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

This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional…

Variational autoencoders (VAE) are powerful generative models that learn the latent representations of input data as random variables. Recent studies show that VAE can flexibly learn the complex temporal dynamics of time series and achieve…

Probabilistic vehicle trajectory prediction is essential for robust safety of autonomous driving. Current methods for long-term trajectory prediction cannot guarantee the physical feasibility of predicted distribution. Moreover, their…

Sequential decisions in volatile, high-stakes settings require more than maximizing expected return; they require principled uncertainty management. This paper presents the Uncertainty-Aware Markov Decision Process (UAMDP), a unified…

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…

Our ability to generalize beyond training data to novel, out-of-distribution, image degradations is a hallmark of primate vision. The predictive brain, exemplified by predictive coding networks (PCNs), has become a prominent neuroscience…

We develop a novel multivariate semi-parametric framework for joint portfolio Value-at-Risk (VaR) and Expected Shortfall (ES) forecasting. Unlike existing univariate semi-parametric approaches, the proposed framework explicitly models the…

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

In recent years, the field of machine learning has made phenomenal progress in the pursuit of simulating real-world data generation processes. One notable example of such success is the variational autoencoder (VAE). In this work, with a…

While learning the maximum likelihood value of parameters of an undirected graphical model is hard, modelling the posterior distribution over parameters given data is harder. Yet, undirected models are ubiquitous in computer vision and text…

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…

Real-time, accurate prediction of human steering behaviors has wide applications, from developing intelligent traffic systems to deploying autonomous driving systems in both real and simulated worlds. In this paper, we present ContextVAE, a…

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Quantifying uncertainty in predictions or, more generally, estimating the posterior conditional distribution, is a core challenge in machine learning and statistics. We introduce Convex Nonparanormal Regression (CNR), a conditional…

The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…

In the database community, we typically evaluate new methods based on experimental results, which we produce by integrating the proposed method along with a set of baselines in a single benchmarking codebase and measuring the individual…

Large climate-model ensembles are computationally expensive; yet many downstream analyses would benefit from additional, statistically consistent realizations of spatiotemporal climate variables. We study a generative modeling approach for…

Learning latent representations that are simultaneously expressive, geometrically well-structured, and reliably calibrated remains a central challenge for Variational Autoencoders (VAEs). Standard VAEs typically assume a diagonal Gaussian…