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Evaluating, explaining, and visualizing high-level concepts in generative models, such as variational autoencoders (VAEs), is challenging in part due to a lack of known prediction classes that are required to generate saliency maps in…

This paper introduces the Descriptive Variational Autoencoder (DVAE), an unsupervised and end-to-end trainable neural network for predicting vehicle trajectories that provides partial interpretability. The novel approach is based on the…

We propose a novel VAE-based deep auto-encoder model that can learn disentangled latent representations in a fully unsupervised manner, endowed with the ability to identify all meaningful sources of variation and their cardinality. Our…

Generative Adversarial Networks (GANs) have shown great success in generating high quality images and are thus used as one of the main approaches to generate art images. However, usually the image generation process involves sampling from…

Deep generative models are reported to be useful in broad applications including image generation. Repeated inference between data space and latent space in these models can denoise cluttered images and improve the quality of inferred…

The ability to record activities from hundreds of neurons simultaneously in the brain has placed an increasing demand for developing appropriate statistical techniques to analyze such data. Recently, deep generative models have been…

The field of deep generative modeling has succeeded in producing astonishingly realistic-seeming images and audio, but quantitative evaluation remains a challenge. Log-likelihood is an appealing metric due to its grounding in statistics and…

Learning a generative model from partial data (data with missingness) is a challenging area of machine learning research. We study a specific implementation of the Auto-Encoding Variational Bayes (AEVB) algorithm, named in this paper as a…

Generative Adversarial Net (GAN) has been proven to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series…

In the years since Goodfellow et al. introduced Generative Adversarial Networks (GANs), there has been an explosion in the breadth and quality of generative model applications. Despite this work, GANs still have a long way to go before they…

We introduce several techniques for sampling and visualizing the latent spaces of generative models. Replacing linear interpolation with spherical linear interpolation prevents diverging from a model's prior distribution and produces…

Variational autoencoders (VAEs) are a popular generative model used to approximate distributions. The encoder part of the VAE is used in amortized learning of latent variables, producing a latent representation for data samples. Recently,…

Data scarcity and confidentiality in finance often impede model development and robust testing. This paper presents a unified multi-criteria evaluation framework for synthetic financial data and applies it to three representative generative…

Understanding non-linear relationships among financial instruments has various applications in investment processes ranging from risk management, portfolio construction and trading strategies. Here, we focus on interconnectedness among…

Particle accelerators are time-varying systems whose components are perturbed by external disturbances. Tuning accelerators can be a time-consuming process involving manual adjustment of multiple components, such as RF cavities, to minimize…

The manifold assumption for high-dimensional data assumes that the data is generated by varying a set of parameters obtained from a low-dimensional latent space. Deep generative models (DGMs) are widely used to learn data representations in…

We present a coupled Variational Auto-Encoder (VAE) method that improves the accuracy and robustness of the probabilistic inferences on represented data. The new method models the dependency between input feature vectors (images) and weighs…

Generative Adversarial Networks (GANs) play an increasingly important role in machine learning. However, there is one fundamental issue hindering their practical applications: the absence of capability for encoding real-world samples. The…

In settings requiring synthetic data generation based on a clinical cohort, e.g., due to data protection regulations, heterogeneity across individuals might be a nuisance that we need to control or faithfully preserve. The sources of such…

Apart from assessing individual asset performance, investors in financial markets also need to consider how a set of firms performs collectively as a portfolio. Whereas traditional Markowitz-based mean-variance portfolios are widespread,…