Related papers: C2FAR: Coarse-to-Fine Autoregressive Networks for …

Lossy image compression is a many-to-one process, thus one bitstream corresponds to multiple possible original images, especially at low bit rates. However, this nature was seldom considered in previous studies on image compression, which…

Each training step for a variational autoencoder (VAE) requires us to sample from the approximate posterior, so we usually choose simple (e.g. factorised) approximate posteriors in which sampling is an efficient computation that fully…

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Forecasting time series data is a critical area of research with applications spanning from stock prices to early epidemic prediction. While numerous statistical and machine learning methods have been proposed, real-life prediction problems…

Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in…

Denoising diffusion probabilistic models are a promising new class of generative models that mark a milestone in high-quality image generation. This paper showcases their ability to sequentially generate video, surpassing prior methods in…

This paper considers the problem of distributed estimation in an incremental network when the measurements taken by the node follow a widely linear model. The proposed algorithm which we refer to it as incremental augmented affine…

Autoregressive (AR) models remain widely used in time series analysis due to their interpretability, but convencional parameter estimation methods can be computationally expensive and prone to convergence issues. This paper proposes a…

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…

We present an exact Bayesian inference method for discrete statistical models, which can find exact solutions to a large class of discrete inference problems, even with infinite support and continuous priors. To express such models, we…

Most estimators collapse all uncertainty modes into a single confidence score, preventing reliable reasoning about when to allocate more compute or adjust inference. We introduce Uncertainty-Guided Inference-Time Selection, a lightweight…

This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale…

This paper studies some temporal dependence properties and addresses the issue of parametric estimation for a class of state-dependent autoregressive models for nonlinear time series in which we assume a stochastic autoregressive…

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

We give polynomial-time algorithms for the exact computation of lowest-energy (ground) states, worst margin violators, log partition functions, and marginal edge probabilities in certain binary undirected graphical models. Our approach…

The machine learning community has recently put effort into quantized or low-precision arithmetics to scale large models. This paper proposes performing probabilistic inference in the quantized, discrete parameter space created by these…

Diffusion models have become a central tool in deep generative modeling, but standard formulations rely on a single network and a single diffusion schedule to transform a simple prior, typically a standard normal distribution, into the…

We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex…

Modeling high-dimensional time series with simple structures is a challenging problem. This paper proposes a network double autoregression (NDAR) model, which combines the advantages of network structure and the double autoregression (DAR)…

Deep Gaussian processes (DGPs), a hierarchical composition of GP models, have successfully boosted the expressive power of their single-layer counterpart. However, it is impossible to perform exact inference in DGPs, which has motivated the…