Asynchronous event sequences are the basis of many applications throughout different industries. In this work, we tackle the task of predicting the next event (given a history), and how this prediction changes with the passage of time.

Partial differential equations (PDEs) are an essential computational kernel in physics and engineering. With the advance of deep learning, physics-informed neural networks (PINNs), as a mesh-free method, have shown great potential for fast PDE solving in various applications. To address the issue of low accuracy and convergence problems of existing PINNs, we propose a self-training physics-informed neural network, ST-PINN. Specifically, ST-PINN introduces a pseudo label based self-learning algorithm during training. It employs governing equation as the pseudo-labeled evaluation index and selects the highest confidence examples from the sample points to attach the pseudo labels. To our best knowledge, we are the first to incorporate a self-training mechanism into physics-informed learning. We conduct experiments on five PDE problems in different fields and scenarios. The results demonstrate that the proposed method allows the network to learn more physical information and benefit convergence. The ST-PINN outperforms existing physics-informed neural network methods and improves the accuracy by a factor of 1.33x-2.54x. The code of ST-PINN is available at GitHub: https://github.com/junjun-yan/ST-PINN.

The widely adopted spatial modeling method -- standard Gaussian process (GP) regression -- becomes inadequate in processing the growing sensing data of a large size. To overcome the computational challenge, this paper presents an environmental modeling framework using a sparse variant of GP called streaming sparse GP (SSGP). The SSGP is able to handle streaming data in an online and incremental manner, and is therefore suitable for long-term autonomous environmental monitoring. The SSGP summarizes the collected data using a small set of pseudo data points that best represent the whole dataset, and updates the hyperparameters and pseudo point locations in a streaming fashion, leading to high-quality approximation of the underlying environmental model with significantly reduced computational cost and memory demand.

Asynchronous event sequences are the basis of many applications throughout different industries. In this work, we tackle the task of predicting the next event (given a history), and how this prediction changes with the passage of time. Since at some time points (e.g. predictions far into the future) we might not be able to predict anything with confidence, capturing uncertainty in the predictions is crucial. We present two new architectures, WGP-LN and FD-Dir, modelling the evolution of the distribution on the probability simplex with time-dependent logistic normal and Dirichlet distributions. In both cases, the combination of RNNs with either Gaussian process or function decomposition allows to express rich temporal evolution of the distribution parameters, and naturally captures uncertainty. Experiments on class prediction, time prediction and anomaly detection demonstrate the high performances of our models on various datasets compared to other approaches.

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the great flexibility of multilayer models. In DGPs, given the inputs, the outputs of the layers are Gaussian distributions parameterized by their means and covariances. These layers are realized as Sparse GPs where the training data is approximated using a small set of pseudo points. In this work, we show that the computational cost of DGPs can be reduced with no loss in performance by using a separate, smaller set of pseudo points when calculating the layerwise variance while using a larger set of pseudo points when calculating the layerwise mean. This enabled us to train larger models that have lower cost and better predictive performance.