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 Statistical Learning




Deep Rao-Blackwellised Particle Filters for Time Series Forecasting

Neural Information Processing Systems

However, most systems of practical interest are non-linear, requiring more complex models. Many approximate inference methods have been developed for non-linear dynamical systems: Deterministic methods approximate the filtering and smoothing distributions e.g. by using a Taylor series


Graph Differentiable Architecture Search with Structure Learning

Neural Information Processing Systems

Proof A.1 W e firstly give Lemma 1: Lemma 1 The operation weights are caculated by a softmax function. The number of target node's intra-group neighbors is "S" indicates the setting of searching phase. "E" indicates the setting of evaluation phase. The hyper-parameter λ which controls the hidden feature smoothness is set to be 0 .125 . We show the variance of synthetic graph experiment in Table 1 to endorse our analysis in Section 3. The table shows that the variance of accuracy is relatively big in the experiment setting. However, all the results are average of 100 runs.




A kernel test for quasi-independence

Neural Information Processing Systems

We consider settings in which the data of interest correspond to pairs of ordered times, e.g, the birth times of the first and second child, the times at which a new user creates an account and makes the first purchase on a website, and the entry and survival times of patients in a clinical trial.