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Laplacian-based methods are popular for the dimensionality reduction of data lying in $\mathbb{R}^N$. Several theoretical results for these algorithms depend on the fact that the Euclidean distance locally approximates the geodesic distance…
Modelling longitudinal data is an important yet challenging task. These datasets can be high-dimensional, contain non-linear effects and time-varying covariates. Gaussian process (GP) prior-based variational autoencoders (VAEs) have emerged…
Variational auto-encoders (VAEs) have proven to be a well suited tool for performing dimensionality reduction by extracting latent variables lying in a potentially much smaller dimensional space than the data. Their ability to capture…
Probabilistic graphical models (PGMs) provide a compact representation of knowledge that can be queried in a flexible way: after learning the parameters of a graphical model once, new probabilistic queries can be answered at test time…
Gaussian processes (GPs) are widely used as distributions of random effects in linear mixed models, which are fit using the restricted likelihood or the closely-related Bayesian analysis. This article addresses two problems. First, we…
Latent space geometry provides a rigorous and empirically valuable framework for interacting with the latent variables of deep generative models. This approach reinterprets Euclidean latent spaces as Riemannian through a pull-back metric,…
In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…
The manifold hypothesis states that high-dimensional data can be modeled as lying on or near a low-dimensional, nonlinear manifold. Variational Autoencoders (VAEs) approximate this manifold by learning mappings from low-dimensional latent…
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…
Characterizing the relationship between neural population activity and behavioral data is a central goal of neuroscience. While latent variable models (LVMs) are successful in describing high-dimensional time-series data, they are typically…
Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…
Many of the tools available for robot learning were designed for Euclidean data. However, many applications in robotics involve manifold-valued data. A common example is orientation; this can be represented as a 3-by-3 rotation matrix or a…
In audio signal processing, probabilistic time-frequency models have many benefits over their non-probabilistic counterparts. They adapt to the incoming signal, quantify uncertainty, and measure correlation between the signal's amplitude…
The Gaussian Process Convolution Model (GPCM; Tobar et al., 2015a) is a model for signals with complex spectral structure. A significant limitation of the GPCM is that it assumes a rapidly decaying spectrum: it can only model smooth…
Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and…
A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…
Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…
Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…
Datasets that exhibit non-Gaussian characteristics are common in many fields, while the current modeling framework and available software for non-Gaussian models is limited. We introduce Linear Latent Non-Gaussian Models (LLnGMs), a unified…
Probabilistic Latent Variable Models (LVMs) provide an alternative to self-supervised learning approaches for linguistic representation learning from speech. LVMs admit an intuitive probabilistic interpretation where the latent structure…