相关论文: FNETS: Factor-adjusted network estimation and fore…

We propose a novel framework for analyzing multivariate time series (MTS) data by integrating non-negative matrix factorization (NMF) with vector autoregression (VAR). Termed NMF-VAR, this method models the coefficient matrix of NMF as a…

Federated learning of causal estimands offers a powerful strategy to improve estimation efficiency by leveraging data from multiple study sites while preserving privacy. Existing literature has primarily focused on the average treatment…

We present an end-to-end head-pose estimation network designed to predict Euler angles through the full range head yaws from a single RGB image. Existing methods perform well for frontal views but few target head pose from all viewpoints.…

Although deep networks have been widely adopted, one of their shortcomings has been their blackbox nature. One particularly difficult problem in machine learning is multivariate time series (MVTS) classification. MVTS data arise in many…

To solve high-dimensional parameter-dependent partial differential equations (pPDEs), a neural network architecture is presented. It is constructed to map parameters of the model data to corresponding finite element solutions. To improve…

The Expectation Maximization (EM) algorithm is the default algorithm for inference in latent variable models. As in any other field of machine learning, applications of latent variable models to very large datasets make the use of advanced…

A major challenge for causal inference from time-series data is the trade-off between computational feasibility and accuracy. Motivated by process motifs for lagged covariance in an autoregressive model with slow mean-reversion, we propose…

We reconcile the two worlds of dense and sparse modeling by exploiting the positive aspects of both. We employ a factor model and assume {the dynamic of the factors is non-pervasive while} the idiosyncratic term follows a sparse vector…

Recent research in time series forecasting has explored integrating multimodal features into models to improve accuracy. However, the accuracy of such methods is constrained by three key challenges: inadequate extraction of fine-grained…

We propose FMEnets, a physics-informed machine learning framework for the design and analysis of non-ideal plug flow reactors. FMEnets integrates the fundamental governing equations (Navier-Stokes for fluid flow, material balance for…

Tensor time series data appears naturally in a lot of fields, including finance and economics. As a major dimension reduction tool, similar to its factor model counterpart, the idiosyncratic components of a tensor time series factor model…

Optimal decision-making in social settings is often based on forecasts from time series (TS) data. Recently, several approaches using deep neural networks (DNNs) such as recurrent neural networks (RNNs) have been introduced for TS…

We propose a dynamic factor model (DFM) where the latent factors are linked to observed variables with unknown and potentially nonlinear functions. The key novelty and source of flexibility of our approach is a nonparametric observation…

We consider weighted directed networks for analysing, over the period 2000-2013, the interdependencies between volatilities of a large panel of stocks belonging to the S\&P100 index. In particular, we focus on the so-called {\it Long-Run…

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Multivariate time-series (MTS) forecasting is a challenging task in many real-world non-stationary dynamic scenarios. In addition to intra-series temporal signals, the inter-series dependency also plays a crucial role in shaping future…

This paper investigates the role of high-dimensional information sets in the context of Markov switching models with time varying transition probabilities. Markov switching models are commonly employed in empirical macroeconomic research…

We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…

We propose rectified factor networks (RFNs) to efficiently construct very sparse, non-linear, high-dimensional representations of the input. RFN models identify rare and small events in the input, have a low interference between code units,…

Deep neural networks (DNNs) have achieved great success in the area of computer vision. The disparity estimation problem tends to be addressed by DNNs which achieve much better prediction accuracy than traditional hand-crafted feature-based…