Related papers: Local Projections vs. VARs: Lessons From Thousands…
The Joint-Embedding Predictive Architecture (JEPA) is often seen as a non-generative alternative to likelihood-based self-supervised learning, emphasizing prediction in representation space rather than reconstruction in observation space.…
Local Binary Pattern (LBP) is a traditional descriptor for texture analysis that gained attention in the last decade. Being robust to several properties such as invariance to illumination translation and scaling, LBPs achieved…
Latent variable (LV) models are widely used in psychological research to investigate relationships among unobservable constructs. When one-stage estimation of the overall LV model is challenging, two-stage factor score regression (FSR)…
The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the…
While data science is battling to extract information from the enormous explosion of data, many estimators and algorithms are being developed for better prediction. Researchers and data scientists often introduce new methods and evaluate…
Local explanation methods, also known as attribution methods, attribute a deep network's prediction to its input (cf. Baehrens et al. (2010)). We respond to the claim from Adebayo et al. (2018) that local explanation methods lack…
A novel approach for supervised classification analysis for high dimensional and flat data (more variables than observations) is proposed. We use the information of class-membership of observations to determine groups of observations…
Recommendation systems (RS) aim to provide personalized content, but they face a challenge in unbiased learning due to selection bias, where users only interact with items they prefer. This bias leads to a distorted representation of user…
Constraining a numerical weather prediction (NWP) model with observations via 4D variational (4D-Var) data assimilation is often difficult to implement in practice due to the need to develop and maintain a software-based tangent linear…
Latent traversal is a popular approach to visualize the disentangled latent representations. Given a bunch of variations in a single unit of the latent representation, it is expected that there is a change in a single factor of variation of…
A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…
Causality graphs are routinely estimated in social sciences, natural sciences, and engineering due to their capacity to efficiently represent the spatiotemporal structure of multivariate data sets in a format amenable for human…
While artificial neural networks excel in unsupervised learning of non-sparse structure, classical statistical regression techniques offer better interpretability, in particular when sparseness is enforced by $\ell_1$ regularization,…
Modelling longitudinal data is an important yet challenging task. These datasets can be high-dimensional, contain non-linear effects and time-varying covariates. Gaussian process (GP) prior-based variational autoencoders (VAEs) have emerged…
We consider a linear regression model with a spatially correlated error term on a lattice. When estimating coefficients in the linear regression model, the generalized least squares estimator (GLSE) is used if the covariance structures are…
We introduce local expectation gradients which is a general purpose stochastic variational inference algorithm for constructing stochastic gradients through sampling from the variational distribution. This algorithm divides the problem of…
Conformal predictors, introduced by Vovk et al. (2005), serve to build prediction intervals by exploiting a notion of conformity of the new data point with previously observed data. In the present paper, we propose a novel method for…
The approximation of nonlinear kernels via linear feature maps has recently gained interest due to their applications in reducing the training and testing time of kernel-based learning algorithms. Current random projection methods avoid the…
We present Visual AutoRegressive modeling (VAR), a new generation paradigm that redefines the autoregressive learning on images as coarse-to-fine "next-scale prediction" or "next-resolution prediction", diverging from the standard…
We introduce a nonparametric nonlinear VAR prewhitened long-run variance (LRV) estimator for the construction of standard errors robust to autocorrelation and heteroskedasticity that can be used for hypothesis testing in a variety of…