In this study, we propose analyses on missing value patterns using six real-world data sets in various applications, as well as the conditions for applicability of imputation algorithms.
Then, the proposed framework is exploited to examine the distributional effects of money growth on the distributions of inflation and its disaggregate measures in the United States and the Euro area.
The method employs the Fisher identity to integrate out the latent variables, which makes it accurate and computationally feasible when applied to big data.
Vector autoregression is an essential tool in empirical macroeconomics and finance for understanding the dynamic interdependencies among multivariate time series.
After removing the redundancy by filtering the information, CRF can use the valid information of the compressed video to reconstruct the texture.
A key insight underlying the proposed approach is that the joint distribution of the missing data conditional on the observed data is Gaussian.
no code implementations • 7 Nov 2022 • Andrey Ignatov, Radu Timofte, Cheng-Ming Chiang, Hsien-Kai Kuo, Yu-Syuan Xu, Man-Yu Lee, Allen Lu, Chia-Ming Cheng, Chih-Cheng Chen, Jia-Ying Yong, Hong-Han Shuai, Wen-Huang Cheng, Zhuang Jia, Tianyu Xu, Yijian Zhang, Long Bao, Heng Sun, Diankai Zhang, Si Gao, Shaoli Liu, Biao Wu, Xiaofeng Zhang, Chengjian Zheng, Kaidi Lu, Ning Wang, Xiao Sun, HaoDong Wu, Xuncheng Liu, Weizhan Zhang, Caixia Yan, Haipeng Du, Qinghua Zheng, Qi Wang, Wangdu Chen, Ran Duan, Mengdi Sun, Dan Zhu, Guannan Chen, Hojin Cho, Steve Kim, Shijie Yue, Chenghua Li, Zhengyang Zhuge, Wei Chen, Wenxu Wang, Yufeng Zhou, Xiaochen Cai, Hengxing Cai, Kele Xu, Li Liu, Zehua Cheng, Wenyi Lian, Wenjing Lian
While numerous solutions have been proposed for this problem, they are usually quite computationally demanding, demonstrating low FPS rates and power efficiency on mobile devices.
2 code implementations • 7 Nov 2022 • Andrey Ignatov, Radu Timofte, Maurizio Denna, Abdel Younes, Ganzorig Gankhuyag, Jingang Huh, Myeong Kyun Kim, Kihwan Yoon, Hyeon-Cheol Moon, Seungho Lee, Yoonsik Choe, Jinwoo Jeong, Sungjei Kim, Maciej Smyl, Tomasz Latkowski, Pawel Kubik, Michal Sokolski, Yujie Ma, Jiahao Chao, Zhou Zhou, Hongfan Gao, Zhengfeng Yang, Zhenbing Zeng, Zhengyang Zhuge, Chenghua Li, Dan Zhu, Mengdi Sun, Ran Duan, Yan Gao, Lingshun Kong, Long Sun, Xiang Li, Xingdong Zhang, Jiawei Zhang, Yaqi Wu, Jinshan Pan, Gaocheng Yu, Jin Zhang, Feng Zhang, Zhe Ma, Hongbin Wang, Hojin Cho, Steve Kim, Huaen Li, Yanbo Ma, Ziwei Luo, Youwei Li, Lei Yu, Zhihong Wen, Qi Wu, Haoqiang Fan, Shuaicheng Liu, Lize Zhang, Zhikai Zong, Jeremy Kwon, Junxi Zhang, Mengyuan Li, Nianxiang Fu, Guanchen Ding, Han Zhu, Zhenzhong Chen, Gen Li, Yuanfan Zhang, Lei Sun, Dafeng Zhang, Neo Yang, Fitz Liu, Jerry Zhao, Mustafa Ayazoglu, Bahri Batuhan Bilecen, Shota Hirose, Kasidis Arunruangsirilert, Luo Ao, Ho Chun Leung, Andrew Wei, Jie Liu, Qiang Liu, Dahai Yu, Ao Li, Lei Luo, Ce Zhu, Seongmin Hong, Dongwon Park, Joonhee Lee, Byeong Hyun Lee, Seunggyu Lee, Se Young Chun, Ruiyuan He, Xuhao Jiang, Haihang Ruan, Xinjian Zhang, Jing Liu, Garas Gendy, Nabil Sabor, Jingchao Hou, Guanghui He
While numerous solutions have been proposed for this problem in the past, they are usually not compatible with low-power mobile NPUs having many computational and memory constraints.
Timely characterizations of risks in economic and financial systems play an essential role in both economic policy and private sector decisions.
no code implementations • 25 May 2022 • Eduardo Pérez-Pellitero, Sibi Catley-Chandar, Richard Shaw, Aleš Leonardis, Radu Timofte, Zexin Zhang, Cen Liu, Yunbo Peng, Yue Lin, Gaocheng Yu, Jin Zhang, Zhe Ma, Hongbin Wang, Xiangyu Chen, Xintao Wang, Haiwei Wu, Lin Liu, Chao Dong, Jiantao Zhou, Qingsen Yan, Song Zhang, Weiye Chen, Yuhang Liu, Zhen Zhang, Yanning Zhang, Javen Qinfeng Shi, Dong Gong, Dan Zhu, Mengdi Sun, Guannan Chen, Yang Hu, Haowei Li, Baozhu Zou, Zhen Liu, Wenjie Lin, Ting Jiang, Chengzhi Jiang, Xinpeng Li, Mingyan Han, Haoqiang Fan, Jian Sun, Shuaicheng Liu, Juan Marín-Vega, Michael Sloth, Peter Schneider-Kamp, Richard Röttger, Chunyang Li, Long Bao, Gang He, Ziyao Xu, Li Xu, Gen Zhan, Ming Sun, Xing Wen, Junlin Li, Shuang Feng, Fei Lei, Rui Liu, Junxiang Ruan, Tianhong Dai, Wei Li, Zhan Lu, Hengyan Liu, Peian Huang, Guangyu Ren, Yonglin Luo, Chang Liu, Qiang Tu, Fangya Li, Ruipeng Gang, Chenghua Li, Jinjing Li, Sai Ma, Chenming Liu, Yizhen Cao, Steven Tel, Barthelemy Heyrman, Dominique Ginhac, Chul Lee, Gahyeon Kim, Seonghyun Park, An Gia Vien, Truong Thanh Nhat Mai, Howoon Yoon, Tu Vo, Alexander Holston, Sheir Zaheer, Chan Y. Park
The challenge is composed of two tracks with an emphasis on fidelity and complexity constraints: In Track 1, participants are asked to optimize objective fidelity scores while imposing a low-complexity constraint (i. e. solutions can not exceed a given number of operations).
Results from these two empirical applications highlight the importance of incorporating high-frequency indicators in macroeconomic models.
In this paper, we examine the impact of cyberattacks in an integrated transmission and distribution (T&D) power grid model with distributed energy resource (DER) integration.
For this target we propose a strategy using noise inputs in different resolution scales to control the amount of artificial details generated in the output.
Here, we describe our solution for the AIM-2019 Extreme Super-Resolution Challenge, where we won the 1st place in terms of perceptual quality (MOS) similar to the ground truth and achieved the 5th place in terms of high-fidelity (PSNR).
Image and Video Processing
We describe our solution for the PIRM Super-Resolution Challenge 2018 where we achieved the 2nd best perceptual quality for average RMSE<=16, 5th best for RMSE<=12. 5, and 7th best for RMSE<=11. 5.
Image and Video Processing Computer Vision and Pattern Recognition Machine Learning Signal Processing