相关论文: Streaming Bayesian Modeling for predicting Fat-Tai…

In this work, a novel approach for the construction and training of time series models is presented that deals with the problem of learning on large time series with non-equispaced observations, which at the same time may possess features…

Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…

We develop a predictive-first optimisation framework for streaming hidden Markov models. Unlike classical approaches that prioritise full posterior recovery under a fully specified generative model, we assume access to regime-specific…

This manuscript develops computationally efficient online learning for multivariate spatiotemporal models. The method relies on matrix-variate Gaussian distributions, dynamic linear models, and Bayesian predictive stacking to efficiently…

Long-tailed classification is challenging due to its heavy imbalance in class probabilities. While existing methods often focus on overall accuracy or accuracy for tail classes, they overlook a critical aspect: certain types of errors can…

Robots rely on motion planning to navigate safely and efficiently while performing various tasks. In this paper, we investigate motion planning through Bayesian inference, where motion plans are inferred based on planning objectives and…

Recent developments in statistical regression methodology shift away from pure mean regression towards distributional regression models. One important strand thereof is that of conditional transformation models (CTMs). CTMs infer the entire…

Latent position network models are a versatile tool in network science; applications include clustering entities, controlling for causal confounders, and defining priors over unobserved graphs. Estimating each node's latent position is…

We propose a parsimonious quantile regression framework to learn the dynamic tail behaviors of financial asset returns. Our model captures well both the time-varying characteristic and the asymmetrical heavy-tail property of financial time…

We consider Bayesian inverse problems wherein the unknown state is assumed to be a function with discontinuous structure a priori. A class of prior distributions based on the output of neural networks with heavy-tailed weights is…

Deep learning is a popular machine learning approach which has achieved a lot of progress in all traditional machine learning areas. Internet of thing (IoT) and Smart City deployments are generating large amounts of time-series sensor data…

Multivariate Time Series Forecasting (MTSF) plays a crucial role across diverse fields, ranging from economic, energy, to traffic. In recent years, deep learning has demonstrated outstanding performance in MTSF tasks. In MTSF, modeling the…

The Gaussian process latent variable model (GPLVM) is a popular probabilistic method used for nonlinear dimension reduction, matrix factorization, and state-space modeling. Inference for GPLVMs is computationally tractable only when the…

Time series, typically represented as numerical sequences, can also be transformed into images and texts, offering multi-modal views (MMVs) of the same underlying signal. These MMVs can reveal complementary patterns and enable the use of…

In complex systems such as turbulent flows and financial markets, the dynamics in long and short time-lags, signaled by Gaussian and fat-tailed statistics, respectively, calls for a unified description. To address this issue we analyze a…

Adaptive time series forecasting is essential for prediction under regime changes. Several classical methods assume linear Gaussian state space model (LGSSM) with variances constant in time. However, there are many real-world processes that…

The recently introduced class of simultaneous graphical dynamic linear models (SGDLMs) defines an ability to scale on-line Bayesian analysis and forecasting to higher-dimensional time series. This paper advances the methodology of SGDLMs,…

Federated learning (FL) allows multiple clients to collaboratively learn a globally shared model through cycles of model aggregation and local model training, without the need to share data. Most existing FL methods train local models…

Language-based foundation models, such as large language models (LLMs) or large vision-language models (LVLMs), have been widely studied in long-tailed recognition. However, the need for linguistic data is not applicable to all practical…

We explore the use of higher-order tail area approximations for Bayesian simulation. These approximations give rise to an alternative simulation scheme to MCMC for Bayesian computation of marginal posterior distributions for a scalar…