Related papers: Learning latent variable structured prediction mod…
We study causal discovery from observational data in linear Gaussian systems affected by \emph{mixed latent confounding}, where some unobserved factors act broadly across many variables while others influence only small subsets. This…
Uncertainty quantification is essential in safety-critical settings--from autonomous driving to aviation, finance, and health--where decisions must rely on conservative bounds rather than point estimates. Predictor-level intervals (e.g.,…
Using the linear Gaussian latent variable model as a starting point we relax some of the constraints it imposes by deriving a nonparametric latent feature Gaussian variable model. This model introduces additional discrete latent variables…
Latent representation learned from multi-layered neural networks via hierarchical feature abstraction enables recent success of deep learning. Under the deep learning framework, generalization performance highly depends on the learned…
A Coupled Variational Autoencoder, which incorporates both a generalized loss function and latent layer distribution, shows improvement in the accuracy and robustness of generated replicas of MNIST numerals. The latent layer uses a…
Gravitational lensing is a powerful tool for constraining substructure in the mass distribution of galaxies, be it from the presence of dark matter sub-halos or due to physical mechanisms affecting the baryons throughout galaxy evolution.…
Consider the problem of estimating the mean of a Gaussian random vector when the mean vector is assumed to be in a given convex set. The most natural solution is to take the Euclidean projection of the data vector on to this convex set; in…
Many deep generative models are defined as a push-forward of a Gaussian measure by a continuous generator, such as Generative Adversarial Networks (GANs) or Variational Auto-Encoders (VAEs). This work explores the latent space of such deep…
We develop a framework for derivative Gaussian process latent variable models (DGP-LVMs) that can handle multi-dimensional output data using modified derivative covariance functions. The modifications account for complexities in the…
We propose and analyze a novel theoretical and algorithmic framework for structured prediction. While so far the term has referred to discrete output spaces, here we consider more general settings, such as manifolds or spaces of probability…
Variational inference has become one of the most widely used methods in latent variable modeling. In its basic form, variational inference employs a fully factorized variational distribution and minimizes its KL divergence to the posterior.…
Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…
Langevin algorithms are gradient descent methods augmented with additive noise, and are widely used in Markov Chain Monte Carlo (MCMC) sampling, optimization, and machine learning. In recent years, the non-asymptotic analysis of Langevin…
We revisit the sequential variants of linear regression with the squared loss, classification problems with hinge loss, and logistic regression, all characterized by unbounded losses in the setup where no assumptions are made on the…
We consider the problem of sequential decision making under uncertainty in which the loss caused by a decision depends on the following binary observation. In competitive on-line learning, the goal is to design decision algorithms that are…
The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…
Latent structure methods, specifically linear continuous latent structure methods, are a type of fundamental statistical learning strategy. They are widely used for dimension reduction, regression and prediction, in the fields of…
We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes…
The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the…
We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…