English
Related papers

Related papers: Arbitrage-Free Implied Volatility Surface Generati…

200 papers

We present a method for learning latent stochastic differential equations (SDEs) from high-dimensional time series data. Given a high-dimensional time series generated from a lower dimensional latent unknown It\^o process, the proposed…

Machine Learning · Statistics 2021-11-30 Ali Hasan , João M. Pereira , Sina Farsiu , Vahid Tarokh

Deep generative models have demonstrated their effectiveness in learning latent representation and modeling complex dependencies of time series. In this paper, we present a Smoothness-Inducing Sequential Variational Auto-Encoder (SISVAE)…

Machine Learning · Computer Science 2021-02-03 Longyuan Li , Junchi Yan , Haiyang Wang , Yaohui Jin

Deep probabilistic generative models have achieved incredible success in many fields of application. Among such models, variational autoencoders (VAEs) have proved their ability in modeling a generative process by learning a latent…

Machine Learning · Computer Science 2022-12-16 Eleonora Grassucci , Danilo Comminiello , Aurelio Uncini

This paper demonstrates the learning of the underlying device physics by mapping device structure images to their corresponding Current-Voltage (IV) characteristics using a novel framework based on variational autoencoders (VAE). Since VAE…

Machine Learning · Computer Science 2024-01-01 Thomas Lu , Albert Lu , Hiu Yung Wong

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…

Machine Learning · Statistics 2016-11-23 Thomas N. Kipf , Max Welling

VAEs (Variational AutoEncoders) have proved to be powerful in the context of density modeling and have been used in a variety of contexts for creative purposes. In many settings, the data we model possesses continuous attributes that we…

Machine Learning · Computer Science 2017-07-18 Gaëtan Hadjeres , Frank Nielsen , François Pachet

Learning interpretable and disentangled representations of data is a key topic in machine learning research. Variational Autoencoder (VAE) is a scalable method for learning directed latent variable models of complex data. It employs a clear…

Machine Learning · Computer Science 2020-06-04 Andriy Serdega , Dae-Shik Kim

Previous work explored blending levels from existing games to create levels for a new game that mixes properties of the original games. In this paper, we use Variational Autoencoders (VAEs) for improving upon such techniques. VAEs are…

Machine Learning · Computer Science 2020-02-28 Anurag Sarkar , Zhihan Yang , Seth Cooper

Variational autoencoders are prominent generative models for modeling discrete data. However, with flexible decoders, they tend to ignore the latent codes. In this paper, we study a VAE model with a deterministic decoder (DD-VAE) for…

Machine Learning · Computer Science 2020-03-05 Daniil Polykovskiy , Dmitry Vetrov

In financial terms, an implied volatility surface can be described by its term structure, its skewness and its overall volatility level. We use a PCA variational auto-encoder model to perfectly represent these descriptors into a latent…

Pricing of Securities · Quantitative Finance 2023-06-09 Zheng Gong , Wojciech Frys , Renzo Tiranti , Carmine Ventre , John O'Hara , Yingbo Bai

Variational Autoencoders (VAEs) are well-established as a principled approach to probabilistic unsupervised learning with neural networks. Typically, an encoder network defines the parameters of a Gaussian distributed latent space from…

Machine Learning · Computer Science 2025-05-16 Alan Jeffares , Liyuan Liu

With the introduction of the variational autoencoder (VAE), probabilistic latent variable models have received renewed attention as powerful generative models. However, their performance in terms of test likelihood and quality of generated…

Machine Learning · Statistics 2020-01-13 Lars Maaløe , Marco Fraccaro , Valentin Liévin , Ole Winther

Neural networks are used for channel decoding, channel detection, channel evaluation, and resource management in multi-input and multi-output (MIMO) wireless communication systems. In this paper, we consider the problem of finding precoding…

Signal Processing · Electrical Eng. & Systems 2022-05-06 Evgeny Bobrov , Alexander Markov , Sviatoslav Panchenko , Dmitry Vetrov

Variational auto-encoders (VAEs) are deep generative latent variable models that can be used for learning the distribution of complex data. VAEs have been successfully used to learn a probabilistic prior over speech signals, which is then…

Sound · Computer Science 2020-12-18 Mostafa Sadeghi , Simon Leglaive , Xavier Alameda-PIneda , Laurent Girin , Radu Horaud

Inverse design, which seeks to find optimal parameters for a target output, is a central challenge in engineering. Surrogate-based optimization (SBO) has become a standard approach, yet it is fundamentally structured to converge to a…

Machine Learning · Computer Science 2025-10-08 Muhammad Arif Hakimi Zamrai

Generative models of graphs are well-known, but many existing models are limited in scalability and expressivity. We present a novel sequential graphical variational autoencoder operating directly on graphical representations of data. In…

Machine Learning · Computer Science 2019-12-18 Bowen Jing , Ethan A. Chi , Jillian Tang

This paper introduces the Descriptive Variational Autoencoder (DVAE), an unsupervised and end-to-end trainable neural network for predicting vehicle trajectories that provides partial interpretability. The novel approach is based on the…

Machine Learning · Computer Science 2021-06-25 Marion Neumeier , Andreas Tollkühn , Thomas Berberich , Michael Botsch

Deep generative models are attracting great attention as a new promising approach for molecular design. All models reported so far are based on either variational autoencoder (VAE) or generative adversarial network (GAN). Here we propose a…

Chemical Physics · Physics 2019-12-13 Seung Hwan Hong , Jaechang Lim , Seongok Ryu , Woo Youn Kim

Deep generative models applied to audio have improved by a large margin the state-of-the-art in many speech and music related tasks. However, as raw waveform modelling remains an inherently difficult task, audio generative models are either…

Machine Learning · Computer Science 2021-12-16 Antoine Caillon , Philippe Esling

Variational Autoencoders (VAEs) are powerful generative models widely used for learning interpretable latent spaces, quantifying uncertainty, and compressing data for downstream generative tasks. VAEs typically rely on diagonal Gaussian…

Machine Learning · Computer Science 2025-06-03 Peter Sorrenson , Lukas Lührs , Hans Olischläger , Ullrich Köthe