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The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and lag order are even moderately large. This paper proposes to…

Methodology · Statistics 2020-11-04 Di Wang , Yao Zheng , Heng Lian , Guodong Li

High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…

Machine Learning · Statistics 2025-03-04 Antonio Sclocchi , Alessandro Favero , Noam Itzhak Levi , Matthieu Wyart

Spectral methods, thanks to the high accuracy and the possibility of using fast algorithms, represent an effective way to approximate collisional kinetic equations in kinetic theory. On the other hand, the loss of some local invariants can…

Numerical Analysis · Mathematics 2021-05-28 Lorenzo Pareschi , Thomas Rey

We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical…

Machine Learning · Computer Science 2014-12-18 Animashree Anandkumar , Rong Ge , Majid Janzamin

Spectral methods have emerged as a simple yet surprisingly effective approach for extracting information from massive, noisy and incomplete data. In a nutshell, spectral methods refer to a collection of algorithms built upon the eigenvalues…

Machine Learning · Statistics 2021-10-26 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma

Statistical static timing analysis deals with the increasing variations in manufacturing processes to reduce the pessimism in the worst case timing analysis. Because of the correlation between delays of circuit components, timing model…

Hardware Architecture · Computer Science 2017-05-16 Bing Li , Ning Chen , Manuel Schmidt , Walter Schneider , Ulf Schlichtmann

Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…

Machine Learning · Computer Science 2016-06-13 Furong Huang

Iterative methods based on tensors have emerged as powerful tools for solving tensor equations, and have significantly advanced across multiple disciplines. In this study, we propose two-step tensor-based iterative methods to solve the…

Numerical Analysis · Mathematics 2025-02-07 Ratikanta Behera , Saroja Kumar Panda , Jajati Keshari Sahoo

Moment closure methods appear in myriad scientific disciplines in the modelling of complex systems. The goal is to achieve a closed form of a large, usually even infinite, set of coupled differential (or difference) equations. Each equation…

Statistical Mechanics · Physics 2018-12-24 Christian Kuehn

The Method of Moments [Pea94] is one of the most widely used methods in statistics for parameter estimation, by means of solving the system of equations that match the population and estimated moments. However, in practice and especially…

Statistics Theory · Mathematics 2019-04-16 Yihong Wu , Pengkun Yang

Hierarchies allow feature sharing between objects at multiple levels of representation, can code exponential variability in a very compact way and enable fast inference. This makes them potentially suitable for learning and recognizing a…

Computer Vision and Pattern Recognition · Computer Science 2014-08-26 Sanja Fidler , Marko Boben , Ales Leonardis

This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between…

Machine Learning · Statistics 2019-03-25 Pablo Moreno-Muñoz , David Ramírez , Antonio Artés-Rodríguez

A numerical method is presented to compute the eigenmodes supported by three dimensional (3D) metamaterials using the Method of Moments (MoM). The method relies on interstitial equivalent currents between layers. First, a parabolic…

Computational Physics · Physics 2019-12-02 Denis Tihon , Valentina Sozio , Nilufer A. Ozdemir , Matteo Albani , Christophe Craeye

The moments of spatial probabilistic systems are often given by an infinite hierarchy of coupled differential equations. Moment closure methods are used to approximate a subset of low order moments by terminating the hierarchy at some order…

Machine Learning · Computer Science 2019-05-30 Oliver K. Ernst , Tom Bartol , Terrence Sejnowski , Eric Mjolsness

The neural network-based approach to solving partial differential equations has attracted considerable attention due to its simplicity and flexibility in representing the solution of the partial differential equation. In training a neural…

Machine Learning · Computer Science 2022-01-10 Jihun Han , Yoonsang Lee

In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…

General Mathematics · Mathematics 2023-05-30 Aymen Laadhari , Ahmad Deeb

With recent advances in sequencing technologies, large amounts of epigenomic data have become available and computational methods are contributing significantly to the progress of epigenetic research. As an orthogonal approach to methods…

Genomics · Quantitative Biology 2019-11-05 Alexander Lück , Verena Wolf

Spectral methods provide highly accurate numerical solutions for partial differential equations, exhibiting exponential convergence with the number of spectral nodes. Traditionally, in addressing time-dependent nonlinear problems, attention…

Numerical Analysis · Mathematics 2024-06-05 Dibyendu Adak , M. Engin Danis , Duc P. Truong , Kim Ø. Rasmussen , Boian S. Alexandrov

Over the years, topic models have provided an efficient way of extracting insights from text. However, while many models have been proposed, none are able to model topic temporality and hierarchy jointly. Modelling time provide more precise…

Information Retrieval · Computer Science 2023-01-25 Judicael Poumay , Ashwin Ittoo

The purpose of this research is to describe an efficient iterative method suitable for obtaining high accuracy solutions to high frequency time-harmonic scattering problems. The method allows for both refinement of local polynomial degree…

Computational Physics · Physics 2018-12-26 Ryan Galagusz , Steve McFee