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Understanding how anatomical shapes evolve in response to developmental covariates and quantifying their spatially varying uncertainties is critical in healthcare research. Existing approaches typically rely on global time-warping…
Forecasting over graph-structured sensor networks demands models that capture both deterministic spatial trends and stochastic variability, while remaining efficient enough for repeated inference as new observations arrive. We propose…
Denoising Diffusion Probabilistic Models have shown an impressive generation quality, although their long sampling chain leads to high computational costs. In this paper, we observe that a long sampling chain also leads to an error…
The generalized Langevin equation (GLE), derived by projection from a general many-body Hamiltonian, exactly describes the dynamics of an arbitrary coarse-grained variable in a complex environment. However, analysis and prediction of…
In this paper, we propose an abstract procedure for debiasing constrained or regularized potentially high-dimensional linear models. It is elementary to show that the proposed procedure can produce $\frac{1}{\sqrt{n}}$-confidence intervals…
Earth system forecasting has traditionally relied on complex physical models that are computationally expensive and require significant domain expertise. In the past decade, the unprecedented increase in spatiotemporal Earth observation…
We consider the two problems of predicting links in a dynamic graph sequence and predicting functions defined at each node of the graph. In many applications, the solution of one problem is useful for solving the other. Indeed, if these…
During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity…
Regularization is often used in high-dimensional regression settings to generate a sparse model, which can save tremendous computing resources and identify predictors that are most strongly associated with the response. When the predictors…
We show that parametric models trained by a stochastic gradient method (SGM) with few iterations have vanishing generalization error. We prove our results by arguing that SGM is algorithmically stable in the sense of Bousquet and Elisseeff.…
Over the last decade, signal processing on graphs has become a very active area of research. Specifically, the number of applications, for instance in statistical or deep learning, using frames built from graphs, such as wavelets on graphs,…
When training autoregressive models to forecast dynamical systems, a critical question arises: how far into the future should the model be trained to predict? Too short a horizon may miss long-term trends, while too long a horizon can…
Unbinned likelihood fits aim at maximizing the information one can extract from experimental data, yet their application in realistic statistical analyses is often hindered by the computational cost of profiling systematic uncertainties.…
Conditional diffusion probabilistic models can model the distribution of natural images and can generate diverse and realistic samples based on given conditions. However, oftentimes their results can be unrealistic with observable color…
In reinforcement learning (RL), agents acting in partially observable Markov decision processes (POMDPs) must rely on memory, typically encoded in a recurrent neural network (RNN), to integrate information from past observations.…
Financial time series often exhibit low signal-to-noise ratio, posing significant challenges for accurate data interpretation and prediction and ultimately decision making. Generative models have gained attention as powerful tools for…
Visibility algorithms transform time series into graphs and encode dynamical information in their topology, paving the way for graph-theoretical time series analysis as well as building a bridge between nonlinear dynamics and network…
Selecting regularization parameters in penalized high-dimensional graphical models in a principled, data-driven, and computationally efficient manner continues to be one of the key challenges in high-dimensional statistics. We present…
Learning dynamics from dissipative chaotic systems is notoriously difficult due to their inherent instability, as formalized by their positive Lyapunov exponents, which exponentially amplify errors in the learned dynamics. However, many of…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…