4.1LGJul 4, 2025
ReTimeCausal: EM-Augmented Additive Noise Models for Interpretable Causal Discovery in Irregular Time SeriesWeihong Li, Anpeng Wu, Kun Kuang et al.
This paper studies causal discovery in irregularly sampled time series-a pivotal challenge in high-stakes domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal mechanisms. Traditional methods (e.g., Granger causality, PCMCI) fail to reconcile multi-scale interactions (e.g., hourly storms vs. decadal climate shifts), while neural approaches (e.g., CUTS+) lack interpretability, stemming from a critical gap: existing frameworks either rigidly assume temporal regularity or aggregate dynamics into opaque representations, neglecting real-world granularity and auditable logic. To bridge this gap, we propose ReTimeCausal, a novel integration of Additive Noise Models (ANM) and Expectation-Maximization (EM) that unifies physics-guided data imputation with sparse causal inference. Through kernelized sparse regression and structural constraints, ReTimeCausal iteratively refines missing values (E-step) and causal graphs (M-step), resolving cross-frequency dependencies and missing data issues. Extensive experiments on synthetic and real-world datasets demonstrate that ReTimeCausal outperforms existing state-of-the-art methods under challenging irregular sampling and missing data conditions.
5.6CVNov 9, 2017
One-pass Person Re-identification by Sketch Online Discriminant AnalysisWei-Hong Li, Zhuowei Zhong, Wei-Shi Zheng
Person re-identification (re-id) is to match people across disjoint camera views in a multi-camera system, and re-id has been an important technology applied in smart city in recent years. However, the majority of existing person re-id methods are not designed for processing sequential data in an online way. This ignores the real-world scenario that person images detected from multi-cameras system are coming sequentially. While there is a few work on discussing online re-id, most of them require considerable storage of all passed data samples that have been ever observed, and this could be unrealistic for processing data from a large camera network. In this work, we present an onepass person re-id model that adapts the re-id model based on each newly observed data and no passed data are directly used for each update. More specifically, we develop an Sketch online Discriminant Analysis (SoDA) by embedding sketch processing into Fisher discriminant analysis (FDA). SoDA can efficiently keep the main data variations of all passed samples in a low rank matrix when processing sequential data samples, and estimate the approximate within-class variance (i.e. within-class covariance matrix) from the sketch data information. We provide theoretical analysis on the effect of the estimated approximate within-class covariance matrix. In particular, we derive upper and lower bounds on the Fisher discriminant score (i.e. the quotient between between-class variation and within-class variation after feature transformation) in order to investigate how the optimal feature transformation learned by SoDA sequentially approximates the offline FDA that is learned on all observed data. Extensive experimental results have shown the effectiveness of our SoDA and empirically support our theoretical analysis.