Related papers: Density-valued VAR Models with Latent Factors
The voter model is a classical interacting particle system, modelling how global consensus is formed by local imitation. We analyse the time to consensus for a particular family of voter models when the underlying structure is a scale-free…
The quantile varying coefficient (VC) model can flexibly capture dynamical patterns of regression coefficients. In addition, due to the quantile check loss function, it is robust against outliers and heavy-tailed distributions of the…
We study causal discovery from observational data in linear Gaussian systems affected by \emph{mixed latent confounding}, where some unobserved factors act broadly across many variables while others influence only small subsets. This…
We develop a Bayesian vector autoregressive (VAR) model with multivariate stochastic volatility that is capable of handling vast dimensional information sets. Three features are introduced to permit reliable estimation of the model. First,…
Linear non-Gaussian causal models postulate that each random variable is a linear function of parent variables and non-Gaussian exogenous error terms. We study identification of the linear coefficients when such models contain latent…
We provide a selected overview of methodology and theory for estimation and inference on the edge weights in high-dimensional directed and undirected Gaussian graphical models. For undirected graphical models, two main explicit…
During the last two decades, locally stationary processes have been widely studied in the time series literature. In this paper we consider the locally-stationary vector-auto-regression model of order one, or LS-VAR(1), and estimate its…
We propose a new framework for modeling high-dimensional matrix-variate time series by a two-way transformation, where the transformed data consist of a matrix-variate factor process, which is dynamically dependent, and three other blocks…
As we enter the era of machine learning characterized by an overabundance of data, discovery, organization, and interpretation of the data in an unsupervised manner becomes a critical need. One promising approach to this endeavour is the…
Deep learning (DL) has recently drawn much attention in image analysis, natural language process, and high-dimensional medical data analysis. Under the causal direct acyclic graph (DAG) interpretation, the input variables without incoming…
Conditional visual generation has witnessed remarkable progress with the advent of diffusion models (DMs), especially in tasks like control-to-image generation. However, challenges such as expensive computational cost, high inference…
Causal representation learning aims to recover the latent causal variables and their causal relations, typically represented by directed acyclic graphs (DAGs), from low-level observations such as image pixels. A prevailing line of research…
We consider modeling a binary response variable together with a set of covariates for two groups under observational data. The grouping variable can be the confounding variable (the common cause of treatment and outcome), gender,…
The predicted and observed space density of cataclysmic variables (CVs) have been for a long time discrepant by at least an order of magnitude. The standard model of CV evolution predicts that the vast majority of CVs should be period…
Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…
Owing to the cross-pollination between causal discovery and deep learning, non-statistical data (e.g., images, text, etc.) encounters significant conflicts in terms of properties and methods with traditional causal data. To unify these data…
The standard vector autoregressive (VAR) models suffer from overparameterization which is a serious issue for high-dimensional time series data as it restricts the number of variables and lags that can be incorporated into the model.…
This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional…
We propose an out-of-distribution detection method that combines density and restoration-based approaches using Vector-Quantized Variational Auto-Encoders (VQ-VAEs). The VQ-VAE model learns to encode images in a categorical latent space.…
Latent variable models for network data extract a summary of the relational structure underlying an observed network. The simplest possible models subdivide nodes of the network into clusters; the probability of a link between any two nodes…