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We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

We present a model that can automatically learn alignments between high-dimensional data in an unsupervised manner. Our proposed method casts alignment learning in a framework where both alignment and data are modelled simultaneously.…

Planning is a powerful approach to control problems with known environment dynamics. In unknown environments the agent needs to learn a model of the system dynamics to make planning applicable. This is particularly challenging when the…

Latent variable models (LVMs) learn probabilistic models of data manifolds lying in an \emph{ambient} Euclidean space. In a number of applications, a priori known spatial constraints can shrink the ambient space into a considerably smaller…

We propose a new variational inference algorithm for learning in Gaussian Process State-Space Models (GPSSMs). Our algorithm enables learning of unstable and partially observable systems, where previous algorithms fail. Our main algorithmic…

Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…

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…

Real-world dynamical systems often consist of multiple stochastic subsystems that interact with each other. Modeling and forecasting the behavior of such dynamics are generally not easy, due to the inherent hardness in understanding the…

Gaussian Graphical Models (GGMs) or Gauss Markov random fields are widely used in many applications, and the trade-off between the modeling capacity and the efficiency of learning and inference has been an important research problem. In…

The Gaussian Process Latent Variable Model (GP-LVM) is a non-linear probabilistic method of embedding a high dimensional dataset in terms low dimensional `latent' variables. In this paper we illustrate that maximum a posteriori (MAP)…

This article is concerned with learning and stochastic control in physical systems which contain unknown input signals. These unknown signals are modeled as Gaussian processes (GP) with certain parametrized covariance structures. The…

We present an approach for continual learning (CL) that is based on fully probabilistic (or generative) models of machine learning. In contrast to, e.g., GANs that are "generative" in the sense that they can generate samples, fully…

Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…

Probabilistic graphical modeling (PGM) provides a framework for formulating an interpretable generative process of data and expressing uncertainty about unknowns, but it lacks flexibility. Deep learning (DL) is an alternative framework for…

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

State-space models effectively model multivariate time series by updating over time a representation of the system state from which predictions are made. The state representation is usually a vector without any explicit structure.…

Gaussian process state-space models (GPSSMs) offer a principled framework for learning and inference in nonlinear dynamical systems with uncertainty quantification. However, existing GPSSMs are limited by the use of multiple independent…

Modeling and interpreting spike train data is a task of central importance in computational neuroscience, with significant translational implications. Two popular classes of data-driven models for this task are autoregressive Point Process…

We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…

Graph representation learning is a fundamental problem for modeling relational data and benefits a number of downstream applications. Traditional Bayesian-based graph models and recent deep learning based GNN either suffer from…