相关论文: Order determination in general vector autoregressi…

Identifying the number of lags to include in an autoregressive model remains an open research problem due to the computational burden of treating it as a hyperparameter, especially in complex models. This study explores model-agnostic…

In this article, we introduce and study a one sided tempered stable first order autoregressive model called TAR(1). Under the assumption of stationarity of the model, the marginal probability density function of the error term is found. It…

We posit that autoregressive flow models are well-suited to performing a range of causal inference tasks - ranging from causal discovery to making interventional and counterfactual predictions. In particular, we exploit the fact that…

Composing autoregressive models remains a core challenge in understanding how large language models can combine behaviors or skills learned across tasks. We introduce a new and principled composition strategy for autoregressive systems,…

The last decade has seen a revolution in the theory and application of machine learning and pattern recognition. Through these advancements, variable ranking has emerged as an active and growing research area and it is now beginning to be…

Ranking lists are often provided at regular time intervals in a range of applications, including economics, sports, marketing, and politics. Most popular methods for rank-order data postulate a linear specification for the latent scores,…

Can autoregressive large language models (LLMs) learn consistent probability distributions when trained on sequences in different token orders? We prove formally that for any well-defined probability distribution, sequence perplexity is…

The condition of parameter identifiability is essential for the consistency of all estimators and is often challenging to prove. As a consequence, this condition is often assumed for simplicity although this may not be straightforward to…

Training autoregressive models to better predict under the test metric, instead of maximizing the likelihood, has been reported to be beneficial in several use cases but brings additional complications, which prevent wider adoption. In this…

We theoretically and experimentally investigate tensor-based regression and classification. Our focus is regularization with various tensor norms, including the overlapped trace norm, the latent trace norm, and the scaled latent trace norm.…

Stationarity is a very common assumption in time series analysis. A vector autoregressive process is stationary if and only if the roots of its characteristic equation lie outside the unit circle, constraining the autoregressive coefficient…

State-of-the-art results in typical classification tasks are mostly achieved by unexplainable machine learning methods, like deep neural networks, for instance. Contrarily, in this paper, we investigate the application of rule learning…

Researchers are often interested in drawing inferences regarding the order between two experimental groups on the basis of multivariate response data. Since standard multivariate methods are designed for two-sided alternatives, they may not…

This paper provides an entire inference procedure for the autoregressive model under (conditional) heteroscedasticity of unknown form with a finite variance. We first establish the asymptotic normality of the weighted least absolute…

We consider to learn a causal ordering of variables in a linear non-Gaussian acyclic model called LiNGAM. Several existing methods have been shown to consistently estimate a causal ordering assuming that all the model assumptions are…

Biased sampling designs can be highly efficient when studying rare (binary) or low variability (continuous) endpoints. We consider longitudinal data settings in which the probability of being sampled depends on a repeatedly measured…

Accurate gene regulatory networks can be used to explain the emergence of different phenotypes, disease mechanisms, and other biological functions. Many methods have been proposed to infer networks from gene expression data but have been…

Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately predict future observations. For instance, each element of an observation vector…

Time series classification is crucial for numerous scientific and engineering applications. In this article, we present a numerically efficient, practically competitive, and theoretically rigorous classification method for distinguishing…

The second-largest order statistic is of special importance in reliability theory since it represents the time to failure of a $2$-out-of-$n$ system. Consider two $2$-out-of-$n$ systems with heterogeneous random lifetimes. The lifetimes are…