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Related papers: GP-VAE: Deep Probabilistic Time Series Imputation

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Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…

Machine Learning · Computer Science 2025-07-01 Hong Liu , Xiuxiu Qiu , Yiming Shi , Miao Xu , Zelin Zang , Zhen Lei

Sequential VAEs have been successfully considered for many high-dimensional time series modelling problems, with many variant models relying on discrete-time mechanisms such as recurrent neural networks (RNNs). On the other hand,…

Machine Learning · Computer Science 2023-08-21 Harrison Zhu , Carles Balsells Rodas , Yingzhen Li

Diffusion models have emerged as powerful generative approaches for missing-data imputation, yet most existing methods operate directly in data space and degrade when training data are heavily incomplete. We investigate whether shifting…

Machine Learning · Computer Science 2026-05-28 Alberte Heering Estad , Ignacio Peis , Jes Frellsen

Healthcare data frequently contain a substantial proportion of missing values, necessitating effective time series imputation to support downstream disease diagnosis tasks. However, existing imputation methods focus on discrete data points…

Machine Learning · Computer Science 2025-05-19 Mengxuan Li , Ke Liu , Jialong Guo , Jiajun Bu , Hongwei Wang , Haishuai Wang

We present a novel approach for data-driven modeling of the time-domain induced polarization (IP) phenomenon using variational autoencoders (VAE). VAEs are Bayesian neural networks that aim to learn a latent statistical distribution to…

Machine Learning · Computer Science 2024-02-14 Charles L. Bérubé , Pierre Bérubé

Variational autoencoders (VAEs) are powerful deep generative models widely used to represent high-dimensional complex data through a low-dimensional latent space learned in an unsupervised manner. In the original VAE model, the input data…

Machine Learning · Computer Science 2022-07-05 Laurent Girin , Simon Leglaive , Xiaoyu Bie , Julien Diard , Thomas Hueber , Xavier Alameda-Pineda

Continuous input signals like images and time series that are irregularly sampled or have missing values are challenging for existing deep learning methods. Coherently defined feature representations must depend on the values in unobserved…

Machine Learning · Computer Science 2020-10-22 Marc Finzi , Roberto Bondesan , Max Welling

Variational autoencoders (VAEs) have been used extensively to discover low-dimensional latent factors governing neural activity and animal behavior. However, without careful model selection, the uncovered latent factors may reflect noise in…

Machine Learning · Computer Science 2023-12-13 Julia Huiming Wang , Dexter Tsin , Tatiana Engel

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

Machine Learning · Statistics 2014-09-09 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

Variational autoencoders (VAE) represent a popular, flexible form of deep generative model that can be stochastically fit to samples from a given random process using an information-theoretic variational bound on the true underlying…

Machine Learning · Computer Science 2019-10-08 Bin Dai , Yu Wang , John Aston , Gang Hua , David Wipf

By composing graphical models with deep learning architectures, we learn generative models with the strengths of both frameworks. The structured variational autoencoder (SVAE) inherits structure and interpretability from graphical models,…

Machine Learning · Computer Science 2023-11-15 Harry Bendekgey , Gabriel Hope , Erik B. Sudderth

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Recent advances in generative AI offer promising solutions for synthetic data generation but often rely on large datasets for effective training. To address this limitation, we propose a novel generative model that learns from limited data…

Machine Learning · Statistics 2025-05-27 Michail Spitieris , Massimiliano Ruocco , Abdulmajid Murad , Alessandro Nocente

Missing data are present in most real world problems and need careful handling to preserve the prediction accuracy and statistical consistency in the downstream analysis. As the gold standard of handling missing data, multiple imputation…

Machine Learning · Computer Science 2021-12-23 Zongyu Dai , Zhiqi Bu , Qi Long

We develop the sparse VAE for unsupervised representation learning on high-dimensional data. The sparse VAE learns a set of latent factors (representations) which summarize the associations in the observed data features. The underlying…

Machine Learning · Statistics 2025-04-16 Gemma E. Moran , Dhanya Sridhar , Yixin Wang , David M. Blei

Extracting compact, physically interpretable representations from high-dimensional scientific data is a persistent challenge due to the complex, nonlinear structures inherent in physical systems. We propose a Gaussian Mixture Variational…

Machine Learning · Computer Science 2025-12-01 Tiffany Fan , Murray Cutforth , Marta D'Elia , Alexandre Cortiella , Alireza Doostan , Eric Darve

Time series forecasting has been a widely explored task of great importance in many applications. However, it is common that real-world time series data are recorded in a short time period, which results in a big gap between the deep model…

Machine Learning · Computer Science 2023-01-10 Yan Li , Xinjiang Lu , Yaqing Wang , Dejing Dou

Variational autoencoders (VAE) are powerful generative models that learn the latent representations of input data as random variables. Recent studies show that VAE can flexibly learn the complex temporal dynamics of time series and achieve…

Machine Learning · Computer Science 2023-11-14 Borui Cai , Shuiqiao Yang , Longxiang Gao , Yong Xiang

Real-world clinical problems are often characterized by multimodal data, usually associated with incomplete views and limited sample sizes in their cohorts, posing significant limitations for machine learning algorithms. In this work, we…

Real-world clinical time series data sets exhibit a high prevalence of missing values. Hence, there is an increasing interest in missing data imputation. Traditional statistical approaches impose constraints on the data-generating process…

Machine Learning · Computer Science 2020-01-13 Yang Guo , Zhengyuan Liu , Pavitra Krishnswamy , Savitha Ramasamy