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Variational autoencoders (VAEs) are a powerful class of deep generative latent variable model for unsupervised representation learning on high-dimensional data. To ensure computational tractability, VAEs are often implemented with a…
Popular (ensemble) Kalman filter data assimilation (DA) approaches assume that the errors in both the a priori estimate of the state and those in the observations are Gaussian. For constrained variables, e.g. sea ice concentration or…
Time series forecasting has been a widely explored task of great importance in many applications. However, it is common that real-world time series data are recorded in a short time period, which results in a big gap between the deep model…
Time series anomaly detection(TSAD) is a critical task in signal processing field, ensuring the reliability of complex systems. Reconstruction-based methods dominate in TSAD. Among these methods, VAE-based methods have achieved promising…
Variational autoencoders (VAEs) are powerful generative models with the salient ability to perform inference. Here, we introduce a quantum variational autoencoder (QVAE): a VAE whose latent generative process is implemented as a quantum…
Optimization of rotating electrical machines is both time- and computationally expensive. Because of the different parametrization, design optimization is commonly executed separately for each machine technology. In this paper, we present…
In this work, we study the emergence of sparsity and multiway structures in second-order statistical characterizations of dynamical processes governed by partial differential equations (PDEs). We consider several state-of-the-art multiway…
A stochastic filter uses a series of measurements over time to produce estimates of unknown variables based on a dynamic model. For a quantum system, such an algorithm is provided by a quantum filter, which is also known as a stochastic…
Variational autoencoders (VAEs) have been used extensively to discover low-dimensional latent factors governing neural activity and animal behavior. However, without careful model selection, the uncovered latent factors may reflect noise in…
Multivariate Long Sequence Time-series Forecasting (LSTF) has been a critical task across various real-world applications. Recent advancements focus on the application of transformer architectures attributable to their ability to capture…
The Variational Autoencoder (VAE) is a seminal approach in deep generative modeling with latent variables. Interpreting its reconstruction process as a nonlinear transformation of samples from the latent posterior distribution, we apply the…
With the expected rise in behind-the-meter solar penetration within the distribution networks, there is a need to develop time-series forecasting methods that can reliably predict the net-load, accurately quantifying its uncertainty and…
Traffic flow estimation (TFE) is crucial for intelligent transportation systems. Traditional TFE methods rely on extensive road sensor networks and typically incur significant costs. Sparse mobile crowdsensing enables a cost-effective…
Although variational autoencoders (VAEs) represent a widely influential deep generative model, many aspects of the underlying energy function remain poorly understood. In particular, it is commonly believed that Gaussian encoder/decoder…
Deep latent variable generative models based on variational autoencoder (VAE) have shown promising performance for audiovisual speech enhancement (AVSE). The underlying idea is to learn a VAEbased audiovisual prior distribution for clean…
Vector Quantized Variational Autoencoders (VQ-VAEs) are fundamental to modern generative modeling, yet they often suffer from training instability and "codebook collapse" due to the inherent coupling of representation learning and discrete…
In this paper, data-driven algorithms based on Koopman Operator Theory are applied to identify and predict the nonlinear dynamics of a vapor compression system and cabin temperature in a light-duty electric vehicle. By leveraging a…
The variational autoencoder (VAE) is a popular deep latent variable model used to analyse high-dimensional datasets by learning a low-dimensional latent representation of the data. It simultaneously learns a generative model and an…
Stochastic processes provide a mathematically elegant way model complex data. In theory, they provide flexible priors over function classes that can encode a wide range of interesting assumptions. In practice, however, efficient inference…
We propose a Weighted Autoregressive Varying gatE (WAVE) attention mechanism equipped with both Autoregressive (AR) and Moving-average (MA) components. It can adapt to various attention mechanisms, enhancing and decoupling their ability to…