Related papers: Simultaneous Transformation and Rounding (STAR) Mo…
Vector autoregressive (VAR) models assume linearity between the endogenous variables and their lags. This assumption might be overly restrictive and could have a deleterious impact on forecasting accuracy. As a solution, we propose…
Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…
Conventional wisdom suggests that autoregressive models are used to process discrete data. When applied to continuous modalities such as visual data, Visual AutoRegressive modeling (VAR) typically resorts to quantization-based approaches to…
Generating high-quality 4D objects with spatial-temporal consistency is still formidable. Existing diffusion-based methods often struggle with spatial-temporal inconsistency, as they fail to leverage outputs from all previous timesteps to…
Handling sparse and unstructured geometric data, such as point clouds or event-based vision, is a pressing challenge in the field of machine vision. Recently, sequence models such as Transformers and state-space models entered the domain of…
Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…
The emergence of data-driven demand analysis has led to the increased use of generative modelling to learn the probabilistic dependencies between random variables. Although their apparent use has mostly been limited to image recognition and…
This paper develops a rigorous probabilistic framework that extends denoising diffusion models to the setting of noncommutative random variables. Building on Voiculescu's theory of free entropy and free Fisher information, we formulate…
This study explores data-driven modeling techniques to capture the dynamics of a grid-forming converter-based infinite bus system, critical for renewable-integrated power grids. Using sparse identification of nonlinear dynamics and deep…
To augment Large Language Models (LLMs) for multi-hop question answering, a mainstream solution within Graph Retrieval Augmented Generation (GraphRAG) leverages lightweight retrievers to efficiently extract information from a given…
In modern randomized experiments, large-scale data collection increasingly yields rich baseline covariates and auxiliary information from multiple sources. Such information offers opportunities for more precise treatment effect estimation,…
In many longitudinal studies, the covariate and response are often intermittently observed at irregular, mismatched and subject-specific times. How to deal with such data when covariate and response are observed asynchronously is an often…
Flow-based generative models have demonstrated promising performance across a broad spectrum of data modalities (e.g., image and text). However, there are few works exploring their extension to unordered data (e.g., spatial point set),…
We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…
Missing data is a ubiquitous challenge in data analysis, often leading to biased and inaccurate results. Traditional imputation methods usually assume that the missingness mechanism is missing-at-random (MAR), where the missingness is…
The Stop-Think-AutoRegress Language Diffusion Model (STAR-LDM) integrates latent diffusion planning with autoregressive generation. Unlike conventional autoregressive language models limited to token-by-token decisions, STAR-LDM…
Understanding the association between dietary patterns and health outcomes, such as the cancer risk, is crucial to inform public health guidelines and shaping future dietary interventions. However, dietary intake data present several…
This paper proposes a novel data-driven approach for identifying and modelling areas with similar temperature variations throufigureh clustering and Space-Time AutoRegressive (STAR) models. Using annual temperature data from 168 countries…
Variable selection is an important statistical problem. This problem becomes more challenging when the candidate predictors are of mixed type (e.g. continuous and binary) and impact the response variable in nonlinear and/or non-additive…
Modeling spatiotemporal dynamical systems is a fundamental challenge in machine learning. Transformer models have been very successful in NLP and computer vision where they provide interpretable representations of data. However, a…