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Shikai Fang

13 accepted papers

2026

SONATA: Synergistic Coreset Informed Adaptive Temporal Tensor Factorization

ICLR 2026poster

Analyzing dynamic tensor streams is fundamentally challenged by complex, evolving temporal dynamics and the need to identify informative data from high-velocity streams. Existing methods often lack the expressiveness to model multi-scale temporal dependencies, limiting their ability to capture evolv…

Cited by 0SourceScholar
2025

Functional Complexity-adaptive Temporal Tensor Decomposition

NeurIPS 2025poster

Tensor decomposition is a fundamental tool for analyzing multi-dimensional data by learning low-rank factors to represent high-order interactions. While recent works on temporal tensor decomposition have made significant progress by incorporating continuous timestamps in latent factors, they still s…

Cited by 0SourceScholar
2025

Generating Full-field Evolution of Physical Dynamics from Irregular Sparse Observations

NeurIPS 2025poster

Modeling and reconstructing multidimensional physical dynamics from sparse and off-grid observations presents a fundamental challenge in scientific research. Recently, diffusion-based generative modeling shows promising potential for physical simulation. However, current approaches typically operate…

Cited by 0SourceScholar
2025

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model

ICLR 2025poster

Generative models aim to simulate realistic effects of various actions across different contexts, from text generation to visual effects. Despite significant efforts to build real-world simulators, the application of generative models to virtual worlds, like financial markets, remains under-explored…

2024

BayOTIDE: Bayesian Online Multivariate Time Series Imputation with Functional Decomposition

ICML 2024spotlight

In real-world scenarios such as traffic and energy management, we frequently encounter large volumes of time-series data characterized by missing values, noise, and irregular sampling patterns. While numerous imputation methods have been proposed, the majority tend to operate within a local horizon,…

2024

Functional Bayesian Tucker Decomposition for Continuous-indexed Tensor Data

ICLR 2024poster

Tucker decomposition is a powerful tensor model to handle multi-aspect data. It demonstrates the low-rank property by decomposing the grid-structured data as interactions between a core tensor and a set of object representations (factors). A fundamental assumption of such decomposition is that ther…

2024

Solving High Frequency and Multi-Scale PDEs with Gaussian Processes

ICLR 2024poster

Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and multi-scale PDEs, which can be due to spectral bias during neural…

2023

Dynamic Tensor Decomposition via Neural Diffusion-Reaction Processes

NeurIPS 2023spotlight

Tensor decomposition is an important tool for multiway data analysis. In practice, the data is often sparse yet associated with rich temporal information. Existing methods, however, often under-use the time information and ignore the structural knowledge within the sparsely observed tensor entries.…

2023

Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation

ICML 2023poster

The Schrödinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative models (SGMs). SBP can be interpreted as an entropy-regularized optimal transport problem, which conducts projections onto ev…

2023

Streaming Factor Trajectory Learning for Temporal Tensor Decomposition

NeurIPS 2023poster

Practical tensor data is often along with time information. Most existing temporal decomposition approaches estimate a set of fixed factors for the objects in each tensor mode, and hence cannot capture the temporal evolution of the objects' representation. More important, we lack an effective approa…