Related papers: Inference for VARs Identified with Sign Restrictio…
We devise a method to detect and estimate forces in a heterogeneous environment based on experimentally recorded stochastic trajectories. In particular, we focus on systems modeled by the heterogeneous overdamped Langevin equation. Here,…
While it is widely recognised that linear (structural) VARs may fail to capture important aspects of economic time series, the use of nonlinear SVARs has to date been almost entirely confined to the modelling of stationary time series,…
Structural equation models (SEMs) and vector autoregressive models (VARMs) are two broad families of approaches that have been shown useful in effective brain connectivity studies. While VARMs postulate that a given region of interest in…
We propose SVAR-FM (Structural VAR with Flow Matching), a framework for time series causal discovery that treats a physics-based simulator as a mechanical realization of Pearl's do operator. Clamping a variable inside the simulator…
This work affords new insights into Bayesian CART in the context of structured wavelet shrinkage. The main thrust is to develop a formal inferential framework for Bayesian tree-based regression. We reframe Bayesian CART as a g-type prior…
Despite the versatility of generalized linear mixed models in handling complex experimental designs, they often suffer from misspecification and convergence problems. This makes inference on the values of coefficients problematic. To…
Here we dispel the lingering myth that Partial Directed Coherence is a Vector Autoregressive (VAR) Modelling dependent concept. In fact, our examples show that it is spectral factorization that lies at its heart, for which VAR modelling is…
The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been…
This paper develops a new empirical Bayesian inference algorithm for solving a linear inverse problem given multiple measurement vectors (MMV) of under-sampled and noisy observable data. Specifically, by exploiting the joint sparsity across…
Visual autoregressive (VAR) models have recently emerged as a promising alternative for image generation, offering stable training, non-iterative inference, and high-fidelity synthesis through next-scale prediction. This encourages the…
We consider inference on a scalar regression coefficient under a constraint on the magnitude of the control coefficients. A class of estimators based on a regularized propensity score regression is shown to exactly solve a tradeoff between…
Ridge regression is a popular method for dense least squares regularization. In this work, ridge regression is studied in the context of VAR model estimation and inference. The implications of anisotropic penalization are discussed and a…
The universal tendency in scanning probe microscopy (SPM) over the last two decades is to transition from simple 2D imaging to complex detection and spectroscopic imaging modes. The emergence of complex SPM engines brings forth the…
When a finite order vector autoregressive model is fitted to VAR($\infty$) data the asymptotic distribution of statistics obtained via smooth functions of least-squares estimates requires care. L\"utkepohl and Poskitt (1991) provide a…
This paper examines the effectiveness of a sparse Bayesian algorithm to estimate multivariate autoregressive coefficients when a large amount of background interference exists. This paper employs computer experiments to compare two methods…
We consider the nonparametric multivariate isotonic regression problem, where the regression function is assumed to be nondecreasing with respect to each predictor. Our goal is to construct a Bayesian credible interval for the function…
We revisit recent methods that employ graph neural networks for decoding error correcting codes and employ messages that are computed in an autoregressive manner. The outgoing messages of the variable nodes are conditioned not only on the…
Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…
Understanding the expressive ability of a specific model is essential for grasping its capacity limitations. Recently, several studies have established circuit complexity bounds for Transformer architecture. Besides, the Visual…
Vector autoregressions (VARs) are popular model for analyzing multivariate economic time series. However, VARs can be over-parameterized if the numbers of variables and lags are moderately large. Tensor VAR, a recent solution to…