Related papers: Variational (Gradient) Estimate of the Score Funct…
Rare events are central to the evolution of complex many-body systems, characterized as key transitional configurations on the free energy surface (FES). Conventional methods require adequate sampling of rare event transitions to obtain the…
Conventional saliency prediction models typically learn a deterministic mapping from an image to its saliency map, and thus fail to explain the subjective nature of human attention. In this paper, to model the uncertainty of visual…
The steady-state Bayesian vector autoregression (BVAR) makes it possible to incorporate prior information about the long-run mean of the process. This has been shown in many studies to substantially improve forecasting performance, and the…
Auto-encoding Variational Bayes (AEVB) is a powerful and general algorithm for fitting latent variable models (a promising direction for unsupervised learning), and is well-known for training the Variational Auto-Encoder (VAE). In this…
A mean field variational Bayes approach to support vector machines (SVMs) using the latent variable representation on Polson & Scott (2012) is presented. This representation allows circumvention of many of the shortcomings associated with…
Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…
We propose a novel variational Bayes approach to estimate high-dimensional vector autoregression (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a conventional structural VAR representation of the parameter…
Learning energy-based models (EBMs) is known to be difficult especially on discrete data where gradient-based learning strategies cannot be applied directly. Although ratio matching is a sound method to learn discrete EBMs, it suffers from…
In this paper, we develop the notion of evidence lower bound difference (ELBD), based on which an efficient score algorithm is presented to implement feature selection on latent variables of VAE and its variants. Further, we propose weak…
Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…
Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…
Variational inference is becoming more and more popular for approximating intractable posterior distributions in Bayesian statistics and machine learning. Meanwhile, a few recent works have provided theoretical justification and new…
A crucial task in predictive maintenance is estimating the remaining useful life of physical systems. In the last decade, deep learning has improved considerably upon traditional model-based and statistical approaches in terms of predictive…
Energy-based models (EBMs) are powerful probabilistic models, but suffer from intractable sampling and density evaluation due to the partition function. As a result, inference in EBMs relies on approximate sampling algorithms, leading to a…
We introduce a new variational inference (VI) framework, called energetic variational inference (EVI). It minimizes the VI objective function based on a prescribed energy-dissipation law. Using the EVI framework, we can derive many existing…
Deep latent variable models (DLVMs) are designed to learn meaningful representations in an unsupervised manner, such that the hidden explanatory factors are interpretable by independent latent variables (aka disentanglement). The…
Mean field variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is that it underestimates the uncertainty of model…
We introduce variational spectral learning (VSL), a machine learning framework for solving partial differential equations (PDEs) that operates directly in the coefficient space of spectral expansions. VSL offers a principled bridge between…
A main goal of regression is to derive statistical conclusions on the conditional distribution of the output variable Y given the input values x. Two of the most important characteristics of a single distribution are location and scale.…
Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy…