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In this paper we propose a new time-varying econometric model, called Time-Varying Poisson AutoRegressive with eXogenous covariates (TV-PARX), suited to model and forecast time series of counts. {We show that the score-driven framework is…

Econometrics · Economics 2022-07-25 Giovanni Angelini , Giuseppe Cavaliere , Enzo D'Innocenzo , Luca De Angelis

Model-based collaborative filtering analyzes user-item interactions to infer latent factors that represent user preferences and item characteristics in order to predict future interactions. Most collaborative filtering algorithms assume…

Machine Learning · Computer Science 2016-11-02 Ghassen Jerfel , Mehmet E. Basbug , Barbara E. Engelhardt

We propose a flexible nonparametric Bayesian modelling framework for multivariate time series of count data based on tensor factorisations. Our models can be viewed as infinite state space Markov chains of known maximal order with…

Methodology · Statistics 2023-11-13 Zhongzhen Wang , Petros Dellaportas , Ioannis Kosmidis

Topic discovery has witnessed a significant growth as a field of data mining at large. In particular, time-evolving topic discovery, where the evolution of a topic is taken into account has been instrumental in understanding the historical…

Information Retrieval · Computer Science 2018-07-03 Sanaz Bahargam , Evangelos E. Papalexakis

Time-evolving data sets can often be arranged as a higher-order tensor with one of the modes being the time mode. While tensor factorizations have been successfully used to capture the underlying patterns in such higher-order data sets, the…

Machine Learning · Computer Science 2023-10-31 Christos Chatzis , Max Pfeffer , Pedro Lind , Evrim Acar

In this paper we address the problem of enhancing speech signals in noisy mixtures using a source separation approach. We explore the use of neural networks as an alternative to a popular speech variance model based on supervised…

Sound · Computer Science 2019-02-06 Simon Leglaive , Laurent Girin , Radu Horaud

An ongoing challenge in the analysis of document collections is how to summarize content in terms of a set of inferred themes that can be interpreted substantively in terms of topics. The current practice of parametrizing the themes in…

Machine Learning · Computer Science 2014-07-29 Edoardo M Airoldi , Jonathan M Bischof

Understanding the temporal evolution of sets of vectors is a fundamental challenge across various domains, including ecology, crime analysis, and linguistics. For instance, ecosystem structures evolve due to interactions among plants,…

Machine Learning · Computer Science 2025-12-18 Taichi Aida , Mamoru Komachi , Toshinobu Ogiso , Hiroya Takamura , Daichi Mochihashi

A gamma process dynamic Poisson factor analysis model is proposed to factorize a dynamic count matrix, whose columns are sequentially observed count vectors. The model builds a novel Markov chain that sends the latent gamma random variables…

Machine Learning · Statistics 2015-12-31 Ayan Acharya , Joydeep Ghosh , Mingyuan Zhou

Temporal data such as time series can be viewed as discretized measurements of the underlying function. To build a generative model for such data we have to model the stochastic process that governs it. We propose a solution by defining the…

Machine Learning · Computer Science 2023-05-22 Marin Biloš , Kashif Rasul , Anderson Schneider , Yuriy Nevmyvaka , Stephan Günnemann

This study analyzes the political agenda of the European Parliament (EP) plenary, how it has evolved over time, and the manner in which Members of the European Parliament (MEPs) have reacted to external and internal stimuli when making…

Computation and Language · Computer Science 2016-07-12 Derek Greene , James P. Cross

Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…

Time-varying parameter (TVP) regressions commonly assume that time-variation in the coefficients is determined by a simple stochastic process such as a random walk. While such models are capable of capturing a wide range of dynamic…

Econometrics · Economics 2021-03-01 Manfred M. Fischer , Niko Hauzenberger , Florian Huber , Michael Pfarrhofer

Various informative factors mixed in speech signals, leading to great difficulty when decoding any of the factors. An intuitive idea is to factorize each speech frame into individual informative factors, though it turns out to be highly…

Audio and Speech Processing · Electrical Eng. & Systems 2018-03-05 Lantian Li , Dong Wang , Yixiang Chen , Ying Shi , Zhiyuan Tang , Thomas Fang Zheng

The present study proposes a novel method of trend detection and visualization - more specifically, modeling the change in a topic over time. Where current models used for the identification and visualization of trends only convey the…

Computation and Language · Computer Science 2023-09-19 Angad Sandhu , Aneesh Edara , Vishesh Narayan , Faizan Wajid , Ashok Agrawala

Probabilistic topic models are widely used to discover latent topics in document collections, while latent feature vector representations of words have been used to obtain high performance in many NLP tasks. In this paper, we extend two…

Computation and Language · Computer Science 2018-10-16 Dat Quoc Nguyen , Richard Billingsley , Lan Du , Mark Johnson

More than 80% of today's data is unstructured in nature, and these unstructured datasets evolve over time. A large part of these datasets are text documents generated by media outlets, scholarly articles in digital libraries, findings from…

Computation and Language · Computer Science 2019-03-21 Roberto Camacho Barranco , Raimundo F. Dos Santos , M. Shahriar Hossain

We present a speaker-aware approach for simulating multi-speaker conversations that captures temporal consistency and realistic turn-taking dynamics. Prior work typically models aggregate conversational statistics under an independence…

Sound · Computer Science 2026-05-25 Máté Gedeon , Péter Mihajlik

We present a Bayesian non-negative tensor factorization model for count-valued tensor data, and develop scalable inference algorithms (both batch and online) for dealing with massive tensors. Our generative model can handle overdispersed…

Machine Learning · Statistics 2015-08-19 Changwei Hu , Piyush Rai , Changyou Chen , Matthew Harding , Lawrence Carin

Traditional speech enhancement techniques modify the magnitude of a speech in time-frequency domain, and use the phase of a noisy speech to resynthesize a time domain speech. This work proposes a complex-valued Gaussian process latent…

Sound · Computer Science 2017-01-02 Sih-Huei Chen , Yuan-Shan Lee , Jia-Ching Wang