Related papers: Preventing Model Collapse in Gaussian Process Late…

We consider minimum variance estimation within the sparse linear Gaussian model (SLGM). A sparse vector is to be estimated from a linearly transformed version embedded in Gaussian noise. Our analysis is based on the theory of reproducing…

Diffusion models optimized via variational inference (VI) have emerged as a promising tool for generating samples from unnormalized target densities. These models create samples by simulating a stochastic differential equation, starting…

Modeling stiff partial differential equations (PDEs) with sharp gradients remains a significant challenge for scientific machine learning. While Physics-Informed Neural Networks (PINNs) struggle with spectral bias and slow training times,…

Gaussian graphical models (GGMs) are widely used to recover the conditional independence structure among random variables. Recent work has sought to incorporate auxiliary covariates to improve estimation, particularly in applications such…

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

We study the problem of learning latent variables in Gaussian graphical models. Existing methods for this problem assume that the precision matrix of the observed variables is the superposition of a sparse and a low-rank component. In this…

Kernel functions in support vector machines (SVM) are needed to assess the similarity of input samples in order to classify these samples, for instance. Besides standard kernels such as Gaussian (i.e., radial basis function, RBF) or…

Modern biomedical datasets are increasingly high dimensional and exhibit complex correlation structures. Generalized Linear Mixed Models (GLMMs) have long been employed to account for such dependencies. However, proper specification of the…

We present the Gaussian process dynamical mixture model (GPDMM) and show its utility in single-example learning of human motion data. The Gaussian process dynamical model (GPDM) is a form of the Gaussian process latent variable model…

We study continuous-variable photonic quantum extreme learning machines as fast, low-overhead front-ends for collider data processing. Data is encoded in photonic modes through quadrature displacements and propagated through a fixed-time…

Learning of low dimensional structure in multidimensional data is a canonical problem in machine learning. One common approach is to suppose that the observed data are close to a lower-dimensional smooth manifold. There are a rich variety…

Spatially varying coefficient (SVC) models are a type of regression model for spatial data where covariate effects vary over space. If there are several covariates, a natural question is which covariates have a spatially varying effect and…

One of the most challenging problems in kernel online learning is to bound the model size and to promote the model sparsity. Sparse models not only improve computation and memory usage, but also enhance the generalization capacity, a…

Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Graphical Transformation Models (GTMs) are introduced as a novel approach to effectively model multivariate data with intricate marginals and complex dependency structures semiparametrically, while maintaining interpretability through the…

Detection and modeling of change-points in time-series can be considerably challenging. In this paper we approach this problem by incorporating the class of Dynamic Generalized Linear Models (DGLM) into the well know class of Product…

Gaussian processes are rich distributions over functions, with generalization properties determined by a kernel function. When used for long-range extrapolation, predictions are particularly sensitive to the choice of kernel parameters. It…

In this work, we propose the Generative Latent Flow (GLF), an algorithm for generative modeling of the data distribution. GLF uses an Auto-encoder (AE) to learn latent representations of the data, and a normalizing flow to map the…

Transformation-based methods have been an attractive approach in non-parametric inference for problems such as unconditional and conditional density estimation due to their unique hierarchical structure that models the data as flexible…