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This article proposes omnibus portmanteau tests for contrasting adequacy of time series models. The test statistics are based on combining the autocorrelation function of the conditional residuals, the autocorrelation function of the conditional squared residuals, and the cross-correlation function between these residuals and their squares. The maximum likelihood estimator is used to derive the asymptotic distribution of the proposed test statistics under a general class of time series models, including ARMA, GARCH, and other nonlinear structures. An extensive Monte Carlo simulation study shows that the proposed tests successfully control the type I error probability and tend to have more power than other competitor tests in many scenarios. Two applications to a set of weekly stock returns for 92 companies from the S&P 500 demonstrate the practical use of the proposed tests.

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In this paper, we propose a cell-free scheme for unmanned aerial vehicle (UAV) base stations (BSs) to manage the severe intercell interference between terrestrial users and UAV-BSs of neighboring cells. Since the cell-free scheme requires enormous bandwidth for backhauling, we propose to use the sub-terahertz (sub-THz) band for the backhaul links between UAV-BSs and central processing unit (CPU). Also, because the sub-THz band requires a reliable line-of-sight link, we propose to use a high altitude platform station (HAPS) as a CPU. At the first time-slot of the proposed scheme, users send their messages to UAVs at the sub-6 GHz band. The UAVs then apply match-filtering and power allocation. At the second time-slot, at each UAV, orthogonal resource blocks are allocated for each user at the sub-THz band, and the signals are sent to the HAPS after analog beamforming. In the HAPS receiver, after analog beamforming, the message of each user is decoded. We formulate an optimization problem that maximizes the minimum signal-to-interference-plus-noise ratio of users by finding the optimum allocated power as well as the optimum locations of UAVs. Simulation results demonstrate the superiority of the proposed scheme compared with aerial cellular and terrestrial cell-free baseline schemes.

Autoregressive models are a class of time series models that are important in both applied and theoretical statistics. Typically, inferential devices such as confidence sets and hypothesis tests for time series models require nuanced asymptotic arguments and constructions. We present a simple alternative to such arguments that allow for the construction of finite sample valid inferential devices, using a data splitting approach. We prove the validity of our constructions, as well as the validity of related sequential inference tools. A set of simulation studies are presented to demonstrate the applicability of our methodology.

The evaluation of Handwritten Text Recognition (HTR) models during their development is straightforward: because HTR is a supervised problem, the usual data split into training, validation, and test data sets allows the evaluation of models in terms of accuracy or error rates. However, the evaluation process becomes tricky as soon as we switch from development to application. A compilation of a new (and forcibly smaller) ground truth (GT) from a sample of the data that we want to apply the model on and the subsequent evaluation of models thereon only provides hints about the quality of the recognised text, as do confidence scores (if available) the models return. Moreover, if we have several models at hand, we face a model selection problem since we want to obtain the best possible result during the application phase. This calls for GT-free metrics to select the best model, which is why we (re-)introduce and compare different metrics, from simple, lexicon-based to more elaborate ones using standard language models and masked language models (MLM). We show that MLM-based evaluation can compete with lexicon-based methods, with the advantage that large and multilingual transformers are readily available, thus making compiling lexical resources for other metrics superfluous.

Clustering time series into similar groups can improve models by combining information across like time series. While there is a well developed body of literature for clustering of time series, these approaches tend to generate clusters independently of model training which can lead to poor model fit. We propose a novel distributed approach that simultaneously clusters and fits autoregression models for groups of similar individuals. We apply a Wishart mixture model so as to cluster individuals while modeling the corresponding autocovariance matrices at the same time. The fitted Wishart scale matrices map to cluster-level autoregressive coefficients through the Yule-Walker equations, fitting robust parsimonious autoregressive mixture models. This approach is able to discern differences in underlying autocorrelation variation of time series in settings with large heterogeneous datasets. We prove consistency of our cluster membership estimator, asymptotic distributions of coefficients and compare our approach against competing methods through simulation as well as by fitting a COVID-19 forecast model.

