Related papers: Flexible High-Dimensional Unsupervised Learning wi…
Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…
Learning from multimodal datasets can leverage complementary information and improve performance in prediction tasks. A commonly used strategy to account for feature correlations in high-dimensional datasets is the latent variable approach.…
Canonical Correlation Analysis (CCA) and its regularised versions have been widely used in the neuroimaging community to uncover multivariate associations between two data modalities (e.g., brain imaging and behaviour). However, these…
This paper is concerned with multi-modal data fusion (MMDF) under unexpected modality failures in nonlinear non-Gaussian dynamic processes. An efficient framework to tackle this problem is proposed. In particular, a notion termed modality…
The contaminated Gaussian distribution represents a simple heavy-tailed elliptical generalization of the Gaussian distribution; unlike the often-considered t-distribution, it also allows for automatic detection of mild outlying or "bad"…
Model-based unsupervised learning, as any learning task, stalls as soon as missing data occurs. This is even more true when the missing data are informative, or said missing not at random (MNAR). In this paper, we propose model-based…
Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…
We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…
The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gaussian distributed factors by a finite…
Network models are powerful tools for gaining new insights from complex biological data. Most lines of investigation in biology involve comparing datasets in the setting where the same predictors are measured across multiple studies or…
An efficient way to learn deep density models that have many layers of latent variables is to learn one layer at a time using a model that has only one layer of latent variables. After learning each layer, samples from the posterior…
In model-based clustering and classification, the cluster-weighted model constitutes a convenient approach when the random vector of interest constitutes a response variable Y and a set p of explanatory variables X. However, its…
High-dimensional and sparse (HiDS) matrices are omnipresent in a variety of big data-related applications. Latent factor analysis (LFA) is a typical representation learning method that extracts useful yet latent knowledge from HiDS matrices…
Anomaly detection aims to identify observations that deviate from the typical pattern of data. Anomalous observations may correspond to financial fraud, health risks, or incorrectly measured data in practice. We show detecting anomalies in…
The promise of active learning (AL) is to reduce labelling costs by selecting the most valuable examples to annotate from a pool of unlabelled data. Identifying these examples is especially challenging with high-dimensional data (e.g.…
The current high-dimensional linear factor models fail to account for the different types of variables, while high-dimensional nonlinear factor models often overlook the overdispersion present in mixed-type data. However, overdispersion is…
Mixtures of skew-t distributions offer a flexible choice for model-based clustering. A mixture model of this sort can be implemented using a variety of formulations of the skew-t distribution. Herein we develop a mixture of skew-t factor…
A mixture of common skew-t factor analyzers model is introduced for model-based clustering of high-dimensional data. By assuming common component factor loadings, this model allows clustering to be performed in the presence of a large…
Latent variable models can be used to probabilistically "fill-in" missing data entries. The variational autoencoder architecture (Kingma and Welling, 2014; Rezende et al., 2014) includes a "recognition" or "encoder" network that infers the…
We propose a copula based method to handle missing values in multivariate data of mixed types in multilevel data sets. Building upon the extended rank likelihood of \cite{hoff2007extending} and the multinomial probit model, our model is a…