Related papers: A Distributed Lag Approach to the Generalised Dyna…

Generative models such as denoising diffusion models are quickly advancing their ability to approximate highly complex data distributions. They are also increasingly leveraged in scientific machine learning, where samples from the implied…

The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…

In this paper, we propose the Graph-Fused Multivariate Regression (GFMR) via Total Variation regularization, a novel method for estimating the association between a one-dimensional or multidimensional array outcome and scalar predictors.…

In modern large-scale machine learning applications, the training data are often partitioned and stored on multiple machines. It is customary to employ the "data parallelism" approach, where the aggregated training loss is minimized without…

This paper proposes a desparsified GMM estimator for estimating high-dimensional regression models allowing for, but not requiring, many more endogenous regressors than observations. We provide finite sample upper bounds on the estimation…

We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several well-known SMF formulations in the literature. We perform a…

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Detection and modeling of change-points in time-series can be considerably challenging. In this paper we approach this problem by incorporating the class of Dynamic Generalized Linear Models (DGLM) into the well know class of Product…

Normalizing flow (NF) has gained popularity over traditional maximum likelihood based methods due to its strong capability to model complex data distributions. However, the standard approach, which maps the observed data to a normal…

Combining discrete and continuous data is an important capability for generative models. We present Discrete Flow Models (DFMs), a new flow-based model of discrete data that provides the missing link in enabling flow-based generative models…

A core challenge in Machine Learning is to learn to disentangle natural factors of variation in data (e.g. object shape vs. pose). A popular approach to disentanglement consists in learning to map each of these factors to distinct subspaces…

In this paper, we present a novel general framework grounded in the factor graph theory to solve kinematic and dynamic problems for multi-body systems. Although the motion of multi-body systems is considered to be a well-studied problem and…

The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…

Deep probabilistic time series forecasting models have become an integral part of machine learning. While several powerful generative models have been proposed, we provide evidence that their associated inference models are oftentimes too…

D&R is a statistical approach designed to handle large and complex datasets. It partitions the dataset into several manageable subsets and subsequently applies the analytic method to each subset independently to obtain results. Finally, the…

Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…

We present Latent Diffeomorphic Dynamic Mode Decomposition (LDDMD), a new data reduction approach for the analysis of non-linear systems that combines the interpretability of Dynamic Mode Decomposition (DMD) with the predictive power of…

Federated Learning is a popular distributed learning paradigm in machine learning. Meanwhile, composition optimization is an effective hierarchical learning model, which appears in many machine learning applications such as meta learning…

We propose the Identifiable Variational Dynamic Factor Model (iVDFM), which learns latent factors from multivariate time series with identifiability guarantees. By applying iVAE-style conditioning to the innovation process driving the…

Federated learning, a distributed learning paradigm, utilizes multiple clients to build a robust global model. In real-world applications, local clients often operate within their limited domains, leading to a `domain shift' across clients.…