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We design an adaptive virtual element method (AVEM) of lowest order over triangular meshes with hanging nodes in 2d, which are treated as polygons. AVEM hinges on the stabilization-free a posteriori error estimators recently derived in [8].…

Vision Transformer (ViT) models have recently emerged as powerful and versatile models for various visual tasks. Recently, a work called PMF has achieved promising results in few-shot image classification by utilizing pre-trained vision…

Limited labeled data makes it hard to train models from scratch in medical domain, and an important paradigm is pre-training and then fine-tuning. Large pre-trained models contain rich representations, which can be adapted to downstream…

De-interleaving of the mixtures of Hidden Markov Processes (HMPs) generally depends on its representation model. Existing representation models consider Markov chain mixtures rather than hidden Markov, resulting in the lack of robustness to…

The realization of a standard Adaptive Finite Element Method (AFEM) preserves the mesh conformity by performing a completion step in the refinement loop: in addition to elements marked for refinement due to their contribution to the global…

We study optimization for losses that admit a variance-mean scale-mixture representation. Under this representation, each EM iteration is a weighted least squares update in which latent variables determine observation and parameter weights;…

Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…

In this paper we consider the simulation-based Bayesian analysis of stochastic volatility in mean (SVM) models. Extending the highly efficient Markov chain Monte Carlo mixture sampler for the SV model proposed in Kim et al. (1998) and Omori…

Hidden Markov models (HMMs) are widely used statistical models for modeling sequential data. The parameter estimation for HMMs from time series data is an important learning problem. The predominant methods for parameter estimation are…

This paper presents new theory and methodology for the Bayesian estimation of overfitted hidden Markov models, with finite state space. The goal is then to achieve posterior emptying of extra states. A prior configuration is constructed…

The identification of high-dimensional nonlinear dynamical systems via the Volterra series has significant potential, but has been severely hindered by the curse of dimensionality. Tensor Network (TN) methods such as the Modified…

This paper addresses the issue of model selection for hidden Markov models (HMMs). We generalize factorized asymptotic Bayesian inference (FAB), which has been recently developed for model selection on independent hidden variables (i.e.,…

The classical hinge-loss support vector machines (SVMs) model is sensitive to outlier observations due to the unboundedness of its loss function. To circumvent this issue, recent studies have focused on non-convex loss functions, such as…

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…

Expectation Maximization (EM) is the standard method to learn Gaussian mixtures. Yet its classic, centralized form is often infeasible, due to privacy concerns and computational and communication bottlenecks. Prior work dealt with data…

Vector Quantized Variational Autoencoders (VQ-VAEs) are fundamental to modern generative modeling, yet they often suffer from training instability and "codebook collapse" due to the inherent coupling of representation learning and discrete…

We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…

This report introduces a parsimonious structure for mixture of autoregressive models, where the weighting coefficients are determined through latent random variables as functions of all past observations. These variables follow a hidden…

Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…

Restricted Boltzmann Machine (RBM) is an importan- t generative model modeling vectorial data. While applying an RBM in practice to images, the data have to be vec- torized. This results in high-dimensional data and valu- able spatial…