Related papers: Tensorized Transformer for Dynamical Systems Model…
Learning or identifying dynamics from a sequence of high-dimensional observations is a difficult challenge in many domains, including reinforcement learning and control. The problem has recently been studied from a generative perspective…
Diffusion models have emerged as powerful generative frameworks by progressively adding noise to data through a forward process and then reversing this process to generate realistic samples. While these models have achieved strong…
Option pricing is a significant problem for option risk management and trading. In this article, we utilize a framework to present financial data from different sources. The data is processed and represented in a form of 2D tensors in three…
Nonlinear stochastic motion presents significant challenges for Bayesian particle tracking. To address this challenge, this paper proposes a framework to construct an invertible transformation that maps the nonlinear state-space model (SSM)…
Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…
One critical component in lossy deep image compression is the entropy model, which predicts the probability distribution of the quantized latent representation in the encoding and decoding modules. Previous works build entropy models upon…
In this work, we present tensor-based linear and nonlinear models for hyperspectral data classification and analysis. By exploiting principles of tensor algebra, we introduce new classification architectures, the weight parameters of which…
Sequential models like recurrent neural networks and transformers have become standard for probabilistic multivariate time series forecasting across various domains. Despite their strengths, they struggle with capturing high-dimensional…
Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…
Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…
This paper presents a novel non-linear model reduction method: Probabilistic Manifold Decomposition (PMD), which provides a powerful framework for constructing non-intrusive reduced-order models (ROMs) by embedding a high-dimensional system…
This work addresses the problem of learning sparse representations of tensor data using structured dictionary learning. It proposes learning a mixture of separable dictionaries to better capture the structure of tensor data by generalizing…
Multivariate time series prediction has applications in a wide variety of domains and is considered to be a very challenging task, especially when the variables have correlations and exhibit complex temporal patterns, such as seasonality…
The dynamics of cellular pattern formation is crucial for understanding embryonic development and tissue morphogenesis. Recent studies have shown that human dermal fibroblasts cultured on liquid crystal elastomers can exhibit an increase in…
This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or interactions between users in a social network. Our goal is to…
Transformers for language modeling usually rely on deterministic internal computation, with uncertainty expressed mainly at the output layer. We introduce variational neurons into Transformer feed-forward computation so that uncertainty…
The dominating NLP paradigm of training a strong neural predictor to perform one task on a specific dataset has led to state-of-the-art performance in a variety of applications (eg. sentiment classification, span-prediction based question…
Longitudinal data are important in numerous fields, such as healthcare, sociology and seismology, but real-world datasets present notable challenges for practitioners because they can be high-dimensional, contain structured missingness…
The paper presents a language model that develops syntactic structure and uses it to extract meaningful information from the word history, thus enabling the use of long distance dependencies. The model assigns probability to every joint…
The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…