Related papers: QUARKS: Identification of large-scale Kronecker Ve…
We propose a factor network autoregressive (FNAR) model for time series with complex network structures. The coefficients of the model reflect many different types of connections between economic agents ("multilayer network"), which are…
Future cellular systems will likely employ massive bi-dimensional arrays to improve performance by large array gain and more accurate spatial filtering, motivating the design of low-complexity signal processing methods. We propose…
The Kronecker coefficients are the decomposition multiplicities of the tensor product of two irreducible representations of the symmetric group. Unlike the Littlewood--Richardson coefficients, which are the analogues for the general linear…
We consider the problem of recovering a low-rank tensor from its noisy observation. Previous work has shown a recovery guarantee with signal to noise ratio $O(n^{\lceil K/2 \rceil /2})$ for recovering a $K$th order rank one tensor of size…
We present a windowed technique to learn parsimonious time-varying autoregressive models from multivariate timeseries. This unsupervised method uncovers interpretable spatiotemporal structure in data via non-smooth and non-convex…
Detecting anomalies in high-dimensional, time-dependent simulation data is challenging due to complex spatial and temporal dynamics. We study reconstruction-based anomaly detection for ensemble data from parameterized K\'arm\'an vortex…
Learning compressed representations of multivariate time series (MTS) facilitates data analysis in the presence of noise and redundant information, and for a large number of variates and time steps. However, classical dimensionality…
In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…
We present a tensor network model (TNM) for forecasting nonlinear and chaotic dynamics, bridging quantum many-body methods with classical complex systems. The TNM leverages hierarchical tensor contractions to encode non-Markovian temporal…
We consider the problem of finite-time identification of linear dynamical systems from $T$ samples of a single trajectory. Recent results have predominantly focused on the setup where either no structural assumption is made on the system…
This paper proposes methods for likelihood-based inference in multivariate linear regressions when the correlation matrix of the responses is separable; that is, it has a Kronecker product structure, but the variances are unrestricted. The…
This work studies the problem of jointly estimating unknown parameters from Kronecker-structured multidimensional signals, which arises in applications like intelligent reflecting surface (IRS)-aided channel estimation. Exploiting the…
In intelligent transportation systems, traffic data imputation, estimating the missing value from partially observed data is an inevitable and challenging task. Previous studies have not fully considered traffic data's multidimensionality…
We propose a novel cointegrated autoregressive model for matrix-valued time series, with bi-linear cointegrating vectors corresponding to the rows and columns of the matrix data. Compared to the traditional cointegration analysis, our…
This paper introduces a flexible time-varying network vector autoregressive model framework for large-scale time series. A latent group structure is imposed on the heterogeneous and node-specific time-varying momentum and network spillover…
We consider a problem of covariance estimation from a sample of i.i.d. high-dimensional random vectors. To avoid the curse of dimensionality, we impose an additional assumption on the structure of the covariance matrix $\Sigma$. To be more…
Many applications produce multiway data of exceedingly high dimension. Modeling such multi-way data is important in multichannel signal and video processing where sensors produce multi-indexed data, e.g. over spatial, frequency, and…
The problem of broad practical interest in spatiotemporal data analysis, i.e., discovering interpretable dynamic patterns from spatiotemporal data, is studied in this paper. Towards this end, we develop a time-varying reduced-rank vector…
The focus is on the statistical analysis of matrix-valued time series, where data is collected over a network of sensors, typically at spatial locations, over time. Each sensor records a vector of features at each time point, creating a…
Inferring a graphical model or network from observational data from a large number of variables is a well studied problem in machine learning and computational statistics. In this paper we consider a version of this problem that is relevant…