Recently, representation learning over graph networks has gained popularity, with various models showing promising results. Despite this, several challenges persist: 1) most methods are designed for static or discrete-time dynamic graphs; 2) existing continuous-time dynamic graph algorithms focus on a single evolving perspective; and 3) many continuous-time dynamic graph approaches necessitate numerous temporal neighbors to capture long-term dependencies. In response, this paper introduces the Multi-Perspective Feedback-Attention Coupling (MPFA) model. MPFA incorporates information from both evolving and raw perspectives, efficiently learning the interleaved dynamics of observed processes. The evolving perspective employs temporal self-attention to distinguish continuously evolving temporal neighbors for information aggregation. Through dynamic updates, this perspective can capture long-term dependencies using a small number of temporal neighbors. Meanwhile, the raw perspective utilizes a feedback attention module with growth characteristic coefficients to aggregate raw neighborhood information. Experimental results on a self-organizing dataset and seven public datasets validate the efficacy and competitiveness of our proposed model.

In this paper, we present Deep Functional Factor Model (DF2M), a Bayesian nonparametric model for analyzing high-dimensional functional time series. The DF2M makes use of the Indian Buffet Process and the multi-task Gaussian Process with a deep kernel function to capture non-Markovian and nonlinear temporal dynamics. Unlike many black-box deep learning models, the DF2M provides an explainable way to use neural networks by constructing a factor model and incorporating deep neural networks within the kernel function. Additionally, we develop a computationally efficient variational inference algorithm for inferring the DF2M. Empirical results from four real-world datasets demonstrate that the DF2M offers better explainability and superior predictive accuracy compared to conventional deep learning models for high-dimensional functional time series.

Training deep graph neural networks (GNNs) poses a challenging task, as the performance of GNNs may suffer from the number of hidden message-passing layers. The literature has focused on the proposals of {over-smoothing} and {under-reaching} to explain the performance deterioration of deep GNNs. In this paper, we propose a new explanation for such deteriorated performance phenomenon, {mis-simplification}, that is, mistakenly simplifying graphs by preventing self-loops and forcing edges to be unweighted. We show that such simplifying can reduce the potential of message-passing layers to capture the structural information of graphs. In view of this, we propose a new framework, edge enhanced graph neural network (EEGNN). EEGNN uses the structural information extracted from the proposed Dirichlet mixture Poisson graph model (DMPGM), a Bayesian nonparametric model for graphs, to improve the performance of various deep message-passing GNNs. We propose a Markov chain Monte Carlo inference framework for DMPGM. Experiments over different datasets show that our method achieves considerable performance increase compared to baselines.