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Its conceptual appeal and effectiveness has made latent factor modeling an indispensable tool for multivariate analysis. Despite its popularity across many fields, there are outstanding methodological challenges that have hampered practical…

Methodology · Statistics 2018-12-12 Kenichiro McAlinn , Veronika Rockova , Enakshi Saha

How can we explain the predictions of a machine learning model? When the data is structured as a multivariate time series, this question induces additional difficulties such as the necessity for the explanation to embody the time dependency…

Machine Learning · Computer Science 2021-06-11 Jonathan Crabbé , Mihaela van der Schaar

We propose novel Bayesian Dynamic Clustering Factor Models (BDCFM) for the analysis of multivariate longitudinal data. BDCFM combines factor models with hidden Markov models to concomitantly perform dimension reduction, clustering, and…

Methodology · Statistics 2025-05-28 Tsering Dolkar , Marco A. R. Ferreira , Hwasoo Shin , Allison N. Tegge

We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…

Methodology · Statistics 2021-03-09 Xiaodong Wang , Fushing Hsieh

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

The matrix factorization (MF) technique has been widely adopted for solving the rating prediction problem in recommender systems. The MF technique utilizes the latent factor model to obtain static user preferences (user latent vectors) and…

Social and Information Networks · Computer Science 2015-10-20 Yung-Yin Lo , Wanjiun Liao , Cheng-Shang Chang

Learning the dynamic causal structure of time series is a challenging problem. Most existing approaches rely on distributional or structural invariance to uncover underlying causal dynamics, assuming stationary or partially stationary…

Machine Learning · Computer Science 2026-02-27 Dezhi Yang , Qiaoyu Tan , Carlotta Domeniconi , Jun Wang , Lizhen Cui , Guoxian Yu

We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…

Methodology · Statistics 2026-02-26 Fangyi Chen , Hok Kan Ling , Zhiliang Ying

Learning interpretable representations of neural dynamics at a population level is a crucial first step to understanding how observed neural activity relates to perception and behavior. Models of neural dynamics often focus on either…

Machine Learning · Statistics 2025-01-13 Noga Mudrik , Yenho Chen , Eva Yezerets , Christopher J. Rozell , Adam S. Charles

The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional…

Econometrics · Economics 2026-01-21 Oliver Snellman

Matrix time series, which consist of matrix-valued data observed over time, are prevalent in various fields such as economics, finance, and engineering. Such matrix time series data are often observed in high dimensions. Matrix factor…

Methodology · Statistics 2024-07-09 Ruofan Yu , Rong Chen , Han Xiao , Yuefeng Han

The discovery of drug-target interactions (DTIs) is a very promising area of research with great potential. The accurate identification of reliable interactions among drugs and proteins via computational methods, which typically leverage…

Quantitative Methods · Quantitative Biology 2022-12-06 Bin Liu , Dimitrios Papadopoulos , Fragkiskos D. Malliaros , Grigorios Tsoumakas , Apostolos N. Papadopoulos

Multiple modalities can provide more valuable information than single one by describing the same contents in various ways. Hence, it is highly expected to learn effective joint representation by fusing the features of different modalities.…

Computer Vision and Pattern Recognition · Computer Science 2018-10-09 Di Hu , Feiping Nie , Xuelong Li

We present the first deep learning based architecture for collective matrix tri-factorization (DCMTF) of arbitrary collections of matrices, also known as augmented multi-view data. DCMTF can be used for multi-way spectral clustering of…

Machine Learning · Computer Science 2022-01-25 Ragunathan Mariappan , Siva Rajesh Kasa , Vaibhav Rajan

Coupled Matrix Tensor Factorization (CMTF) facilitates the integration and analysis of multiple data sources and helps discover meaningful information. Nonnegative CMTF (N-CMTF) has been employed in many applications for identifying latent…

Machine Learning · Computer Science 2020-03-10 Thirunavukarasu Balasubramaniam , Richi Nayak , Chau Yuen

A top-level designed forecasting system for predicting computational times of density-functional theory (DFT)/time-dependent density-functional theory (TDDFT) calculations is presented. The computational time is assumed as the intrinsic…

Computational Physics · Physics 2020-12-18 Shuo Ma , Yingjin Ma , Baohua Zhang , Yingqi Tian , Zhong Jin

Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by…

Machine Learning · Computer Science 2025-05-26 Bin Wang , Heming Yang , Jinfang Sheng

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches.…

Machine Learning · Computer Science 2024-03-05 Shiyi Qi , Liangjian Wen , Yiduo Li , Yuanhang Yang , Zhe Li , Zhongwen Rao , Lujia Pan , Zenglin Xu

This paper focuses on developing a method to obtain an uncertain linear fractional transformation (LFT) system that adequately captures the dynamics of a nonlinear time-invariant system over some desired envelope. First, the nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Sourav Sinha , Devaprakash Muniraj , Mazen Farhood

Conditional Normalizing Flows (CNFs) are flexible generative models capable of representing complicated distributions with high dimensionality and large interdimensional correlations, making them appealing for structured output learning.…

Computer Vision and Pattern Recognition · Computer Science 2023-09-06 Mohsen Zand , Ali Etemad , Michael Greenspan
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