Related papers: Latent space projection predictive inference
In computational reinforcement learning, a growing body of work seeks to express an agent's model of the world through predictions about future sensations. In this manuscript we focus on predictions expressed as General Value Functions:…
Variable selection for regression models plays a key role in the analysis of biomedical data. However, inference after selection is not covered by classical statistical frequentist theory which assumes a fixed set of covariates in the…
Variational inference, as an alternative to Markov chain Monte Carlo sampling, has played a transformative role in enabling scalable computation for complex Bayesian models. Nevertheless, existing approaches often depend on either rigid…
Predictive variability due to data ambiguities has typically been addressed via construction of dedicated models with built-in probabilistic capabilities that are trained to predict uncertainty estimates as variables of interest. These…
We propose a novel generative saliency prediction framework that adopts an informative energy-based model as a prior distribution. The energy-based prior model is defined on the latent space of a saliency generator network that generates…
Recent advances in deep learning have brought to the fore models that can make multiple computational steps in the service of completing a task; these are capable of describ- ing long-term dependencies in sequential data. Novel recurrent…
Any well-behaved generative model over a variable $\mathbf{x}$ can be expressed as a deterministic transformation of an exogenous ('outsourced') Gaussian noise variable $\mathbf{z}$: $\mathbf{x}=f_\theta(\mathbf{z})$. In such a model (\eg,…
Latent variable models provide a powerful framework for incorporating and inferring unobserved factors in observational data. In causal inference, they help account for hidden factors influencing treatment or outcome, thereby addressing…
Computer vision can be understood as the ability to perform inference on image data. Breakthroughs in computer vision technology are often marked by advances in inference techniques. This thesis proposes novel inference schemes and…
High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…
Being able to predict what may happen in the future requires an in-depth understanding of the physical and causal rules that govern the world. A model that is able to do so has a number of appealing applications, from robotic planning to…
This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…
Addressing selection bias in latent variable causal discovery is important yet underexplored, largely due to a lack of suitable statistical tools: While various tools beyond basic conditional independencies have been developed to handle…
Latent space models (LSM) for network data were introduced by Hoff et al. (2002) under the basic assumption that each node of the network has an unknown position in a D-dimensional Euclidean latent space: generally the smaller the distance…
We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…
We propose a new family of neural networks to predict the behaviors of physical systems by learning their underpinning constraints. A neural projection operator lies at the heart of our approach, composed of a lightweight network with an…
We introduce a unified framework, formulated as general latent space models, to study complex higher-order network interactions among multiple entities. Our framework covers several popular models in recent network analysis literature,…
The Bayesian approach provides powerful methods for variable selection. The ability to incorporate sparsity through prior beliefs and account for parameter uncertainty allows Bayesian variable selection to consistently identify which of the…
Temporal set prediction involves forecasting the elements that will appear in the next set, given a sequence of prior sets, each containing a variable number of elements. Existing methods often rely on intricate architectures with…
There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…