We consider the problem of modeling multivariate time series with parsimonious dynamical models which can be represented as sparse dynamic Bayesian networks with few latent nodes. This structure translates into a sparse plus low rank model. In this paper, we propose a Gaussian regression approach to identify such a mod…
arXiv research
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Unified framework HASSLE-free decomposes large model weights into sparse and low-rank components.
New method decomposes corrupted data matrices into sparse and low-rank components.
3BASiL-TM decomposes LLMs into sparse and low-rank matrices for efficient compression.
Efficient solver for nonconvex tensor regularization reduces computational cost.
cuRegOT accelerates GPU-based entropic OT solving.
We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank components, we propose a sparsity constrained maximum likelihood estimator based on m…
A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows joint estimation of certain non-linearities in the system, the direct interaction…
SKI speeds up Toeplitz Neural Networks by avoiding explicit decay bias and using frequency response.