Related papers: General Spatio-Temporal Factor Models for High-Dim…

The data analysis of space-based gravitational wave detectors like Taiji faces significant challenges from non-stationary noise, which compromises the efficacy of traditional frequency-domain analysis. This work proposes a unified framework…

Spartan Spatial Random Fields (SSRFs) are generalized Gibbs random fields, equipped with a coarse-graining kernel that acts as a low-pass filter for the fluctuations. SSRFs are defined by means of physically motivated spatial interactions…

To address the dual challenges of inherent stochasticity and non-differentiable metrics in physical spatiotemporal forecasting, we propose Spatiotemporal Forecasting as Planning (SFP), a new paradigm grounded in Model-Based Reinforcement…

In this paper, we present a novel approach to geostatistical filtering which tackles two challenges encountered when applying this method to complex spatial datasets: modeling the non-stationarity of the data while still being able to work…

Density modeling is notoriously difficult for high dimensional data. One approach to the problem is to search for a lower dimensional manifold which captures the main characteristics of the data. Recently, the Gaussian Process Latent…

$\textbf{This is the conference version of our paper: Spatiotemporal Implicit Neural Representation as a Generalized Traffic Data Learner}$. Spatiotemporal Traffic Data (STTD) measures the complex dynamical behaviors of the multiscale…

Studying the effects of air-pollution on health is a key area in environmental epidemiology. An accurate estimation of air-pollution effects requires spatio-temporally resolved datasets of air-pollution, especially, Fine Particulate Matter…

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Multivariate regression techniques are commonly applied to explore the associations between large numbers of outcomes and predictors. In real-world applications, the outcomes are often of mixed types, including continuous measurements,…

In this paper, we study the development of efficient multiscale methods for flows in heterogeneous media. Our approach uses the Generalized Multiscale Finite Element (GMsFEM) framework. The main idea of GMsFEM is to approximate the solution…

The graph Fourier transform (GFT) is a fundamental tool in graph signal processing and has recently been extended to the graph fractional Fourier transform (GFRFT). Existing sampling methods in the GFRFT domain are primarily designed to…

Matrix time series, which consist of matrix-valued data observed over time, are prevalent in various fields such as economics, finance, and engineering. Such matrix time series data are often observed in high dimensions. Matrix factor…

Fitting spatio-temporal models for areal data is crucial in many fields such as cancer epidemiology. However, when data sets are very large, many issues arise. The main objective of this paper is to propose a general procedure to analyze…

Classical field forecast evaluation relies mainly on local scores such as RMSE or MAE. These metrics severely over-penalize small spatial or temporal displacements of coherent structures, a limitation known as the double-penalty issue and…

The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this paper, we propose a simple iterative least squares algorithm…

The current high-dimensional linear factor models fail to account for the different types of variables, while high-dimensional nonlinear factor models often overlook the overdispersion present in mixed-type data. However, overdispersion is…

This paper proposes new estimators of the number of factors for a generalised factor model with more relaxed assumptions than the strict factor model. Under the framework of large cross-sections $N$ and large time dimensions $T$, we first…

We study estimation in the low signal-to-noise ratio (SNR) regime for a broad class of Gaussian latent-variable models, including Gaussian mixtures and orbit recovery problems. We show that, in this regime, the generalized method-of-moments…

Learning to plan for multi-step, multi-manipulator tasks is notoriously difficult because of the large search space and the complex constraint satisfaction problems. We present Generative Factor Chaining~(GFC), a composable generative model…

Many econometric analyses involve spatio--temporal data. A considerable amount of literature has addressed spatio--temporal models, with Spatial Dynamic Panel Data (SDPD) being widely investigated and applied. In real data applications,…