104 citations · 167 across the 12 of their papers we have counts for
4 papers · 1 filter
GOPHER: Categorical probabilistic forecasting with graph structure via local continuous-time dynamics
Ke Alexander Wang, Danielle Maddix, Yuyang Wang
We consider the problem of probabilistic forecasting over categories with graph structure, where the dynamics at a vertex depends on its local connectivity structure. We present GO…
Dynamic Regret for Strongly Adaptive Methods and Optimality of Online KRR
Dheeraj Baby, Hilaf Hasson, Yuyang Wang
We consider the framework of non-stationary Online Convex Optimization where a learner seeks to control its dynamic regret against an arbitrary sequence of comparators. When the lo…
Learning Quantile Functions without Quantile Crossing for Distribution-free Time Series Forecasting
Youngsuk Park, Danielle Maddix, François-Xavier Aubet +3
Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint lear…
Deep Explicit Duration Switching Models for Time Series
Abdul Fatir Ansari, Konstantinos Benidis, Richard Kurle +5
Many complex time series can be effectively subdivided into distinct regimes that exhibit persistent dynamics. Discovering the switching behavior and the statistical patterns in th…