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Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Machine Learning · Computer Science 2023-12-12 Ling Chen , Jiahua Cui

Dimensionality reduction for high-order tensors is a challenging problem. In conventional approaches, higher order tensors are `vectorized` via Tucker decomposition to obtain lower order tensors. This will destroy the inherent high-order…

Computer Vision and Pattern Recognition · Computer Science 2017-07-04 Fujiao Ju , Yanfeng Sun , Junbin Gao , Yongli Hu , Baocai Yin

Despite the widespread adoption of Backpropagation algorithm-based Deep Neural Networks, the biological infeasibility of the BP algorithm could potentially limit the evolution of new DNN models. To find a biologically plausible algorithm to…

Neural and Evolutionary Computing · Computer Science 2024-02-29 Jian-Hui Chen , Cheng-Lin Liu , Zuoren Wang

High-dimensional tensors or multi-way data are becoming prevalent in areas such as biomedical imaging, chemometrics, networking and bibliometrics. Traditional approaches to finding lower dimensional representations of tensor data include…

Machine Learning · Statistics 2012-02-14 Genevera I. Allen

Humans can categorize with only a few samples despite the numerous features. To mimic this ability, we propose a novel dimension-reduced category representation using a mixture of probabilistic principal component analyzers (mPPCA). Tests…

Machine Learning · Computer Science 2024-05-24 Yifan Hong , Chen Wang

Principal Component Analysis (PCA) is well known for its capability of dimension reduction and data compression. However, when using PCA for compressing/reconstructing images, images need to be recast to vectors. The vectorization of images…

Computer Vision and Pattern Recognition · Computer Science 2021-05-04 Liang Liao , Xuechun Zhang , Xinqiang Wang , Sen Lin , Xin Liu

We tackle the challenges of modeling high-dimensional data sets, particularly those with latent low-dimensional structures hidden within complex, non-linear, and noisy relationships. Our approach enables a seamless integration of concepts…

Machine Learning · Statistics 2025-03-17 Zichuan Guo , Mihai Cucuringu , Alexander Y. Shestopaloff

Traditional neural network regression models provide only point estimates, failing to capture predictive uncertainty. Probabilistic neural networks (PNNs) address this limitation by producing output distributions, enabling the construction…

Machine Learning · Computer Science 2026-03-02 Farhad Pourkamali-Anaraki

Extracting meaningful latent representations from high-dimensional sequential data is a crucial challenge in machine learning, with applications spanning natural science and engineering. We introduce InfoDPCCA, a dynamic probabilistic…

Machine Learning · Computer Science 2025-06-11 Shiqin Tang , Shujian Yu

Modern empirical analysis often relies on high-dimensional panel datasets with non-negligible cross-sectional and time-series correlations. Factor models are natural for capturing such dependencies. A tensor factor model describes the…

Econometrics · Economics 2025-03-10 Andrii Babii , Eric Ghysels , Junsu Pan

Spatiotemporal traffic data (e.g., link speed/flow) collected from sensor networks can be organized as multivariate time series with additional spatial attributes. A crucial task in analyzing such data is to identify and detect anomalous…

Machine Learning · Computer Science 2021-10-12 Xudong Wang , Luis Miranda-Moreno , Lijun Sun

Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a…

Machine Learning · Computer Science 2019-06-03 Tailai Wen , Roy Keyes

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

Higher-order tensors have received increased attention across science and engineering. While most tensor decomposition methods are developed for a single tensor observation, scientific studies often collect side information, in the form of…

Methodology · Statistics 2021-10-29 Jiaxin Hu , Chanwoo Lee , Miaoyan Wang

We describe a novel method for modeling non-stationary multivariate time series, with time-varying conditional dependencies represented through dynamic networks. Our proposed approach combines traditional multi-scale modeling and network…

Methodology · Statistics 2017-12-25 Xinyu Kang , Apratim Ganguly , Eric D. Kolaczyk

The widespread use of multisensor technology and the emergence of big data sets have brought the necessity to develop more versatile tools to represent higher-order data with multiple aspects and high dimensionality. Data in the form of…

Signal Processing · Electrical Eng. & Systems 2018-06-27 Ali Zare , Alp Ozdemir , Mark A. Iwen , Selin Aviyente

Principal component analysis (PCA) is a classical and ubiquitous method for reducing data dimensionality, but it is suboptimal for heterogeneous data that are increasingly common in modern applications. PCA treats all samples uniformly so…

Statistics Theory · Mathematics 2021-12-02 David Hong , Kyle Gilman , Laura Balzano , Jeffrey A. Fessler

DNA storage technology offers new possibilities for addressing massive data storage due to its high storage density, long-term preservation, low maintenance cost, and compact size. To improve the reliability of stored information, base…

Machine Learning · Computer Science 2024-09-24 Bowen Liu , Jiankun Li

In this paper we propose a data augmentation method for time series with irregular sampling, Time-Conditional Generative Adversarial Network (T-CGAN). Our approach is based on Conditional Generative Adversarial Networks (CGAN), where the…

Machine Learning · Computer Science 2019-02-04 Giorgia Ramponi , Pavlos Protopapas , Marco Brambilla , Ryan Janssen

The CP decomposition for high dimensional non-orthogonal spiked tensors is an important problem with broad applications across many disciplines. However, previous works with theoretical guarantee typically assume restrictive incoherence…

Machine Learning · Statistics 2022-09-20 Yuefeng Han , Cun-Hui Zhang