Related papers: ARX Model Identification using Generalized Spectra…

The ab initio description of the spectral interior of the absorption spectrum poses both a theoretical and computational challenge for modern electronic structure theory. Due to the often spectrally dense character of this domain in the…

The analysis of Synthetic Aperture Radar (SAR) imagery is an important step in remote sensing applications, and it is a challenging problem due to its inherent speckle noise. One typical solution is to model the data using the $G_I^0$…

This paper investigates the optimality analysis of the recursive least-squares (RLS) algorithm for autoregressive systems with exogenous inputs (ARX systems). A key challenge in analyzing is managing the potential unboundedness of the…

Existing high-dimensional online learning methods often face the challenge that their error bounds, or per-batch sample sizes, diverge as the number of data batches increases. To address this issue, we propose an asynchronous decomposition…

We introduce Autoregressive Retrieval Augmentation (AR-RAG), a novel paradigm that enhances image generation by autoregressively incorporating knearest neighbor retrievals at the patch level. Unlike prior methods that perform a single,…

Learned image reconstruction techniques using deep neural networks have recently gained popularity, and have delivered promising empirical results. However, most approaches focus on one single recovery for each observation, and thus neglect…

Online system identification algorithms are widely used for monitoring, diagnostics and control by continuously adapting to time-varying dynamics. Typically, these algorithms consider a model structure that lacks parsimony and offers…

We consider the problem of estimating the parameters of a linear univariate autoregressive model with sub-Gaussian innovations from a limited sequence of consecutive observations. Assuming that the parameters are compressible, we analyze…

The modeling of time-varying graph signals as stationary time-vertex stochastic processes permits the inference of missing signal values by efficiently employing the correlation patterns of the process across different graph nodes and time…

Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-stationary time series and model it as a mixture of multiple stable…

Time series anomaly detection is important in modern large-scale systems and is applied in a variety of domains to analyze and monitor the operation of diverse systems. Unsupervised approaches have received widespread interest, as they do…

Autoregressive (AR) video diffusion models enable long-form video generation but remain expensive due to repeated multi-step denoising. Existing training-free acceleration methods rely on binary cache-or-recompute decisions, overlooking…

This paper introduces new techniques for using convex optimization to fit input-output data to a class of stable nonlinear dynamical models. We present an algorithm that guarantees consistent estimates of models in this class when a small…

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

Time series with missing data are signals encountered in important settings for machine learning. Some of the most successful prior approaches for modeling such time series are based on recurrent neural networks that transform the input and…

A recent class of hyperspectral anomaly detection methods can be trained once on background datasets and then deployed universally without per-scene retraining or parameter tuning, showing strong efficiency and robustness. Building upon…

The massive adoption of large language models (LLMs) demands efficient deployment strategies. However, the auto-regressive decoding process, which is fundamental to how most LLMs generate text, poses challenges to achieve efficient serving.…

The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and lag order are even moderately large. This paper proposes to…

A fruitful approach for solving signal deconvolution problems consists of resorting to a frame-based convex variational formulation. In this context, parallel proximal algorithms and related alternating direction methods of multipliers have…

In this paper, we proposed to investigate unsupervised anomaly detection in Synthetic Aperture Radar (SAR) images. Our approach considers anomalies as abnormal patterns that deviate from their surroundings but without any prior knowledge of…