相关论文: Improved GM(1,1) model based on Simpson formula an…

Score-based generative models (SGMs) are powerful tools to sample from complex data distributions. Their underlying idea is to (i) run a forward process for time $T_1$ by adding noise to the data, (ii) estimate its score function, and (iii)…

Generalized Linear Models (GLMs) and Single Index Models (SIMs) provide powerful generalizations of linear regression, where the target variable is assumed to be a (possibly unknown) 1-dimensional function of a linear predictor. In general,…

In transportation applications such as real-time route guidance, ramp metering, congestion pricing and special events traffic management, accurate short-term traffic flow prediction is needed. For this purpose, this paper proposes several…

Probabilistic graphical models (PGMs) are powerful tools for representing statistical dependencies through graphs in high-dimensional systems. However, they are limited to pairwise interactions. In this work, we propose the simplicial…

Learning dynamical models from data is not only fundamental but also holds great promise for advancing principle discovery, time-series prediction, and controller design. Among various approaches, Gaussian Process State-Space Models…

The Sampled Gaussian Mechanism (SGM)---a composition of subsampling and the additive Gaussian noise---has been successfully used in a number of machine learning applications. The mechanism's unexpected power is derived from privacy…

We consider the general problem of recovering a high-dimensional signal from noisy quantized measurements. Quantization, especially coarse quantization such as 1-bit sign measurements, leads to severe information loss and thus a good prior…

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

A single-index model (SIM) provides for parsimonious multi-dimensional nonlinear regression by combining parametric (linear) projection with univariate nonparametric (non-linear) regression models. We show that a particular Gaussian process…

We propose a novel approach to improve prediction accuracy of grey power models including GM(1,1) and grey Verhulst model through optimization of the initial condition and model parameters in this paper. And we propose a modified grey…

The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous…

This paper introduces a novel method for approximating the dynamics of a large autonomous system projected onto a fixed subspace. The core contribution is a novel recursive algorithm to construct an effective time-dependent generator that…

In this paper we study estimating Generalized Linear Models (GLMs) in the case where the agents (individuals) are strategic or self-interested and they concern about their privacy when reporting data. Compared with the classical setting,…

Score-based generative models (SGMs) sample from a target distribution by iteratively transforming noise using the score function of the perturbed target. For any finite training set, this score function can be evaluated in closed form, but…

We establish global well-posedness and convergence of the score-based generative models (SGM) under minimal general assumptions of initial data for score estimation. For the smooth case, we start from a Lipschitz bound of the score function…

The diffusion approximation of stochastic gradient descent (SGD) in current literature is only valid on a finite time interval. In this paper, we establish the uniform-in-time diffusion approximation of SGD, by only assuming that the…

Forward regression is a classical and effective tool for variable screening in ultra-high dimensional linear models, but its standard projection-based implementation can be computationally costly and numerically unstable when predictors are…

Score-based generative models (SGMs) are a powerful class of generative models that exhibit remarkable empirical performance. Score-based generative modelling (SGM) consists of a ``noising'' stage, whereby a diffusion is used to gradually…

Score-based generative models (SGMs) need to approximate the scores $\nabla \log p_t$ of the intermediate distributions as well as the final distribution $p_T$ of the forward process. The theoretical underpinnings of the effects of these…