Related papers: Generalized Decomposition Priors on R2
Motivated by the proliferation of extensive macroeconomic and health datasets necessitating accurate forecasts, a novel approach is introduced to address Vector Autoregressive (VAR) models. This approach employs the global-local…
Regression discontinuity designs (RDDs) are a common quasi-experiment in economics and statistics. The most popular methodologies for analyzing RDDs utilize continuity-based assumptions and local polynomial regression, but recent works have…
This paper presents the Robust Recurrent Deep Network (R2DN), a scalable parameterization of robust recurrent neural networks for machine learning and data-driven control. We construct R2DNs as a feedback interconnection of a linear…
Bayesian models that mix multiple Dirichlet prior parameters, called Multi-Dirichlet priors (MD) in this paper, are gaining popularity. Inferring mixing weights and parameters of mixed prior distributions seems tricky, as sums over…
In this paper, we investigate the phenomenon of grokking, where models exhibit delayed generalization following overfitting on training data. We focus on data-scarce regimes where the number of training samples falls below the critical…
We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…
Disentangled representation learning (DRL) aims to break down observed data into core intrinsic factors for a profound understanding of the data. In real-world scenarios, manually defining and labeling these factors are non-trivial, making…
Estimating $T_2$ relaxation time distributions from multi-echo $T_2$-weighted MRI ($T_2W$) data can provide valuable biomarkers for assessing inflammation, demyelination, edema, and cartilage composition in various pathologies, including…
Diffusion models have achieved state-of-the-art performance across multiple domains, with recent advancements extending their applicability to discrete data. However, aligning discrete diffusion models with task-specific preferences remains…
The random dot product graph is a popular model for network data with extensions that accommodate dynamic (time-varying) networks. However, two significant deficiencies exist in the dynamic random dot product graph literature: (1) no…
A central problem in data science is to use potentially noisy samples of an unknown function to predict values for unseen inputs. In classical statistics, predictive error is understood as a trade-off between the bias and the variance that…
The Dirichlet Process Mixture Model (DPMM) is a Bayesian non-parametric approach widely used for density estimation and clustering. In this manuscript, we study the choice of prior for the variance or precision matrix when Gaussian kernels…
Predictive models that generalize well under distributional shift are often desirable and sometimes crucial to building robust and reliable machine learning applications. We focus on distributional shift that arises in causal inference from…
A key task in actuarial modelling involves modelling the distributional properties of losses. Classic (distributional) regression approaches like Generalized Linear Models (GLMs; Nelder and Wedderburn, 1972) are commonly used, but…
Factor models are widely used for dimension reduction. Bayesian approaches to these models often place a prior on the factor loadings that allows for infinitely many factors, with loadings increasingly shrunk toward zero as the column index…
Variable selection over a potentially large set of covariates in a linear model is quite popular. In the Bayesian context, common prior choices can lead to a posterior expectation of the regression coefficients that is a sparse (or nearly…
The ``Residual-to-Residual DNN series for high-Dynamic range imaging'' (R2D2) approach was recently introduced for Radio-Interferometric (RI) imaging in astronomy. R2D2's reconstruction is formed as a series of residual images, iteratively…
We consider the problem of learning the structure of a high dimensional precision matrix under sparsity assumptions. We propose to use a shrinkage prior, called the DL-graphical prior based on the Dirichlet-Laplace prior used for the…
Domain generalization (DG) aims to learn predictive models that can generalize to unseen domains. Most existing DG approaches focus on learning domain-invariant representations under the assumption of conditional distribution shift (i.e.,…
Machine learning has revolutionized materials discovery, but data scarcity remains a critical bottleneck for complex functional properties. As emerging systems, two-dimensional (2D) materials possess limited overall data volumes. Evaluating…