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Xenia Miscouridou

Publications and source records attributed to Xenia Miscouridou.

11 recordsLinked to original sources

Dynamic sparse graphs with overlapping communities

Dynamic community detection concerns inferring how community memberships evolve over time, including the emergence, persistence, merging, and dissolution of groups in temporal networks. We propose a Bayesian nonparametric model for time-evolving sparse networks, which captures power-law degree distributions and dynamically overlapping communities. The model is constructed from vectors of completely random measures coupled through a latent Markov process governing the evolution of node affiliations. This construction provides a flexible and interpretable approach to model dynamic communities, naturally generalizing existing overlapping block models to the sparse and scale-free regimes. We establish asymptotic results characterizing sparsity and degree heterogeneity over time, and develop an approximate inference procedure for recovering time-varying community trajectories. Applications to synthetic and real-world dynamic networks show that the model accurately uncovers evolving community structure and yields interpretable temporal patterns.

stat.ME↗

Flexible and Scalable Bayesian Modelling of Spatio-Temporal Hawkes Processes

Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian nonparametric framework for spatio-temporal Hawkes processes using additive Gaussian processes for the prior distributions on the background rate and the triggering kernel. This additive structure enhances interpretability by decoupling temporal and spatial effects while maintaining high modelling flexibility across the entire spatio-temporal domain. To address scalability, we develop a sparse variational inference scheme based on the Gaussian variational family. Synthetic experiments demonstrate that the proposed method accurately recovers background and triggering structures, achieving superior performance compared to existing alternatives. When applied to real-world datasets, it achieves higher held-out log-likelihoods and reveals interpretable spatio-temporal structures of the self-excitation mechanism. Overall, the framework provides a flexible, scalable, interpretable, and uncertainty-aware approach for modelling complex excitation patterns in spatio-temporal event data.

stat.ME↗

Posterior concentration in spatio-temporal Hawkes processes

We develop a Bayesian nonparametric framework for inference in spatio-temporal Hawkes processes, extending existing theoretical results beyond the purely temporal setting. Our framework encompasses modelling both the background and triggering components of the Hawkes process through Gaussian Processes priors. Under appropriate smoothness and regularity assumptions on the true parameter and the nonparametric prior family, we derive explicit posterior contraction rates for the conditional intensity function and the model's parameter, in the asymptotic regime of repeatedly observed and independent sequences. Our analysis generalizes known contraction results for purely temporal Hawkes processes to the spatio-temporal setting, which allows to jointly model self-excitation across time and space in event data. These results provide, to our knowledge, the first theoretical guarantees for Bayesian nonparametric methods in spatio-temporal point data.

math.ST↗

Concept Reachability in Diffusion Models: Beyond Dataset Constraints

Despite significant advances in quality and complexity of the generations in text-to-image models, prompting does not always lead to the desired outputs. Controlling model behaviour by directly steering intermediate model activations has emerged as a viable alternative allowing to reach concepts in latent space that may otherwise remain inaccessible by prompt. In this work, we introduce a set of experiments to deepen our understanding of concept reachability. We design a training data setup with three key obstacles: scarcity of concepts, underspecification of concepts in the captions, and data biases with tied concepts. Our results show: (i) concept reachability in latent space exhibits a distinct phase transition, with only a small number of samples being sufficient to enable reachability, (ii) where in the latent space the intervention is performed critically impacts reachability, showing that certain concepts are reachable only at certain stages of transformation, and (iii) while prompting ability rapidly diminishes with a decrease in quality of the dataset, concepts often remain reliably reachable through steering. Model providers can leverage this to bypass costly retraining and dataset curation and instead innovate with user-facing control mechanisms.

cs.LG↗

Unifying incidence and prevalence under a time-varying general branching process

Renewal equations are a popular approach used in modelling the number of new infections, i.e., incidence, in an outbreak. We develop a stochastic model of an outbreak based on a time-varying variant of the Crump-Mode-Jagers branching process. This model accommodates a time-varying reproduction number and a time-varying distribution for the generation interval. We then derive renewal-like integral equations for incidence, cumulative incidence and prevalence under this model. We show that the equations for incidence and prevalence are consistent with the so-called back-calculation relationship. We analyse two particular cases of these integral equations, one that arises from a Bellman-Harris process and one that arises from an inhomogeneous Poisson process model of transmission. We also show that the incidence integral equations that arise from both of these specific models agree with the renewal equation used ubiquitously in infectious disease modelling. We present a numerical discretisation scheme to solve these equations, and use this scheme to estimate rates of transmission from serological prevalence of SARS-CoV-2 in the UK and historical incidence data on Influenza, Measles, SARS and Smallpox.

