Related papers: Reweighted Expectation Maximization
The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…
Inference for Variational Autoencoders (VAEs) consists of learning two models: (1) a generative model, which transforms a simple distribution over a latent space into the distribution over observed data, and (2) an inference model, which…
A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…
Building on the success of deep learning, two modern approaches to learn a probability model from the data are Generative Adversarial Networks (GANs) and Variational AutoEncoders (VAEs). VAEs consider an explicit probability model for the…
The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…
Over the past decades, there has been a surge of interest in studying low-dimensional structures within high-dimensional data. Statistical factor models $-$ i.e., low-rank plus diagonal covariance structures $-$ offer a powerful framework…
The autoregressive (AR) models are used to represent the time-varying random process in which output depends linearly on previous terms and a stochastic term (the innovation). In the classical version, the AR models are based on normal…
The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…
Generative Adversarial Networks (GANs) can achieve state-of-the-art sample quality in generative modelling tasks but suffer from the mode collapse problem. Variational Autoencoders (VAE) on the other hand explicitly maximize a…
Hierarchical Variational Autoencoders (VAEs) are among the most popular likelihood-based generative models. There is a consensus that the top-down hierarchical VAEs allow effective learning of deep latent structures and avoid problems like…
The detection of rare variants is important for understanding the genetic heterogeneity in mixed samples. Recently, next-generation sequencing (NGS) technologies have enabled the identification of single nucleotide variants (SNVs) in mixed…
Conventional prior for Variational Auto-Encoder (VAE) is a Gaussian distribution. Recent works demonstrated that choice of prior distribution affects learning capacity of VAE models. We propose a general technique…
Maximum likelihood estimation of energy-based models is a challenging problem due to the intractability of the log-likelihood gradient. In this work, we propose learning both the energy function and an amortized approximate sampling…
Most evolutionary-oriented deep generative models do not explicitly consider the underlying evolutionary dynamics of biological sequences as it is performed within the Bayesian phylogenetic inference framework. In this study, we propose a…
Generative models often incur the catastrophic forgetting problem when they are used to sequentially learning multiple tasks, i.e., lifelong generative learning. Although there are some endeavors to tackle this problem, they suffer from…
The Expectation-Maximization (EM) algorithm is routinely used for the maximum likelihood estimation in the latent class analysis. However, the EM algorithm comes with no guarantees of reaching the global optimum. We study the geometry of…
Variational autoencoders (VAEs) are one of the powerful unsupervised learning frameworks in NLP for latent representation learning and latent-directed generation. The classic optimization goal of VAEs is to maximize the Evidence Lower Bound…
Approximate inference in Gaussian process (GP) models with non-conjugate likelihoods gets entangled with the learning of the model hyperparameters. We improve hyperparameter learning in GP models and focus on the interplay between…
Devising deep latent variable models for multi-modal data has been a long-standing theme in machine learning research. Multi-modal Variational Autoencoders (VAEs) have been a popular generative model class that learns latent representations…
Variational Autoencoders (VAE) are probabilistic deep generative models underpinned by elegant theory, stable training processes, and meaningful manifold representations. However, they produce blurry images due to a lack of explicit…