Related papers: Technical report: Training Mixture Density Network…
Representations of sequential data are commonly based on the assumption that observed sequences are realizations of an unknown underlying stochastic process, where the learning problem includes determination of the model parameters. In this…
Multilayer (or deep) networks are powerful probabilistic models based on multiple stages of a linear transform followed by a non-linear (possibly random) function. In general, the linear transforms are defined by matrices and the non-linear…
We present a Bayesian mixture model for estimating the joint distribution of mixed ordinal, nominal, and continuous data conditional on a set of fixed variables. The model uses multivariate normal and categorical mixture kernels for the…
We propose Deep Residual Mixture Models (DRMMs), a novel deep generative model architecture. Compared to other deep models, DRMMs allow more flexible conditional sampling: The model can be trained once with all variables, and then used for…
Mixed-precision Deep Neural Networks achieve the energy efficiency and throughput needed for hardware deployment, particularly when the resources are limited, without sacrificing accuracy. However, the optimal per-layer bit precision that…
Models for heteroskedastic data are relevant in a wide variety of applications ranging from financial time series to environmental statistics. However, the topic of modeling the variance function conditionally has not seen near as much…
In the realm of Mobility-on-Demand (MoD) systems, the forecasting of rider demand is a cornerstone for operational decision-making and system optimization. Traditional forecasting methodologies primarily yield point estimates, thereby…
We present a deep learning model for data-driven simulations of random dynamical systems without a distributional assumption. The deep learning model consists of a recurrent neural network, which aims to learn the time marching structure,…
Understanding and interpreting how machine learning (ML) models make decisions have been a big challenge. While recent research has proposed various technical approaches to provide some clues as to how an ML model makes individual…
This is a tutorial and survey paper on Boltzmann Machine (BM), Restricted Boltzmann Machine (RBM), and Deep Belief Network (DBN). We start with the required background on probabilistic graphical models, Markov random field, Gibbs sampling,…
As the recommendation service needs to address increasingly diverse distributions, such as multi-population, multi-scenario, multitarget, and multi-interest, more and more recent works have focused on multi-distribution modeling and…
Probabilistic load forecasting (PLF) is a key component in the extended tool-chain required for efficient management of smart energy grids. Neural networks are widely considered to achieve improved prediction performances, supporting highly…
Density regression models allow a comprehensive understanding of data by modeling the complete conditional probability distribution. While flexible estimation approaches such as normalizing flows (NF) work particularly well in multiple…
Given a set of empirical observations, conditional density estimation aims to capture the statistical relationship between a conditional variable $\mathbf{x}$ and a dependent variable $\mathbf{y}$ by modeling their conditional probability…
A mixture of experts models the conditional density of a response variable using a mixture of regression models with covariate-dependent mixture weights. We extend the finite mixture of experts model by allowing the parameters in both the…
Deep probabilistic time series forecasting models have become an integral part of machine learning. While several powerful generative models have been proposed, we provide evidence that their associated inference models are oftentimes too…
Deep neural networks provide flexible frameworks for learning data representations and functions relating data to other properties and are often claimed to achieve 'super-human' performance in inferring relationships between input data and…
When a hybrid Bayesian network has conditionally deterministic variables with continuous parents, the joint density function for the continuous variables does not exist. Conditional linear Gaussian distributions can handle such cases when…
Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…
Deep neural network (DNN) models have achieved phenomenal success for applications in many domains, ranging from academic research in science and engineering to industry and business. The modeling power of DNN is believed to have come from…