相关论文: Forecasting the CATS benchmark with the Double Vec…

A novel forecast combination and weighted quantile based tail-risk forecasting framework is proposed, aiming to reduce the impact of modelling uncertainty in tail-risk forecasting. The proposed approach is based on a two-step estimation…

We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are…

A semi-parametric joint Value-at-Risk (VaR) and Expected Shortfall (ES) forecasting framework employing multiple realized measures is developed. The proposed framework extends the realized exponential GARCH model to be semi-parametrically…

We consider the problem of forecasting multiple values of the future of a vector time series, using some past values. This problem, and related ones such as one-step-ahead prediction, have a very long history, and there are a number of…

Recently, video diffusion models (VDMs) have garnered significant attention due to their notable advancements in generating coherent and realistic video content. However, processing multiple frame features concurrently, coupled with the…

We develop and demonstrate a classification system constituted by several Support Vector Machines (SVM) classifiers, which can be applied to select quasar candidates from large sky survey projects, such as SDSS, UKIDSS, GALEX. How to…

In this work, we developed and tested 3 techniques for vector quantization (VQ) based model weight compression. To mitigate codebook collapse and enable end-to-end training, we adopted cosine similarity-based assignment. Building on ideas…

In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…

The diffusion model has gained popularity in vision applications due to its remarkable generative performance and versatility. However, high storage and computation demands, resulting from the model size and iterative generation, hinder its…

A novel linear classification method that possesses the merits of both the Support Vector Machine (SVM) and the Distance-weighted Discrimination (DWD) is proposed in this article. The proposed Distance-weighted Support Vector Machine method…

The Boolean satisfiability problem (SAT) is of central importance in both theory and practice. Yet, most provable guarantees for quantum algorithms rely exclusively on Grover-type methods that cap the possible advantage at only quadratic…

Multivariate data analysis techniques have the potential to improve physics analyses in many ways. The common classification problem of signal/background discrimination is one example. The Support Vector Machine learning algorithm is a…

Recent studies have demonstrated improved skill in numerical weather prediction via the use of spatially correlated observation error covariance information in data assimilation systems. In this case, the observation weighting matrices…

The support vector machine (SVM) algorithm is well known to the computer learning community for its very good practical results. The goal of the present paper is to study this algorithm from a statistical perspective, using tools of…

Structural Health Monitoring (SHM) ensures the safety and longevity of infrastructure by enabling timely damage detection. Vision-based crack detection, combined with UAVs, addresses the limitations of traditional sensor-based SHM methods…

The vector quantization is a widely used method to map continuous representation to discrete space and has important application in tokenization for generative mode, bottlenecking information and many other tasks in machine learning. Vector…

Standard sequence mixing layers used in language models struggle to balance efficiency and performance. Self-attention performs well on long context tasks but has expensive quadratic compute and linear memory costs, while linear attention…

Vector Quantization (VQ) has emerged as a prominent weight compression technique, showcasing substantially lower quantization errors than uniform quantization across diverse models, particularly in extreme compression scenarios. However,…

Variational Quantum Algorithms (VQAs) are promising candidates for finding practical applications of near to mid-term quantum computers. There has been an increasing effort to study the intricacies of VQAs, such as the presence or absence…

Methods to quantify the complexity of trajectory datasets are still a missing piece in benchmarking human trajectory prediction models. In order to gain a better understanding of the complexity of trajectory prediction tasks and following…