相关论文: Penalised complexity priors for stationary autoreg…

Causal sensitivity analysis aims to provide bounds for causal effect estimates in the presence of unobserved confounding. However, existing methods for causal sensitivity analysis are per-instance procedures, meaning that changes to the…

We study adaptive querying for learning user-dependent quantities of interest, such as responses to held-out items and psychometric indicators, within tight question budgets. Classical Bayesian design and computerized adaptive testing…

The univariate integer-valued time series has been extensively studied, but literature on multivariate integer-valued time series models is quite limited and the complex correlation structure among the multivariate integer-valued time…

Generative models have emerged as powerful priors for solving inverse problems. These models typically represent a class of natural signals using a single fixed complexity or dimensionality. This can be limiting: depending on the problem, a…

We present a bivariate vector valued discrete autoregressive model of order $1$ (BDAR($1$)) for discrete time series. The BDAR($1$) model assumes that each time series follows its own univariate DAR($1$) model with dependent random…

Real-life statistical samples are often plagued by selection bias, which complicates drawing conclusions about the general population. When learning causal relationships between the variables is of interest, the sample may be assumed to be…

Existing methods for structure discovery in time series data construct interpretable, compositional kernels for Gaussian process regression models. While the learned Gaussian process model provides posterior mean and variance estimates,…

A special class of standard Gaussian Autoregressive Hilbertian processes of order one (Gaussian ARH(1) processes), with bounded linear autocorrelation operator, which does not satisfy the usual Hilbert-Schmidt assumption, is considered. To…

Machine-learned interatomic potentials enable large systems to be simulated for long time scales at near ab-initio accuracy. This accuracy is achieved by fitting extremely flexible model architectures to high quality reference data. In…

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Parameter estimation and the variable selection are two pioneer issues in regression analysis. While traditional variable selection methods require prior estimation of the model parameters, the penalized methods simultaneously carry on…

We propose a post-hoc adaptive conformal anomaly detection method for monitoring time series that leverages predictions from pre-trained foundation models without requiring additional fine-tuning. Our method yields an interpretable anomaly…

Complex Event Recognition (CER) systems detect event occurrences in streaming time-stamped input using predefined event patterns. Logic-based approaches are of special interest in CER, since, via Statistical Relational AI, they combine…

In designed experiments and surveys, known laws or design feat ures provide checks on the most relevant aspects of a model and identify the target parameters. In contrast, in most observational studies in the health and social sciences, the…

Deep neural networks excel at function approximation, yet they are typically trained from scratch for each new function. On the other hand, Bayesian methods, such as Gaussian Processes (GPs), exploit prior knowledge to quickly infer the…

The plug-and-play priors (PnP) and regularization by denoising (RED) methods have become widely used for solving inverse problems by leveraging pre-trained deep denoisers as image priors. While the empirical imaging performance and the…

This paper proposes Fourier-based and wavelet-based techniques for analyzing periodic financial time series. Conventional models such as the periodic autoregressive conditional heteroscedastic (PGARCH) and periodic autoregressive…

Autoregressive neural network models have been used successfully for sequence generation, feature extraction, and hypothesis scoring. This paper presents yet another use for these models: allocating more computation to more difficult…

This Ph.D. dissertation contains results in two different but related fields: the implementation of model predictive control (MPC) in embedded systems using first order methods, and restart schemes for accelerated first order methods…

This paper is motivated by modeling the cycle-to-cycle variability associated with the resistive switching operation behind memristors. As the data are by nature curves, functional principal component analysis is a suitable candidate to…