相关论文: Multi-class Vector AutoRegressive Models for Multi…

Understanding product attributes plays an important role in improving online shopping experience for customers and serves as an integral part for constructing a product knowledge graph. Most existing methods focus on attribute extraction…

Under a high-dimensional vector autoregressive (VAR) model, we propose a way of efficiently estimating both the stationary graph structure between the nodal time series and their temporal dynamics. The framework is then used to make…

This paper presents a computationally efficient variant of gradient boosting for multi-class classification and multi-output regression tasks. Standard gradient boosting uses a 1-vs-all strategy for classifications tasks with more than two…

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.…

The main aim of this paper is to review recent advances in the multivariate autoregressive index model [MAI], originally proposed by Reinsel (1983), and their applications to economic and financial time series. MAI has recently gained…

While considerable advances have been made in estimating high-dimensional structured models from independent data using Lasso-type models, limited progress has been made for settings when the samples are dependent. We consider estimating…

We theoretically analyze and compare the following five popular multiclass classification methods: One vs. All, All Pairs, Tree-based classifiers, Error Correcting Output Codes (ECOC) with randomly generated code matrices, and Multiclass…

Generative classifiers, which leverage conditional generative models for classification, have recently demonstrated desirable properties such as robustness to distribution shifts. However, recent progress in this area has been largely…

We propose a multiscale approach to time series autoregression, in which linear regressors for the process in question include features of its own path that live on multiple timescales. We take these multiscale features to be the recent…

We propose a regularized factor-augmented vector autoregressive (FAVAR) model that allows for sparsity in the factor loadings. In this framework, factors may only load on a subset of variables which simplifies the factor identification and…

Time series of matrix-valued data are increasingly available in various areas including economics, finance, social science, among others. These data may shed light on the inter-dynamical relationships between two sets of attributes, for…

Multilevel models (mixed-effect models or hierarchical linear models) are now a standard approach to analysing clustered and longitudinal data in the social, behavioural and medical sciences. This review article focuses on multilevel linear…

The purpose of this paper is to propose a time-varying vector autoregressive model (TV-VAR) for forecasting multivariate time series. The model is casted into a state-space form that allows flexible description and analysis. The volatility…

Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…

This paper proposes a method for estimating consumer preferences among discrete choices, where the consumer chooses at most one product in a category, but selects from multiple categories in parallel. The consumer's utility is additive in…

Traditional e-commerce search systems often struggle with the semantic gap between user queries and product catalogs. In this paper, we propose a Category-Aligned Retrieval System (CARS) that improves search relevance by first predicting…

In the fields of sociology and economics, the modeling of matrix-variate integervalued time series is urgent. However, no prior studies have addressed the modeling of such data. To address this topic, this paper proposes a novel…

We show that the mixed causal-noncausal Vector Autoregressive (VAR) processes satisfy the Markov property in both calendar and reverse time. Based on that property, we introduce closed-form formulas of forward and backward predictive…

VAR models are a type of multi-equation model that have been widely applied in econometrics. With the arrival of Big Data, huge amounts of data are being collected in numerous fields, making feasible the application of these kind of…

In data science, vector autoregression (VAR) models are popular in modeling multivariate time series in the environmental sciences and other applications. However, these models are computationally complex with the number of parameters…