English
Related papers

Related papers: Learning Sampling in Financial Statement Audits us…

200 papers

Estimation of uncertainty in deep learning models is of vital importance, especially in medical imaging, where reliance on inference without taking into account uncertainty could lead to misdiagnosis. Recently, the probabilistic Variational…

Machine Learning · Computer Science 2020-10-20 Haleh Akrami , Anand A. Joshi , Sergul Aydore , Richard M. Leahy

In this research, we propose a novel approach for the quantification of credit portfolio Value-at-Risk (VaR) sensitivity to asset correlations with the use of synthetic financial correlation matrices generated with deep learning models. In…

Risk Management · Quantitative Finance 2023-11-15 Sergio Caprioli , Emanuele Cagliero , Riccardo Crupi

Deep neural networks achieve impressive performance but remain difficult to interpret and control. We present SALVE (Sparse Autoencoder-Latent Vector Editing), a unified "discover, validate, and control" framework that bridges mechanistic…

Machine Learning · Computer Science 2026-03-10 Vegard Flovik

We present a coupled Variational Auto-Encoder (VAE) method that improves the accuracy and robustness of the probabilistic inferences on represented data. The new method models the dependency between input feature vectors (images) and weighs…

Machine Learning · Computer Science 2025-11-25 Shichen Cao , Jingjing Li , Kenric P. Nelson , Mark A. Kon

Variational Autoencoders (VAEs) provide a theoretically-backed and popular framework for deep generative models. However, learning a VAE from data poses still unanswered theoretical questions and considerable practical challenges. In this…

Machine Learning · Computer Science 2020-06-01 Partha Ghosh , Mehdi S. M. Sajjadi , Antonio Vergari , Michael Black , Bernhard Schölkopf

In machine learning, novelty detection is the task of identifying novel unseen data. During training, only samples from the normal class are available. Test samples are classified as normal or abnormal by assignment of a novelty score. Here…

Disentangled representation learning aims to represent the underlying generative factors of a dataset in a latent representation independently of one another. In our work, we propose a discrete variational autoencoder (VAE) based model…

Computer Vision and Pattern Recognition · Computer Science 2025-11-06 Gulcin Baykal , Melih Kandemir , Gozde Unal

Variational Autoencoder is a scalable method for learning latent variable models of complex data. It employs a clear objective that can be easily optimized. However, it does not explicitly measure the quality of learned representations. We…

Machine Learning · Computer Science 2020-05-29 Andriy Serdega , Dae-Shik Kim

In this work we present an unsupervised approach to summarize sentences in abstractive way using Variational Autoencoder (VAE). VAE are known to learn a semantically rich latent variable, representing high dimensional input. VAEs are…

Computation and Language · Computer Science 2018-09-24 Raphael Schumann

In the face of global economic uncertainty, financial auditing has become essential for regulatory compliance and risk mitigation. Traditional manual auditing methods are increasingly limited by large data volumes, complex business…

Risk Management · Quantitative Finance 2026-01-09 Tingyu Yuan , Xi Zhang , Xuanjing Chen

Classical machine learning often struggles with complex, high-dimensional data. Quantum machine learning offers a potential solution, promising more efficient processing. The quantum convolutional neural network (QCNN), a hybrid algorithm,…

Quantum Physics · Physics 2025-07-25 Hinako Asaoka , Kazue Kudo

Image generative models can learn the distributions of the training data and consequently generate examples by sampling from these distributions. However, when the training dataset is corrupted with outliers, generative models will likely…

Machine Learning · Computer Science 2022-09-21 Chieh-Hsin Lai , Dongmian Zou , Gilad Lerman

The Variational Autoencoder (VAE) is a powerful deep generative model that is now extensively used to represent high-dimensional complex data via a low-dimensional latent space learned in an unsupervised manner. In the original VAE model,…

Sound · Computer Science 2021-06-15 Xiaoyu Bie , Laurent Girin , Simon Leglaive , Thomas Hueber , Xavier Alameda-Pineda

Variational Autoencoders for multimodal data hold promise for many tasks in data analysis, such as representation learning, conditional generation, and imputation. Current architectures either share the encoder output, decoder input, or…

Recent advances in Convolutional Neural Network (CNN) model interpretability have led to impressive progress in visualizing and understanding model predictions. In particular, gradient-based visual attention methods have driven much recent…

Computer Vision and Pattern Recognition · Computer Science 2020-04-15 Wenqian Liu , Runze Li , Meng Zheng , Srikrishna Karanam , Ziyan Wu , Bir Bhanu , Richard J. Radke , Octavia Camps

Credit card fraud detection is a critical task in financial security, as fraudulent transactions are rare, highly imbalanced, and often resemble legitimate ones. A wide range of classical machine learning methods, as well as more recent…

Quantum Physics · Physics 2025-12-16 Mansour El Alami , Adam Innan , Nouhaila Innan , Muhammad Shafique , Mohamed Bennai

Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projected to a latent space of a much smaller dimension, the use of…

Machine Learning · Computer Science 2021-12-06 Robert Sicks , Stefanie Grimm , Ralf Korn , Ivo Richert

Finding an interpretable non-redundant representation of real-world data is one of the key problems in Machine Learning. Biological neural networks are known to solve this problem quite well in unsupervised manner, yet unsupervised…

Machine Learning · Computer Science 2020-10-13 Denis Kuzminykh , Laida Kushnareva , Timofey Grigoryev , Alexander Zatolokin

Variational autoencoders (VAEs) are a popular generative model used to approximate distributions. The encoder part of the VAE is used in amortized learning of latent variables, producing a latent representation for data samples. Recently,…

Machine Learning · Statistics 2023-05-12 Daniel G. Edelberg , Roy R. Lederman

We propose a framework for the statistical evaluation of variational auto-encoders (VAEs) and test two instances of this framework in the context of modelling images of handwritten digits and a corpus of English text. Our take on evaluation…

Machine Learning · Computer Science 2022-04-08 Claartje Barkhof , Wilker Aziz