Related papers: TeVAE: A Variational Autoencoder Approach for Disc…

A key advance in learning generative models is the use of amortized inference distributions that are jointly trained with the models. We find that existing training objectives for variational autoencoders can lead to inaccurate amortized…

We investigate a novel approach to time-series modeling, inspired by the successes of large pretrained foundation models. We introduce FAE (Foundation Auto-Encoders), a foundation generative-AI model for anomaly detection in time-series…

Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projected to a latent space of a much smaller dimension, the use of…

Time series sequence prediction and modelling has proven to be a challenging endeavor in real world datasets. Two key issues are the multi-dimensionality of data and the interaction of independent dimensions forming a latent output signal,…

We present a refined version of the Anomaly Awareness framework for enhancing unsupervised anomaly detection. Our approach introduces minimal supervision into Variational Autoencoders (VAEs) through a two-stage training strategy: the model…

This paper aims to conduct a comparative analysis of contemporary Variational Autoencoder (VAE) architectures employed in anomaly detection, elucidating their performance and behavioral characteristics within this specific task. The…

Although unsupervised generative modeling of an image dataset using a Variational AutoEncoder (VAE) has been used to detect anomalous images, or anomalous regions in images, recent works have shown that this method often identifies images…

Variational Autoencoders (VAEs) are well-established as a principled approach to probabilistic unsupervised learning with neural networks. Typically, an encoder network defines the parameters of a Gaussian distributed latent space from…

Irregularly sampled time series commonly occur in several domains where they present a significant challenge to standard deep learning models. In this paper, we propose a new deep learning framework for probabilistic interpolation of…

Variational Autoencoders (VAE) are widely used for dimensionality reduction of large-scale tabular and image datasets, under the assumption of independence between data observations. In practice, however, datasets are often correlated, with…

Efficient anomaly detection and diagnosis in multivariate time-series data is of great importance for modern industrial applications. However, building a system that is able to quickly and accurately pinpoint anomalous observations is a…

We propose Tree Variational Autoencoder (TreeVAE), a new generative hierarchical clustering model that learns a flexible tree-based posterior distribution over latent variables. TreeVAE hierarchically divides samples according to their…

Digitalization leads to data transparency for production systems that we can benefit from with data-driven analysis methods like neural networks. For example, automated anomaly detection enables saving resources and optimizing the…

Due to the limited availability of anomaly examples, video anomaly detection is often seen as one-class classification (OCC) problem. A popular way to tackle this problem is by utilizing an autoencoder (AE) trained only on normal data. At…

We introduce an improved variational autoencoder (VAE) for text modeling with topic information explicitly modeled as a Dirichlet latent variable. By providing the proposed model topic awareness, it is more superior at reconstructing input…

The variational autoencoder (VAE) is a popular, deep, latent-variable model (DLVM) due to its simple yet effective formulation for modeling the data distribution. Moreover, optimizing the VAE objective function is more manageable than other…

Deep autoencoder has been extensively used for anomaly detection. Training on the normal data, the autoencoder is expected to produce higher reconstruction error for the abnormal inputs than the normal ones, which is adopted as a criterion…

Automated anomaly detection is essential for managing information and communications technology (ICT) systems to maintain reliable services with minimum burden on operators. For detecting varying and continually emerging anomalies as…

Detectors in next-generation high-energy physics experiments face several daunting requirements, such as high data rates, damaging radiation exposure, and stringent constraints on power, space, and latency. To address these challenges,…

We propose a variational autoencoder (VAE) approach for parameter estimation in nonlinear mixed-effects models based on ordinary differential equations (NLME-ODEs) using longitudinal data from multiple subjects. In moderate dimensions,…