Related papers: Variational inference of latent state sequences us…

Latent traversal is a popular approach to visualize the disentangled latent representations. Given a bunch of variations in a single unit of the latent representation, it is expected that there is a change in a single factor of variation of…

Variational autoencoders (VAE) represent a popular, flexible form of deep generative model that can be stochastically fit to samples from a given random process using an information-theoretic variational bound on the true underlying…

This paper proposes a new type of generative model that is able to quickly learn a latent representation without an encoder. This is achieved using empirical Bayes to calculate the expectation of the posterior, which is implemented by…

We consider a latent space model for dynamic networks, where our objective is to estimate the pairwise inner products plus the intercept of the latent positions. To balance posterior inference and computational scalability, we consider a…

Continuously-observed event occurrences, often exhibit self- and mutually-exciting effects, which can be well modeled using temporal point processes. Beyond that, these event dynamics may also change over time, with certain periodic trends.…

We propose a new Bayesian Neural Net formulation that affords variational inference for which the evidence lower bound is analytically tractable subject to a tight approximation. We achieve this tractability by (i) decomposing ReLU…

Traditional neural networks are simple to train but they typically produce overconfident predictions. In contrast, Bayesian neural networks provide good uncertainty quantification but optimizing them is time consuming due to the large…

Structured variational autoencoders (SVAEs) combine probabilistic graphical model priors on latent variables, deep neural networks to link latent variables to observed data, and structure-exploiting algorithms for approximate posterior…

We propose a probabilistic graphical model realizing a minimal encoding of real variables dependencies based on possibly incomplete observation and an empirical cumulative distribution function per variable. The target application is a…

Despite the great promise of Transformers in many sequence modeling tasks (e.g., machine translation), their deterministic nature hinders them from generalizing to high entropy tasks such as dialogue response generation. Previous work…

Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time…

We consider the problem of state estimation in general state-space models using variational inference. For a generic variational family defined using the same backward decomposition as the actual joint smoothing distribution, we establish…

Optimal computations under uncertainty require an adequate probabilistic representation about beliefs. Deep generative models, and specifically Variational Autoencoders (VAEs), have the potential to meet this demand by building latent…

The design of recurrent neural networks (RNNs) to accurately process sequential inputs with long-time dependencies is very challenging on account of the exploding and vanishing gradient problem. To overcome this, we propose a novel RNN…

Advances in neural variational inference have facilitated the learning of powerful directed graphical models with continuous latent variables, such as variational autoencoders. The hope is that such models will learn to represent rich,…

The variational autoencoder (VAE) is a popular deep latent variable model used to analyse high-dimensional datasets by learning a low-dimensional latent representation of the data. It simultaneously learns a generative model and an…

Trajectory forecasting is crucial for video surveillance analytics, as it enables the anticipation of future movements for a set of agents, e.g. basketball players engaged in intricate interactions with long-term intentions. Deep generative…

Variational Autoencoders (VAEs) are powerful generative models for learning latent representations. Standard VAEs generate dispersed and unstructured latent spaces by utilizing all dimensions, which limits their interpretability, especially…

The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…

This study introduces PV-RNN, a novel variational RNN inspired by the predictive-coding ideas. The model learns to extract the probabilistic structures hidden in fluctuating temporal patterns by dynamically changing the stochasticity of its…