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Generative modeling and clustering are conventionally distinct tasks in machine learning. Variational Autoencoders (VAEs) have been widely explored for their ability to integrate both, providing a framework for generative clustering.…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
Diffusion Probabilistic Model (DDPM) for generating one-day-ahead arbitrage-free implied volatility surfaces. To capture the path-dependent nature of volatility dynamics, we condition our model on a set of market variables, including…
Detecting anomalies in multivariate time series is essential for monitoring complex industrial systems, where high dimensionality, limited labeled data, and subtle dependencies between sensors cause significant challenges. This paper…
We propose to utilize a variational autoencoder (VAE) for data-driven channel estimation. The underlying true and unknown channel distribution is modeled by the VAE as a conditional Gaussian distribution in a novel way, parameterized by the…
Visual Autoregressive (VAR) models have recently garnered significant attention for their innovative next-scale prediction paradigm, offering notable advantages in both inference efficiency and image quality compared to traditional…
Accurately estimating treatment effects over time is crucial in fields such as precision medicine, epidemiology, economics, and marketing. Many current methods for estimating treatment effects over time assume that all confounders are…
Models of human motion commonly focus either on trajectory prediction or action classification but rarely both. The marked heterogeneity and intricate compositionality of human motion render each task vulnerable to the data degradation and…
Although variational autoencoders (VAEs) represent a widely influential deep generative model, many aspects of the underlying energy function remain poorly understood. In particular, it is commonly believed that Gaussian encoder/decoder…
Automotive telemetry data exhibits slow drifts and fast spikes, often within the same sequence, making reliable anomaly detection challenging. Standard reconstruction-based methods, including sequence variational autoencoders (VAEs), use a…
Graph diffusion problems such as the propagation of rumors, computer viruses, or smart grid failures are ubiquitous and societal. Hence it is usually crucial to identify diffusion sources according to the current graph diffusion…
Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…
In the following short article we adapt a new and popular machine learning model for inference on medical data sets. Our method is based on the Variational AutoEncoder (VAE) framework that we adapt to survival analysis on small data sets…
Jump diffusion processes are widely used to model asset prices over time, mainly for their ability to capture complex discontinuous behavior, but inference on the model parameters remains a challenge. Here our goal is posterior inference on…
Variational autoencoders (VAEs) provide an effective and simple method for modeling complex distributions. However, training VAEs often requires considerable hyperparameter tuning to determine the optimal amount of information retained by…
High-dimensional clinical data have become invaluable resources for genetic studies, due to their accessibility in biobank-scale datasets and the development of high performance modeling techniques especially using deep learning. Recent…
Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with…
Learning representations of underlying environmental dynamics from partial observations is a critical challenge in machine learning. In the context of Partially Observable Markov Decision Processes (POMDPs), state representations are often…
Diffusion Probabilistic Models (DPMs) have shown a powerful capacity of generating high-quality image samples. Recently, diffusion autoencoders (Diff-AE) have been proposed to explore DPMs for representation learning via autoencoding. Their…
Accurately assessing the potential for fault slip is essential in many subsurface operations. Conventional model-based history matching methods, which entail the generation of posterior geomodels calibrated to observed data, can be…