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We propose Variational Heteroscedastic Volatility Model (VHVM) -- an end-to-end neural network architecture capable of modelling heteroscedastic behaviour in multivariate financial time series. VHVM leverages recent advances in several…

Statistical Finance · Quantitative Finance 2022-04-13 Zexuan Yin , Paolo Barucca

There are many forms of feature information present in video data. Principle among them are object identity information which is largely static across multiple video frames, and object pose and style information which continuously…

Computer Vision and Pattern Recognition · Computer Science 2016-12-20 Will Grathwohl , Aaron Wilson

Learning interpretable representations of visual data is an important challenge, to make machines' decisions understandable to humans and to improve generalisation outside of the training distribution. To this end, we propose a deep…

Computer Vision and Pattern Recognition · Computer Science 2024-10-25 Marian Longa , João F. Henriques

Neural processes (NPs) learn stochastic processes and predict the distribution of target output adaptively conditioned on a context set of observed input-output pairs. Furthermore, Attentive Neural Process (ANP) improved the prediction…

Machine Learning · Computer Science 2019-10-22 Shenghao Qin , Jiacheng Zhu , Jimmy Qin , Wenshuo Wang , Ding Zhao

Most Vision-and-Language Navigation (VLN) algorithms are prone to making inaccurate decisions due to their lack of visual common sense and limited reasoning capabilities. To address this issue, we propose a Hierarchical Spatial Proximity…

Computer Vision and Pattern Recognition · Computer Science 2024-10-23 Ming Xu , Zilong Xie

Visual Place Recognition (VPR) is the process of recognising a previously visited place using visual information, often under varying appearance conditions and viewpoint changes and with computational constraints. VPR is related to the…

Computer Vision and Pattern Recognition · Computer Science 2021-10-05 Mubariz Zaffar , Sourav Garg , Michael Milford , Julian Kooij , David Flynn , Klaus McDonald-Maier , Shoaib Ehsan

Variational autoencoders (VAEs) have been used extensively to discover low-dimensional latent factors governing neural activity and animal behavior. However, without careful model selection, the uncovered latent factors may reflect noise in…

Machine Learning · Computer Science 2023-12-13 Julia Huiming Wang , Dexter Tsin , Tatiana Engel

The Linear Parameter-Varying (LPV) framework provides a modeling and control design toolchain to address nonlinear (NL) system behavior via linear surrogate models. Despite major research effort on LPV data-driven modeling, a key…

Systems and Control · Electrical Eng. & Systems 2022-10-28 Chris Verhoek , Gerben I. Beintema , Sofie Haesaert , Maarten Schoukens , Roland Tó th

Large-scale applications of Visual Place Recognition (VPR) require computationally efficient approaches. Further, a well-balanced combination of data-based and training-free approaches can decrease the required amount of training data and…

Computer Vision and Pattern Recognition · Computer Science 2024-03-18 Fangming Yuan , Stefan Schubert , Peter Protzel , Peer Neubert

Dynamic Item Response Models extend the standard Item Response Theory (IRT) to capture temporal dynamics in learner ability. While these models have the potential to allow instructional systems to actively monitor the evolution of learner…

Machine Learning · Computer Science 2023-11-16 Yunsung Kim , Sreechan Sankaranarayanan , Chris Piech , Candace Thille

Variational inference transforms posterior inference into parametric optimization thereby enabling the use of latent variable models where otherwise impractical. However, variational inference can be finicky when different variational…

Machine Learning · Computer Science 2019-12-03 Da Tang , Rajesh Ranganath

Well-calibrated probabilistic regression models are a crucial learning component in robotics applications as datasets grow rapidly and tasks become more complex. Unfortunately, classical regression models are usually either probabilistic…

Machine Learning · Computer Science 2023-09-12 Hany Abdulsamad , Peter Nickl , Pascal Klink , Jan Peters

In online continual learning, a neural network incrementally learns from a non-i.i.d. data stream. Nearly all online continual learning methods employ experience replay to simultaneously prevent catastrophic forgetting and underfitting on…

Machine Learning · Computer Science 2024-07-22 Jason Yoo , Yunpeng Liu , Frank Wood , Geoff Pleiss

The ability to generate and recognize sequential data is fundamental for autonomous systems operating in dynamic environments. Inspired by the key principles of the brain-predictive coding and the Bayesian brain-we propose a novel…

Machine Learning · Computer Science 2025-01-03 Jungsik Hwang , Ahmadreza Ahmadi

Joint Embedding Predictive Architectures (JEPA) offer a scalable paradigm for self-supervised learning by predicting latent representations rather than reconstructing high-entropy observations. However, existing formulations rely on…

Machine Learning · Computer Science 2026-01-22 Yongchao Huang

Reliable visual place recognition (VPR) under dynamic real-world conditions is critical for autonomous robots, yet conventional deep networks remain limited by high computational and energy demands. Inspired by the mammalian navigation…

Computer Vision and Pattern Recognition · Computer Science 2026-04-07 Geoffroy Keime , Nicolas Cuperlier , Benoit R. Cottereau

Deep reinforcement learning (RL) algorithms suffer severe performance degradation when the interaction data is scarce, which limits their real-world application. Recently, visual representation learning has been shown to be effective and…

Machine Learning · Computer Science 2022-08-17 Yang Yue , Bingyi Kang , Zhongwen Xu , Gao Huang , Shuicheng Yan

We introduce a novel self-supervised learning approach to learn representations of videos that are responsive to changes in the motion dynamics. Our representations can be learned from data without human annotation and provide a substantial…

Computer Vision and Pattern Recognition · Computer Science 2020-07-22 Simon Jenni , Givi Meishvili , Paolo Favaro

We propose a Leaked Motion Video Predictor (LMVP) to predict future frames by capturing the spatial and temporal dependencies from given inputs. The motion is modeled by a newly proposed component, motion guider, which plays the role of…

Computer Vision and Pattern Recognition · Computer Science 2019-06-25 Dong Wang , Yitong Li , Wei Cao , Liqun Chen , Qi Wei , Lawrence Carin

Visual Place Recognition (VPR) refers to the process of using computer vision to recognize the position of the current query image. Due to the significant changes in appearance caused by season, lighting, and time spans between query images…

Computer Vision and Pattern Recognition · Computer Science 2024-05-21 Xuan Yu , Zhenyong Fu