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We demonstrate the use of Conditional Variational Encoder (CVAE) to improve the forecasts of daily stock volume time series in both short and long term forecasting tasks, with the use of advanced information of input variables such as…

Statistical Finance · Quantitative Finance 2024-07-01 Parley R Yang , Alexander Y Shestopaloff

Variational auto-encoders are powerful probabilistic models in generative tasks but suffer from generating low-quality samples which are caused by the holes in the prior. We propose the Coupled Variational Auto-Encoder (C-VAE), which…

Machine Learning · Statistics 2023-06-06 Xiaoran Hao , Patrick Shafto

Understanding the structure of complex, nonstationary, high-dimensional time-evolving signals is a central challenge in scientific data analysis. In many domains, such as speech and biomedical signal processing, the ability to learn…

Machine Learning · Computer Science 2026-01-13 Ioannis Ziogas , Aamna Al Shehhi , Ahsan H. Khandoker , Leontios J. Hadjileontiadis

As deep Variational Auto-Encoder (VAE) frameworks become more widely used for modeling biomolecular simulation data, we emphasize the capability of the VAE architecture to concurrently maximize the timescale of the latent space while…

Chemical Physics · Physics 2021-12-08 Hannah K. Wayment-Steele , Vijay S. Pande

Time series sequence prediction and modelling has proven to be a challenging endeavor in real world datasets. Two key issues are the multi-dimensionality of data and the interaction of independent dimensions forming a latent output signal,…

Machine Learning · Computer Science 2020-10-09 Jakob Aungiers

Data assimilation refers to a set of algorithms designed to compute the optimal estimate of a system's state by refining the prior prediction (known as background states) using observed data. Variational assimilation methods rely on the…

Machine Learning · Computer Science 2024-05-24 Yi Xiao , Qilong Jia , Wei Xue , Lei Bai

We present a new method to visualize data ensembles by constructing structured probabilistic representations in latent spaces, i.e., lower-dimensional representations of spatial data features. Our approach transforms the spatial features of…

Machine Learning · Computer Science 2025-09-17 Cenyang Wu , Qinhan Yu , Liang Zhou

Recently, audio-visual speech enhancement has been tackled in the unsupervised settings based on variational auto-encoders (VAEs), where during training only clean data is used to train a generative model for speech, which at test time is…

Audio and Speech Processing · Electrical Eng. & Systems 2021-02-09 Mostafa Sadeghi , Xavier Alameda-Pineda

Euclidean geometry has historically been the typical "workhorse" for machine learning applications due to its power and simplicity. However, it has recently been shown that geometric spaces with constant non-zero curvature improve…

Machine Learning · Computer Science 2020-02-14 Ondrej Skopek , Octavian-Eugen Ganea , Gary Bécigneul

We present a novel method for constructing Variational Autoencoder (VAE). Instead of using pixel-by-pixel loss, we enforce deep feature consistency between the input and the output of a VAE, which ensures the VAE's output to preserve the…

Computer Vision and Pattern Recognition · Computer Science 2024-03-21 Xianxu Hou , Linlin Shen , Ke Sun , Guoping Qiu

Variational autoencoder-based voice conversion (VAE-VC) has the advantage of requiring only pairs of speeches and speaker labels for training. Unlike the majority of the research in VAE-VC which focuses on utilizing auxiliary losses or…

Sound · Computer Science 2021-12-07 Kei Akuzawa , Kotaro Onishi , Keisuke Takiguchi , Kohki Mametani , Koichiro Mori

Multiple modalities often co-occur when describing natural phenomena. Learning a joint representation of these modalities should yield deeper and more useful representations. Previous generative approaches to multi-modal input either do not…

Machine Learning · Computer Science 2018-11-13 Mike Wu , Noah Goodman

Generating realistic time series data is important for many engineering and scientific applications. Existing work tackles this problem using generative adversarial networks (GANs). However, GANs are unstable during training, and they can…

Machine Learning · Computer Science 2024-05-14 Ilan Naiman , N. Benjamin Erichson , Pu Ren , Michael W. Mahoney , Omri Azencot

Representation learning seeks to expose certain aspects of observed data in a learned representation that's amenable to downstream tasks like classification. For instance, a good representation for 2D images might be one that describes only…

Machine Learning · Computer Science 2017-03-07 Xi Chen , Diederik P. Kingma , Tim Salimans , Yan Duan , Prafulla Dhariwal , John Schulman , Ilya Sutskever , Pieter Abbeel

Variational autoencoders (VAEs), that are built upon deep neural networks have emerged as popular generative models in computer vision. Most of the work towards improving variational autoencoders has focused mainly on making the…

Machine Learning · Statistics 2016-11-17 Siddharth Agrawal , Ambedkar Dukkipati

The variational autoencoder (VAE) is a popular, deep, latent-variable model (DLVM) due to its simple yet effective formulation for modeling the data distribution. Moreover, optimizing the VAE objective function is more manageable than other…

Machine Learning · Computer Science 2025-01-28 Surojit Saha , Sarang Joshi , Ross Whitaker

Variational autoencoders are powerful algorithms for identifying dominant latent structure in a single dataset. In many applications, however, we are interested in modeling latent structure and variation that are enriched in a target…

Machine Learning · Computer Science 2019-02-14 Abubakar Abid , James Zou

We present the development of a semi-supervised regression method using variational autoencoders (VAE), which is customized for use in soft sensing applications. We motivate the use of semi-supervised learning considering the fact that…

Machine Learning · Computer Science 2022-12-12 Yilin Zhuang , Zhuobin Zhou , Burak Alakent , Mehmet Mercangöz

Recently, probabilistic predictive coding that directly models the conditional distribution of latent features across successive frames for temporal redundancy removal has yielded promising results. Existing methods using a single-scale…

Image and Video Processing · Electrical Eng. & Systems 2023-12-13 Ming Lu , Zhihao Duan , Fengqing Zhu , Zhan Ma

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…

Applications · Statistics 2019-08-27 Samuel I. Berchuck , Felipe A. Medeiros , Sayan Mukherjee