7 citations · 23 across the 7 of their papers we have counts for
4 papers · 1 filter
SAMoSSA: Multivariate Singular Spectrum Analysis with Stochastic Autoregressive Noise
Abdullah Alomar, Munther Dahleh, Sean Mann +1
The well-established practice of time series analysis involves estimating deterministic, non-stationary trend and seasonality components followed by learning the residual stochasti…
CausalSim: A Causal Framework for Unbiased Trace-Driven Simulation
Abdullah Alomar, Pouya Hamadanian, Arash Nasr-Esfahany +3
We present CausalSim, a causal framework for unbiased trace-driven simulation. Current trace-driven simulators assume that the interventions being simulated (e.g., a new algorithm)…
PerSim: Data-Efficient Offline Reinforcement Learning with Heterogeneous Agents via Personalized Simulators
Anish Agarwal, Abdullah Alomar, Varkey Alumootil +4
We consider offline reinforcement learning (RL) with heterogeneous agents under severe data scarcity, i.e., we only observe a single historical trajectory for every agent under an…
On Multivariate Singular Spectrum Analysis: Tensor and Matrix Variants
Anish Agarwal, Abdullah Alomar, Devavrat Shah
We introduce and analyze two extensions of Singular Spectrum Analysis (SSA) to the multivariate setting: a new variant of the well-known matrix-based method (mSSA), and a novel ten…