3 citations · 7 across the 10 of their papers we have counts for
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cs.LG2021
Causal Graph Discovery from Self and Mutually Exciting Time Series
Song Wei, Yao Xie, Christopher S. Josef +1
We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series…
cs.LG2021★ 2 cited
Noisy Gradient Descent Converges to Flat Minima for Nonconvex Matrix Factorization
Tianyi Liu, Yan Li, Song Wei +2
Numerous empirical evidences have corroborated the importance of noise in nonconvex optimization problems. The theory behind such empirical observations, however, is still largely…
math.ST2021★ 1 cited
Inferring serial correlation with dynamic backgrounds
Song Wei, Yao Xie, Dobromir Rahnev
Sequential data with serial correlation and an unknown, unstructured, and dynamic background is ubiquitous in neuroscience, psychology, and econometrics. Inferring serial correlati…