Co-occurring keywords · papers mentioning both
Papers
Asset Pricing with Contrastive Adversarial Variational Bayes
IJCAI 2025
Deconfounding Multi-Cause Latent Confounders: A Factor-Model Approach to Climate Model Bias Correction
IJCAI 2025
Demeaned Sparse: Efficient Anomaly Detection by Residual Estimate
ICML 2025
Factor Augmented Tensor-on-Tensor Neural Networks
AAAI 2025
FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction
AAAI 2025
Predicting Housing Transaction with Common Covariance GNNs
IJCAI 2024
HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE
IJCAI 2023
Naive regression requires weaker assumptions than factor models to adjust for multiple cause confounding
JMLR 2023
Structuring Uncertainty for Fine-Grained Sampling in Stochastic Segmentation Networks
NeurIPS 2022
Efficient Learning of Discrete Graphical Models
NeurIPS 2020
Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models
JMLR 2020
Uncertainty-Aware Lookahead Factor Models for Quantitative Investing
ICML 2020
Bayesian Nonlinear Support Vector Machines and Discriminative Factor Modeling
NeurIPS 2014
Sparse Linear Identifiable Multivariate Modeling
JMLR 2011
Bayesian Sparse Factor Models and DAGs Inference and Comparison
NeurIPS 2009
Factor Modeling for Advertisement Targeting
NeurIPS 2009