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In this paper, we propose a new Bayesian Poisson network autoregression mixture model (PNARM). Our model combines ideas from the models of Dahl 2008, Ren et al. 2024 and Armillotta and Fokianos 2024, as it is motivated by the following…

Methodology · Statistics 2024-11-22 Elly Hung , Anastasia Mantziou , Gesine Reinert

Stock return prediction is a problem that has received much attention in the finance literature. In recent years, sophisticated machine learning methods have been shown to perform significantly better than ''classical'' prediction…

Computational Finance · Quantitative Finance 2025-04-29 Giovanni Ballarin , Jacopo Capra , Petros Dellaportas

A hypergraph as a generalization of graphs records higher-order interactions among nodes, yields a more flexible network model, and allows non-linear features for a group of nodes. In this article, we propose a hypergraph echo state network…

Machine Learning · Computer Science 2023-10-17 Justin Lien

Drug overdose deaths, including from opioids, remain a significant public health threat to the United States (US). To abate the harms of opioid misuse, understanding its prevalence at the local level is crucial for stakeholders in…

Applications · Statistics 2026-01-09 Zixuan Feng , Qiushi Chen , Paul Griffin , Le Bao

Multiple systems estimation using a Poisson loglinear model is a standard approach to quantifying hidden populations where data sources are based on lists of known cases. Information criteria are often used for selecting between the large…

Methodology · Statistics 2023-11-23 Bernard W. Silverman , Lax Chan , Kyle Vincent

1. Analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes. Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how…

Methodology · Statistics 2017-01-18 Patrick L. McDermott , Christopher K. Wikle , Joshua Millspaugh

Temporal data modelling techniques with neural networks are useful in many domain applications, including time-series forecasting and control engineering. This paper aims at developing a recurrent version of stochastic configuration…

Machine Learning · Computer Science 2025-04-03 Dianhui Wang , Gang Dang

Hierarchical Bayesian methods enable information sharing across multiple related regression problems. While standard practice is to model regression parameters (effects) as (1) exchangeable across datasets and (2) correlated to differing…

Methodology · Statistics 2021-07-15 Brian L. Trippe , Hilary K. Finucane , Tamara Broderick

This article extends the autoregressive count time series model class by allowing for a model with regimes, that is, some of the parameters in the model depend on the state of an unobserved Markov chain. We develop a quasi-maximum…

Methodology · Statistics 2018-04-26 Geir D. Berentsen , Jan Bulla , Antonello Maruotti , Bård Støve

Peer grading systems aggregate noisy reports from multiple students to approximate a true grade as closely as possible. Most current systems either take the mean or median of reported grades; others aim to estimate students' grading…

Artificial Intelligence · Computer Science 2022-12-05 Hedayat Zarkoob , Greg d'Eon , Lena Podina , Kevin Leyton-Brown

This paper proposes a novel and interpretable recurrent neural-network structure using the echo-state network (ESN) paradigm for time-series prediction. While the traditional ESNs perform well for dynamical systems prediction, it needs a…

Machine Learning · Computer Science 2024-04-01 Debdipta Goswami

Significant advances in edge computing capabilities enable learning to occur at geographically diverse locations. In general, the training data needed in those learning tasks are not only heterogeneous but also not fully generated locally.…

Networking and Internet Architecture · Computer Science 2022-01-14 Yuezhou Liu , Yuanyuan Li , Lili Su , Edmund Yeh , Stratis Ioannidis

We propose a deep architecture for the classification of multivariate time series. By means of a recurrent and untrained reservoir we generate a vectorial representation that embeds temporal relationships in the data. To improve the…

Neural and Evolutionary Computing · Computer Science 2018-02-15 Filippo Maria Bianchi , Simone Scardapane , Sigurd Løkse , Robert Jenssen

In this paper, a new mixed Poisson distribution is introduced. This new distribution is obtained by utilizing mixing process, with Poisson distribution as mixed distribution and Transmuted Exponential distribution as mixing distribution.…

Methodology · Statistics 2016-10-05 Deepesh Bhati , Pooja Kumawat , E. Gómez Déniz

Neural networks often learn spurious correlations when exposed to biased training data, leading to poor performance on out-of-distribution data. A biased dataset can be divided, according to biased features, into bias-aligned samples (i.e.,…

Machine Learning · Computer Science 2023-08-17 Rui Hu , Yahan Tu , Jitao Sang

The repeated presentation of an identical visual stimulus in the receptive field of a neuron may evoke different spiking patterns at each trial. Probabilistic methods are essential to understand the functional role of this variance within…

Neurons and Cognition · Quantitative Biology 2016-11-15 Wahiba Taouali , Giacomo Benvenuti , Pascal Wallisch , Frédéric Chavane , Laurent Perrinet

When modeling a directed social network, one choice is to use the traditional preferential attachment model, which generates power-law tail distributions. In a traditional directed preferential attachment, every new edge is added…

Probability · Mathematics 2020-08-18 Tiandong Wang , Sidney I. Resnick

Echo State Networks (ESNs) are recurrent neural networks that only train their output layer, thereby precluding the need to backpropagate gradients through time, which leads to significant computational gains. Nevertheless, a common issue…

Neural and Evolutionary Computing · Computer Science 2019-03-13 Jacob Reinier Maat , Nikos Gianniotis , Pavlos Protopapas

Networks play a central role in modern data analysis, enabling us to reason about systems by studying the relationships between their parts. Most often in network analysis, the edges are given. However, in many systems it is difficult or…

Machine Learning · Statistics 2014-02-06 Scott W. Linderman , Ryan P. Adams

Automatic sleep staging has been often treated as a simple classification problem that aims at determining the label of individual target polysomnography (PSG) epochs one at a time. In this work, we tackle the task as a sequence-to-sequence…

Machine Learning · Computer Science 2019-02-05 Huy Phan , Fernando Andreotti , Navin Cooray , Oliver Y. Chén , Maarten De Vos