相关论文: Zero-Shot Time Series Forecasting with Covariates …

The extraction of invariant causal relationships from time series data with environmental attributes is critical for robust decision-making in domains such as climate science and environmental monitoring. However, existing methods either…

A modern paradigm for generalization in machine learning and AI consists of pre-training a task-agnostic foundation model, generally obtained using self-supervised and multimodal contrastive learning. The resulting representations can be…

Predicting sets of outcomes -- instead of unique outcomes -- is a promising solution to uncertainty quantification in statistical learning. Despite a rich literature on constructing prediction sets with statistical guarantees, adapting to…

Multivariate forecasting with Transformers faces a core scalability challenge: modeling cross-channel dependencies via attention compounds attention's quadratic sequence complexity with quadratic channel scaling, making full cross-channel…

The estimation of regression parameters in spatially referenced data plays a crucial role across various scientific domains. A common approach involves employing an additive regression model to capture the relationship between observations…

Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains. Insofar as scaling has been a critical driver of performance of foundation models in…

Although deep neural networks enable impressive visual perception performance for autonomous driving, their robustness to varying weather conditions still requires attention. When adapting these models for changed environments, such as…

We present a new method, called $x$-cut cosmic shear, which optimally removes sensitivity to poorly modeled scales from the two-point cosmic shear signal. We show that the $x$-cut cosmic shear covariance matrix can be computed from the…

Object recognition systems usually require fully complete manually labeled training data to train the classifier. In this paper, we study the problem of object recognition where the training samples are missing during the classifier…

Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and…

Zero-Shot Learning (ZSL) aims at classifying unlabeled objects by leveraging auxiliary knowledge, such as semantic representations. A limitation of previous approaches is that only intrinsic properties of objects, e.g. their visual…

The paper considers simultaneous nonparametric inference for a wide class of M-regression models with time-varying coefficients. The covariates and errors of the regression model are tackled as a general class of nonstationary time series…

Learning predictive models from small high-dimensional data sets is a key problem in high-dimensional statistics. Expert knowledge elicitation can help, and a strong line of work focuses on directly eliciting informative prior distributions…

In spatio-temporal analysis, we often record data at specific time intervals but with varying spatial locations between these timepoints. We propose a conditional model to analyze such spatio-temporal data that accommodates the dependencies…

We address the problem of uncertainty quantification in time series forecasting by exploiting observations at correlated sequences. Relational deep learning methods leveraging graph representations are among the most effective tools for…

We propose a nonparametric method for dynamic prediction in event history analysis with high-dimensional, time-dependent covariates. The approach estimates future conditional hazards by combining landmarking supermodels with gradient…

We introduce a closed-form method for identification of discrete-time linear time-variant systems from data, formulating the learning problem as a regularized least squares problem where the regularizer favors smooth solutions within a…

Advancements in data collection techniques and the heterogeneity of data resources can yield high percentages of missing observations on variables, such as block-wise missing data. Under missing-data scenarios, traditional methods such as…

How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To…

The vast majority of time-series forecasting approaches require a substantial training dataset. However, many real-life forecasting applications have very little initial observations, sometimes just 40 or fewer. Thus, the applicability of…