English
Related papers

Related papers: Learning AR factor models

200 papers

We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…

Methodology · Statistics 2026-02-26 Fangyi Chen , Hok Kan Ling , Zhiliang Ying

For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…

Computation · Statistics 2023-04-07 Wei Zheng , Ting Tian , Xueqin Wang

In a variety of applications involving longitudinal or repeated-measurements data, it is desired to uncover natural groupings or clusters which exist among study subjects. Motivated by the need to recover longitudinal trajectories of…

Methodology · Statistics 2015-01-27 Nicholas C. Henderson , Paul J. Rathouz

Bayesian state and parameter estimation have been automated effectively in a variety of probabilistic programming languages. The process of model comparison on the other hand, which still requires error-prone and time-consuming manual…

Machine Learning · Computer Science 2023-08-01 Bart van Erp , Wouter W. L. Nuijten , Thijs van de Laar , Bert de Vries

Fitting autoregressive moving average (ARMA) time series models requires model identification before parameter estimation. Model identification involves determining the order of the autoregressive and moving average components which is…

Computation · Statistics 2024-04-09 Yin Liu , Sam Davanloo Tajbakhsh

This paper proposes a new algorithm for learning accurate tree-based models while ensuring the existence of recourse actions. Algorithmic Recourse (AR) aims to provide a recourse action for altering the undesired prediction result given by…

Machine Learning · Computer Science 2024-06-04 Kentaro Kanamori , Takuya Takagi , Ken Kobayashi , Yuichi Ike

Data driven models of dynamical systems help planners and controllers to provide more precise and accurate motions. Most model learning algorithms will try to minimize a loss function between the observed data and the model's predictions.…

Artificial Intelligence · Computer Science 2021-02-12 Clark Zhang , Santiago Paternain , Alejandro Ribeiro

Hearing Aid (HA) algorithms need to be tuned ("fitted") to match the impairment of each specific patient. The lack of a fundamental HA fitting theory is a strong contributing factor to an unsatisfying sound experience for about 20% of…

Machine Learning · Statistics 2016-09-07 Thijs van de Laar , Bert de Vries

We present a new model-based reinforcement learning algorithm, Cooperative Prioritized Sweeping, for efficient learning in multi-agent Markov decision processes. The algorithm allows for sample-efficient learning on large problems by…

Machine Learning · Computer Science 2020-01-22 Eugenio Bargiacchi , Timothy Verstraeten , Diederik M. Roijers , Ann Nowé

To recognize an object in an image, the user must apply a combination of operators, where each operator has a set of parameters. These parameters must be well adjusted in order to reach good results. Usually, this adjustment is made…

Computer Vision and Pattern Recognition · Computer Science 2012-11-30 Issam Qaffou , Mohamed Sadgal , Aziz Elfazziki

Existing action detection algorithms usually generate action proposals through an extensive search over the video at multiple temporal scales, which brings about huge computational overhead and deviates from the human perception procedure.…

Computer Vision and Pattern Recognition · Computer Science 2017-06-23 Jingjia Huang , Nannan Li , Tao Zhang , Ge Li

A model among many may only be best under certain states of the world. Switching from a model to another can also be costly. Finding a procedure to dynamically choose a model in these circumstances requires to solve a complex estimation…

Machine Learning · Computer Science 2023-10-10 Francesco Cordoni , Alessio Sancetta

This article presents a short and concise description of stochastic approximation algorithms in reinforcement learning of Markov decision processes. The algorithms can also be used as a suboptimal method for partially observed Markov…

Optimization and Control · Mathematics 2015-12-25 Vikram Krishnamurthy

This paper makes a selective survey on the recent development of the factor model and its application on statistical learnings. We focus on the perspective of the low-rank structure of factor models, and particularly draws attentions to…

Econometrics · Economics 2020-09-23 Jianqing Fan , Kunpeng Li , Yuan Liao

Autoregressive (AR) models remain widely used in time series analysis due to their interpretability, but convencional parameter estimation methods can be computationally expensive and prone to convergence issues. This paper proposes a…

Machine Learning · Statistics 2026-03-20 Anaísa Lucena , Ana Martins , Armando J. Pinho , Sónia Gouveia

Recent automatic curriculum learning algorithms, and in particular Teacher-Student algorithms, rely on the notion of learning progress, making the assumption that the good next tasks are the ones on which the learner is making the fastest…

Machine Learning · Computer Science 2020-08-17 Lucas Willems , Salem Lahlou , Yoshua Bengio

Algorithmic assurances from advanced autonomous systems assist human users in understanding, trusting, and using such systems appropriately. Designing these systems with the capacity of assessing their own capabilities is one approach to…

Machine Learning · Computer Science 2019-01-10 Brett W Israelsen , Nisar R Ahmed , Eric Frew , Dale Lawrence , Brian Argrow

We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…

Machine Learning · Statistics 2019-12-03 Namjoon Suh , Xiaoming Huo , Eric Heim , Lee Seversky

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

A mixture of factor analyzers is a semi-parametric density estimator that generalizes the well-known mixtures of Gaussians model by allowing each Gaussian in the mixture to be represented in a different lower-dimensional manifold. This…

Machine Learning · Statistics 2015-10-23 Heysem Kaya , Albert Ali Salah