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Xinghao Qiao

3 accepted papers

2024

Deep Functional Factor Models: Forecasting High-Dimensional Functional Time Series via Bayesian Nonparametric Factorization

ICML 2024poster

This paper introduces the Deep Functional Factor Model (DF2M), a Bayesian nonparametric model designed for analysis of high-dimensional functional time series. DF2M is built upon the Indian Buffet Process and the multi-task Gaussian Process, incorporating a deep kernel function that captures non-Mar…

2023

EEGNN: Edge Enhanced Graph Neural Network with a Bayesian Nonparametric Graph Model

AISTATS 2023poster

Training deep graph neural networks (GNNs) poses a challenging task, as the performance of GNNs may suffer from the number of hidden message-passing layers. The literature has focused on the proposals of over-smoothing and under-reaching to explain the performance deterioration of deep GNNs. In this…

2022

CATVI: Conditional and Adaptively Truncated Variational Inference for Hierarchical Bayesian Nonparametric Models

AISTATS 2022poster

Current variational inference methods for hierarchical Bayesian nonparametric models can neither characterize the correlation structure among latent variables due to the mean-field setting, nor infer the true posterior dimension because of the universal truncation. To overcome these limitations, we…