Related papers: p-order rounded integer-valued autoregressive (RIN…
We propose a computer-assisted approach to studying the effective continuum behavior of spatially discrete evolution equations. The advantage of the approach is that the "coarse model" (the continuum, effective equation) need not be…
Plug-and-Play (PnP) is a non-convex optimization framework that combines proximal algorithms, for example, the alternating direction method of multipliers (ADMM), with advanced denoising priors. Over the past few years, great empirical…
Most time-series models assume that the data come from observations that are equally spaced in time. However, this assumption does not hold in many diverse scientific fields, such as astronomy, finance, and climatology, among others. There…
Independent or i.i.d. innovations is an essential assumption in the literature for analyzing a vector time series. However, this assumption is either too restrictive for a real-life time series to satisfy or is hard to verify through a…
Non-autoregressive models greatly improve decoding speed over typical sequence-to-sequence models, but suffer from degraded performance. Infilling and iterative refinement models make up some of this gap by editing the outputs of a…
We consider a stationary linear $AR(p)$ model with zero mean. The autoregression parameters as well as the distribution function (d.f.) $G(x)$ of innovations are unknown. We consider two situations. In the first situation the observations…
We consider regression scenarios where it is natural to impose an order constraint on the coefficients. We propose an order-constrained version of L1-regularized regression for this problem, and show how to solve it efficiently using the…
Granger causality, a popular method for determining causal influence between stochastic processes, is most commonly estimated via linear autoregressive modeling. However, this approach has a serious drawback: if the process being modeled…
Model-based methods play a key role in the reconstruction of compressed sensing (CS) MRI. Finding an effective prior to describe the statistical distribution of the image family of interest is crucial for model-based methods. Plug-and-play…
The paper examines the problem of representing the dynamics of low order autoregressive (AR) models with time varying (TV) coefficients. The existing literature computes the forecasts of the series from a recursion relation. Instead, we…
Plug-and-play priors (PnP) is a powerful framework for regularizing imaging inverse problems by using advanced denoisers within an iterative algorithm. Recent experimental evidence suggests that PnP algorithms achieve state-of-the-art…
Standard autoregressive language models perform only polynomial-time computation to compute the probability of the next symbol. While this is attractive, it means they cannot model distributions whose next-symbol probability is hard to…
Motivated by the modeling of liquidity risk in fund management in a dynamic setting, we propose and investigate a class of time series models with generalized Pareto marginals: the autoregressive generalized Pareto process (ARGP), a…
Enlightened by the success of machine learning techniques in various application areas, recent years have witnessed a surge of research efforts on automatic program repair (APR) using machine learning techniques. Previous machine…
A method for approximating continuous functions $\mathbb{Z}_{p}^{n}\rightarrow\mathbb{Z}_{p}$ by a linear superposition of continuous functions $\mathbb{Z}_{p}\rightarrow\mathbb{Z}_{p}$ is presented and a polynomial regression model is…
In this work, we consider the class of multi-state autoregressive processes that can be used to model non-stationary time-series of interest. In order to capture different autoregressive (AR) states underlying an observed time series, it is…
A new version of the partial autocorrelation plot and a new family of subset autoregressive models are introduced. A comprehensive approach to model identification, estimation and diagnostic checking is developed for these models. These…
We propose a novel approach to select the best model of the data. Based on the exclusive properties of the nested models, we find the most parsimonious model containing the risk minimizer predictor. We prove the existence of probable…
Visual autoregressive (AR) generation offers a promising path toward unifying vision and language models, yet its performance remains suboptimal against diffusion models. Prior work often attributes this gap to tokenizer limitations and…
Autoregressive generative models of images tend to be biased towards capturing local structure, and as a result they often produce samples which are lacking in terms of large-scale coherence. To address this, we propose two methods to learn…