industry indicators, exhibit time varying stock return predictiveness. We find that during market distress, industry indicators experience an increase in importance at the expense of firm level features. This indicates that industries play a role in explaining stock returns during periods of heightened risk.

q-fin.CP↗

arXiv2020

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

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 measuring distances between structural breaks within such a collection. We introduce a class of \emph{semi-metric} distance measures, which we term \emph{MJ distances}. These semi-metrics provide an advantage over existing options such as the Hausdorff and Wasserstein metrics. We prove they have desirable properties, including better sensitivity to outliers, while experiments on simulated data demonstrate that they uncover similarity within collections of time series more effectively. Semi-metrics carry a potential disadvantage: without the triangle inequality, they may not satisfy a "transitivity property of closeness." We analyse this failure with proof and introduce an computational method to investigate, in which we demonstrate that our semi-metrics violate transitivity infrequently and mildly. Finally, we apply our methods to cryptocurrency and measles data, introducing a judicious application of eigenvalue analysis.

cs.LG↗

arXiv2020

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

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 dimensional projections. Our model combines the techniques in information geometry to model higher-order interactions on a statistical manifold and in generalized additive models to use lower-dimensional projections to overcome the effects from the curse of dimensionality. Our approach solves a convex optimization problem by minimizing the KL divergence from a sample distribution in lower dimensional projections to the distribution modeled by an intensity function in the stochastic process. Our empirical results show that our model is able to use samples observed in the lower dimensional space to estimate the higher-order intensity function with extremely sparse observations.

stat.ML↗

arXiv2019

Variational Nonparametric Discriminant Analysis

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 with the diverse families of distributions data can take. A novel Bayesian nonparametric discriminant analysis model that performs both variable selection and classification within a seamless framework is proposed. P{ó}lya tree priors are assigned to the unknown group-conditional distributions to account for their uncertainty, and allow prior beliefs about the distributions to be incorporated simply as hyperparameters. The adoption of collapsed variational Bayes inference in combination with a chain of functional approximations led to an algorithm with low computational cost. The resultant decision rules carry heuristic interpretations and are related to an existing two-sample Bayesian nonparametric hypothesis test. By an application to some simulated and publicly available real datasets, the proposed method exhibits good performance when compared to current state-of-the-art approaches.

stat.ME↗

arXiv2019

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

Meso-scale structures (communities) are used to understand the macro-scale properties of complex networks, such as their functionality and formation mechanisms. Micro-scale structures are known to exist in most complex networks (e.g., large number of triangles or motifs), but they are absent in the simple random-graph models considered (e.g., as null models) in community-detection algorithms. In this paper we investigate the effect of micro-structures on the appearance of communities in networks. We find that alone the presence of triangles leads to the appearance of communities even in methods designed to avoid the detection of communities in random networks. This shows that communities can emerge spontaneously from simple processes of motiff generation happening at a micro-level. Our results are based on four widely used community-detection approaches (stochastic block model, spectral method, modularity maximization, and the Infomap algorithm) and three different generative network models (triadic closure, generalized configuration model, and random graphs with triangles).

physics.soc-ph↗

arXiv2014

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

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 linking a response vector to covariate data through cluster membership. The package allows Bernoulli, Binomial, Poisson, Normal and categorical response, as well as Normal and discrete covariates. Additionally, predictions may be made for the response, and missing values for the covariates are handled. Several samplers and label switching moves are implemented along with diagnostic tools to assess convergence. A number of R functions for post-processing of the output are also provided. In addition to fitting mixtures, it may additionally be of interest to determine which covariates actively drive the mixture components. This is implemented in the package as variable selection.

stat.CO↗

arXiv2013

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

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, is then necessary to easily draw interpretable maps, with clearly delimited zones in which protection measures can be applied. As an illustration, we focus on the Bovine Spongiform Encephalopathy (BSE) disease that threatened the bovine production in Europe and generated drastic cow culling. This example features typical animal disease risk analysis issues with very low risk values, small numbers of observed cases and population sizes that increase the difficulty of an automatic classification. We propose to handle this task in a spatial clustering framework using a nonstandard discrete hidden Markov model prior designed to favor a smooth risk variation. The model parameters are estimated using an EM algorithm and a mean field approximation for which we develop a new initialization strategy appropriate for spatial Poisson mixtures. Using both simulated and our BSE data, we show that our strategy performs well in dealing with low population sizes and accurately determines high risk regions, both in terms of localization and risk level estimation.

stat.AP↗