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Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

Machine Learning · Computer Science 2023-07-18 Xuhui Fan , Edwin V. Bonilla , Terence J. O'Kane , Scott A. Sisson

A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…

Machine Learning · Computer Science 2023-01-24 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey

State-space models (SSM) are central to describe time-varying complex systems in countless signal processing applications such as remote sensing, networks, biomedicine, and finance to name a few. Inference and prediction in SSMs are…

Computation · Statistics 2022-10-26 Víctor Elvira , Émilie Chouzenoux

Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However, they are not commonly used in practice due to the need for…

Econometrics · Economics 2019-10-08 Victor Chernozhukov , Iván Fernández-Val , Whitney Newey , Sami Stouli , Francis Vella

Evaluating large language models (LLMs) has become increasingly challenging as model capabilities advance rapidly. While recent models often achieve higher scores on standard benchmarks, these improvements do not consistently reflect…

Computation and Language · Computer Science 2025-08-21 Haiquan Hu , Jiazhi Jiang , Shiyou Xu , Ruhan Zeng , Tian Wang

We present a new mixture model-based discriminant analysis approach for functional data using a specific hidden process regression model. The approach allows for fitting flexible curve-models to each class of complex-shaped curves…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Heré Glotin , Céline Rabouy

This paper focuses on the analysis of spatially correlated functional data. The between-curve correlation is modeled by correlating functional principal component scores of the functional data. We propose a Spatial Principal Analysis by…

Statistics Theory · Mathematics 2014-11-19 Chong Liu , Surajit Ray , Giles Hooker

Fitting a graphical model to a collection of random variables given sample observations is a challenging task if the observed variables are influenced by latent variables, which can induce significant confounding statistical dependencies…

Machine Learning · Statistics 2020-10-20 Armeen Taeb , Parikshit Shah , Venkat Chandrasekaran

Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…

Methodology · Statistics 2021-07-12 Yuqi Gu , Gongjun Xu

Nonlinearities and instabilities in mechanical structures have shown great promise for embedding advanced functionalities. However, simulating structures subject to nonlinearities can be challenging due to the complexity of their behavior,…

Soft Condensed Matter · Physics 2025-10-23 Paul Ducarme , Bart Weber , Martin van Hecke , Johannes T. B. Overvelde

Undirected graphical models are widely used to model the conditional independence structure of vector-valued data. However, in many modern applications, for example those involving EEG and fMRI data, observations are more appropriately…

Machine Learning · Statistics 2024-01-29 Boxin Zhao , Percy S. Zhai , Y. Samuel Wang , Mladen Kolar

The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite…

Methodology · Statistics 2021-01-25 Mark Girolami , Eky Febrianto , Ge Yin , Fehmi Cirak

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Causal models, also known as Structural Equation Models (SEM), are a well-known formalism for representing and reasoning about causal dependencies between events. In this paper, we show that Temporal SEMs (TSEMs), which extend SEMs to…

Formal Languages and Automata Theory · Computer Science 2026-05-08 Maksim Gladyshev , Natasha Alechina , Brian Logan

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…

Machine Learning · Computer Science 2013-01-30 Hagai Attias

We propose a latent score-based generative AI framework for learning stochastic, non-local closure models and constitutive laws in nonlinear dynamical systems of computational mechanics. This work addresses a key challenge of modeling…

Machine Learning · Computer Science 2025-06-27 Xinghao Dong , Huchen Yang , Jin-Long Wu

While it is well known that high levels of prenatal alcohol exposure (PAE) result in significant cognitive deficits in children, the exact nature of the dose response is less well understood. In particular, there is a pressing need to…

Structural equation models (SEMs) and vector autoregressive models (VARMs) are two broad families of approaches that have been shown useful in effective brain connectivity studies. While VARMs postulate that a given region of interest in…

Applications · Statistics 2016-10-21 Yanning Shen , Brian Baingana , Georgios B. Giannakis

We introduce Graph-Structured Sum-Product Networks (GraphSPNs), a probabilistic approach to structured prediction for problems where dependencies between latent variables are expressed in terms of arbitrary, dynamic graphs. While many…

Machine Learning · Computer Science 2017-11-23 Kaiyu Zheng , Andrzej Pronobis , Rajesh P. N. Rao

The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…

Methodology · Statistics 2023-07-03 Yueqi Qian , Xianghong Hu , Can Yang