Related papers: Deep Bayesian Nonparametric Factor Analysis
Predictive uncertainty quantification is crucial for reliable decision-making in various applied domains. Bayesian neural networks offer a powerful framework for this task. However, defining meaningful priors and ensuring computational…
We develop the sparse VAE for unsupervised representation learning on high-dimensional data. The sparse VAE learns a set of latent factors (representations) which summarize the associations in the observed data features. The underlying…
This is a tutorial and survey paper on factor analysis, probabilistic Principal Component Analysis (PCA), variational inference, and Variational Autoencoder (VAE). These methods, which are tightly related, are dimensionality reduction and…
We present a generative modeling approach based on the variational inference framework for likelihood-free simulation-based inference. The method leverages latent variables within variational autoencoders to efficiently estimate complex…
We propose a novel Bayesian approach to solve stochastic optimization problems that involve finding extrema of noisy, nonlinear functions. Previous work has focused on representing possible functions explicitly, which leads to a two-step…
Deep generative models for graphs have exhibited promising performance in ever-increasing domains such as design of molecules (i.e, graph of atoms) and structure prediction of proteins (i.e., graph of amino acids). Existing work typically…
Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…
Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models…
We derive a novel generative model from iterative Gaussian posterior inference. By treating the generated sample as an unknown variable, we can formulate the sampling process in the language of Bayesian probability. Our model uses a…
A rich set of interpretable dimensions has been shown to emerge in the latent space of the Generative Adversarial Networks (GANs) trained for synthesizing images. In order to identify such latent dimensions for image editing, previous…
Boolean matrix factorisation aims to decompose a binary data matrix into an approximate Boolean product of two low rank, binary matrices: one containing meaningful patterns, the other quantifying how the observations can be expressed as a…
We consider the problem of discriminative factor analysis for data that are in general non-Gaussian. A Bayesian model based on the ranks of the data is proposed. We first introduce a new {\em max-margin} version of the rank-likelihood. A…
In recent years dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However it is often computationally unfeasible to apply exact statistical methodologies in the context of large…
This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…
The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…
By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…
This paper develops a Bayesian graphical model for fusing disparate types of count data. The motivating application is the study of bacterial communities from diverse high dimensional features, in this case transcripts, collected from…
We introduce Gaussian orthogonal latent factor processes for modeling and predicting large correlated data. To handle the computational challenge, we first decompose the likelihood function of the Gaussian random field with a…
We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…
Scenario-based probabilistic forecasts have become vital for decision-makers in handling intermittent renewable energies. This paper presents a recent promising deep learning generative approach called denoising diffusion probabilistic…