Related papers: Generalized Autoregressive Neural Network Models

INAR (integer-valued autoregressive) and INGARCH (integer-valued GARCH) models are among the most commonly employed approaches for count time series modelling, but have been studied in largely distinct strands of literature. In this paper,…

Graph neural networks (GNNs) are a class of deep models that operate on data with arbitrary topology represented as graphs. We introduce an efficient memory layer for GNNs that can jointly learn node representations and coarsen the graph.…

Graph-structured data ubiquitously appears in science and engineering. Graph neural networks (GNNs) are designed to exploit the relational inductive bias exhibited in graphs; they have been shown to outperform other forms of neural networks…

Graph Neural Networks (GNNs) have become essential in interpreting relational data across various domains, yet, they often struggle to generalize to unseen graph data that differs markedly from training instances. In this paper, we…

Experimental neuroscience increasingly requires tractable models for analyzing and predicting the behavior of neurons and networks. The generalized linear model (GLM) is an increasingly popular statistical framework for analyzing neural…

Devising and analyzing learning models for spatiotemporal network data is of importance for tasks including forecasting, anomaly detection, and multi-agent coordination, among others. Graph Convolutional Neural Networks (GCNNs) are an…

Vector autoregression model is ubiquitous in classical time series data analysis. With the rapid advance of social network sites, time series data over latent graph is becoming increasingly popular. In this paper, we develop a novel…

We introduce a new approach to functional causal modeling from observational data, called Causal Generative Neural Networks (CGNN). CGNN leverages the power of neural networks to learn a generative model of the joint distribution of the…

This paper presents the generalized spatial autoregression (GSAR) model, a significant advance in spatial econometrics for non-normal response variables belonging to the exponential family. The GSAR model extends the logistic SAR, probit…

Generative Adversarial Networks (GANs) have been workhorse generative models for last many years, especially in the research field of computer vision. Accordingly, there have been many significant advancements in the theory and application…

We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates…

The growing interest in hypergraph neural networks (HGNNs) is driven by their capacity to capture the complex relationships and patterns within hypergraph structured data across various domains, including computer vision, complex networks,…

Graph Neural Networks (GNNs) have achieved promising performance in a variety of graph-focused tasks. Despite their success, however, existing GNNs suffer from two significant limitations: a lack of interpretability in their results due to…

This paper introduces a class of generalised linear models (GLMs) driven by latent processes for modelling count, real-valued, binary, and positive continuous time series. Extending earlier latent-process regression frameworks based on…

Among interpretable machine learning methods, the class of Generalised Additive Neural Networks (GANNs) is referred to as Self-Explaining Neural Networks (SENN) because of the linear dependence on explicit functions of the inputs. In binary…

Recurrent Neural Networks (RNNs) have been widely applied to sequential data analysis. Due to their complicated modeling structures, however, the theory behind is still largely missing. To connect theory and practice, we study the…

An autoregressive-moving average model in which all roots of the autoregressive polynomial are reciprocals of roots of the moving average polynomial and vice versa is called an all-pass time series model. All-pass models are useful for…

We introduce three memory-augmented Recurrent Neural Networks (MARNNs) and explore their capabilities on a series of simple language modeling tasks whose solutions require stack-based mechanisms. We provide the first demonstration of neural…

The theory-guided neural network (TgNN) is a kind of method which improves the effectiveness and efficiency of neural network architectures by incorporating scientific knowledge or physical information. Despite its great success, the…

While the Vector Autoregression (VAR) model has received extensive attention for modelling complex time series, quantile VAR analysis remains relatively underexplored for high-dimensional time series data. To address this disparity, we…