Related papers: Bayesian Tensor-on-Tensor Regression with Efficien…
In recent years, the prediction of multidimensional time series data has become increasingly important due to its wide-ranging applications. Tensor-based prediction methods have gained attention for their ability to preserve the inherent…
In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…
Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…
Markov chain Monte Carlo (MCMC) methods are fundamental to Bayesian computation, but can be computationally intensive, especially in high-dimensional settings. Push-forward generative models, such as generative adversarial networks (GANs),…
We propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the…
Motivated by a challenging problem in financial trading we are presented with a mixture of regressions with variable selection problem. In this regard, one is faced with data which possess outliers, skewness and, simultaneously, due to the…
This paper describes a new algorithm for computing a low-Tucker-rank approximation of a tensor. The method applies a randomized linear map to the tensor to obtain a sketch that captures the important directions within each mode, as well as…
We consider the inverse reinforcement learning problem, that is, the problem of learning from, and then predicting or mimicking a controller based on state/action data. We propose a statistical model for such data, derived from the…
Uncertainty of decisions in safety-critical engineering applications can be estimated on the basis of the Bayesian Markov Chain Monte Carlo (MCMC) technique of averaging over decision models. The use of decision tree (DT) models assists…
Tensor regression methods have been widely used to predict a scalar response from covariates in the form of a multiway array. In many applications, the regions of tensor covariates used for prediction are often spatially connected with…
In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…
Quantum annealers manufactured by D-Wave Systems, Inc., are computational devices capable of finding high-quality solutions of NP-hard problems. In this contribution, we explore the potential and effectiveness of such quantum annealers for…
Tensor regression has shown to be advantageous in learning tasks with multi-directional relatedness. Given massive multiway data, traditional methods are often too slow to operate on or suffer from memory bottleneck. In this paper, we…
Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…
This paper proposes a supervised dimension reduction methodology for tensor data which has two advantages over most image-based prognostic models. First, the model does not require tensor data to be complete which expands its application to…
Many probabilistic models of interest in scientific computing and machine learning have expensive, black-box likelihoods that prevent the application of standard techniques for Bayesian inference, such as MCMC, which would require access to…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
Dimensionality reduction is an essential technique for multi-way large-scale data, i.e., tensor. Tensor ring (TR) decomposition has become popular due to its high representation ability and flexibility. However, the traditional TR…
In the last decades, tensors have emerged as the right tool to represent multidimensional data in a compact yet informative manner. Moreover, it is well-known that by performing low-rank factorizations of such tensors one is often able to…
Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…