3 accepted papers
Recently there have been many research efforts in developing generative models for self-exciting point processes, partly due to their broad applicability for real-world applications. However, rarely can we quantify how well the generative model captures the nature or ground-truth since it is usually…
Sequential data with serial correlation and an unknown, unstructured, and dynamic background is ubiquitous in neuroscience, psychology, and econometrics. Inferring serial correlation for such data is a fundamental challenge in statistics. We propose a Total Variation (TV) constrained least square es…
Numerous empirical evidences have corroborated the importance of noise in nonconvex optimization problems. The theory behind such empirical observations, however, is still largely unknown. This paper studies this fundamental problem through investigating the nonconvex rectangular matrix factorizatio…