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Embedding graphs in continous spaces is a key factor in designing and developing algorithms for automatic information extraction to be applied in diverse tasks (e.g., learning, inferring, predicting). The reliability of graph embeddings…

Machine Learning · Computer Science 2023-11-30 Andrea Marinoni , Pietro Lio' , Alessandro Barp , Christian Jutten , Mark Girolami

Matrix Factorization plays an important role in machine learning such as Non-negative Matrix Factorization, Principal Component Analysis, Dictionary Learning, etc. However, most of the studies aim to minimize the loss by measuring the…

Machine Learning · Computer Science 2021-11-30 Kai Liu

In finance, economics and many other fields, observations in a matrix form are often observed over time. For example, many economic indicators are obtained in different countries over time. Various financial characteristics of many…

Methodology · Statistics 2017-06-22 Dong Wang , Xialu Liu , Rong Chen

We propose a model-independent framework for fitting hadronic form-factor data, which is often only available at discrete kinematical points, using parameterisations based on to unitarity and analyticity. In this novel approach the latter…

High Energy Physics - Phenomenology · Physics 2024-02-08 J. M. Flynn , A. Jüttner , J. T. Tsang

Deep neural network models have become ubiquitous in recent years, and have been applied to nearly all areas of science, engineering, and industry. These models are particularly useful for data that have strong dependencies in space (e.g.,…

Machine Learning · Statistics 2022-06-07 Christopher K. Wikle , Andrew Zammit-Mangion

The present paper proposes a novel Bayesian, computational strategy in the context of model-based inverse problems in elastostatics. On one hand we attempt to provide probabilistic estimates of the material properties and their spatial…

Computation · Statistics 2015-12-21 P. S. Koutsourelakis

Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…

Statistics Theory · Mathematics 2024-09-05 Samyajoy Pal , Christian Heumann , M. Subbiah

In this paper, we introduce a probabilistic model for learning nonnegative matrix factorization (NMF) that is commonly used for predicting missing values and finding hidden patterns in the data, in which the matrix factors are latent…

Machine Learning · Computer Science 2022-06-22 Jun Lu , Xuanyu Ye

Matrix factorization is a key tool in data analysis; its applications include recommender systems, correlation analysis, signal processing, among others. Binary matrices are a particular case which has received significant attention for…

Machine Learning · Statistics 2019-01-30 Ignacio Ramirez

As a generalization of the classical linear factor model, generalized latent factor models are useful for analyzing multivariate data of different types, including binary choices and counts. This paper proposes an information criterion to…

Methodology · Statistics 2021-08-11 Yunxiao Chen , Xiaoou Li

High-dimensional matrix-variate time series data are becoming widely available in many scientific fields, such as economics, biology, and meteorology. To achieve significant dimension reduction while preserving the intrinsic matrix…

Methodology · Statistics 2022-10-20 Elynn Y. Chen , Ruey S. Tsay , Rong Chen

Most of previous works and applications of Bayesian factor model have assumed the normal likelihood regardless of its validity. We propose a Bayesian factor model for heavy-tailed high-dimensional data based on multivariate Student-$t$…

Methodology · Statistics 2020-12-10 Jaejoon Lee , Jaeyong Lee

As a principled dimension reduction technique, factor models have been widely adopted in social science, economics, bioinformatics, and many other fields. However, in high-dimensional settings, conducting a 'correct' Bayesianfactor analysis…

Methodology · Statistics 2021-01-05 Yucong Ma , Jun S. Liu

The vast majority of current machine learning algorithms are designed to predict single responses or a vector of responses, yet many types of response are more naturally organized as matrices or higher-order tensor objects where…

Machine Learning · Statistics 2016-12-23 Nathan H Lazar , Mehmet Gönen , Kemal Sönmez

High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…

Methodology · Statistics 2020-02-05 Elynn Y. Chen , Xin Yun , Rong Chen , Qiwei Yao

Model-based Bayesian reinforcement learning has generated significant interest in the AI community as it provides an elegant solution to the optimal exploration-exploitation tradeoff in classical reinforcement learning. Unfortunately, the…

Artificial Intelligence · Computer Science 2012-06-18 Stephane Ross , Joelle Pineau

Real-world relations among entities can often be observed and determined by different perspectives/views. For example, the decision made by a user on whether to adopt an item relies on multiple aspects such as the contextual information of…

Machine Learning · Computer Science 2018-02-16 Chun-Ta Lu , Lifang He , Hao Ding , Bokai Cao , Philip S. Yu

Its conceptual appeal and effectiveness has made latent factor modeling an indispensable tool for multivariate analysis. Despite its popularity across many fields, there are outstanding methodological challenges that have hampered practical…

Methodology · Statistics 2018-12-12 Kenichiro McAlinn , Veronika Rockova , Enakshi Saha

This paper generalises dynamic factor models for multidimensional dependent data. In doing so, it develops an interpretable technique to study complex information sources ranging from repeated surveys with a varying number of respondents to…

Econometrics · Economics 2023-01-31 Matteo Barigozzi , Filippo Pellegrino

We introduce a class of Bayesian matrix dynamic factor models that accommodates time-varying volatility, outliers, and cross-sectional correlation in the idiosyncratic components. For model comparison, we employ an importance-sampling…

Econometrics · Economics 2025-08-11 Wei Zhang