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We consider the estimation of the transition matrix in the high-dimensional time-varying vector autoregression (TV-VAR) models. Our model builds on a general class of locally stationary VAR processes that evolve smoothly in time. We propose…

Statistics Theory · Mathematics 2017-10-03 Xin Ding , Ziyi Qiu , Xiaohui Chen

We explore a link between stochastic volatility (SV) and path-dependent volatility (PDV) models. Using assumed density filtering, we map a given SV model into a corresponding PDV representation. The resulting specification is lightweight,…

Mathematical Finance · Quantitative Finance 2025-10-03 Samuel N. Cohen , Cephas Svosve

This paper suggests a new interpretation of the Dempster-Shafer theory in terms of probabilistic interpretation of plausibility. A new rule of combination of independent evidence is shown and its preservation of interpretation is…

Artificial Intelligence · Computer Science 2017-04-07 Mieczysław Kłopotek

Word2vec (Mikolov et al., 2013) has proven to be successful in natural language processing by capturing the semantic relationships between different words. Built on top of single-word embeddings, paragraph vectors (Le and Mikolov, 2014)…

Computation and Language · Computer Science 2017-12-11 Geng Ji , Robert Bamler , Erik B. Sudderth , Stephan Mandt

Vertex hunting (VH) is the task of estimating a simplex from noisy data points and has many applications in areas such as network and text analysis. We introduce a new variant, semi-supervised vertex hunting (SSVH), in which partial…

Methodology · Statistics 2025-10-28 Yicong Jiang , Zheng Tracy Ke

This technical communiqu\'e aims at correcting an erroneous statement (Lemma 2.4) in an earlier paper by the same authors concerning a sufficient condition of uniform observability for a Linear Time-Varying (LTV) system. In this earlier…

Systems and Control · Electrical Eng. & Systems 2020-09-25 Tarek Hamel , Minh-Duc Hua , Claude Samson

A Vitali-type theorem for vector lattice-valued modulars with respect to filter convergence is proved. Some applications are given to modular convergence theorems for moment operatorsin the vector lattice setting, and also for the Brownian…

Functional Analysis · Mathematics 2015-07-24 Antonio Boccuto , Domenico Candeloro , Anna Rita Sambucini

We present some advances, both from a theoretical and from a computational point of view, on a quadratic vector equation (QVE) arising in Markovian Binary Trees. Concerning the theoretical advances, some irreducibility assumptions are…

Numerical Analysis · Mathematics 2014-08-26 Dario A. Bini , Beatrice Meini , Federico Poloni

We conducted empirical experiments to assess the transferability of a light curve transformer to datasets with different cadences and magnitude distributions using various positional encodings (PEs). We proposed a new approach to…

We extend the recent improvement of Roth's theorem on three term arithmetic progressions by Sanders to obtain similar results for the problem of locating non-trivial solutions to translation invariant linear equations in many variables in…

Number Theory · Mathematics 2012-11-26 Thomas Bloom

Explainable machine learning significantly improves the transparency of deep neural networks. However, existing work is constrained to explaining the behavior of individual model predictions, and lacks the ability to transfer the…

The growing availability of high-resolution, long-term time series data has highlighted the need for methods capable of capturing both local and global patterns. To address this, we introduce the Probabilistic Visibility Graph (PVG), a…

Systems and Control · Electrical Eng. & Systems 2025-07-03 Roberto Sotero , Jose Sanchez-Bornot

Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…

Methodology · Statistics 2021-02-03 Angeliki Papana , Ariadni Papana-Dagiasis , Elsa Siggiridou

We introduce the notion of combinatorial positivity of translation-invariant valuations on convex polytopes that extends the nonnegativity of Ehrhart h*-vectors. We give a surprisingly simple characterization of combinatorially positive…

Combinatorics · Mathematics 2018-07-18 Katharina Jochemko , Raman Sanyal

A recent ontological variant of Cramer's Transactional Interpretation, called "Possibilist Transactional Interpretation" or PTI, is extended to the relativistic domain. The present interpretation clarifies the concept of 'absorption,' which…

Quantum Physics · Physics 2012-06-25 Ruth E. Kastner

Advective trapping occurs when solute enters low velocity zones in heterogeneous porous media. Classical local modeling approaches combine the impact of slow advection and diffusion into a hydrodynamic dispersion coefficient and many…

Fluid Dynamics · Physics 2020-12-02 Juan J. Hidalgo , Insa Neuweiler , Marco Dentz

Video-to-Text (VTT) is the task of automatically generating descriptions for short audio-visual video clips, which can support visually impaired people to understand scenes of a YouTube video for instance. Transformer architectures have…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Philipp Harzig , Moritz Einfalt , Rainer Lienhart

We introduce VPNet, a novel model-driven neural network architecture based on variable projection (VP). Applying VP operators to neural networks results in learnable features, interpretable parameters, and compact network structures. This…

Machine Learning · Computer Science 2021-10-22 Péter Kovács , Gergő Bognár , Christian Huber , Mario Huemer

We show how transformers can be used to vastly simplify neural video compression. Previous methods have been relying on an increasing number of architectural biases and priors, including motion prediction and warping operations, resulting…

Computer Vision and Pattern Recognition · Computer Science 2022-10-13 Fabian Mentzer , George Toderici , David Minnen , Sung-Jin Hwang , Sergi Caelles , Mario Lucic , Eirikur Agustsson

Recent work on word embeddings has shown that simple vector subtraction over pre-trained embeddings is surprisingly effective at capturing different lexical relations, despite lacking explicit supervision. Prior work has evaluated this…

Computation and Language · Computer Science 2016-08-16 Ekaterina Vylomova , Laura Rimell , Trevor Cohn , Timothy Baldwin