Sikun Yang

Jiahao Wang, Sikun Yang, Heinz Koeppl et al.

Probabilistic approaches for handling count-valued time sequences have attracted amounts of research attentions because their ability to infer explainable latent structures and to estimate uncertainties, and thus are especially suitable for dealing with \emph{noisy} and \emph{incomplete} count data. Among these models, Poisson-Gamma Dynamical Systems (PGDSs) are proven to be effective in capturing the evolving dynamics underlying observed count sequences. However, the state-of-the-art PGDS still fails to capture the \emph{time-varying} transition dynamics that are commonly observed in real-world count time sequences. To mitigate this gap, a non-stationary PGDS is proposed to allow the underlying transition matrices to evolve over time, and the evolving transition matrices are modeled by sophisticatedly-designed Dirichlet Markov chains. Leveraging Dirichlet-Multinomial-Beta data augmentation techniques, a fully-conjugate and efficient Gibbs sampler is developed to perform posterior simulation. Experiments show that, in comparison with related models, the proposed non-stationary PGDS achieves improved predictive performance due to its capacity to learn non-stationary dependency structure captured by the time-evolving transition matrices.

Yang Cao, Sikun Yang, Kai He et al.

Measuring similarity between incomplete data is a fundamental challenge in web mining, recommendation systems, and user behavior analysis. Traditional approaches either discard incomplete data or perform imputation as a preprocessing step, leading to information loss and biased similarity estimates. This paper presents the proximity kernel, a new similarity measure that directly computes similarity between incomplete data in kernel feature space without explicit imputation in the original space. The proposed method introduces data-dependent binning combined with proximity assignment to project data into a high-dimensional sparse representation that adapts to local density variations. For missing value handling, we propose a cascading fallback strategy to estimate missing feature distributions. We conduct clustering tasks on the proposed kernel representation across 12 real world incomplete datasets, demonstrating superior performance compared to existing methods while maintaining linear time complexity. All the code are available at https://anonymous.4open.science/r/proximity-kernel-2289.

Yang Cao, Sikun Yang, Hao Tian et al.

Anomaly detection is a critical task in data mining and management with applications spanning fraud detection, network security, and log monitoring. Despite extensive research, existing unsupervised anomaly detection methods still face fundamental challenges including conflicting distributional assumptions, computational inefficiency, and difficulty handling different anomaly types. To address these problems, we propose ISER (Isolation-based Spherical Ensemble Representations) that extends existing isolation-based methods by using hypersphere radii as proxies for local density characteristics while maintaining linear time and constant space complexity. ISER constructs ensemble representations where hypersphere radii encode density information: smaller radii indicate dense regions while larger radii correspond to sparse areas. We introduce a novel similarity-based scoring method that measures pattern consistency by comparing ensemble representations against a theoretical anomaly reference pattern. Additionally, we enhance the performance of Isolation Forest by using ISER and adapting the scoring function to address axis-parallel bias and local anomaly detection limitations. Comprehensive experiments on 22 real-world datasets demonstrate ISER's superior performance over 11 baseline methods.