相关论文: Efficiently Generating Correlated Sample Paths fro…

The success of the model predictive path integral control (MPPI) approach depends on the appropriate selection of the input distribution used for sampling. However, it can be challenging to select inputs that satisfy output constraints in…

Copula-based models provide a great deal of flexibility in modelling multivariate distributions, allowing for the specifications of models for the marginal distributions separately from the dependence structure (copula) that links them to…

This paper presents a new conformal method for generating simultaneous forecasting bands guaranteed to cover the entire path of a new random trajectory with sufficiently high probability. Prompted by the need for dependable uncertainty…

The non-linear autoregressive (NLAR) model plays an important role in modeling and predicting time series. One-step ahead prediction is straightforward using the NLAR model, but the multi-step ahead prediction is cumbersome. For instance,…

Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN,…

Model-based reinforcement learning is an appealing framework for creating agents that learn, plan, and act in sequential environments. Model-based algorithms typically involve learning a transition model that takes a state and an action and…

Instance-wise feature selection and ranking methods can achieve a good selection of task-friendly features for each sample in the context of neural networks. However, existing approaches that assume feature subsets to be independent are…

Fitting sparse models to high-dimensional time series is an important area of statistical inference. In this paper we consider sparse vector autoregressive models and develop appropriate bootstrap methods to infer properties of such…

Capturing complex dependence structures between outcome variables (e.g., study endpoints) is of high relevance in contemporary biomedical data problems and medical research. Distributional copula regression provides a flexible tool to model…

We investigate real-time tracking of two correlated stochastic processes over a shared wireless channel. The joint evolution of the processes is modeled as a two-dimensional discrete-time Markov chain. Each process is observed by a…

Real-world data often exhibits sequential dependence, across diverse domains such as human behavior, medicine, finance, and climate modeling. Probabilistic methods capture the inherent uncertainty associated with prediction in these…

Many recently introduced enhanced sampling techniques are based on biasing coarse descriptors (collective variables) of a molecular system on the fly. Sometimes the calculation of such collective variables is expensive and becomes a…

Sampling strategies have been widely applied in many recommendation systems to accelerate model learning from implicit feedback data. A typical strategy is to draw negative instances with uniform distribution, which however will severely…

The empirical beta copula is a simple but effective smoother of the empirical copula. Because it is a genuine copula, from which, moreover, it is particularly easy to sample, it is reasonable to expect that resampling procedures based on…

Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…

We propose a computationally efficient random walk on a convex body which rapidly mixes and closely tracks a time-varying log-concave distribution. We develop general theoretical guarantees on the required number of steps; this number can…

Generative modeling over discrete structures underpins applications across deep learning, from biological sequence design and code generation to large language models, yet generation often remains sequential, relying on autoregressive…

Local climate information is crucial for impact assessment and decision-making, yet coarse global climate simulations cannot capture small-scale phenomena. Current statistical downscaling methods infer these phenomena as temporally…

Future trajectories play an important role across domains such as autonomous driving, hurricane forecasting, and epidemic modeling, where practitioners commonly generate ensemble paths by sampling probabilistic models or leveraging multiple…

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…