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20152026
most citedDiscovering Latent Covariance Structures for Multiple Time Series

12 citations · 30 across the 12 of their papers we have counts for

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9 papers · 1 filter

cs.LG2026

LoCO: Low-rank Compositional Rotation Fine-tuning

An Nguyen, Jaesik Choi, Anh Tong

Parameter-efficient fine-tuning (PEFT) has emerged as an critical technique for adapting large-scale foundation models across natural language processing and computer vision. While…

cs.LG2025

Neural ODE Transformers: Analyzing Internal Dynamics and Adaptive Fine-tuning

Anh Tong, Thanh Nguyen-Tang, Dongeun Lee +5

Recent advancements in large language models (LLMs) based on transformer architectures have sparked significant interest in understanding their inner workings. In this paper, we in…

cs.LG2023★ 6 cited

SigFormer: Signature Transformers for Deep Hedging

Anh Tong, Thanh Nguyen-Tang, Dongeun Lee +2

Deep hedging is a promising direction in quantitative finance, incorporating models and techniques from deep learning research. While giving excellent hedging strategies, models in…

cs.LG2023

CASUAL: Conditional Support Alignment for Domain Adaptation with Label Shift

Anh T Nguyen, Lam Tran, Anh Tong +2

Unsupervised domain adaptation (UDA) refers to a domain adaptation framework in which a learning model is trained based on the labeled samples on the source domain and unlabeled on…

cs.LG2020★ 1 cited

Learning Compositional Sparse Gaussian Processes with a Shrinkage Prior

Anh Tong, Toan Tran, Hung Bui +1

Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitne…

cs.LG2020★ 1 cited

Characterizing Deep Gaussian Processes via Nonlinear Recurrence Systems

Anh Tong, Jaesik Choi

Recent advances in Deep Gaussian Processes (DGPs) show the potential to have more expressive representation than that of traditional Gaussian Processes (GPs). However, there exists…

cs.LG2019

Confirmatory Bayesian Online Change Point Detection in the Covariance Structure of Gaussian Processes

Jiyeon Han, Kyowoon Lee, Anh Tong +1

In the analysis of sequential data, the detection of abrupt changes is important in predicting future changes. In this paper, we propose statistical hypothesis tests for detecting…

cs.LG2016

Searching for Topological Symmetry in Data Haystack

Kallol Roy, Anh Tong, Jaesik Choi

Finding interesting symmetrical topological structures in high-dimensional systems is an important problem in statistical machine learning. Limited amount of available high-dimensi…

cs.LG2015★ 4 cited

The Automatic Statistician: A Relational Perspective

Yunseong Hwang, Anh Tong, Jaesik Choi

Gaussian Processes (GPs) provide a general and analytically tractable way of modeling complex time-varying, nonparametric functions. The Automatic Bayesian Covariance Discovery (AB…