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Mixtures of Gaussians, factor analyzers (probabilistic PCA) and hidden Markov models are staples of static and dynamic data modeling and image and video modeling in particular. We show how topographic transformations in the input, such as…

Computer Vision and Pattern Recognition · Computer Science 2013-01-18 Brendan J. Frey , Nebojsa Jojic

The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…

Statistics Theory · Mathematics 2023-07-24 Ning Wang , Xin Zhang , Qing Mai

Traditional spatio-temporal models for areal data typically begin with spatial structure imposed at the level of random effects and later extend to include temporal dynamics. We propose an alternative hierarchical modeling framework that…

Generalized Additive Models (GAMs) are widely used explainable-by-design models in various applications. GAMs assume that the output can be represented as a sum of univariate functions, referred to as components. However, this assumption…

Machine Learning · Computer Science 2023-09-22 Vasilis Gkolemis , Anargiros Tzerefos , Theodore Dalamagas , Eirini Ntoutsi , Christos Diou

A fundamental assumption of most machine learning algorithms is that the training and test data are drawn from the same underlying distribution. However, this assumption is violated in almost all practical applications: machine learning…

Machine Learning · Computer Science 2021-12-02 Marvin Zhang , Henrik Marklund , Nikita Dhawan , Abhishek Gupta , Sergey Levine , Chelsea Finn

We propose an automaton model which is a combination of symbolic and register automata, i.e., we enrich symbolic automata with memory. We call such automata Register Match Automata (RMA). RMA extend the expressive power of symbolic…

Formal Languages and Automata Theory · Computer Science 2018-06-12 Elias Alevizos , Alexander Artikis , Georgios Paliouras

Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users often rely on visualizations such as charts and plots to…

Computer Vision and Pattern Recognition · Computer Science 2021-11-23 Srijan Sood , Zhen Zeng , Naftali Cohen , Tucker Balch , Manuela Veloso

In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using available methods for statistical inference with networks. The…

Methodology · Statistics 2016-11-10 James D. Wilson , Matthew J. Denny , Shankar Bhamidi , Skyler Cranmer , Bruce Desmarais

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Machine Learning · Statistics 2019-12-06 David Tolpin

In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…

Methodology · Statistics 2019-07-26 Daniela De Canditiis , Armando Guardasole

Many applications in different domains produce large amount of time series data. Making accurate forecasting is critical for many decision makers. Various time series forecasting methods exist which use linear and nonlinear models…

Machine Learning · Computer Science 2019-07-19 Ümit Çavuş Büyükşahin , Şeyda Ertekin

Generative models (GMs) such as Generative Adversary Network (GAN) and Variational Auto-Encoder (VAE) have thrived these years and achieved high quality results in generating new samples. Especially in Computer Vision, GMs have been used in…

Machine Learning · Computer Science 2018-04-27 Honggang Zhou , Yunchun Li , Hailong Yang , Wei Li , Jie Jia

Forecasting models that are trained across sets of many time series, known as Global Forecasting Models (GFM), have shown recently promising results in forecasting competitions and real-world applications, outperforming many…

Machine Learning · Computer Science 2020-08-07 Kasun Bandara , Hansika Hewamalage , Yuan-Hao Liu , Yanfei Kang , Christoph Bergmeir

Data augmentation (DA) turns seemingly intractable computational problems into simple ones by augmenting latent missing data. In addition to computational simplicity, it is now well-established that DA equipped with a deterministic…

Methodology · Statistics 2020-05-26 Hyungsuk Tak , Kisung You , Sujit K. Ghosh , Bingyue Su , Joseph Kelly

We develop an anomaly-detection method when systematic anomalies, possibly statistically very similar to genuine inputs, are affecting control systems at the input and/or output stages. The method allows anomaly-free inputs (i.e., those…

Methodology · Statistics 2022-02-01 Ning Sun , Chen Yang , Ričardas Zitikis

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

Machine learning provides algorithms that can learn from data and make inferences or predictions on data. Stochastic acceptors or probabilistic automata are stochastic automata without output that can model components in machine learning…

Machine Learning · Computer Science 2018-12-27 Karl-Heinz Zimmermann

In this paper, we present a sharp analysis for a class of alternating projected gradient descent algorithms which are used to solve the covariate adjusted precision matrix estimation problem in the high-dimensional setting. We demonstrate…

Information Theory · Computer Science 2022-01-13 Xiao Lv , Wei Cui , Yulong Liu

Forecasting univariate time series in the financial market is a challenging endeavor. While numerous statistical and machine learning models have been introduced to address this challenge, they typically concentrate solely on analyzing…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Marco Gregnanin , Johannes De Smedt , Giorgio Gnecco , Maurizio Parton

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti