相关论文: A tutorial on reproducing a predefined autocovaria…

We propose an efficient numerical strategy for simulating fluid flow through porous media with highly oscillatory characteristics. Specifically, we consider non-linear diffusion models. This scheme is based on the classical homogenization…

Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a…

As Vision-Language Models (VLMs) become increasingly sophisticated and widely used, it becomes more and more crucial to understand their decision-making process. Traditional explainability methods, designed for classification tasks,…

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…

High-dimensional time series has diverse applications in econometrics and finance. Recent models for capturing temporal dependence have employed a bilinear representation for matrix time series, or the Tucker-decomposition based…

Paradoxically, while the assumptions of second-order stationarity and isotropy appear outdated in light of modern spatial data, they remain remarkably robust in practice, as nonstationary methods often provide marginal improvements in…

We propose a novel recursive system identification algorithm for linear autoregressive systems with skewed innovations. The algorithm is based on the variational Bayes approximation of the model with a multivariate normal prior for the…

In sequence-to-sequence Transformer ASR, autoregressive (AR) models achieve strong accuracy but suffer from slow decoding, while non-autoregressive (NAR) models enable parallel decoding at the cost of degraded performance. We propose a…

The factor modeling for high-dimensional time series is powerful in discovering latent common components for dimension reduction and information extraction. Most available estimation methods can be divided into two categories: the…

Accurate tracking of planned trajectories in the presence of perturbations is an important problem in control and robotics. Symmetry is a fundamental mathematical feature of many dynamical systems and exploiting this property offers the…

Recently, autoregressive (AR) language models have emerged as a dominant approach in speech synthesis, offering expressive generation and scalable training. However, conventional AR speech synthesis models relying on the next-token…

We present a discrete-time formulation for the autonomous learning conjecture. The main feature of this formulation is the possibility to apply the autonomous learning scheme to systems in which the errors with respect to target functions…

The latent space of generative modeling is long dominated by the VAE encoder. The latents from the pretrained representation encoders (e.g., DINO, SigLIP, MAE) are previously considered inappropriate for generative modeling. Recently, RAE…

We propose a model selection approach for covariance estimation of a multi-dimensional stochastic process. Under very general assumptions, observing i.i.d replications of the process at fixed observation points, we construct an estimator of…

Conventional wisdom suggests that autoregressive models are used to process discrete data. When applied to continuous modalities such as visual data, Visual AutoRegressive modeling (VAR) typically resorts to quantization-based approaches to…

In this work we consider a relativistic drift-kinetic model for runaway electrons along with a Fokker-Planck operator for small-angle Coulomb collisions, a radiation damping operator, and a secondary knock-on (Boltzmann) collision source.…

We propose a new class of models specifically tailored for spatio-temporal data analysis. To this end, we generalize the spatial autoregressive model with autoregressive and heteroskedastic disturbances, i.e. SARAR(1,1), by exploiting the…

High-dimensional vector autoregressive (VAR) models have numerous applications in fields such as econometrics, biology, climatology, among others. While prior research has mainly focused on linear VAR models, these approaches can be…

Automatic workflow composition (AWC) is a relevant problem in automated machine learning (AutoML) that allows finding suitable sequences of preprocessing and prediction models together with their optimal hyperparameters. This problem can be…

Motivated by a variety of applications, high-dimensional time series have become an active topic of research. In particular, several methods and finite-sample theories for individual stable autoregressive processes with known lag have…