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Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a…

Methodology · Statistics 2014-08-13 Wen-Hsi Yang , Scott H. Holan , Christopher K. Wikle

Convolutional Neural Networks (CNNs) are used to evaluate accelerometer and microphone data for bearing and induction motor diagnosis. A Long Short-Term Memory (LSTM) recurrent neural network is used to combine sensor information…

Machine Learning · Computer Science 2025-06-16 Mert Sehri , Merve Ertagrin , Ozal Yildirim , Ahmet Orhan , Patrick Dumond

Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…

Machine Learning · Computer Science 2023-07-10 Illia Oleksiienko , Alexandros Iosifidis

We introduce a deep, generative autoencoder capable of learning hierarchies of distributed representations from data. Successive deep stochastic hidden layers are equipped with autoregressive connections, which enable the model to be…

Machine Learning · Computer Science 2014-05-21 Karol Gregor , Ivo Danihelka , Andriy Mnih , Charles Blundell , Daan Wierstra

We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…

Machine Learning · Statistics 2014-11-04 Tom Gunter , Michael A. Osborne , Roman Garnett , Philipp Hennig , Stephen J. Roberts

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Econometrics · Economics 2023-10-03 Livia Paranhos

Knowledge about historic landslide event occurrence is important for supporting disaster risk reduction strategies. Building upon findings from 2022 Landslide4Sense Competition, we propose a deep neural network based system for landslide…

Computer Vision and Pattern Recognition · Computer Science 2023-12-29 Cam Le , Lam Pham , Jasmin Lampert , Matthias Schlögl , Alexander Schindler

This study explores the application of Convolutional Autoencoders (CAEs) for analyzing and reconstructing Scanning Tunneling Microscopy (STM) images of various crystalline lattice structures. We developed two distinct CAE architectures to…

Numerical Analysis · Mathematics 2025-01-24 Peter Binev , Joshua Moorehead , Ayush Parambath , Luke Parrella , Rori Pumphrey , Miruna Savu

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…

Trading and Market Microstructure · Quantitative Finance 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu , Zhou Fang , Jiaxing Qu

This paper proposes a bootstrap-assisted procedure to conduct simultaneous inference for high dimensional sparse linear models based on the recent de-sparsifying Lasso estimator (van de Geer et al. 2014). Our procedure allows the dimension…

Statistics Theory · Mathematics 2016-03-07 Xianyang Zhang , Guang Cheng

We address the problem of vehicle self-localization from multi-modal sensor information and a reference map. The map is generated off-line by extracting landmarks from the vehicle's field of view, while the measurements are collected…

Robotics · Computer Science 2019-07-22 Nico Engel , Stefan Hoermann , Markus Horn , Vasileios Belagiannis , Klaus Dietmayer

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

Time series sequence prediction and modelling has proven to be a challenging endeavor in real world datasets. Two key issues are the multi-dimensionality of data and the interaction of independent dimensions forming a latent output signal,…

Machine Learning · Computer Science 2020-10-09 Jakob Aungiers

There has been a lot of recent interest in designing neural network models to estimate a distribution from a set of examples. We introduce a simple modification for autoencoder neural networks that yields powerful generative models. Our…

Machine Learning · Computer Science 2015-06-08 Mathieu Germain , Karol Gregor , Iain Murray , Hugo Larochelle

A new variational mode decomposition (VMD) based deep learning approach is proposed in this paper for time series forecasting problem. Firstly, VMD is adopted to decompose the original time series into several sub-signals. Then, a…

Machine Learning · Statistics 2020-02-25 Guowei Zhang , Tao Ren , Yifan Yang

We present a novel deep learning method for estimating time-dependent parameters in Markov processes through discrete sampling. Departing from conventional machine learning, our approach reframes parameter approximation as an optimization…

Large Language Models (LLMs) have demonstrated remarkable efficacy in text embedding, yet current adaptation methods like LoRA face significant bottlenecks in computational efficiency and cross-architecture transferability. Whenever a new…

Computation and Language · Computer Science 2026-05-28 Yu-Che Tsai , Kuan-Yu Chen , Yuan-Hao Chen , Yu-Han Chang , Ching-Yu Tsai , Yu-Hsiang Chuang , Shou-De Lin

Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…

Methodology · Statistics 2026-05-20 Haziq Jamil , Håvard Rue

Estimating the current scene and understanding the potential maneuvers are essential capabilities of automated vehicles. Most approaches rely heavily on the correctness of maps, but neglect the possibility of outdated information. We…

Robotics · Computer Science 2020-07-15 Annika Meyer , Jonas Walter , Martin Lauer