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Accurate covariance forecasting is central to portfolio allocation, risk management, and asset pricing, yet many existing methods struggle at medium-term horizons, where shifting market regimes and slower dynamics predominate. We propose a…
In order to reduce overfitting, neural networks are typically trained with data augmentation, the practice of artificially generating additional training data via label-preserving transformations of existing training examples. While these…
Mixed membership models, or partial membership models, are a flexible unsupervised learning method that allows each observation to belong to multiple clusters. In this paper, we propose a Bayesian mixed membership model for functional data.…
An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have…
In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…
Deep learning-based models, when trained in a fully-supervised manner, can be effective in performing complex image analysis tasks, although contingent upon the availability of large labeled datasets. Especially in the medical imaging…
One often lacks sufficient annotated samples for training deep segmentation models. This is in particular the case for less common imaging modalities such as Quantitative Susceptibility Mapping (QSM). It has been shown that deep models tend…
The automatic characterization of pedestrians in surveillance footage is a tough challenge, particularly when the data is extremely diverse with cluttered backgrounds, and subjects are captured from varying distances, under multiple poses,…
Data harmonization is the process by which an equivalence is developed between two variables measuring a common trait. Our problem is motivated by dementia research in which multiple tests are used in practice to measure the same underlying…
In real applications, generally small data sets can be obtained. At present, most of the practical applications of machine learning use classic models based on big data to solve the problem of small data sets. However, the deep neural…
We introduce a novel longitudinal mixed model for analyzing complex multidimensional functional data, addressing challenges such as high-resolution, structural complexities, and computational demands. Our approach integrates dimension…
The decoupling of multivariate functions is a powerful modeling paradigm for learning multivariate input-output relations from data. For the single-layer case, established CPD-based methods are available, but the multi-layer case remained…
Multi-task learning aims to improve generalization performance of multiple prediction tasks by appropriately sharing relevant information across them. In the context of deep neural networks, this idea is often realized by hand-designed…
With the growing complexity and dynamics of the mobile communication networks, accurately predicting key system parameters, such as channel state information (CSI), user location, and network traffic, has become essential for a wide range…
Functional data analysis is proved to be useful in many scientific applications. The physical process is observed as curves and often there are several curves observed due to multiple subjects, providing the replicates in statistical sense.…
Developing effective multimodal data fusion strategies has become increasingly essential for improving the predictive power of statistical machine learning methods across a wide range of applications, from autonomous driving to medical…
Aerodynamic analysis during aircraft design usually involves methods of varying accuracy and spatial resolution, which all have their advantages and disadvantages. It is therefore desirable to create data-driven models which effectively…
We introduce a new data fusion method that utilizes multiple data sources to estimate a smooth, finite-dimensional parameter. Most existing methods only make use of fully aligned data sources that share common conditional distributions of…
In recent years, various applications in computer vision have achieved substantial progress based on deep learning, which has been widely used for image fusion and shown to achieve adequate performance. However, suffering from limited…
Multimodal medical image fusion plays an instrumental role in several areas of medical image processing, particularly in disease recognition and tumor detection. Traditional fusion methods tend to process each modality independently before…