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Cognitive diagnosis models (CDMs) are restricted latent class models widely used to measure attributes of interest in diagnostic assessments across education, psychology, biomedical sciences, and related fields. Partial-mastery CDMs…

Methodology · Statistics 2026-04-16 Camilo Cárdenas-Hurtado , Sze Ming Lee , Yunxiao Chen , Irini Moustaki

Modern biomedical datasets are increasingly high dimensional and exhibit complex correlation structures. Generalized Linear Mixed Models (GLMMs) have long been employed to account for such dependencies. However, proper specification of the…

The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…

Methodology · Statistics 2008-02-05 K. Triantafyllopoulos

We consider a multidimensional SDE with a Gaussian noise and a drift vector being a vector function of bounded variation. We prove the existence of generalized derivative of the solution with respect to the initial conditions and represent…

Probability · Mathematics 2016-06-13 Olga Aryasova , Andrey Pilipenko

We present the Mixed Likelihood Gaussian process latent variable model (GP-LVM), capable of modeling data with attributes of different types. The standard formulation of GP-LVM assumes that each observation is drawn from a Gaussian…

Machine Learning · Computer Science 2018-11-20 Samuel Murray , Hedvig Kjellström

High-Dimensional Dynamic Factor Models are presented in detail: The main assumptions and their motivation, main results, illustrations by means of elementary examples. In particular, the role of singular ARMA models in the theory and…

Systems and Control · Electrical Eng. & Systems 2022-02-17 Marco Lippi , Manfred Deistler , Brian Anderson

We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…

Methodology · Statistics 2020-07-28 Rahi Kalantari , Mingyuan Zhou

Probabilistic approaches for handling count-valued time sequences have attracted amounts of research attentions because their ability to infer explainable latent structures and to estimate uncertainties, and thus are especially suitable for…

Machine Learning · Computer Science 2024-05-24 Jiahao Wang , Sikun Yang , Heinz Koeppl , Xiuzhen Cheng , Pengfei Hu , Guoming Zhang

We present a general framework for classifying partially observed dynamical systems based on the idea of learning in the model space. In contrast to the existing approaches using model point estimates to represent individual data items, we…

Machine Learning · Statistics 2017-04-19 Yuan Shen , Peter Tino , Krasimira Tsaneva-Atanasova

Here we show that a particular one-parameter generalization of the exponential function is suitable to unify most of the popular one-species discrete population dynamics models into a simple formula. A physical interpretation is given to…

Biological Physics · Physics 2009-10-20 Alexandre Souto Martinez , Rodrigo Silva Gonzalez , Aquino Lauri Espindola

Several fundamental and closely interconnected issues related to factor models are reviewed and discussed: dynamic versus static loadings, rate-strong versus rate-weak factors, the concept of weakly common component recently introduced by…

Econometrics · Economics 2025-05-06 Matteo Barigozzi , Marc Hallin

We present a method for learning generalized Hamiltonian decompositions of ordinary differential equations given a set of noisy time series measurements. Our method simultaneously learns a continuous time model and a scalar energy function…

Machine Learning · Computer Science 2021-04-16 Kevin L. Course , Trefor W. Evans , Prasanth B. Nair

In this paper, we propose a parametrised factor that enables inference on Gaussian networks where linear dependencies exist among the random variables. Our factor representation is effectively a generalisation of traditional Gaussian…

Machine Learning · Computer Science 2022-08-05 J. C. Schoeman , C. E. van Daalen , J. A. du Preez

Time series forecasting models are becoming increasingly prevalent due to their critical role in decision-making across various domains. However, most existing approaches represent the coupled temporal patterns, often neglecting the…

Machine Learning · Computer Science 2025-09-26 Jintao Zhang , Mingyue Cheng , Xiaoyu Tao , Zhiding Liu , Daoyu Wang

The logical structure and the basic theorems of time-dependent current density functional theory (TDCDFT) are analyzed and reconsidered from the point of view of recently proposed time-dependent deformation functional theory (TDDefFT). It…

Strongly Correlated Electrons · Physics 2019-03-27 I. V. Tokatly

We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…

Statistical Mechanics · Physics 2019-03-05 Trifce Sandev , Ralf Metzler , Aleksei Chechkin

A general formalism is developed for constructing modified Hamiltonian dynamical systems which preserve a canonical equilibrium distribution by adding a time evolution equation for a single additional thermostat variable. When such systems…

Statistical Mechanics · Physics 2015-12-09 John D. Ramshaw

This paper generalises the exponential family GLM to allow arbitrary distributions for the response variable. This is achieved by combining the model-assisted regression approach from survey sampling with the GLM scoring algorithm, weighted…

Methodology · Statistics 2019-01-10 Murray Aitkin

In this letter we present a theorem on the dynamics of the generalized Hubbard models. This theorem shows that the symmetry of the single particle Hamiltonian can protect a kind of dynamical symmetry driven by the interactions. Here the…

Quantum Gases · Physics 2017-12-06 Jinlong Yu , Ning Sun , Hui Zhai

This paper is a survey of the generalized Hamiltonian gradient flow (GHGF) framework for Hamilton-Jacobi equations, with an emphasis on the propagation of singularities and its connections to weak KAM theory, optimal transport and mean…

Analysis of PDEs · Mathematics 2026-05-07 Wei Cheng , Jiahui Hong