Related papers: Beyond Gaussian Assumptions: A Nonlinear Generaliz…

In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model…

Image denoising has achieved unprecedented progress as great efforts have been made to exploit effective deep denoisers. To improve the denoising performance in realworld, two typical solutions are used in recent trends: devising better…

Scoring systems are classification models that only require users to add, subtract and multiply a few meaningful numbers to make a prediction. These models are often used because they are practical and interpretable. In this paper, we…

We propose a novel unsupervised framework for \emph{Invariant Risk Minimization} (IRM), extending the concept of invariance to settings where labels are unavailable. Traditional IRM methods rely on labeled data to learn representations that…

Denoising diffusion models are a popular class of generative models providing state-of-the-art results in many domains. One adds gradually noise to data using a diffusion to transform the data distribution into a Gaussian distribution.…

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to…

The paper considers the problem to estimate non-causal graphical models whose edges encode smoothing relations among the variables. We propose a new covariance extension problem and show that the solution minimizing the transportation…

Modeling complex systems, like neural networks, simple liquids or flocks of birds, often works in reverse to textbook approaches: given data for which averages and correlations are known, we try to find the parameters of a given model…

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor…

Identifying the intrinsic coordinates or modes of the dynamical systems is essential to understand, analyze, and characterize the underlying dynamical behaviors of complex systems. For nonlinear dynamical systems, this presents a critical…

The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…

Datasets that exhibit non-Gaussian characteristics are common in many fields, while the current modeling framework and available software for non-Gaussian models is limited. We introduce Linear Latent Non-Gaussian Models (LLnGMs), a unified…

The lack of a well-defined equilibrium reference configuration has long hindered a comprehensive atomic-level understanding of liquid dynamics and properties. The Instantaneous Normal Mode (INM) approach, which involves diagonalizing the…

For the problem of inferring a Gaussian graphical model (GGM), this work explores the application of a recent approach from the multiple testing literature for graph inference. The main idea of the method by Rebafka et al. (2022) is to…

Data analysis and interpretation often relies on an approximation of an empirical dataset by some analytic functions or models. Actual implementations usually rely on a non-linear multi-dimensional optimization algorithm, typically…

We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms…

Recently, Rissanen et al., (2022) have presented a new type of diffusion process for generative modeling based on heat dissipation, or blurring, as an alternative to isotropic Gaussian diffusion. Here, we show that blurring can equivalently…