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

We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…

Graphical Transformation Models (GTMs) are introduced as a novel approach to effectively model multivariate data with intricate marginals and complex dependency structures semiparametrically, while maintaining interpretability through the…

Constrained clustering has gained significant attention in the field of machine learning as it can leverage prior information on a growing amount of only partially labeled data. Following recent advances in deep generative models, we…

Clustering mixtures of Gaussian distributions is a fundamental and challenging problem that is ubiquitous in various high-dimensional data processing tasks. While state-of-the-art work on learning Gaussian mixture models has focused…

We propose TimePre, a simple framework that unifies the efficiency of Multilayer Perceptron (MLP)-based models with the distributional flexibility of Multiple Choice Learning (MCL) for Probabilistic Time-Series Forecasting (PTSF).…

Accurate time series forecasting is critical for a wide range of problems with temporal data. Ensemble modeling is a well-established technique for leveraging multiple predictive models to increase accuracy and robustness, as the…

We investigate model assessment and selection in a changing environment, by synthesizing datasets from both the current time period and historical epochs. To tackle unknown and potentially arbitrary temporal distribution shift, we develop…

Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…

We present a new subspace-based method to construct probabilistic models for high-dimensional data and highlight its use in anomaly detection. The approach is based on a statistical estimation of probability density using densities of…

With an ever-increasing number of sensors in modern society, spatio-temporal time series forecasting has become a de facto tool to make informed decisions about the future. Most spatio-temporal forecasting models typically comprise distinct…

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Multimodal regression is a fundamental task, which integrates the information from different sources to improve the performance of follow-up applications. However, existing methods mainly focus on improving the performance and often ignore…

The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…

Conventional deep models have achieved unprecedented success in time series forecasting. However, facing the challenge of cross-domain generalization, existing studies utilize statistical prior as prompt engineering fails under the huge…

Learning parameters from voluminous data can be prohibitive in terms of memory and computational requirements. We propose a "compressive learning" framework where we estimate model parameters from a sketch of the training data. This sketch…

Time Series Forecasting (TSF) is a widely researched topic with broad applications in weather forecasting, traffic control, and stock price prediction. Extreme values in time series often significantly impact human and natural systems, but…

We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

Big time series are increasingly available from an ever wider range of IoT-enabled sensors deployed in various environments. Significant insights can be gained by mining temporal patterns from these time series. Temporal pattern mining…

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…