Related papers: Probabilistic Reduced-Dimensional Vector Autoregre…

In this work we address the problem of approximating high-dimensional data with a low-dimensional representation. We make the following contributions. We propose an inverse regression method which exchanges the roles of input and response,…

We propose a method for estimating a covariance matrix that can be represented as a sum of a low-rank matrix and a diagonal matrix. The proposed method compresses high-dimensional data, computes the sample covariance in the compressed…

Motivated by Tucker tensor decomposition, this paper imposes low-rank structures to the column and row spaces of coefficient matrices in a multivariate infinite-order vector autoregression (VAR), which leads to a supervised factor model…

Nonlinear Probabilistic Latent Variable Models (NPLVMs) are a cornerstone of soft sensor modeling due to their capacity for uncertainty delineation. However, conventional NPLVMs are trained using amortized variational inference, where…

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

We conduct a simulation study of Local Projection (LP) and Vector Autoregression (VAR) estimators of structural impulse responses across thousands of data generating processes, designed to mimic the properties of the universe of U.S.…

We tackle the dynamical description of the quantum measurement process, by explicitly addressing the interaction between the system under investigation with the measurement apparatus, the latter ultimately considered as macroscopic quantum…

Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…

Predicting future frames for a video sequence is a challenging generative modeling task. Promising approaches include probabilistic latent variable models such as the Variational Auto-Encoder. While VAEs can handle uncertainty and model…

While artificial neural networks excel in unsupervised learning of non-sparse structure, classical statistical regression techniques offer better interpretability, in particular when sparseness is enforced by $\ell_1$ regularization,…

Conventional wisdom suggests that autoregressive models are used to process discrete data. When applied to continuous modalities such as visual data, Visual AutoRegressive modeling (VAR) typically resorts to quantization-based approaches to…

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…

The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…

We introduce a principal support vector machine (PSVM) approach that can be used for both linear and nonlinear sufficient dimension reduction. The basic idea is to divide the response variables into slices and use a modified form of support…

The use of latent diffusion models (LDMs) such as Stable Diffusion has significantly improved the perceptual quality of All-in-One image Restoration (AiOR) methods, while also enhancing their generalization capabilities. However, these…

4D time-space reconstruction of dynamic events or deforming objects using X-ray computed tomography (CT) is an important inverse problem in non-destructive evaluation. Conventional back-projection based reconstruction methods assume that…

A novel probabilistic approach for the design of mechanical structures with friction interfaces is proposed. The objective function is defined as the probability that a specified performance measure of the forced vibration response is…

Maximum likelihood estimation of large Markov-switching vector autoregressions (MS-VARs) can be challenging or infeasible due to parameter proliferation. To accommodate situations where dimensionality may be of comparable order to or…

Visual Autoregressive Modeling (VAR) based on next-scale prediction achieves strong generation quality, but their explicit deep stacks fix the amount of computation per scale and inflate memory at high resolutions. We introduce Visual…

The ability for a moving agent to localize itself in environment is the basic demand for emerging applications, such as autonomous driving, etc. Many existing methods based on multiple sensors still suffer from drift. We propose a scheme…