Related papers: On the Existence of One-Sided Representations for …
We propose a new estimator for the Generalised Dynamic Factor Model (GDFM) that simplifies estimation by avoiding frequency-domain methods. Our key theoretical insight shows that under reasonable conditions the dynamic common component can…
We propose a new modeling paradigm for large dimensional aggregates of stochastic systems by Generalized Factor Analysis (GFA) models. These models describe the data as the sum of a flocking plus an uncorrelated idiosyncratic component. The…
Motivated by the need for analysing large spatio-temporal panel data, we introduce a novel dimensionality reduction methodology for $n$-dimensional random fields observed across a number $S$ spatial locations and $T$ time periods. We call…
We propose a dynamic factor model (DFM) where the latent factors are linked to observed variables with unknown and potentially nonlinear functions. The key novelty and source of flexibility of our approach is a nonparametric observation…
We show that many important convex matrix functions can be represented as the partial infimal projection of the generalized matrix fractional (GMF) and a relatively simple convex function. This representation provides conditions under which…
This article introduces a nonlinear generalized matrix factor model (GMFM) that allows for mixed-type variables, extending the scope of linear matrix factor models (LMFM) that are so far limited to handling continuous variables. We…
This paper deals with the estimation of the hidden factor in Dynamic Generalized Factor Analysis via a generalization of Kalman filtering. Asymptotic consistency is discussed and it is shown that the Kalman one-step predictor is not the…
This paper introduces the Gaussian multi-Graphical Model, a model to construct sparse graph representations of matrix- and tensor-variate data. We generalize prior work in this area by simultaneously learning this representation across…
This paper introduces Generalized Fourier transform (GFT) that is an extension or the generalization of the Fourier transform (FT). The Unilateral Laplace transform (LT) is observed to be the special case of GFT. GFT, as proposed in this…
In this article, we show that the standard vector-valued generalization of a generalized grey Brownian motion (ggBm) has independent components if and only if it is a fractional Brownian motion. In order to extend ggBm with independent…
Digital twin worlds with realistic interactive dynamics presents a new opportunity to develop generalist embodied agents in scannable environments with complex physical behaviors. To this end, we present GDGen (Generalized Representation…
The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…
Traditional general circulation models, or GCMs -- i.e. 3D dynamical models with unresolved terms represented in equations with tunable parameters -- have been a mainstay of climate research for several decades, and some of the pioneering…
Generalized parton distribution (GPD) contains rich information of partons in a hadron, including transverse profile, and is also non-perturbative information necessary in describing a variety of hard processes, such as meson…
In this paper we study a new generalization of the kinetic equation emerging in run-and-tumble models. We show that this generalization leads to a wide class of generalized fractional kinetic (GFK) and telegraph-type equations depending by…
Many current challenges involve understanding the complex dynamical interplay between the constituents of systems. Typically, the number of such constituents is high, but only limited data sources on them are available. Conventional…
We develop a generalized method of moments (GMM) approach for fast parameter estimation in a new class of Dirichlet latent variable models with mixed data types. Parameter estimation via GMM has been demonstrated to have computational and…
In this paper, we present a novel approach to combine data-driven non-parametric representations with model-based representations of dynamical systems. Based on a data-driven form of linear fractional transformations, we introduce a…
By discussing several examples, the theory of generalized functional models is shown to be very natural for modeling some situations of reasoning under uncertainty. A generalized functional model is a pair (f, P) where f is a function…
Generalized models provide a framework for the study of evolution equations without specifying all functional forms. The generalized formulation of problems has been shown to facilitate the analytical investigation of local dynamics and has…