Related papers: Integer-valued autoregressive process with flexibl…

In sequence-to-sequence Transformer ASR, autoregressive (AR) models achieve strong accuracy but suffer from slow decoding, while non-autoregressive (NAR) models enable parallel decoding at the cost of degraded performance. We propose a…

In this work we consider Bayesian inference problems with intractable likelihood functions. We present a method to compute an approximate of the posterior with a limited number of model simulations. The method features an inverse Gaussian…

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

We propose a general class of INteger-valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing time-varying mean and dispersion parameters, which we call time-varying dispersion INGARCH (tv-DINGARCH)…

We present the Insertion Transformer, an iterative, partially autoregressive model for sequence generation based on insertion operations. Unlike typical autoregressive models which rely on a fixed, often left-to-right ordering of the…

Integer-valued time series exist widely in economics, finance, biology, computer science, medicine, insurance, and many other fields. In recent years, many types of models have been proposed to model integer-valued time series data, in…

We introduce a new paradigm for AutoRegressive (AR) image generation, termed Set AutoRegressive Modeling (SAR). SAR generalizes the conventional AR to the next-set setting, i.e., splitting the sequence into arbitrary sets containing…

Autoregressive models have emerged as a powerful framework for modeling exchangeable sequences - i.i.d. observations when conditioned on some latent factor - enabling direct modeling of uncertainty from missing data (rather than a latent).…

We propose an action-conditional human motion generation method using variational implicit neural representations (INR). The variational formalism enables action-conditional distributions of INRs, from which one can easily sample…

Recently, generative diffusion priors have made huge strides as inverse problem solvers, including the ability to be adapted for inference on out-of-distribution data. Concurrently, implicit neural representations (INRs) have emerged as…

The episodic, irregular and asynchronous nature of medical data render them difficult substrates for standard machine learning algorithms. We would like to abstract away this difficulty for the class of time-stamped categorical variables…

This paper introduces an Interpretable Neural Network (INN) incorporating spatial information to tackle the opaque parameterization process of random weighted neural networks. The INN leverages spatial information to elucidate the…

Implicit Neural Representations (INRs) have emerged as a paradigm in knowledge representation, offering exceptional flexibility and performance across a diverse range of applications. INRs leverage multilayer perceptrons (MLPs) to model…

We introduce a two-parameter expectation thinning operator based on a linear fractional probability generating function. The operator is then used to define a first-order integer-valued autoregressive \inar1 process. Distributional…

High-dimensional panels of time series often arise in finance and macroeconomics, where co-movements within groups of panel components occur. Extracting these groupings from the data provides a coarse-grained description of the complex…

Mixture autoregressive (MAR) models provide a flexible way to model time series with predictive distributions which depend on the recent history of the process and are able to accommodate asymmetry and multimodality. Bayesian inference for…

We introduce an Invertible Symbolic Regression (ISR) method. It is a machine learning technique that generates analytical relationships between inputs and outputs of a given dataset via invertible maps (or architectures). The proposed ISR…

We consider a time-varying first-order autoregressive model with irregular innovations, where we assume that the coefficient function is H\"{o}lder continuous. To estimate this function, we use a quasi-maximum likelihood based approach. A…

Implicit neural representation (INR) characterizes the attributes of a signal as a function of corresponding coordinates which emerges as a sharp weapon for solving inverse problems. However, the capacity of INR is limited by the spectral…

This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregressive structure. We study the properties of the process and…