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We propose a novel variational Bayes approach to estimate high-dimensional vector autoregression (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a conventional structural VAR representation of the parameter…

Econometrics · Economics 2023-07-03 Mauro Bernardi , Daniele Bianchi , Nicolas Bianco

The global inducing point variational approximation for BNNs is based on using a set of inducing inputs to construct a series of conditional distributions that accurately approximate the conditionals of the true posterior distribution. Our…

Machine Learning · Statistics 2023-10-25 Matthew Ashman , Tommy Rochussen , Adrian Weller

Variational autoencoders (VAEs) are a popular framework for modeling complex data distributions; they can be efficiently trained via variational inference by maximizing the evidence lower bound (ELBO), at the expense of a gap to the exact…

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

Variational AutoEncoders (VAEs) are powerful generative models that merge elements from statistics and information theory with the flexibility offered by deep neural networks to efficiently solve the generation problem for high dimensional…

Machine Learning · Computer Science 2021-03-02 A. Asperti , D. Evangelista , E. Loli Piccolomini

The variational autoencoder (VAE) is a well-studied, deep, latent-variable model (DLVM) that efficiently optimizes the variational lower bound of the log marginal data likelihood and has a strong theoretical foundation. However, the VAE's…

Machine Learning · Computer Science 2024-10-08 Surojit Saha , Sarang Joshi , Ross Whitaker

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

Variational Autoencoder (VAE) is widely used as a generative model to approximate a model's posterior on latent variables by combining the amortized variational inference and deep neural networks. However, when paired with strong…

Machine Learning · Computer Science 2020-06-02 Qile Zhu , Jianlin Su , Wei Bi , Xiaojiang Liu , Xiyao Ma , Xiaolin Li , Dapeng Wu

Ill-posed imaging inverse problems remain challenging due to the ambiguity in mapping degraded observations to clean images. Diffusion-based generative priors have recently shown promise, but typically rely on computationally intensive…

Image and Video Processing · Electrical Eng. & Systems 2026-02-13 Ayush Varshney , Katherine L. Bouman , Berthy T. Feng

Classical methods for model order selection often fail in scenarios with low SNR or few snapshots. Deep learning-based methods are promising alternatives for such challenging situations as they compensate lack of information in the…

Signal Processing · Electrical Eng. & Systems 2023-12-07 Michael Baur , Franz Weißer , Benedikt Böck , Wolfgang Utschick

Variational autoencoders (VAEs) are deep probabilistic models that are used in scientific applications. Many works try to mitigate this problem from the probabilistic methods perspective by new inference techniques or training procedures.…

Machine Learning · Statistics 2024-12-24 Tim Z. Xiao , Johannes Zenn , Robert Bamler

Variational autoencoder (VAE) is a deep generative model for unsupervised learning, allowing to encode observations into the meaningful latent space. VAE is prone to catastrophic forgetting when tasks arrive sequentially, and only the data…

Machine Learning · Computer Science 2021-11-04 Anna Kuzina , Evgenii Egorov , Evgeny Burnaev

Variational autoencoders (VAEs) are a popular class of deep generative models with many variants and a wide range of applications. Improvements upon the standard VAE mostly focus on the modelling of the posterior distribution over the…

Machine Learning · Computer Science 2022-11-02 James Langley , Miguel Monteiro , Charles Jones , Nick Pawlowski , Ben Glocker

We present a representation learning algorithm that learns a low-dimensional latent dynamical system from high-dimensional \textit{sequential} raw data, e.g., video. The framework builds upon recent advances in amortized inference methods…

Machine Learning · Computer Science 2020-01-29 Jung-Su Ha , Young-Jin Park , Hyeok-Joo Chae , Soon-Seo Park , Han-Lim Choi

Inference in both brains and machines can be formalized by optimizing a shared objective: maximizing the evidence lower bound (ELBO) in machine learning, or minimizing variational free energy (F) in neuroscience (ELBO = -F). While this…

Artificial Intelligence · Computer Science 2025-10-27 Hadi Vafaii , Dekel Galor , Jacob L. Yates

Recent advances have shown that GP priors, or their finite realisations, can be encoded using deep generative models such as variational autoencoders (VAEs). These learned generators can serve as drop-in replacements for the original priors…

Machine Learning · Statistics 2023-11-13 Elizaveta Semenova , Prakhar Verma , Max Cairney-Leeming , Arno Solin , Samir Bhatt , Seth Flaxman

Bayesian inference is a powerful tool for parameter estimation and uncertainty quantification in dynamical systems. However, for nonlinear oscillator networks such as Kuramoto models, widely used to study synchronization phenomena in…

Applications · Statistics 2026-03-24 Emma Hannula , Jana de Wiljes , Matthew T. Moores , Heikki Haario , Lassi Roininen

An artificial intelligence (AI) model can be viewed as a function that maps inputs to outputs in high-dimensional spaces. Once designed and well trained, the AI model is applied for inference. However, even optimized AI models can produce…

Artificial Intelligence · Computer Science 2026-02-27 Sha Hu

The importance weighted autoencoder (IWAE) (Burda et al., 2016) is a popular variational-inference method which achieves a tighter evidence bound (and hence a lower bias) than standard variational autoencoders by optimising a multi-sample…

Machine Learning · Statistics 2019-09-20 Axel Finke , Alexandre H. Thiery