Detecting structural change in dynamic network data has wide-ranging applications. Existing approaches typically divide the data into time bins, extract network features within each bin, and then compare these features over time. This introduces an inherent tradeoff between temporal resolution and statistical stability of the extracted features. Despite this tradeoff, reminiscent of time-frequency tradeoffs in signal processing, most methods rely on a fixed temporal resolution. Choosing an appropriate resolution parameter is typically difficult, and can be especially problematic in domains like cybersecurity, where anomalous behavior may emerge at multiple time scales.

The correlation between events is ubiquitous and important for temporal events modelling. In many cases, the correlation exists between not only events' emitted observations, but also their arrival times. State space models (e.g., hidden Markov model) and stochastic interaction point process models (e.g., Hawkes process) have been studied extensively yet separately for the two types of correlations in the past. In this paper, we propose a Bayesian nonparametric approach that considers both types of correlations via unifying and generalizing the hidden semiMarkov model and interaction point process model. The proposed approach can simultaneously model both the observations and arrival times of temporal events, and automatically determine the number of latent states from data.

Matching users to the right items at the right time is a fundamental task in recommendation systems. As users interact with different items over time, users' and items' feature may evolve and co-evolve over time. Traditional models based on static latent features or discretizing time into epochs can become ineffective for capturing the fine-grained temporal dynamics in the user-item interactions. We propose a coevolutionary latent feature process model that accurately captures the coevolving nature of users' and items' feature. To learn parameters, we design an efficient convex optimization algorithm with a novel low rank space sharing constraints. Extensive experiments on diverse real-world datasets demonstrate significant improvements in user behavior prediction compared to state-of-the-arts.

Existing permanental processes often impose constraints on kernel types or sta-tionarity, limiting the model's expressiveness. To overcome these limitations, we propose a novel approach utilizing the sparse spectral representation of non-stationary kernels.

Despite the flexibility of these methods, their inference is based on the computationally intensive thinning algorithm.

Learning continuous-time point processes is essential to many discrete event forecasting tasks.

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