相关论文: Information Content of DSGE Forecasts

Deep Generative Models (DGMs) have been shown to be powerful tools for generating tabular data, as they have been increasingly able to capture the complex distributions that characterize them. However, to generate realistic synthetic data,…

We derive generalization error bounds for traditional time-series forecasting models. Our results hold for many standard forecasting tools including autoregressive models, moving average models, and, more generally, linear state-space…

Environmental, Social, and Governance (ESG) data provides non-financial insights into corporations. In this study, we aim to identify relevant ESG raw variables to assess financial risk, measured by logarithmic volatility of return. We…

Strategic Traffic Management Initiatives (TMIs) such as Ground Delay Programs (GDPs) play a crucial role in mitigating operational costs associated with air traffic demand-capacity imbalances. However, GDPs can only be planned (e.g.,…

Deep generative models such as Variational Autoencoders (VAEs), Generative Adversarial Networks (GANs), Diffusion Models, and Transformers, have shown great promise in a variety of applications, including image and speech synthesis, natural…

Vector embeddings derived from large language models (LLMs) show promise in capturing latent information from the literature. Interestingly, these can be integrated into material embeddings, potentially useful for data-driven predictions of…

The increasing complexity of distribution network calls for advancement in distribution system state estimation (DSSE) to monitor the operating conditions more accurately. Sufficient number of measurements is imperative for a reliable and…

Short-term precipitation forecasting is essential for planning of human activities in multiple scales, ranging from individuals' planning, urban management to flood prevention. Yet the short-term atmospheric dynamics are highly nonlinear…

Deep Learning (DL) model-based AI services are increasingly offered in a variety of predictive analytics services such as computer vision, natural language processing, speech recognition. However, the quality of the DL models can degrade…

Machine learning models have made significant progress in load forecasting, but their forecast accuracy is limited in cases where historical load data is scarce. Inspired by the outstanding performance of large language models (LLMs) in…

Knowledge graphs (KGs), as structured representations of real world facts, are intelligent databases incorporating human knowledge that can help machine imitate the way of human problem solving. However, KGs are usually huge and there are…

Generative self-supervised learning (SSL), especially masked autoencoders (MAE), has greatly succeeded and garnered substantial research interest in graph machine learning. However, the research of MAE in dynamic graphs is still scant. This…

We develop a framework for derivative Gaussian process latent variable models (DGP-LVMs) that can handle multi-dimensional output data using modified derivative covariance functions. The modifications account for complexities in the…

Mesoscale forecasts are now routinely performed as elements of operational forecasts and their outputs do appear convincing. However, despite their realistic appearance at times the comparison to observations is less favorable. At the grid…

Probabilistic dependency graphs (PDGs) are a flexible class of probabilistic graphical models, subsuming Bayesian Networks and Factor Graphs. They can also capture inconsistent beliefs, and provide a way of measuring the degree of this…

Generating synthetic data through generative models is gaining interest in the ML community and beyond, promising a future where datasets can be tailored to individual needs. Unfortunately, synthetic data is usually not perfect, resulting…

Probabilistic representation spaces convey information about a dataset and are shaped by factors such as the training data, network architecture, and loss function. Comparing the information content of such spaces is crucial for…

For the extended skew-normal distribution, which represents an extension of the normal (or Gaussian) distribution, we focus on the properties of the log-likelihood function and derived quantities in the the bivariate case. Specifically, we…

Often in machine learning, data are collected as a combination of multiple conditions, e.g., the voice recordings of multiple persons, each labeled with an ID. How could we build a model that captures the latent information related to these…

Recent research has shown that generative models with highly disentangled representations fail to generalise to unseen combination of generative factor values. These findings contradict earlier research which showed improved performance in…