Related papers: Scalable Gaussian Process Variational Autoencoders

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Optimal computations under uncertainty require an adequate probabilistic representation about beliefs. Deep generative models, and specifically Variational Autoencoders (VAEs), have the potential to meet this demand by building latent…

This tutorial focuses on the fundamental architectures of Variational Autoencoders (VAE) and Generative Adversarial Networks (GAN), disregarding their numerous variations, to highlight their core principles. Both VAE and GAN utilize simple…

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…

Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous…

Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse…

In this article, we present a data-driven method for parametric models with noisy observation data. Gaussian process regression based reduced order modeling (GPR-based ROM) can realize fast online predictions without using equations in the…

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…

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…

In recent years Variation Autoencoders have become one of the most popular unsupervised learning of complicated distributions.Variational Autoencoder (VAE) provides more efficient reconstructive performance over a traditional autoencoder.…

Variational autoencoders (VAEs) are one class of generative probabilistic latent-variable models designed for inference based on known data. We develop three variations on VAEs by introducing a second parameterized encoder/decoder pair and,…

Variational autoencoders (VAEs) have recently been used for unsupervised disentanglement learning of complex density distributions. Numerous variants exist to encourage disentanglement in latent space while improving reconstruction.…

Complex multivariate time series arise in many fields, ranging from computer vision to robotics or medicine. Often we are interested in the independent underlying factors that give rise to the high-dimensional data we are observing. While…

We introduce the variational graph auto-encoder (VGAE), a framework for unsupervised learning on graph-structured data based on the variational auto-encoder (VAE). This model makes use of latent variables and is capable of learning…

We propose a scalable stochastic variational approach to GP classification building on Polya-Gamma data augmentation and inducing points. Unlike former approaches, we obtain closed-form updates based on natural gradients that lead to…

As big spatial data becomes increasingly prevalent, classical spatiotemporal (ST) methods often do not scale well. While methods have been developed to account for high-dimensional spatial objects, the setting where there are exceedingly…

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…