相关论文: Minimum Message Length Autoregressive Moving Avera…

With the rapid growth of the Internet of Things ecosystem, Automatic Modulation Classification (AMC) has become increasingly paramount. However, extended signal lengths offer a bounty of information, yet impede the model's adaptability,…

A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under Gaussianity, it is established that the model is strictly stationary and ergodic. In the…

In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our approach consists in iteratively combining the estimation of…

This work proposes a new minimum distance estimator (MDE) for the parameters of short and long memory models. This bias corrected minimum distance estimator (BCMDE) considers a correction in the usual MDE to account for the bias of the…

Autoregressive models (ARMs) currently constitute the dominant paradigm for large language models (LLMs). Energy-based models (EBMs) represent another class of models, which have historically been less prevalent in LLM development, yet…

Model selection (MS) and model averaging (MA) are two popular approaches when having many candidate models. Theoretically, the estimation risk of an oracle MA is not larger than that of an oracle MS because the former one is more flexible,…

This paper studies the model selection problem in a large class of causal time series models, which includes both the ARMA or AR($\infty$) processes, as well as the GARCH or ARCH($\infty$), APARCH, ARMA-GARCH and many others processes. We…

Generalized additive partial linear models (GAPLMs) are appealing for model interpretation and prediction. However, for GAPLMs, the covariates and the degree of smoothing in the nonparametric parts are often difficult to determine in…

The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective…

We introduce Mechanistic Error Reduction with Abstention (MERA), a principled framework for steering language models (LMs) to mitigate errors through selective, adaptive interventions. Unlike existing methods that rely on fixed, manually…

The ability to predict the behavior of a wireless channel in terms of the frame delivery ratio is quite valuable, and permits, e.g., to optimize the operating parameters of a wireless network at runtime, or to proactively react to the…

A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under Gaussianity. The first one relies on normally distributed…

The ability to reliably predict the future quality of a wireless channel, as seen by the media access control layer, is a key enabler to improve performance of future industrial networks that do not rely on wires. Knowing in advance how…

In statistical modeling area, the Akaike information criterion AIC, is a widely known and extensively used tool for model choice. The {\phi}-divergence test statistic is a recently developed tool for statistical model selection. The…

Prediction of user traffic in cellular networks has attracted profound attention for improving resource utilization. In this paper, we study the problem of network traffic traffic prediction and classification by employing standard machine…

Estimation in GARMA models has traditionally been carried out under the frequentist approach. To date, Bayesian approaches for such estimation have been relatively limited. In the context of GARMA models for count time series, Bayesian…

In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our approach consists in iteratively combining the estimation of…

This paper aims to study data driven model selection criteria for a large class of time series, which includes ARMA or AR($\infty$) processes, as well as GARCH or ARCH($\infty$), APARCH and many others processes. We tackled the challenging…

The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard…

Model averaging (MA), a technique for combining estimators from a set of candidate models, has attracted increasing attention in machine learning and statistics. In the existing literature, there is an implicit understanding that MA can be…