English
Related papers

Related papers: Flexible conditional density estimation for time s…

200 papers

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

The growing popularity of wearable sensors has generated large quantities of temporal physiological and activity data. Ability to analyze this data offers new opportunities for real-time health monitoring and forecasting. However, temporal…

Signal Processing · Electrical Eng. & Systems 2021-06-02 Nazgol Tavabi , Kristina Lerman

The analysis of non-stationary time-series data requires insight into its local and global patterns with physical interpretability. However, traditional smoothing algorithms, such as B-splines, Savitzky-Golay filtering, and Empirical Mode…

Signal Processing · Electrical Eng. & Systems 2026-02-25 Teymur Aghayev

Masked diffusion models (MDMs) have recently emerged as a promising alternative to autoregressive models over discrete domains. MDMs generate sequences in an any-order, parallel fashion, enabling fast inference and strong performance on…

Machine Learning · Computer Science 2025-09-09 Jaeyeon Kim , Lee Cheuk-Kit , Carles Domingo-Enrich , Yilun Du , Sham Kakade , Timothy Ngotiaoco , Sitan Chen , Michael Albergo

This paper proposes a new estimation technique for fitting parametric Gibbs point process models to a spatial point pattern dataset. The technique is a counterpart, for spatial point processes, of the variational estimators for Markov…

Statistics Theory · Mathematics 2013-07-24 Adrian Baddeley , David Dereudre

Recent neural audio compression models often rely on residual vector quantization for high-fidelity coding, but using a fixed number of per-frame codebooks is suboptimal for the wide variability of audio content-especially for signals that…

Sound · Computer Science 2026-05-08 Xiangbo Wang , Wenbin Jiang , Jin Wang , Yubo You , Sheng Fang , Fei Wen

This paper aims to delve into the rate-distortion-complexity trade-offs of modern neural video coding. Recent years have witnessed much research effort being focused on exploring the full potential of neural video coding. Conditional…

Image and Video Processing · Electrical Eng. & Systems 2024-10-08 Yi-Hsin Chen , Kuan-Wei Ho , Martin Benjak , Jörn Ostermann , Wen-Hsiao Peng

Diffusion-based models have significant achievements in time series generation but suffer from inefficient computation: solving high-dimensional ODEs/SDEs via iterative numerical solvers demands hundreds to thousands of drift function…

Machine Learning · Computer Science 2025-02-11 Yang Hu , Xiao Wang , Zezhen Ding , Lirong Wu , Huatian Zhang , Stan Z. Li , Sheng Wang , Jiheng Zhang , Ziyun Li , Tianlong Chen

Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target…

Machine Learning · Statistics 2018-05-04 Taylor Pospisil , Ann B. Lee

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Machine Learning · Computer Science 2022-09-05 Anirban Santara , Claudio Gentile , Gaurav Aggarwal , Shuai Li

The aim of this paper is to estimate the density f of a random variable X when one has access to independent observations of the sum of K $\ge$ 2 independent copies of X. We provide a constructive estimator based on a suitable definition of…

Statistics Theory · Mathematics 2016-06-06 Céline Duval , Johanna Kappus

Conditional generation of time-dependent data is a task that has much interest, whether for data augmentation, scenario simulation, completing missing data, or other purposes. Recent works proposed a Transformer-based Time series generative…

Machine Learning · Computer Science 2022-10-06 Abdellah Madane , Mohamed-djallel Dilmi , Florent Forest , Hanane Azzag , Mustapha Lebbah , Jerome Lacaille

In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…

Methodology · Statistics 2024-05-27 Soudeep Deb , Claudia Neves , Subhrajyoty Roy

This paper develops a conditional independence (CI) test from a conditional density ratio (CDR) for weakly dependent data. The main contribution is presenting a closed-form expression for the estimated conditional density ratio function…

Methodology · Statistics 2025-04-25 Chunrong Ai , Zixuan Xu , Zheng Zhang

This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regressors. The inclusion of the three different types of time…

Econometrics · Economics 2021-11-04 Chaohua Dong , Jiti Gao , Bin Peng , Yundong Tu

Uncertainty quantification of predictive models is crucial in decision-making problems. Conformal prediction is a general and theoretically sound answer. However, it requires exchangeable data, excluding time series. While recent works…

Machine Learning · Statistics 2022-02-16 Margaux Zaffran , Aymeric Dieuleveut , Olivier Féron , Yannig Goude , Julie Josse

Modeling variability in tensor decomposition methods is one of the challenges of source separation. One possible solution to account for variations from one data set to another, jointly analysed, is to resort to the PARAFAC2 model. However,…

Machine Learning · Statistics 2018-02-15 Jeremy E. Cohen , Rasmus Bro

Simulation of 3D low-frequency electromagnetic fields propagating in the Earth is computationally expensive. We present a fictitious wave domain high-order finite-difference time-domain (FDTD) modelling method on nonuniform grids to compute…

Numerical Analysis · Mathematics 2023-02-13 Pengliang Yang , Rune Mittet

This paper introduces a novel framework for end-to-end learned video coding. Image compression is generalized through conditional coding to exploit information from reference frames, allowing to process intra and inter frames with the same…

Image and Video Processing · Electrical Eng. & Systems 2021-04-29 Théo Ladune , Pierrick Philippe , Wassim Hamidouche , Lu Zhang , Olivier Déforges

Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and…

Machine Learning · Computer Science 2025-05-22 Jeremy Qin