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Two-time-scale stochastic approximation, a generalized version of the popular stochastic approximation, has found broad applications in many areas including stochastic control, optimization, and machine learning. Despite its popularity,…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
Counterfactual learning has become promising for understanding and modeling causality in complex and dynamic systems. This paper presents a novel method for counterfactual learning in the context of multivariate time series analysis and…
We study the approximation properties and optimization dynamics of recurrent neural networks (RNNs) when applied to learn input-output relationships in temporal data. We consider the simple but representative setting of using…
The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…
Time series regression models are commonly used in time series analysis. However, in modern real-world applications, serially correlated data with an ultra-high dimension and fat tails are prevalent. This presents a challenge in developing…
In this article, we achieve some general statistical approximation results for $ \lambda $-Bernstein operators in addition to some other approximation properties. We prove a statistical Voronovskaja-type approximation theorem. We also…
We propose a novel method for approximate inference in Bayesian networks (BNs). The idea is to sample data from a BN, learn a latent tree model (LTM) from the data offline, and when online, make inference with the LTM instead of the…
We develop the theory of linear evolution equations associated with the adjacency matrix of a graph, focusing in particular on infinite graphs of two kinds: uniformly locally finite graphs as well as locally finite line graphs. We discuss…
Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple…
We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…
We consider a Jackson network with regenerative input flows in which every server is subject to a random environment influence generating breakdowns and repairs. They occur in accordance with two independent sequences of i.i.d. random…
Models based on deep convolutional networks have dominated recent image interpretation tasks; we investigate whether models which are also recurrent, or "temporally deep", are effective for tasks involving sequences, visual and otherwise.…
The prediction of periodical time-series remains challenging due to various types of data distortions and misalignments. Here, we propose a novel model called Temporal embedding-enhanced convolutional neural Network (TeNet) to learn…
We analyze dynamic random network models where younger vertices connect to older ones with probabilities proportional to their degrees as well as a propensity kernel governed by their attribute types. Using stochastic approximation…
We propose Significance-Offset Convolutional Neural Network, a deep convolutional network architecture for regression of multivariate asynchronous time series. The model is inspired by standard autoregressive (AR) models and gating…
Graphs have become a crucial way to represent large, complex and often temporal datasets across a wide range of scientific disciplines. However, when graphs are used as input to machine learning models, this rich temporal information is…
In this paper, we consider the problem of Gaussian approximation for the online linear regression task. We derive the corresponding rates for the setting of a constant learning rate and study the explicit dependence of the convergence rate…
Function regression/approximation is a fundamental application of machine learning. Neural networks (NNs) can be easily trained for function regression using a sufficient number of neurons and epochs. The forward-forward learning algorithm…
Convolutional architectures have recently been shown to be competitive on many sequence modelling tasks when compared to the de-facto standard of recurrent neural networks (RNNs), while providing computational and modeling advantages due to…