Related papers: Deep Dynamic Factor Models
For prediction of clustered time-to-event data, we propose a new deep neural network based gamma frailty model (DNN-FM). An advantage of the proposed model is that the joint maximization of the new h-likelihood provides maximum likelihood…
Learning sophisticated feature interactions behind user behaviors is critical in maximizing CTR for recommender systems. Despite great progress, existing methods have a strong bias towards low- or high-order interactions, or rely on…
We propose a recurrent neural network for a "model-free" simulation of a dynamical system with unknown parameters without prior knowledge. The deep learning model aims to jointly learn the nonlinear time marching operator and the effects of…
This paper proposes a data-adaptive factor model (DAFM), a novel framework for extracting common factors that explain the structures of high-dimensional data. DAFM adopts a composite quantile strategy to adaptively capture the full…
We provide a theoretical analysis for end-to-end training Discrete Flow Matching (DFM) generative models. DFM is a promising discrete generative modeling framework that learns the underlying generative dynamics by training a neural network…
Deep neural networks often degrade significantly when training data suffer from class imbalance problems. Existing approaches, e.g., re-sampling and re-weighting, commonly address this issue by rearranging the label distribution of training…
We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…
We introduce a new class of non-linear function-on-function regression models for functional data using neural networks. We propose a framework using a hidden layer consisting of continuous neurons, called a continuous hidden layer, for…
This thesis explores how deep learning models learn over time, using ideas inspired by force analysis. Specifically, we zoom in on the model's training procedure to see how one training example affects another during learning, like…
Probabilistic modeling is one of the foundations of modern machine learning and artificial intelligence. In this paper, we propose a novel type of probabilistic models named latent dependency forest models (LDFMs). A LDFM models the…
Deep Neural Networks (DNNs) have become very popular for prediction in many areas. Their strength is in representation with a high number of parameters that are commonly learned via gradient descent or similar optimization methods. However,…
Deep generative models for graphs have exhibited promising performance in ever-increasing domains such as design of molecules (i.e, graph of atoms) and structure prediction of proteins (i.e., graph of amino acids). Existing work typically…
Learning latent actions from action-free video has emerged as a powerful paradigm for scaling up controllable world model learning. Latent actions provide a natural interface for users to iteratively generate and manipulate videos. However,…
There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…
Many problems in real-world applications involve predicting several random variables which are statistically related. Markov random fields (MRFs) are a great mathematical tool to encode such relationships. The goal of this paper is to…
In this study, we propose a novel model called the Markov-switching dynamic matrix factor (Ms-DMF) model, which serves the dual purpose of structural interpretation and prediction for high-dimensional matrix time series. When estimating the…
In this study, deep learning is used to estimate kinetic parameters for modeling itaconic acid production based on real batch experiments conducted at different agitation speeds and reactor scales. Two deep learning strategies, namely…
Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…
An efficient way to learn deep density models that have many layers of latent variables is to learn one layer at a time using a model that has only one layer of latent variables. After learning each layer, samples from the posterior…
We introduce Dynamic Deep Neural Networks (D2NN), a new type of feed-forward deep neural network that allows selective execution. Given an input, only a subset of D2NN neurons are executed, and the particular subset is determined by the…