Concept

Autoregressive model

Related publications (125)

On the rate of convergence for the autocorrelation operator in functional autoregression

We consider the problem of estimating the autocorrelation operator of an autoregressive Hilbertian process. By means of a Tikhonov approach, we establish a general result that yields the convergence rate of the estimated autocorrelation operator as a funct ...

ELSEVIER2022

Momentum-Based Policy Gradient with Second-Order Information

Patrick Thiran, Negar Kiyavash, Mohammadsadegh Khorasani, Saber Salehkaleybar

Variance-reduced gradient estimators for policy gradient methods have been one of the main focus of research in the reinforcement learning in recent years as they allow acceleration of the estimation process. We propose a variance-reduced policy-gradient m ...

2022

Assortment optimization using an attraction model in an omnichannel environment

Ralf Seifert, Andrey Vasilyev, Sebastian Maier

Making assortment decisions is becoming an increasingly difficult task for many retailers worldwide as they implement omnichannel initiatives. Discrete choice modeling lies at the core of this challenge, yet existing models do not sufficiently account for ...

ELSEVIER2022

Sparsely Observed Functional Time Series: Theory and Applications

Tomas Rubin

Functional time series is a temporally ordered sequence of not necessarily independent random curves. While the statistical analysis of such data has been traditionally carried out under the assumption of completely observed functional data, it may well ha ...

EPFL2021

Learning Bollobas-Riordan Graphs Under Partial Observability

Ali H. Sayed, Michele Cirillo

This work examines the problem of learning the topology of a network (graph learning) from the signals produced at a subset of the network nodes (partial observability). This challenging problem was recently tackled assuming that the topology is drawn acco ...

IEEE2021

Efficient Depth-based Deep Learning Methods for Multi-Party Pose Estimation

Angel Noe Martinez Gonzalez

Human detection and pose estimation are essential components for any artificial system responsive to the presence of humans and that react according to human-centered tasks. Robotic systems are typical examples, for which the body pose represents fine grai ...

EPFL2021

Bioclimatic conditions of the Lower Silesia region (South-West Poland) from 1966 to 2017

Paolo Perona

This work analyses the temporal and spatial characteristics of bioclimatic conditions in the Lower Silesia region. The daily time values (12UTC) of meteorological variables in the period 1966–2017 from seven synoptic stations of the Institute of Meteorolog ...

Springer2020

Transformers are RNNs: Fast Autoregressive Transformers with Linear Attention

François Fleuret, Nikolaos Pappas, Angelos Katharopoulos, Apoorv Vyas

Transformers achieve remarkable performance in several tasks but due to their quadratic complexity, with respect to the input’s length, they are prohibitively slow for very long sequences. To address this limitation, we express the self-attention as a line ...

Idiap2020

Functional lagged regression with sparse noisy observations

Victor Panaretos, Tomas Rubin

A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time series are not always ...

WILEY2020

Removing Structured Noise With Self-Supervised Blind-Spot Networks

Martin Weigert

Removal of noise from fluorescence microscopy images is an important first step in many biological analysis pipelines. Current state-of-the-art supervised methods employ convolutional neural networks that are trained with clean (ground-truth) images. Recen ...

IEEE2020

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