Learning to classify time series with limited data is a practical yet challenging problem. Current methods are primarily based on hand-designed feature extraction rules or domain-specific data augmentation. Motivated by the advances in deep speech processing models and the fact that voice data are univariate temporal signals, in this paper, we propose Voice2Series (V2S), a novel end-to-end approach that reprograms acoustic models for time series classification, through input transformation learning and output label mapping. Leveraging the representation learning power of a large-scale pre-trained speech processing model, on 30 different time series tasks we show that V2S performs competitive results on 19 time series classification tasks. We further provide a theoretical justification of V2S by proving its population risk is upper bounded by the source risk and a Wasserstein distance accounting for feature alignment via reprogramming. Our results offer new and effective means to time series classification.

We introduce LeapfrogLayers, an invertible neural network architecture that can be trained to efficiently sample the topology of a 2D $U(1)$ lattice gauge theory. We show an improvement in the integrated autocorrelation time of the topological charge when compared with traditional HMC, and look at how different quantities transform under our model. Our implementation is open source, and is publicly available on github at //github.com/saforem2/l2hmc-qcd.

In this paper, we propose Latent Relation Language Models (LRLMs), a class of language models that parameterizes the joint distribution over the words in a document and the entities that occur therein via knowledge graph relations. This model has a number of attractive properties: it not only improves language modeling performance, but is also able to annotate the posterior probability of entity spans for a given text through relations. Experiments demonstrate empirical improvements over both a word-based baseline language model and a previous approach that incorporates knowledge graph information. Qualitative analysis further demonstrates the proposed model's ability to learn to predict appropriate relations in context.

We analyze state-of-the-art deep learning models for three tasks: question answering on (1) images, (2) tables, and (3) passages of text. Using the notion of \emph{attribution} (word importance), we find that these deep networks often ignore important question terms. Leveraging such behavior, we perturb questions to craft a variety of adversarial examples. Our strongest attacks drop the accuracy of a visual question answering model from $61.1\%$ to $19\%$, and that of a tabular question answering model from $33.5\%$ to $3.3\%$. Additionally, we show how attributions can strengthen attacks proposed by Jia and Liang (2017) on paragraph comprehension models. Our results demonstrate that attributions can augment standard measures of accuracy and empower investigation of model performance. When a model is accurate but for the wrong reasons, attributions can surface erroneous logic in the model that indicates inadequacies in the test data.

In this paper, we develop the continuous time dynamic topic model (cDTM). The cDTM is a dynamic topic model that uses Brownian motion to model the latent topics through a sequential collection of documents, where a "topic" is a pattern of word use that we expect to evolve over the course of the collection. We derive an efficient variational approximate inference algorithm that takes advantage of the sparsity of observations in text, a property that lets us easily handle many time points. In contrast to the cDTM, the original discrete-time dynamic topic model (dDTM) requires that time be discretized. Moreover, the complexity of variational inference for the dDTM grows quickly as time granularity increases, a drawback which limits fine-grained discretization. We demonstrate the cDTM on two news corpora, reporting both predictive perplexity and the novel task of time stamp prediction.

In this paper we introduce a covariance framework for the analysis of EEG and MEG data that takes into account observed temporal stationarity on small time scales and trial-to-trial variations. We formulate a model for the covariance matrix, which is a Kronecker product of three components that correspond to space, time and epochs/trials, and consider maximum likelihood estimation of the unknown parameter values. An iterative algorithm that finds approximations of the maximum likelihood estimates is proposed. We perform a simulation study to assess the performance of the estimator and investigate the influence of different assumptions about the covariance factors on the estimated covariance matrix and on its components. Apart from that, we illustrate our method on real EEG and MEG data sets. The proposed covariance model is applicable in a variety of cases where spontaneous EEG or MEG acts as source of noise and realistic noise covariance estimates are needed for accurate dipole localization, such as in evoked activity studies, or where the properties of spontaneous EEG or MEG are themselves the topic of interest, such as in combined EEG/fMRI experiments in which the correlation between EEG and fMRI signals is investigated.

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