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Synthetic data generation is of great interest in diverse applications, such as for privacy protection. Deep generative models, such as variational autoencoders (VAEs), are a popular approach for creating such synthetic datasets from…

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,…

Variational inference for latent variable models is prevalent in various machine learning problems, typically solved by maximizing the Evidence Lower Bound (ELBO) of the true data likelihood with respect to a variational distribution.…

Arbitrary conditioning is an important problem in unsupervised learning, where we seek to model the conditional densities $p(\mathbf{x}_u \mid \mathbf{x}_o)$ that underly some data, for all possible non-intersecting subsets $o, u \subset…

Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the…

In this paper, we investigate potential biases in datasets used to make drug binding predictions using machine learning. We investigate a recently published metric called the Asymmetric Validation Embedding (AVE) bias which is used to…

Deep learning, even if it is very successful nowadays, traditionally needs very large amounts of labeled data to perform excellent on the classification task. In an attempt to solve this problem, the one-shot learning paradigm, which makes…

Variational Inference (VI) is a method that approximates a difficult-to-compute posterior density using better behaved distributional families. VI is an alternative to the already well-studied Markov chain Monte Carlo (MCMC) method of…

Deep generative models have demonstrated their effectiveness in learning latent representation and modeling complex dependencies of time series. In this paper, we present a Smoothness-Inducing Sequential Variational Auto-Encoder (SISVAE)…

With the increasingly widespread deployment of generative models, there is a mounting need for a deeper understanding of their behaviors and limitations. In this paper, we expose the limitations of Variational Autoencoders (VAEs), which…

Black-box variational inference (BBVI) with Gaussian mixture families offers a flexible approach for approximating complex posterior distributions without requiring gradients of the target density. However, standard numerical optimization…

Exemplar-based methods rely on informative data points or prototypes to guide the optimization of learning algorithms. Such data facilitate interpretable model design and prediction. Of particular interest is the utility of exemplars in…

In recent years, Full-Waveform Inversion (FWI) has been extensively used to derive high-resolution subsurface velocity models from seismic data. However, due to the nonlinearity and ill-posed nature of the problem, FWI requires a good…

Matrix factorization (MF) has been widely applied to collaborative filtering in recommendation systems. Its Bayesian variants can derive posterior distributions of user and item embeddings, and are more robust to sparse ratings. However,…

Vector Quantized-Variational AutoEncoders (VQ-VAE) are generative models based on discrete latent representations of the data, where inputs are mapped to a finite set of learned embeddings.To generate new samples, an autoregressive prior…

This paper considers the problem of lossy neural image compression (NIC). Current state-of-the-art (sota) methods adopt uniform posterior to approximate quantization noise, and single-sample pathwise estimator to approximate the gradient of…

Deep Gaussian processes (DGPs) enable expressive hierarchical Bayesian modeling but pose substantial challenges for posterior inference, especially over inducing variables. Denoising diffusion variational inference (DDVI) addresses this by…

Variational Autoencoder (VAE), a simple and effective deep generative model, has led to a number of impressive empirical successes and spawned many advanced variants and theoretical investigations. However, recent studies demonstrate that,…

A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Recent work used importance sampling ideas for better variational bounds on likelihoods. We clarify the applicability of these ideas to pure probabilistic inference, by showing the resulting Importance Weighted Variational Inference (IWVI)…