Related papers: Stabilizing autoregressive forecasts in chaotic sy…
Non-autoregressive models greatly improve decoding speed over typical sequence-to-sequence models, but suffer from degraded performance. Infilling and iterative refinement models make up some of this gap by editing the outputs of a…
Ambiguity is inherently present in many machine learning tasks, but especially for sequential models seldom accounted for, as most only output a single prediction. In this work we propose an extension of the Multiple Hypothesis Prediction…
We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the…
Accurate prediction of tropical cyclones remains a major challenge for both numerical weather prediction and emerging artificial intelligence weather prediction systems. While recent global AI models have demonstrated strong skill in…
A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…
When simulating partial differential equations, hybrid solvers combine coarse numerical solvers with learned correctors. They promise accelerated simulations while adhering to physical constraints. However, as shown in our theoretical…
Diffusion models offer a physically grounded framework for probabilistic weather forecasting, but their typical reliance on slow, iterative solvers during inference makes them impractical for subseasonal-to-seasonal (S2S) applications where…
Human trajectory forecasting is a key component of autonomous vehicles, social-aware robots and advanced video-surveillance applications. This challenging task typically requires knowledge about past motion, the environment and likely…
Time series forecasting has been an essential field in many different application areas, including economic analysis, meteorology, and so forth. The majority of time series forecasting models are trained using the mean squared error (MSE).…
We propose a suboptimal moving horizon estimation (MHE) scheme for a general class of nonlinear systems. To this end, we consider an MHE formulation that optimizes over the trajectory of a robustly stable observer. Assuming that the…
Hierarchical Reinforcement Learning (HRL) approaches have shown successful results in solving a large variety of complex, structured, long-horizon problems. Nevertheless, a full theoretical understanding of this empirical evidence is…
Token prediction stability remains a challenge in autoregressive generative models, where minor variations in early inference steps often lead to significant semantic drift over extended sequences. A structured modulation mechanism was…
Multi-horizon time series forecasting, crucial across diverse domains, demands high accuracy and speed. While AutoRegressive (AR) models excel in short-term predictions, they suffer speed and error issues as the horizon extends.…
Shrinkage algorithms are of great importance in almost every area of statistics due to the increasing impact of big data. Especially time series analysis benefits from efficient and rapid estimation techniques such as the lasso. However,…
In this paper, we propose a sample-based moving horizon estimation (MHE) scheme for general nonlinear systems to estimate the current system state using irregularly and/or infrequently available measurements. The cost function of the MHE…
This paper studies the fundamental problem of learning deep generative models that consist of multiple layers of latent variables organized in top-down architectures. Such models have high expressivity and allow for learning hierarchical…
Moving horizon estimation (MHE) is a widely studied state estimation approach in several practical applications. In the MHE problem, the state estimates are obtained via the solution of an approximated nonlinear optimization problem.…
Driven by the increasing demand for low-latency and real-time processing, machine learning applications are steadily migrating toward edge computing platforms, where Field-Programmable Gate Arrays (FPGAs) are widely adopted for their energy…
Regret Matching+ (RM+) and its variants are important algorithms for solving large-scale games. However, a theoretical understanding of their success in practice is still a mystery. Moreover, recent advances on fast convergence in games are…
The increasing frequency of extreme weather events due to global climate change urges accurate weather prediction. Recently, great advances have been made by the \textbf{end-to-end methods}, thanks to deep learning techniques, but they face…