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Multimodal variational autoencoders (VAEs) aim to capture shared latent representations by integrating information from different data modalities. A significant challenge is accurately inferring representations from any subset of modalities…
Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…
Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Markov chain Monte Carlo (MCMC) methods. Specifically, Gibbs…
Stochastic kinetic models are ubiquitous in physics, yet inferring their parameters from experimental data remains challenging. In deterministic models, parameter inference often relies on gradients, as they can be obtained efficiently…
Recent work in unsupervised learning has focused on efficient inference and learning in latent variables models. Training these models by maximizing the evidence (marginal likelihood) is typically intractable. Thus, a common approximation…
Recurrent neural networks (RNNs) have shown promising performance for language modeling. However, traditional training of RNNs using back-propagation through time often suffers from overfitting. One reason for this is that stochastic…
Researchers have demonstrated state-of-the-art performance in sequential decision making problems (e.g., robotics control, sequential prediction) with deep neural network models. One often has access to near-optimal oracles that achieve…
While standard reinforcement learning optimizes a single reward signal, many applications require optimizing a nonlinear utility $f(J_1^\pi,\dots,J_M^\pi)$ over multiple objectives, where each $J_m^\pi$ denotes the expected discounted…
Learning interpretable and disentangled representations of data is a key topic in machine learning research. Variational Autoencoder (VAE) is a scalable method for learning directed latent variable models of complex data. It employs a clear…
We show a connection between the Fourier spectrum of Boolean functions and the REINFORCE gradient estimator for binary latent variable models. We show that REINFORCE estimates (up to a factor) the degree-1 Fourier coefficients of a Boolean…
Generalized Estimation Equations (GEE) are a well-known method for the analysis of non-Gaussian longitudinal data. This method has computational simplicity and marginal parameter interpretation. However, in the presence of missing data, it…
There has been a surge of interest in developing robust estimators for models with heavy-tailed and bounded variance data in statistics and machine learning, while few works impose unbounded variance. This paper proposes two type of robust…
With the growth of deep neural networks (DNN), the number of DNN parameters has drastically increased. This makes DNN models hard to be deployed on resource-limited embedded systems. To alleviate this problem, dynamic pruning methods have…
This paper proposes a novel non-parametric multidimensional convex regression estimator which is designed to be robust to adversarial perturbations in the empirical measure. We minimize over convex functions the maximum (over Wasserstein…
We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…
Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…
This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…
Deep neural networks (DNN) has received increasing attention in machine learning applications in the last several years. Recently, a non-asymptotic error bound has been developed to measure the performance of the fully connected DNN…
Many statistical estimators for high-dimensional linear regression are M-estimators, formed through minimizing a data-dependent square loss function plus a regularizer. This work considers a new class of estimators implicitly defined…
We introduce a discriminative regression approach to supervised classification in this paper. It estimates a representation model while accounting for discriminativeness between classes, thereby enabling accurate derivation of categorical…