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We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…

Identifying customer segments in retail banking portfolios with different risk profiles can improve the accuracy of credit scoring. The Variational Autoencoder (VAE) has shown promising results in different research domains, and it has been…

Estimation of uncertainty in deep learning models is of vital importance, especially in medical imaging, where reliance on inference without taking into account uncertainty could lead to misdiagnosis. Recently, the probabilistic Variational…

Data-driven fault diagnostics of safety-critical systems often faces the challenge of a complete lack of labeled data associated with faulty system conditions (i.e., fault types) at training time. Since an unknown number and nature of fault…

In data-driven drug discovery, designing molecular descriptors is a very important task. Deep generative models such as variational autoencoders (VAEs) offer a potential solution by designing descriptors as probabilistic latent vectors…

Optimal computations under uncertainty require an adequate probabilistic representation about beliefs. Deep generative models, and specifically Variational Autoencoders (VAEs), have the potential to meet this demand by building latent…

In recent years Variation Autoencoders have become one of the most popular unsupervised learning of complicated distributions.Variational Autoencoder (VAE) provides more efficient reconstructive performance over a traditional autoencoder.…

Imbalanced distribution learning is a common and significant challenge in predictive modeling, often reducing the performance of standard algorithms. Although various approaches address this issue, most are tailored to classification…

Successfully training Variational Autoencoders (VAEs) with a hierarchy of discrete latent variables remains an area of active research. Vector-Quantised VAEs are a powerful approach to discrete VAEs, but naive hierarchical extensions can be…

High-throughput phenotypic screens generate vast microscopy image datasets that push the limits of generative models due to their large dimensionality. Despite the growing popularity of general-purpose models trained on natural images for…

We propose a novel probabilistic generative model for action sequences. The model is termed the Action Point Process VAE (APP-VAE), a variational auto-encoder that can capture the distribution over the times and categories of action…

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Physical imaging is a foundational characterization method in areas from condensed matter physics and chemistry to astronomy and spans length scales from atomic to universe. Images encapsulate crucial data regarding atomic bonding,…

Generating the periodic structure of stable materials is a long-standing challenge for the material design community. This task is difficult because stable materials only exist in a low-dimensional subspace of all possible periodic…

The Variational Autoencoder (VAE) is a powerful deep generative model that is now extensively used to represent high-dimensional complex data via a low-dimensional latent space learned in an unsupervised manner. In the original VAE model,…

Crash frequency modelling analyzes the impact of factors like traffic volume, road geometry, and environmental conditions on crash occurrences. Inaccurate predictions can distort our understanding of these factors, leading to misguided…

This study evaluates the effectiveness of a Mixture of Experts (MoE) model for stock price prediction by comparing it to a Recurrent Neural Network (RNN) and a linear regression model. The MoE framework combines an RNN for volatile stocks…

We would like to learn a representation of the data which decomposes an observation into factors of variation which we can independently control. Specifically, we want to use minimal supervision to learn a latent representation that…

Among likelihood-based approaches for deep generative modelling, variational autoencoders (VAEs) offer scalable amortized posterior inference and fast sampling. However, VAEs are also more and more outperformed by competing models such as…

Stock market volatility forecasting is a task relevant to assessing market risk. We investigate the interaction between news and prices for the one-day-ahead volatility prediction using state-of-the-art deep learning approaches. The…