activity
20182023
most citedReservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data

25 citations · 31 across the 6 of their papers we have counts for

collaborators

6 papers

stat.ML2023

Learning variational autoencoders via MCMC speed measures

Marcel Hirt, Vasileios Kreouzis, Petros Dellaportas

Variational autoencoders (VAEs) are popular likelihood-based generative models which can be efficiently trained by maximizing an Evidence Lower Bound (ELBO). There has been much pr…

stat.AP2022

A Bayesian framework for genome-wide inference of DNA methylation levels

Marcel Hirt, Axel Finke, Alexandros Beskos +4

DNA methylation is an important epigenetic mark that has been studied extensively for its regulatory role in biological processes and diseases. WGBS allows for genome-wide measurem…

econ.EM2022★ 25 cited

Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data

Giovanni Ballarin, Petros Dellaportas, Lyudmila Grigoryeva +3

Macroeconomic forecasting has recently started embracing techniques that can deal with large-scale datasets and series with unequal release periods. MIxed-DAta Sampling (MIDAS) and…

stat.CO2021

Entropy-based adaptive Hamiltonian Monte Carlo

Marcel Hirt, Michalis K. Titsias, Petros Dellaportas

Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used…

stat.ML2019★ 1 cited

Copula-like Variational Inference

Marcel Hirt, Petros Dellaportas, Alain Durmus

This paper considers a new family of variational distributions motivated by Sklar's theorem. This family is based on new copula-like densities on the hypercube with non-uniform mar…

stat.ML2018★ 5 cited

Scalable Bayesian Learning for State Space Models using Variational Inference with SMC Samplers

Marcel Hirt, Petros Dellaportas

We present a scalable approach to performing approximate fully Bayesian inference in generic state space models. The proposed method is an alternative to particle MCMC that provide…