相关论文: Independent Innovation Analysis for Nonlinear Vect…

Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…

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…

In this note, we propose a novel approach for a class of autonomous dynamical systems that allows, given some observations of the solutions, to identify its parameters and reconstruct the state vector. This approach relies on proving the…

This study advances the Variational Autoencoder (VAE) framework by addressing challenges in Independent Component Analysis (ICA) under both determined and underdetermined conditions, focusing on enhancing the independence and…

A variable screening procedure via correlation learning was proposed Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is linear, the marginal regression can be highly nonlinear. To…

This paper discusses the different contemporaneous causal interpretations of Panel Vector Autoregressions (PVAR). I show that the interpretation of PVARs depends on the distribution of the causing variable, and can range from average…

The framework of normalizing flows provides a general strategy for flexible variational inference of posteriors over latent variables. We propose a new type of normalizing flow, inverse autoregressive flow (IAF), that, in contrast to…

Recently, nonlinear ICA has surfaced as a popular alternative to the many heuristic models used in deep representation learning and disentanglement. An advantage of nonlinear ICA is that a sophisticated identifiability theory has been…

In several disciplines it is common to find time series measured at irregular observational times. In particular, in astronomy there are a large number of surveys that gather information over irregular time gaps and in more than one…

We present Visual AutoRegressive modeling (VAR), a new generation paradigm that redefines the autoregressive learning on images as coarse-to-fine "next-scale prediction" or "next-resolution prediction", diverging from the standard…

A novel extension of Independent Component and Independent Vector Analysis for blind extraction/separation of one or several sources from time-varying mixtures is proposed. The mixtures are assumed to be separable source-by-source in series…

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.…

Existing automated research systems operate as stateless, linear pipelines -- generating outputs without maintaining any persistent understanding of the research landscape they navigate. They process papers sequentially, propose ideas…

Independent Mechanism Analysis (IMA) seeks to address non-identifiability in nonlinear Independent Component Analysis (ICA) by assuming that the Jacobian of the mixing function has orthogonal columns. As typical in ICA, previous work…

Variational autoencoders (VAEs) rely on amortized variational inference to enable efficient posterior approximation, but this efficiency comes at the cost of a shared parametrization, giving rise to the amortization gap. We propose the…

We address the issue of the testability of instrumental variables derived from observational data. Most existing testable implications are centered on scenarios where the treatment is a discrete variable, e.g., instrumental inequality…

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…

Data augmentation can significantly enhance the performance of machine learning tasks by addressing data scarcity and improving generalization. However, generating time series data presents unique challenges. A model must not only learn a…

Randomized experiments are the gold standard for causal inference. However, traditional assumptions, such as the Stable Unit Treatment Value Assumption (SUTVA), often fail in real-world settings where interference between units is present.…

A method for nonlinear topology identification is proposed, based on the assumption that a collection of time series are generated in two steps: i) a vector autoregressive process in a latent space, and ii) a nonlinear, component-wise,…