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In this article, a new category of soft-input soft-output (SISO) minimum-mean square error (MMSE) finite-impulse response (FIR) decision feedback equalizers (DFEs) with iteration-wise static filters (i.e. iteration variant) is investigated.…
Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…
Identifiability is a necessary condition for successful parameter estimation of dynamic system models. A major component of identifiability analysis is determining the identifiable parameter combinations, the functional forms for the…
Single-index models are natural extensions of linear models and circumvent the so-called curse of dimensionality. They are becoming increasingly popular in many scientific fields including biostatistics, medicine, economics and financial…
Quantifying the influence of infinitesimal changes in training data on model performance is crucial for understanding and improving machine learning models. In this work, we reformulate this problem as a weighted empirical risk minimization…
The Influence Function (IF) is a widely used technique for assessing the impact of individual training samples on model predictions. However, existing IF methods often fail to provide reliable influence estimates in deep neural networks,…
We consider efficient estimation of flexible transformation models with interval-censored data. To reduce the dimension of semi-parametric models, the unknown monotone transformation function is approximated via monotone splines. A…
The system identification capabilities of a novel information-theoretic method are examined here. Specifically, this work uses information-theoretic metrics and vibration-based measurements to enhance damping estimation accuracy in…
Fuzzy relational identification builds a relational model describing systems behaviour by a nonlinear mapping between its variables. In this paper, we propose a new fuzzy relational algorithm based on simplified max-min relational equation.…
High-dimensional functional data are becoming increasingly common in fields such as environmental monitoring and neuroimaging. This paper studies high-dimensional functional linear regression models that relate a scalar response to…
This paper introduces a novel physics-informed impact identification (Phy-ID) framework. The proposed method integrates observational, inductive, and learning biases to combine physical knowledge with data-driven inference in a unified…
Iterative generative models such as Flow Matching and Diffusion models have demonstrated strong test-time scaling behavior, where additional inference computation can improve generation quality. In contrast, Drift Models offer efficient…
It has been recognized that using time-varying initialization functions to solve the initial value problem of fractional-order systems (FOS) is both complex and essential in defining the dynamical behavior of the states of FOSs. In this…
This paper considers an approximate dynamic matrix factor model that accounts for the time series nature of the data by explicitly modelling the time evolution of the factors. We study estimation of the model parameters based on the…
Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical…
We propose a new inferential methodology for dynamic economies that is robust to misspecification of the mechanism generating frictions. Economies with frictions are treated as perturbations of a frictionless economy that are consistent…
It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…
Diffusion models have demonstrated strong generative capabilities across scientific domains, but often produce outputs that violate physical laws. We propose a new perspective by framing physics-informed generation as a sparse reward…
Accurate forecasting of zero coupon bond yields for a continuum of maturities is paramount to bond portfolio management and derivative security pricing. Yet a universal model for yield curve forecasting has been elusive, and prior attempts…
We propose a novel learning framework using neural mean-field (NMF) dynamics for inference and estimation problems on heterogeneous diffusion networks. Our new framework leverages the Mori-Zwanzig formalism to obtain an exact evolution…