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The recently proposed identifiable variational autoencoder (iVAE) framework provides a promising approach for learning latent independent components (ICs). iVAEs use auxiliary covariates to build an identifiable generation structure from…

Machine Learning · Statistics 2022-10-17 Young-geun Kim , Ying Liu , Xuexin Wei

Copula-based Conditional Value at Risk (CCVaR) is defined as an alternative version of the classical Conditional Value at Risk (CVaR) for multivariate random vectors intended to be real-valued. We aim to generalize CCVaR to several…

Portfolio Management · Quantitative Finance 2026-05-13 Andres Mauricio Molina Barreto

Technological advancements have led to the rise of wearable devices with sensors that continuously monitor user activities, generating vast amounts of unlabeled data. This data is challenging to interpret, and manual annotation is…

Machine Learning · Computer Science 2025-05-09 Soham Khisa , Avijoy Chakma

We propose to model multivariate volatility processes based on the newly defined conditionally uncorrelated components (CUCs). This model represents a parsimonious representation for matrix-valued processes. It is flexible in the sense that…

Statistics Theory · Mathematics 2007-06-13 Jianqing Fan , Mingjin Wang , Qiwei Yao

Presheaf models provide a formulation of labelled transition systems that is useful for, among other things, modelling concurrent computation. This paper aims to extend such models further to represent stochastic dynamics such as shown in…

Logic in Computer Science · Computer Science 2014-12-31 Kohei Kishida

This is the first paper of a three-part series in which we develop a theory of conformal blocks for $C_2$-cofinite vertex operator algebras (VOAs) that are not necessarily rational. The ultimate goal of this series is to prove a…

Quantum Algebra · Mathematics 2025-04-01 Bin Gui , Hao Zhang

Authorship Verification (AV) (do two documents have the same author?) is essential in many real-life applications. AV is often used in privacy-sensitive domains that require an offline proprietary model that is deployed on premises, making…

Computation and Language · Computer Science 2025-02-11 Sahana Ramnath , Kartik Pandey , Elizabeth Boschee , Xiang Ren

Spatio-temporal compression of videos, utilizing networks such as Variational Autoencoders (VAE), plays a crucial role in OpenAI's SORA and numerous other video generative models. For instance, many LLM-like video models learn the…

Computer Vision and Pattern Recognition · Computer Science 2024-10-24 Sijie Zhao , Yong Zhang , Xiaodong Cun , Shaoshu Yang , Muyao Niu , Xiaoyu Li , Wenbo Hu , Ying Shan

This paper develops a sequencing-enabled hierarchical connected automated vehicle (CAV) cooperative on-ramp merging control framework. The proposed framework consists of a two-layer design: the upper level control sequences the vehicles to…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Sixu Li , Yang Zhou , Xinyue Ye , Jiwan Jiang , Meng Wang

Multi-view learning leverages correlations between different sources of data to make predictions in one view based on observations in another view. A popular approach is to assume that, both, the correlations between the views and the…

Machine Learning · Computer Science 2014-04-29 Behrouz Behmardi , Cedric Archambeau , Guillaume Bouchard

Efficient resource allocation is essential for optimizing various tasks in wireless networks, which are usually formulated as generalized assignment problems (GAP). GAP, as a generalized version of the linear sum assignment problem,…

Machine Learning · Computer Science 2025-02-06 Zijiang Yan , Hao Zhou , Jianhua Pei , Aryan Kaushik , Hina Tabassum , Ping Wang

Trajectory planning for connected and automated vehicles (CAVs) has the potential to improve operational efficiency and vehicle fuel economy in traffic systems. Despite abundant studies in this research area, most of them only consider…

Systems and Control · Electrical Eng. & Systems 2021-02-09 Chengyuan Ma , Chunhui Yu , Xiaogunag Yang

We establish several closed pricing formula for various path-independent payoffs, under an exponential L\'evy model driven by the Variance Gamma process. These formulas take the form of quickly convergent series and are obtained via tools…

Pricing of Securities · Quantitative Finance 2020-06-03 Jean-Philippe Aguilar

Variational autoencoders (VAEs) are a popular class of deep generative models with many variants and a wide range of applications. Improvements upon the standard VAE mostly focus on the modelling of the posterior distribution over the…

Machine Learning · Computer Science 2022-11-02 James Langley , Miguel Monteiro , Charles Jones , Nick Pawlowski , Ben Glocker

Vector Symbolic Architectures (VSAs) are one approach to developing Neuro-symbolic AI, where two vectors in $\mathbb{R}^d$ are `bound' together to produce a new vector in the same space. VSAs support the commutativity and associativity of…

Artificial Intelligence · Computer Science 2024-10-31 Mohammad Mahmudul Alam , Alexander Oberle , Edward Raff , Stella Biderman , Tim Oates , James Holt

A key design constraint when implementing Monte Carlo and variational inference algorithms is that it must be possible to cheaply and exactly evaluate the marginal densities of proposal distributions and variational families. This takes…

Machine Learning · Computer Science 2022-11-22 Alexander K. Lew , Marco Cusumano-Towner , Vikash K. Mansinghka

Artificial neural networks (ANNs) based machine learning models and especially deep learning models have been widely applied in computer vision, signal processing, wireless communications, and many other domains, where complex numbers occur…

Machine Learning · Statistics 2021-02-01 Joshua Bassey , Lijun Qian , Xianfang Li

Being intensively studied, visual tracking has seen great recent advances in either speed (e.g., with correlation filters) or accuracy (e.g., with deep features). Real-time and high accuracy tracking algorithms, however, remain scarce. In…

Computer Vision and Pattern Recognition · Computer Science 2017-08-02 Heng Fan , Haibin Ling

Deriving optimal control strategies for coordination of connected and automated vehicles (CAVs) often requires re-evaluating the strategies in order to respond to unexpected changes in the presence of disturbances and uncertainties. In this…

Systems and Control · Electrical Eng. & Systems 2021-12-20 Behdad Chalaki , Andreas A. Malikopoulos

Spectrum management and resource allocation (RA) problems are challenging and critical in a vast number of research areas such as wireless communications and computer networks. The traditional approaches for solving such problems usually…

Machine Learning · Computer Science 2019-10-15 Ahmed B. Zaky , Joshua Zhexue Huang , KaishunWu , Basem M. ElHalawany