Related papers: Minimum Message Length Autoregressive Moving Avera…

This paper proposes the beta binomial autoregressive moving average model (BBARMA) for modeling quantized amplitude data and bounded count data. The BBARMA model estimates the conditional mean of a beta binomial distributed variable…

The positive link prediction (PLP) problem is formulated in a system identification framework: we consider dynamic graphical models for auto-regressive moving-average (ARMA) Gaussian random processes. For the identification of the…

Model selection criteria are one of the most important tools in statistics. Proofs showing a model selection criterion is asymptotically optimal are tailored to the type of model (linear regression, quantile regression, penalized…

We consider a new criterion-based approach to model selection in linear regression. Properties of selection criteria based on p-values of a likelihood ratio statistic are studied for families of linear regression models. We prove that such…

This paper provides a review of model selection and model averaging methods for multinomial probit models estimated using the MACML approach. The proposed approaches are partitioned into test based methods (mostly derived from the…

A new likelihood based AR approximation is given for ARMA models. The usual algorithms for the computation of the likelihood of an ARMA model require $O(n)$ flops per function evaluation. Using our new approximation, an algorithm is…

Model Predictive Control (MPC) relies heavily on the robot model for its control law. However, a gap always exists between the reduced-order control model with uncertainties and the real robot, which degrades its performance. To address…

Quantitative models are an important decision-making factor for policy makers and investors. Predicting an economic recession with high accuracy and reliability would be very beneficial for the society. This paper assesses machine learning…

Tensor data represents a multidimensional array. Regression methods based on low-rank tensor decomposition leverage structural information to reduce the parameter count. Multilinear logistic regression serves as a powerful tool for the…

The Minimum Description Length (MDL) principle is solidly based on a provably ideal method of inference using Kolmogorov complexity. We test how the theory behaves in practice on a general problem in model selection: that of learning the…

We present MACLA, a framework that decouples reasoning from learning by maintaining a frozen large language model while performing all adaptation in an external hierarchical procedural memory. MACLA extracts reusable procedures from…

For certain sensing matrices, the Approximate Message Passing (AMP) algorithm efficiently reconstructs undersampled signals. However, in Magnetic Resonance Imaging (MRI), where Fourier coefficients of a natural image are sampled with…

Multi-objective alignment aims to align LLM responses with multiple human preference objectives. Among existing methods, guiding the generation of frozen LLMs through autoregressive reward models (ARMs) to accomplish multi-objective…

This paper proposes a wavelet-based method for analysing periodic autoregressive moving average (PARMA) time series. Even though Fourier analysis provides an effective method for analysing periodic time series, it requires the estimation of…

Although the log-likelihood is widely used in model selection, the log-likelihood ratio has had few applications in this area. We develop a log-likelihood ratio based method for selecting regression models by focusing on the set of models…

Large language models (LLMs) demonstrate strong performance in math reasoning benchmarks, but their performance varies inconsistently across problems with varying levels of difficulty. This paper describes Adaptive Multi-Expert Reasoning…

Machine learning (ML) is a tool to exploit remote sensing data for the monitoring and implementation of the United Nations' Sustainable Development Goals (SDGs). In this paper, we report on a meta-analysis to evaluate the performance of ML…

Celestial objects exhibit a wide range of variability in brightness at different wavebands. Surprisingly, the most common methods for characterizing time series in statistics -- parametric autoregressive modeling -- is rarely used to…

Recent works for time-series forecasting more and more leverage the high predictive power of Deep Learning models. With this increase in model complexity, however, comes a lack in understanding of the underlying model decision process,…

This paper investigates parametric direction-of-arrival (DOA) estimation in a particular context: i) each sensor is characterized by an unknown complex gain and ii) the array consists of a collection of subarrays which are substantially…