相关论文: Flexible least squares for temporal data mining an…

A non-Bayesian, regression-based or generalized least squares (GLS)-based approach is formally proposed to estimate a class of time-varying AR parameter models. This approach has partly been used by Ito et al. (2014, 2016a,b), and is proven…

We revisit the problem of fair representation learning by proposing Fair Partial Least Squares (PLS) components. PLS is widely used in statistics to efficiently reduce the dimension of the data by providing representation tailored for the…

A set of N independent Gaussian linear time invariant systems is observed by M sensors whose task is to provide the best possible steady-state causal minimum mean square estimate of the state of the systems, in addition to minimizing a…

The paper examines the performance of regression models (OLS linear regression, Ridge regression, Random Forest, and Fully-connected Neural Network) on the prediction of CMA (Conservative Minus Aggressive) factor premium and the performance…

Federated learning (FL) enables distributed model training from local data collected by users. In distributed systems with constrained resources and potentially high dynamics, e.g., mobile edge networks, the efficiency of FL is an important…

Latent structure methods, specifically linear continuous latent structure methods, are a type of fundamental statistical learning strategy. They are widely used for dimension reduction, regression and prediction, in the fields of…

We propose a scalable, efficient and statistically motivated computational framework for Graphical Lasso (Friedman et al., 2007b) - a covariance regularization framework that has received significant attention in the statistics community…

The kernel least mean squares (KLMS) algorithm is a computationally efficient nonlinear adaptive filtering method that "kernelizes" the celebrated (linear) least mean squares algorithm. We demonstrate that the least mean squares algorithm…

Offline RL algorithms aim to improve upon the behavior policy that produces the collected data while constraining the learned policy to be within the support of the dataset. However, practical offline datasets often contain examples with…

The diffusion based distributed learning approaches have been found to be a viable solution for learning over linearly separable datasets over a network. However, approaches till date are suitable for linearly separable datasets and need to…

In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the number of factors used in estimation is larger than the true…

This paper presents a novel study on harnessing Large Language Models' (LLMs) outstanding knowledge and reasoning abilities for explainable financial time series forecasting. The application of machine learning models to financial time…

The recently introduced class of simultaneous graphical dynamic linear models (SGDLMs) defines an ability to scale on-line Bayesian analysis and forecasting to higher-dimensional time series. This paper advances the methodology of SGDLMs,…

There have been many works that focus on the sampling set design for a static graph signal, but few for time-varying graph signals (GS). In this paper, we concentrate on how to select vertices to sample and how to allocate the sampling…

Managing stock efficiently remains a core issue in modern logistics, where companies must reconcile cost efficiency with dependable service despite unpredictable market conditions. Conventional models often overlook the direct connection…

We introduce an evolutionary stochastic-local-search (SLS) algorithm for addressing a generalized version of the so-called 1/V/D/R cutting-stock problem. Cutting-stock problems are encountered often in industrial environments and the…

In this paper, we present perturbation analysis and randomized algorithms for the total least squares (TLS) problems. We derive the perturbation bound and check its sharpness by numerical experiments. Motivated by the recently popular…

Similarity search is the task of retrieving data items that are similar to a given query. In this paper, we introduce the time-sensitive notion of similarity search over endless data-streams (SSDS), which takes into account data quality and…

As one of the recently proposed algorithms for sparse system identification, $l_0$ norm constraint Least Mean Square ($l_0$-LMS) algorithm modifies the cost function of the traditional method with a penalty of tap-weight sparsity. The…

This paper studies the asymptotic properties of the adaptive elastic net in ultra-high dimensional sparse linear regression models and proposes a new method called SSLS (Separate Selection from Least Squares) to improve prediction accuracy.…