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"Flexible and Robust Particle Tempering for State Space Models" by David Gunawan, Robert Kohn et al.

Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models which is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a collection of parameters and latent states (which are called particles) through a number of stages, with each stage having its own target distribution. The particles are initially generated from a distribution that is easy to sample from, e.g. the prior; the target at the final stage is the posterior distribution. Tempering is usually carried out either in batch mode, involving all the data at each stage, or sequentially with observations added at each stage, which is called data tempering. Efficient Markov moves for generating the parameters and states for each stage of particle based density tempering are proposed. This allows the proposed SMC methods to increase (scale up) the number of parameters and states that can be handled. Most current methods use ....

Monte Carlo , Diffusion Process , Actor Stochastic Volatility Model , Hamiltonian Monte Carlo , Article Markov Chain Monte Carlo , Structural Change ,

"Diffusion Kernel Attention Network for Brain Disorder Classification" by Jianjia Zhang, Luping Zhou et al.

Constructing and analyzing functional brain networks (FBN) has become a promising approach to brain disorder classification. However, the conventional successive construct-and-analyze process would limit the performance due to the lack of interactions and adaptivity among the subtasks in the process. Recently, Transformer has demonstrated remarkable performance in various tasks, attributing to its effective attention mechanism in modeling complex feature relationships. In this paper, for the first time, we develop Transformer for integrated FBN modeling, analysis and brain disorder classification with rs-fMRI data by proposing a Diffusion Kernel Attention Network to address the specific challenges. Specifically, directly applying Transformer does not necessarily admit optimal performance in this task due to its extensive parameters in the attention module against the limited training samples usually available. Looking into this issue, we propose to use kernel attention to replace the o ....

Diffusion Kernel Attention Network , Attention Network , Rain Disease Classification , Brain Modeling , Drain Network , Diffusion Process , Feature Extraction , Task Analysis , Time Series Analysis ,