相关论文: Bayesian Inference in Recurrent Explicit Duration …

Fluid thermodynamics underpins atmospheric dynamics, climate science, industrial applications, and energy systems. However, direct numerical simulations (DNS) of such systems can be computationally prohibitive. To address this, we present a…

In a data stream environment, classification models must handle concept drift efficiently and effectively. Ensemble methods are widely used for this purpose; however, the ones available in the literature either use a large data chunk to…

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

The nonlinearity of dynamics in systems biology makes it hard to infer them from experimental data. Simple linear models are computationally efficient, but cannot incorporate these important nonlinearities. An adaptive method based on the…

Many modern time-series datasets contain large numbers of output response variables sampled for prolonged periods of time. For example, in neuroscience, the activities of 100s-1000's of neurons are recorded during behaviors and in response…

We extend Neural Processes (NPs) to sequential data through Recurrent NPs or RNPs, a family of conditional state space models. RNPs model the state space with Neural Processes. Given time series observed on fast real-world time scales but…

In this paper, we develop a new sequential regression modeling approach for data streams. Data streams are commonly found around us, e.g in a retail enterprise sales data is continuously collected every day. A demand forecasting model is an…

Recurrent Neural Networks (RNNs) have become the state-of-the-art choice for extracting patterns from temporal sequences. However, current RNN models are ill-suited to process irregularly sampled data triggered by events generated in…

In this work, we propose a novel probabilistic sequence model that excels at capturing high variability in time series data, both across sequences and within an individual sequence. Our method uses temporal latent variables to capture…

We introduce a deep residual recurrent neural network (DR-RNN) as an efficient model reduction technique for nonlinear dynamical systems. The developed DR-RNN is inspired by the iterative steps of line search methods in finding the residual…

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Over the past couple of decades, many active learning acquisition functions have been proposed, leaving practitioners with an unclear choice of which to use. Bayesian-based active learning offers principled objectives with explainable…

Reinforcement learning from expert demonstrations has long remained a challenging research problem, and existing state-of-the-art methods using behavioral cloning plus further RL training often suffer from poor generalization, low sample…

While differentiable logic gates have shown promise in feedforward networks, their application to sequential modeling remains unexplored. This paper presents the first implementation of Recurrent Deep Differentiable Logic Gate Networks…

The evolution of images with physics-based dynamics is often spatially localized and nonlinear. A switching linear dynamic system (SLDS) is a natural model under which to pose such problems when the system's evolution randomly switches over…

Reinforcement Learning-based Recommender Systems (RLRS) have shown promise across a spectrum of applications, from e-commerce platforms to streaming services. Yet, they grapple with challenges, notably in crafting reward functions and…

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [1991, A log-linear…

This paper introduces sparse dynamic chain graph models for network inference in high dimensional non-Gaussian time series data. The proposed method parametrized by a precision matrix that encodes the intra time-slice conditional…

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…