Related papers: VAEneu: A New Avenue for VAE Application on Probab…

Accurate long-term trajectory prediction in complex scenes, where multiple agents (e.g., pedestrians or vehicles) interact with each other and the environment while attempting to accomplish diverse and often unknown goals, is a challenging…

The CVAE is one of the most widely-used models in trajectory prediction for AD. It captures the interplay between a driving context and its ground-truth future into a probabilistic latent space and uses it to produce predictions. In this…

Probabilistic forecasting in power systems often involves multi-entity datasets like households, feeders, and wind turbines, where generating reliable entity-specific forecasts presents significant challenges. Traditional approaches require…

Predictions of the uncertainty associated with extreme events are a vital component of any prediction system for such events. Consequently, the prediction system ought to be probabilistic in nature, with the predictions taking the form of…

Time series data is ubiquitous, with forecasting applications spanning from finance to healthcare. Beyond popular deterministic methods, generative models are gaining attention due to advancements in areas like image synthesis and video…

Variational autoencoders (VAE) are a powerful and widely-used class of models to learn complex data distributions in an unsupervised fashion. One important limitation of VAEs is the prior assumption that latent sample representations are…

Conditional forecasts, i.e. projections of a set of variables of interest on the future paths of some other variables, are used routinely by empirical macroeconomists in a number of applied settings. In spite of this, the existing…

Venn Prediction (VP) is a new machine learning framework for producing well-calibrated probabilistic predictions. In particular it provides well-calibrated lower and upper bounds for the conditional probability of an example belonging to…

Accurate pedestrian trajectory prediction is crucial for autonomous systems operating in complex environments, such as modular buses and delivery robots in suburban or semi-structured areas. Social Spatio-Temporal Graph Convolutional Neural…

Predicting future frames for a video sequence is a challenging generative modeling task. Promising approaches include probabilistic latent variable models such as the Variational Auto-Encoder. While VAEs can handle uncertainty and model…

In recent years, the dynamic factor model has emerged as a dominant tool in economics and finance, particularly for investment strategies. This model offers improved handling of complex, nonlinear, and noisy market conditions compared to…

We propose a retrodictive forecasting paradigm for time series: instead of predicting the future from the past, we identify the future that best explains the observed present via inverse MAP optimization over a Conditional Variational…

Variational autoencoders (VAE) have quickly become a central tool in machine learning, applicable to a broad range of data types and latent variable models. By far the most common first step, taken by seminal papers and by core software…

This paper proposes a variational Bayes algorithm for computationally efficient posterior and predictive inference in time-varying parameter (TVP) models. Within this context we specify a new dynamic variable/model selection strategy for…

Variational Auto-Encoders (VAEs) are capable of learning latent representations for high dimensional data. However, due to the i.i.d. assumption, VAEs only optimize the singleton variational distributions and fail to account for the…

Weather regimes are recurrent and persistent large-scale atmospheric circulation patterns that modulate the occurrence of local impact variables such as extreme precipitation. In their capacity as mediators between long-range…

Pedestrian trajectory prediction is an essential task in robotic applications such as autonomous driving and robot navigation. State-of-the-art trajectory predictors use a conditional variational autoencoder (CVAE) with recurrent neural…

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Pedestrian trajectory prediction is a key technology in many applications such as video surveillance, social robot navigation, and autonomous driving, and significant progress has been made in this research topic. However, there remain two…

Generating accurate extremes from an observational data set is crucial when seeking to estimate risks associated with the occurrence of future extremes which could be larger than those already observed. Applications range from the…