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The class of autoregressive (AR) processes is extensively used to model temporal dependence in observed time series. Such models are easily available and routinely fitted using freely available statistical software like R. A potential…
Continuous visual autoregressive (AR) models have demonstrated promising performance in image generation. However, the heavy autoregressive inference burden imposes significant overhead. In Large Language Models (LLMs), speculative decoding…
Autoregressive (AR) models have demonstrated significant success in the realm of text-to-image generation. However, they usually face two major challenges. Firstly, the generated images may not always meet the quality standards expected by…
We introduce a wavelet-based model of local stationarity. This model enlarges the class of locally stationary wavelet processes and contains processes whose spectral density function may change very suddenly in time. A notion of…
We describe spatio-temporal random processes using linear mixed models. We show how many commonly used models can be viewed as special cases of this general framework and pay close attention to models with separable or product-sum…
We introduce and explore a new class of stationary time series models for variance matrices based on a constructive definition exploiting inverse Wishart distribution theory. The main class of models explored is a novel class of stationary,…
Autoregressive models (ARMs) have become the workhorse for sequence generation tasks, since many problems can be modeled as next-token prediction. While there appears to be a natural ordering for text (i.e., left-to-right), for many data…
Autoregressive models have recently shown great promise in visual generation by leveraging discrete token sequences akin to language modeling. However, existing approaches often suffer from inefficiency, either due to token-by-token…
Autoregressive (AR) models for image generation typically adopt a two-stage paradigm of vector quantization and raster-scan ``next-token prediction", inspired by its great success in language modeling. However, due to the huge modality gap,…
Visual autoregressive (AR) generation offers a promising path toward unifying vision and language models, yet its performance remains suboptimal against diffusion models. Prior work often attributes this gap to tokenizer limitations and…
This paper considers a first-order autoregressive panel data model with individual-specific effects and heterogeneous autoregressive coefficients defined on the interval (-1,1], thus allowing for some of the individual processes to have…
When considering the problem of forecasting a continuous-time stochastic process over an entire time-interval in terms of its recent past, the notion of Autoregressive Hilbert space processes (ARH) arises. This model can be seen as a…
Autoregressive (AR) models have achieved remarkable success in natural language and image generation, but their application to 3D shape modeling remains largely unexplored. Unlike diffusion models, AR models enable more efficient and…
Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new…
Autoregressive (AR) modeling is invaluable in signal processing, in particular in speech and audio fields. Attempts in the literature can be found that regularize or constrain either the time-domain signal values or the AR coefficients,…
Motivated by predicting intraday trading volume curves, we consider two spatio-temporal autoregressive models for matrix time series, in which each column may represent daily trading volume curve of one asset, and each row captures…
The regularity of refinable functions has been investigated deeply in the past 25 years using Fourier analysis, wavelet analysis, restricted and joint spectral radii techniques. However the shift-invariance of the underlying regular setting…
Identifying an appropriate covariance function is one of the primary interests in spatial and spatio-temporal statistics because it allows researchers to analyze the dependence structure of the random process. For this purpose, spatial…
Many nonlinear time series models have been proposed in the last decades. Among them, the models with regime switchings provide a class of versatile and interpretable models which have received a particular attention in the literature. In…
Recent advances in autoregressive (AR) generative models have produced increasingly powerful systems for media synthesis. Among them, next-scale prediction has emerged as a popular paradigm, where models generate images in a coarse-to-fine…