Related papers: A Copula-Guided Temporal Dependency Method for Mul…
Multispectral and Hyperspectral Image Fusion (MHIF) aims to reconstruct high-resolution images by integrating low-resolution hyperspectral images (LRHSI) and high-resolution multispectral images (HRMSI). However, existing methods face…
This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…
This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are related by a monotone space-time transformation if and only if…
Multi-agent imitation learning aims to train multiple agents to perform tasks from demonstrations by learning a mapping between observations and actions, which is essential for understanding physical, social, and team-play systems. However,…
The goal of this paper is to develop a measure for characterizing complex dependence between stationary time series that cannot be captured by traditional measures such as correlation and coherence. Our approach is to use copula models of…
Multivariate time series (MTS) data often include a heterogeneous mix of non-Gaussian distributional features (asymmetry, multimodality, heavy tails) and data types (continuous and discrete variables). Traditional MTS methods based on…
Robust learning in the presence of non-Gaussian and statistically dependent noise remains a fundamental challenge in signal processing and adaptive systems. Although information-theoretic learning criteria such as correntropy offer strong…
Hyperspectral unmixing (HU) targets to decompose each mixed pixel in remote sensing images into a set of endmembers and their corresponding abundances. Despite significant progress in this field using deep learning, most methods fail to…
This paper introduces an innovative method for constructing copula models capable of describing arbitrary non-monotone dependence structures. The proposed method enables the creation of such copulas in parametric form, thus allowing the…
Copulas are popular as models for multivariate dependence because they allow the marginal densities and the joint dependence to be modeled separately. However, they usually require that the transformation from uniform marginals to the…
Multitemporal spectral unmixing (SU) is a powerful tool to process hyperspectral image (HI) sequences due to its ability to reveal the evolution of materials over time and space in a scene. However, significant spectral variability is often…
We address an important yet challenging problem - modeling high-dimensional dependencies across multivariates such as financial indicators in heterogeneous markets. In reality, a market couples and influences others over time, and the…
A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamma distribution whose marginals follow the univariate…
The imputation of the Multivariate time series (MTS) is particularly challenging since the MTS typically contains irregular patterns of missing values due to various factors such as instrument failures, interference from irrelevant data,…
In multivariate analysis, uncertainty arises from two sources: the marginal distributions of the variables and their dependence structure. Quantifying the dependence structure is crucial, as it provides valuable insights into the…
Fully describing the entire data set is essential in multivariate risk assessment, since moderate levels of one variable can influence another, potentially leading it to be extreme. Additionally, modelling both non-extreme and extreme…
Cylindrical data frequently arise across various scientific disciplines, including meteorology (e.g., wind direction and speed), oceanography (e.g., marine current direction and speed or wave heights), ecology (e.g., telemetry), and…
We propose a novel framework that harnesses the power of generative artificial intelligence and copula-based modeling to address two critical challenges in multivariate time-series analysis: delivering accurate predictions and enabling…
We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all…
The transparency of deep learning models is essential for clinical diagnostics. Concept Bottleneck Model provides clear decision-making processes for diagnosis by transforming the latent space of black-box models into human-understandable…