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Visual AutoRegressive (VAR) modeling has garnered significant attention for its innovative next-scale prediction paradigm. However, mainstream VAR paradigms attend to all tokens across historical scales at each autoregressive step. As the…

Visual AutoRegressive modeling (VAR) based on next-scale prediction has revitalized autoregressive visual generation. Although its full-context dependency, i.e., modeling all previous scales for next-scale prediction, facilitates more…

While the Vector Autoregression (VAR) model has received extensive attention for modelling complex time series, quantile VAR analysis remains relatively underexplored for high-dimensional time series data. To address this disparity, we…

The non-linear autoregressive (NLAR) model plays an important role in modeling and predicting time series. One-step ahead prediction is straightforward using the NLAR model, but the multi-step ahead prediction is cumbersome. For instance,…

In this paper, a new way to integrate volatility information for estimating value at risk (VaR) and conditional value at risk (CVaR) of a portfolio is suggested. The new method is developed from the perspective of Bayesian statistics and it…

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…

Dependence between nodes in a network is an important concept that pervades many areas including finance, politics, sociology, genomics and the brain sciences. One way to characterize dependence between components of a multivariate time…

Particle accelerators are time-varying systems whose components are perturbed by external disturbances. Tuning accelerators can be a time-consuming process involving manual adjustment of multiple components, such as RF cavities, to minimize…

Modeling responses on the nodes of a large-scale network is an important task that arises commonly in practice. This paper proposes a community network vector autoregressive (CNAR) model, which utilizes the network structure to characterize…

The reduced-rank vector autoregressive (VAR) model can be interpreted as a supervised factor model, where two factor modelings are simultaneously applied to response and predictor spaces. This article introduces a new model, called vector…

Accurate accident anticipation is essential for enhancing the safety of autonomous vehicles (AVs). However, existing methods often assume ideal conditions, overlooking challenges such as sensor failures, environmental disturbances, and data…

Autoregressive (AR) modeling has achieved remarkable success in natural language processing by enabling models to generate text with coherence and contextual understanding through next token prediction. Recently, in image generation, VAR…

Inspired by the remarkable success of autoregressive models in language modeling, this paradigm has been widely adopted in visual generation. However, the sequential token-by-token decoding mechanism inherent in traditional autoregressive…

Accurate trajectory prediction has long been a major challenge for autonomous driving (AD). Traditional data-driven models predominantly rely on statistical correlations, often overlooking the causal relationships that govern traffic…

Modern reinforcement learning (RL) struggles to capture real-world cause-and-effect dynamics, leading to inefficient exploration due to extensive trial-and-error actions. While recent efforts to improve agent exploration have leveraged…

Visual Autoregressive (VAR) modeling inefficiently applies a fixed computational depth to each position when generating high-resolution images. While existing methods accelerate inference by pruning tokens using frequency maps, their binary…

In this paper we test for Granger causality in high-dimensional vector autoregressive models (VARs) to disentangle and interpret the complex causal chains linking radiative forcings and global temperatures. By allowing for high…

Many economic environments involve units linked by a network. I develop an econometric framework that derives the dynamics of cross-sectional variables from the lagged innovation transmission along bilateral links and that can accommodate…

Missing data is a ubiquitous challenge in data analysis, often leading to biased and inaccurate results. Traditional imputation methods usually assume that the missingness mechanism is missing-at-random (MAR), where the missingness is…

The availability of data on economic uncertainty sparked a lot of interest in models that can timely quantify episodes of international spillovers of uncertainty. This challenging task involves trading off estimation accuracy for more…