相关论文: TimeGMM: Single-Pass Probabilistic Forecasting via…

Probabilistic forecasting of irregularly sampled multivariate time series with missing values is an important problem in many fields, including health care, astronomy, and climate. State-of-the-art methods for the task estimate only…

Score-based generative models (SGMs) are powerful tools to sample from complex data distributions. Their underlying idea is to (i) run a forward process for time $T_1$ by adding noise to the data, (ii) estimate its score function, and (iii)…

Mixture modelling using elliptical distributions promises enhanced robustness, flexibility and stability over the widely employed Gaussian mixture model (GMM). However, existing studies based on the elliptical mixture model (EMM) are…

Despite recent progress in time-series foundation models, challenges persist in improving representation learning and adapting to diverse downstream tasks. We introduce a General Time-series Model (GTM), which advances representation…

Improving the predictive accuracy of a dynamics model is crucial to obtaining good control performance and safety from Model Predictive Controllers (MPC). One approach involves learning unmodelled (residual) dynamics, in addition to nominal…

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Various probabilistic time series forecasting models have sprung up and shown remarkably good performance. However, the choice of model highly relies on the characteristics of the input time series and the fixed distribution that the model…

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

We develop here a semiparametric Gaussian mixture model (SGMM) for unsupervised learning with valuable spatial information taken into consideration. Specifically, we assume for each instance a random location. Then, conditional on this…

Variational inference with Gaussian mixture models (GMMs) enables learning of highly tractable yet multi-modal approximations of intractable target distributions with up to a few hundred dimensions. The two currently most effective methods…

Diffusion models can generate a variety of high-quality images by modeling complex data distributions. Trained diffusion models can also be very effective image priors for solving inverse problems. Most of the existing diffusion-based…

Growth mixture models (GMMs) incorporate both conventional random effects growth modeling and latent trajectory classes as in finite mixture modeling; therefore, they offer a way to handle the unobserved heterogeneity between subjects in…

Urban flow prediction is a spatio-temporal modeling task that estimates the throughput of transportation services like buses, taxis, and ride-sharing, where data-driven models have become the most popular solution in the past decade.…

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

The estimation of Remaining Useful Life (RUL) plays a pivotal role in intelligent manufacturing systems and Industry 4.0 technologies. While recent advancements have improved RUL prediction, many models still face interpretability and…

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Gaussian Mixture Models are a powerful tool in Data Science and Statistics that are mainly used for clustering and density approximation. The task of estimating the model parameters is in practice often solved by the Expectation…

Models for human choice prediction in preference learning and psychophysics often consider only binary response data, requiring many samples to accurately learn preferences or perceptual detection thresholds. The response time (RT) to make…

Traffic flow forecasting is essential for managing congestion, improving safety, and optimizing various transportation systems. However, it remains a prevailing challenge due to the stochastic nature of urban traffic and environmental…

Accurately forecasting commodity demand remains a critical challenge due to volatile market dynamics, nonlinear dependencies, and the need for economically consistent predictions. This paper introduces PREIG, a novel deep learning framework…