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We propose in this work a new family of kernels for variable-length time series. Our work builds upon the vector autoregressive (VAR) model for multivariate stochastic processes: given a multivariate time series x, we consider the…
We present a bivariate vector valued discrete autoregressive model of order $1$ (BDAR($1$)) for discrete time series. The BDAR($1$) model assumes that each time series follows its own univariate DAR($1$) model with dependent random…
Structural vector autoregressive (SVAR) models are widely used to analyze the simultaneous relationships between multiple time-dependent data. Various statistical inference methods have been studied to overcome the identification problems…
Data augmentation has been shown to effectively improve the performance of multimodal machine learning models. This paper introduces a generative model for data augmentation by leveraging the correlations among multiple modalities.…
Visual AutoRegressive modeling (VAR) suffers from substantial computational cost due to the massive token count involved. Failing to account for the continuous evolution of modeling dynamics, existing VAR token reduction methods face three…
We propose a transformer architecture and training strategy for tree generation. The architecture processes data at multiple resolutions and has an hourglass shape, with middle layers processing fewer tokens than outer layers. Similar to…
Vector AutoRegressive Moving Average (VARMA) models form a powerful and general model class for analyzing dynamics among multiple time series. While VARMA models encompass the Vector AutoRegressive (VAR) models, their popularity in…
Class-conditional generative models have emerged as accurate and robust classifiers, with diffusion models demonstrating clear advantages over other visual generative paradigms, including autoregressive (AR) models. In this work, we revisit…
Diffusion models are generative models that have recently demonstrated impressive performances in terms of sampling quality and density estimation in high dimensions. They rely on a forward continuous diffusion process and a backward…
We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to…
We propose a data-driven model order reduction (MOR) technique for parametrized partial differential equations that exhibit parameter-dependent jump-discontinuities. Such problems have poor-approximability in a linear space and therefore,…
The paper proposes a time-varying parameter global vector autoregressive (TVP-GVAR) framework for predicting and analysing developed region economic variables. We want to provide an easily accessible approach for the economy application…
Visual Autoregressive (VAR) has emerged as a promising approach in image generation, offering competitive potential and performance comparable to diffusion-based models. However, current AR-based visual generation models require substantial…
We introduce a high-dimensional multiplier bootstrap for time series data based on capturing dependence through a sparsely estimated vector autoregressive model. We prove its consistency for inference on high-dimensional means under two…
Stein variational gradient descent (SVGD) is a kernel-based particle method for sampling from a target distribution, e.g., in generative modeling and Bayesian inference. SVGD does not require estimating the gradient of the log-density,…
Stein Variational Gradient Descent (SVGD) is a highly efficient method to sample from an unnormalized probability distribution. However, the SVGD update relies on gradients of the log-density, which may not always be available. Existing…
In this paper, we show that the performance of a learnt generative model is closely related to the model's ability to accurately represent the inferred \textbf{latent data distribution}, i.e. its topology and structural properties. We…
This study introduces marginal density functions of the general Bayesian Markov-Switching Vector Autoregressive (MS-VAR) process. In the case of the Bayesian MS-VAR process, we provide closed-form density functions and Monte-Carlo…
In this paper, we propose a probabilistic reduced-dimensional vector autoregressive (PredVAR) model to extract low-dimensional dynamics from high-dimensional noisy data. The model utilizes an oblique projection to partition the measurement…
Recent advances in auto-regressive transformers have achieved remarkable success in generative modeling. However, text-to-3D generation remains challenging, primarily due to bottlenecks in learning discrete 3D representations. Specifically,…