2 papers
stat.ML2023
Deep Functional Factor Models: Forecasting High-Dimensional Functional Time Series via Bayesian Nonparametric Factorization
Yirui Liu, Xinghao Qiao, Yulong Pei +1
This paper introduces the Deep Functional Factor Model (DF2M), a Bayesian nonparametric model designed for analysis of high-dimensional functional time series. DF2M is built upon t…
stat.ML2022
EEGNN: Edge Enhanced Graph Neural Network with a Bayesian Nonparametric Graph Model
Yirui Liu, Xinghao Qiao, Liying Wang +1
Training deep graph neural networks (GNNs) poses a challenging task, as the performance of GNNs may suffer from the number of hidden message-passing layers. The literature has focu…