q-bio.PE↗

Cox-Hawkes: doubly stochastic spatiotemporal Poisson processes

Hawkes processes are point process models that have been used to capture self-excitatory behavior in social interactions, neural activity, earthquakes and viral epidemics. They can model the occurrence of the times and locations of events. Here we develop a new class of spatiotemporal Hawkes processes that can capture both triggering and clustering behavior and we provide an efficient method for performing inference. We use a log-Gaussian Cox process (LGCP) as prior for the background rate of the Hawkes process which gives arbitrary flexibility to capture a wide range of underlying background effects (for infectious diseases these are called endemic effects). The Hawkes process and LGCP are computationally expensive due to the former having a likelihood with quadratic complexity in the number of observations and the latter involving inversion of the precision matrix which is cubic in observations. Here we propose a novel approach to perform MCMC sampling for our Hawkes process with LGCP background, using pre-trained Gaussian Process generators which provide direct and cheap access to samples during inference. We show the efficacy and flexibility of our approach in experiments on simulated data and use our methods to uncover the trends in a dataset of reported crimes in the US.

stat.ML↗

Gaussian Process Nowcasting: Application to COVID-19 Mortality Reporting

Updating observations of a signal due to the delays in the measurement process is a common problem in signal processing, with prominent examples in a wide range of fields. An important example of this problem is the nowcasting of COVID-19 mortality: given a stream of reported counts of daily deaths, can we correct for the delays in reporting to paint an accurate picture of the present, with uncertainty? Without this correction, raw data will often mislead by suggesting an improving situation. We present a flexible approach using a latent Gaussian process that is capable of describing the changing auto-correlation structure present in the reporting time-delay surface. This approach also yields robust estimates of uncertainty for the estimated nowcasted numbers of deaths. We test assumptions in model specification such as the choice of kernel or hyper priors, and evaluate model performance on a challenging real dataset from Brazil. Our experiments show that Gaussian process nowcasting performs favourably against both comparable methods, and against a small sample of expert human predictions. Our approach has substantial practical utility in disease modelling -- by applying our approach to COVID-19 mortality data from Brazil, where reporting delays are large, we can make informative predictions on important epidemiological quantities such as the current effective reproduction number.

stat.AP↗

Relaxed-Responsibility Hierarchical Discrete VAEs

Successfully training Variational Autoencoders (VAEs) with a hierarchy of discrete latent variables remains an area of active research. Vector-Quantised VAEs are a powerful approach to discrete VAEs, but naive hierarchical extensions can be unstable when training. Leveraging insights from classical methods of inference we introduce \textit{Relaxed-Responsibility Vector-Quantisation}, a novel way to parameterise discrete latent variables, a refinement of relaxed Vector-Quantisation that gives better performance and more stable training. This enables a novel approach to hierarchical discrete variational autoencoders with numerous layers of latent variables (here up to 32) that we train end-to-end. Within hierarchical probabilistic deep generative models with discrete latent variables trained end-to-end, we achieve state-of-the-art bits-per-dim results for various standard datasets. % Unlike discrete VAEs with a single layer of latent variables, we can produce samples by ancestral sampling: it is not essential to train a second autoregressive generative model over the learnt latent representations to then sample from and then decode. % Moreover, that latter approach in these deep hierarchical models would require thousands of forward passes to generate a single sample. Further, we observe different layers of our model become associated with different aspects of the data.

stat.ML↗

A unified construction for series representations and finite approximations of completely random measures

Infinite-activity completely random measures (CRMs) have become important building blocks of complex Bayesian nonparametric models. They have been successfully used in various applications such as clustering, density estimation, latent feature models, survival analysis or network science. Popular infinite-activity CRMs include the (generalized) gamma process and the (stable) beta process. However, except in some specific cases, exact simulation or scalable inference with these models is challenging and finite-dimensional approximations are often considered. In this work, we propose a general and unified framework to derive both series representations and finite-dimensional approximations of CRMs. Our framework can be seen as an extension of constructions based on size-biased sampling of Poisson point process [Perman1992]. It includes as special cases several known series representations as well as novel ones. In particular, we show that one can get novel series representations for the generalized gamma process and the stable beta process. We also provide some analysis of the truncation error.

math.ST↗

Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data

We propose a novel class of network models for temporal dyadic interaction data. Our goal is to capture a number of important features often observed in social interactions: sparsity, degree heterogeneity, community structure and reciprocity. We propose a family of models based on self-exciting Hawkes point processes in which events depend on the history of the process. The key component is the conditional intensity function of the Hawkes Process, which captures the fact that interactions may arise as a response to past interactions (reciprocity), or due to shared interests between individuals (community structure). In order to capture the sparsity and degree heterogeneity, the base (non time dependent) part of the intensity function builds on compound random measures following Todeschini et al. (2016). We conduct experiments on a variety of real-world temporal interaction data and show that the proposed model outperforms many competing approaches for link prediction, and leads to interpretable parameters.

stat.ML↗

Exchangeable Random Measures for Sparse and Modular Graphs with Overlapping Communities

We propose a novel statistical model for sparse networks with overlapping community structure. The model is based on representing the graph as an exchangeable point process, and naturally generalizes existing probabilistic models with overlapping block-structure to the sparse regime. Our construction builds on vectors of completely random measures, and has interpretable parameters, each node being assigned a vector representing its level of affiliation to some latent communities. We develop methods for simulating this class of random graphs, as well as to perform posterior inference. We show that the proposed approach can recover interpretable structure from two real-world networks and can handle graphs with thousands of nodes and tens of thousands of edges.

stat.ME↗