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Latent variable time-series models are among the most heavily used tools from machine learning and applied statistics. These models have the advantage of learning latent structure both from noisy observations and from the temporal ordering…

Machine Learning · Statistics 2015-11-24 Evan Archer , Il Memming Park , Lars Buesing , John Cunningham , Liam Paninski

Many efforts have been devoted to training generative latent variable models with autoregressive decoders, such as recurrent neural networks (RNN). Stochastic recurrent models have been successful in capturing the variability observed in…

Machine Learning · Statistics 2017-11-17 Anirudh Goyal , Alessandro Sordoni , Marc-Alexandre Côté , Nan Rosemary Ke , Yoshua Bengio

We introduce and study a class of probabilistic generative models, where the latent object is a finite-dimensional diffusion process on a finite time interval and the observed variable is drawn conditionally on the terminal point of the…

Probability · Mathematics 2019-06-03 Belinda Tzen , Maxim Raginsky

In this work, we study the representation space of contextualized embeddings and gain insight into the hidden topology of large language models. We show there exists a network of latent states that summarize linguistic properties of…

Computation and Language · Computer Science 2022-06-06 Yao Fu , Mirella Lapata

Variational inference for latent variable models is prevalent in various machine learning problems, typically solved by maximizing the Evidence Lower Bound (ELBO) of the true data likelihood with respect to a variational distribution.…

Machine Learning · Computer Science 2018-07-11 Guoqing Zheng , Yiming Yang , Jaime Carbonell

Variational autoencoder (VAE) has widely been utilized for modeling data distributions because it is theoretically elegant, easy to train, and has nice manifold representations. However, when applied to image reconstruction and synthesis…

Computer Vision and Pattern Recognition · Computer Science 2022-07-12 Dooseop Choi , KyoungWook Min

In order to integrate uncertainty estimates into deep time-series modelling, Kalman Filters (KFs) (Kalman et al., 1960) have been integrated with deep learning models, however, such approaches typically rely on approximate inference…

Machine Learning · Computer Science 2019-05-20 Philipp Becker , Harit Pandya , Gregor Gebhardt , Cheng Zhao , James Taylor , Gerhard Neumann

We present a VAE architecture for encoding and generating high dimensional sequential data, such as video or audio. Our deep generative model learns a latent representation of the data which is split into a static and dynamic part, allowing…

Machine Learning · Computer Science 2018-06-13 Yingzhen Li , Stephan Mandt

In contemporary neuroscience, a key area of interest is dynamic effective connectivity, which is crucial for understanding the dynamic interactions and causal relationships between different brain regions. Dynamic effective connectivity can…

Methodology · Statistics 2024-05-30 Wei Zhang , Ivor Cribben , sonia Petrone , Michele Guindani

Variational inference provides a powerful tool for approximate probabilistic in- ference on complex, structured models. Typical variational inference methods, however, require to use inference networks with computationally tractable proba-…

Machine Learning · Statistics 2017-11-01 Qiang Liu , Yihao Feng

We introduce an improved variational autoencoder (VAE) for text modeling with topic information explicitly modeled as a Dirichlet latent variable. By providing the proposed model topic awareness, it is more superior at reconstructing input…

Computation and Language · Computer Science 2018-11-02 Yijun Xiao , Tiancheng Zhao , William Yang Wang

Current Deep Learning methods for environment segmentation and velocity estimation rely on Convolutional Recurrent Neural Networks to exploit spatio-temporal relationships within obtained sensor data. These approaches derive scene dynamics…

Computer Vision and Pattern Recognition · Computer Science 2023-06-21 Marco Braun , Moritz Luszek , Mirko Meuter , Dominic Spata , Kevin Kollek , Anton Kummert

We study the problem of learning the support of transition matrix between random processes in a Vector Autoregressive (VAR) model from samples when a subset of the processes are latent. It is well known that ignoring the effect of the…

Machine Learning · Computer Science 2017-11-13 Saber Salehkaleybar , Jalal Etesami , Negar Kiyavash , Kun Zhang

We define Recurrent Gaussian Processes (RGP) models, a general family of Bayesian nonparametric models with recurrent GP priors which are able to learn dynamical patterns from sequential data. Similar to Recurrent Neural Networks (RNNs),…

We present a general variational approach to determine the steady state of open quantum lattice systems via a neural network approach. The steady-state density matrix of the lattice system is constructed via a purified neural network ansatz…

Quantum Physics · Physics 2019-07-03 Filippo Vicentini , Alberto Biella , Nicolas Regnault , Cristiano Ciuti

Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequential Monte Carlo (SMC) and its variants, e.g., forward…

Machine Learning · Statistics 2021-11-10 Tsuyoshi Ishizone , Tomoyuki Higuchi , Kazuyuki Nakamura

In principle, applying variational autoencoders (VAEs) to sequential data offers a method for controlled sequence generation, manipulation, and structured representation learning. However, training sequence VAEs is challenging:…

Machine Learning · Computer Science 2022-12-19 Đorđe Miladinović , Kumar Shridhar , Kushal Jain , Max B. Paulus , Joachim M. Buhmann , Mrinmaya Sachan , Carl Allen

Recent advances in neural variational inference have spawned a renaissance in deep latent variable models. In this paper we introduce a generic variational inference framework for generative and conditional models of text. While traditional…

Computation and Language · Computer Science 2016-06-07 Yishu Miao , Lei Yu , Phil Blunsom

Variational auto-encoders (VAEs) are a powerful approach to unsupervised learning. They enable scalable approximate posterior inference in latent-variable models using variational inference (VI). A VAE posits a variational family…

Machine Learning · Computer Science 2022-06-08 Samarth Sinha , Adji B. Dieng

We consider the problem of forecasting multiple values of the future of a vector time series, using some past values. This problem, and related ones such as one-step-ahead prediction, have a very long history, and there are a number of…

Machine Learning · Statistics 2021-02-01 Shane Barratt , Yining Dong , Stephen Boyd