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Variational autoencoders often assume isotropic Gaussian priors and mean-field posteriors, hence do not exploit structure in scenarios where we may expect similarity or consistency across latent variables. Gaussian process variational…

Machine Learning · Statistics 2020-11-17 Metod Jazbec , Michael Pearce , Vincent Fortuin

This paper develops an inferential theory for high-dimensional matrix-variate factor models with missing observations. We propose an easy-to-use all-purpose method that involves two straightforward steps. First, we perform principal…

Methodology · Statistics 2025-03-26 Yongxia Zhang , Jinwen Liang , Liwen Xu , Keming Yu , Maozai Tian

This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…

Econometrics · Economics 2022-01-11 Ruoxuan Xiong , Markus Pelger

Factor models are widely applied to the analysis of multivariate data across disparate fields of research. However, modern scientific data are often incomplete, and estimating a factor model from partially observed data can be very…

Methodology · Statistics 2026-02-24 Giuseppe Vinci

Existing black box modeling approaches in machine learning suffer from a fixed input and output feature combination. In this paper, a new approach to reconstruct missing variables in a set of time series is presented. An autoencoder is…

Machine Learning · Computer Science 2023-08-22 Jan-Philipp Roche , Oliver Niggemann , Jens Friebe

We investigate the problem of learning representations that are invariant to certain nuisance or sensitive factors of variation in the data while retaining as much of the remaining information as possible. Our model is based on a…

Machine Learning · Statistics 2017-08-11 Christos Louizos , Kevin Swersky , Yujia Li , Max Welling , Richard Zemel

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…

Machine Learning · Computer Science 2023-11-21 Mine Öğretir , Siddharth Ramchandran , Dimitrios Papatheodorou , Harri Lähdesmäki

An autoencoder is a neural network which data projects to and from a lower dimensional latent space, where this data is easier to understand and model. The autoencoder consists of two sub-networks, the encoder and the decoder, which carry…

Computer Vision and Pattern Recognition · Computer Science 2019-04-03 Saïd Ladjal , Alasdair Newson , Chi-Hieu Pham

While the beta-VAE family is aiming to find disentangled representations and acquire human-interpretable generative factors, like what an ICA (from the linear domain) does, we propose Full Encoder, a novel unified autoencoder framework as a…

Machine Learning · Computer Science 2021-07-14 Zhouzheng Li , Kun Feng

Factor analysis (FA) is a statistical tool for studying how observed variables with some mutual dependences can be expressed as functions of mutually independent unobserved factors, and it is widely applied throughout the psychological,…

Machine Learning · Statistics 2023-06-01 Alex Markham , Mingyu Liu , Bryon Aragam , Liam Solus

Variational Autoencoders are powerful models for unsupervised learning. However deep models with several layers of dependent stochastic variables are difficult to train which limits the improvements obtained using these highly expressive…

Machine Learning · Statistics 2016-05-30 Casper Kaae Sønderby , Tapani Raiko , Lars Maaløe , Søren Kaae Sønderby , Ole Winther

In this paper, we show that the performance of a learnt generative model is closely related to the model's ability to accurately represent the inferred \textbf{latent data distribution}, i.e. its topology and structural properties. We…

Computer Vision and Pattern Recognition · Computer Science 2020-09-02 Shuyu Lin , Ronald Clark

Inference and prediction under partial knowledge of a physical system is challenging, particularly when multiple confounding sources influence the measured response. Explicitly accounting for these influences in physics-based models is…

Machine Learning · Statistics 2026-01-14 Ioannis Christoforos Koune , Alice Cicirello

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…

Methodology · Statistics 2022-10-14 Erik Spånberg

Among other uses, neural networks are a powerful tool for solving deterministic and Bayesian inverse problems in real-time, where variational autoencoders, a specialized type of neural network, enable the Bayesian estimation of model…

Machine Learning · Computer Science 2025-09-25 Andrea Tonini , Luca Dede'

We consider the task of estimating variational autoencoders (VAEs) when the training data is incomplete. We show that missing data increases the complexity of the model's posterior distribution over the latent variables compared to the…

Machine Learning · Computer Science 2024-06-28 Vaidotas Simkus , Michael U. Gutmann

We propose a variational autoencoder architecture to model both ignorable and nonignorable missing data using pattern-set mixtures as proposed by Little (1993). Our model explicitly learns to cluster the missing data into missingness…

Machine Learning · Statistics 2021-03-08 Sahra Ghalebikesabi , Rob Cornish , Luke J. Kelly , Chris Holmes

This work describes a novel data-driven latent space inference framework built on paired autoencoders to handle observational inconsistencies when solving inverse problems. Our approach uses two autoencoders, one for the parameter space and…

Machine Learning · Computer Science 2026-01-19 Emma Hart , Bas Peters , Julianne Chung , Matthias Chung

Factor analysis is a widely used statistical tool in many scientific disciplines, such as psychology, economics, and sociology. As observations linked by networks become increasingly common, incorporating network structures into factor…

Methodology · Statistics 2024-03-27 Jinming Li , Gongjun Xu , Ji Zhu

Latent variable discovery is a central problem in data analysis with a broad range of applications in applied science. In this work, we consider data given as an invertible mixture of two statistically independent components and assume that…

Machine Learning · Statistics 2023-03-08 Uri Shaham , Jonathan Svirsky , Ori Katz , Ronen Talmon