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

It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…

Variational autoencoders (VAEs) employ Bayesian inference to interpret sensory inputs, mirroring processes that occur in primate vision across both ventral (Higgins et al., 2021) and dorsal (Vafaii et al., 2023) pathways. Despite their…

In recent studies, Lots of work has been done to solve time series anomaly detection by applying Variational Auto-Encoders (VAEs). Time series anomaly detection is a very common but challenging task in many industries, which plays an…

Generative models have emerged as powerful tools in medical imaging, enabling tasks such as segmentation, anomaly detection, and high-quality synthetic data generation. These models typically rely on learning meaningful latent…

With the advancement of data science, the collection of increasingly complex datasets has become commonplace. In such datasets, the data dimension can be extremely high, and the underlying data generation process can be unknown and highly…

Deep learning methods achieve remarkable predictive performance in modeling complex, large-scale data. However, assessing the quality of derived models has become increasingly challenging, as more classical statistical assumptions may no…

In many scientific problems such as video surveillance, modern genomics, and finance, data are often collected from diverse measurements across time that exhibit time-dependent heterogeneous properties. Thus, it is important to not only…

Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…

Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…

Recently there has been an increased interest in unsupervised learning of disentangled representations using the Variational Autoencoder (VAE) framework. Most of the existing work has focused largely on modifying the variational cost…

Variational autoencoders (VAEs), as well as other generative models, have been shown to be efficient and accurate for capturing the latent structure of vast amounts of complex high-dimensional data. However, existing VAEs can still not…

Informative missingness is unavoidable in the digital processing of continuous time series, where the value for one or more observations at different time points are missing. Such missing observations are one of the major limitations of…

We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…

Missing data frequently occurs in datasets across various domains, such as medicine, sports, and finance. In many cases, to enable proper and reliable analyses of such data, the missing values are often imputed, and it is necessary that the…

Dynamical systems governed by ordinary differential equations (ODEs) serve as models for a vast number of natural and social phenomena. In this work, we offer a fresh perspective on the classical problem of imputing missing time series…

Background: In medical imaging, images are usually treated as deterministic, while their uncertainties are largely underexplored. Purpose: This work aims at using deep learning to efficiently estimate posterior distributions of imaging…

Hierarchical VAEs have emerged in recent years as a reliable option for maximum likelihood estimation. However, instability issues and demanding computational requirements have hindered research progress in the area. We present simple…

Deep latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of…

Despite the fact that they do not consider the temporal nature of data, classic dimensionality reduction techniques, such as PCA, are widely applied to time series data. In this paper, we introduce a factor decomposition specific for time…

Imputation methods play a critical role in enhancing the quality of practical time-series data, which often suffer from pervasive missing values. Recently, diffusion-based generative imputation methods have demonstrated remarkable success…