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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…
Despite numerous studies of deep autoencoders (AEs) for unsupervised anomaly detection, AEs still lack a way to express uncertainty in their predictions, crucial for ensuring safe and trustworthy machine learning systems in high-stake…
This study introduces a compositional autoencoder (CAE) framework designed to disentangle the complex interplay between genotypic and environmental factors in high-dimensional phenotype data to improve trait prediction in plant breeding and…
The variational auto-encoder (VAE) is a deep latent variable model that has two neural networks in an autoencoder-like architecture; one of them parameterizes the model's likelihood. Fitting its parameters via maximum likelihood (ML) is…
Variational Autoencoders (VAEs) are a popular generative model, but one in which conditional inference can be challenging. If the decomposition into query and evidence variables is fixed, conditional VAEs provide an attractive solution. To…
We extend variational autoencoders (VAEs) to collaborative filtering for implicit feedback. This non-linear probabilistic model enables us to go beyond the limited modeling capacity of linear factor models which still largely dominate…
Identifying customer segments in retail banking portfolios with different risk profiles can improve the accuracy of credit scoring. The Variational Autoencoder (VAE) has shown promising results in different research domains, and it has been…
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…
This paper studies the estimation of characteristic-based quantile factor models where the factor loadings are unknown functions of observed individual characteristics while the idiosyncratic error terms are subject to conditional quantile…
We introduce the Kernel-Elastic Autoencoder (KAE), a self-supervised generative model based on the transformer architecture with enhanced performance for molecular design. KAE is formulated based on two novel loss functions: modified…
Variational autoencoders often assume isotropic Gaussian priors and mean-field posteriors, hence do not exploit structure in scenarios where we may expect similarity or consistency across latent variables. Gaussian process variational…
This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale…
This paper proposes an autoencoder (AE) that is used for improving the performance of once-class classifiers for the purpose of detecting anomalies. Traditional one-class classifiers (OCCs) perform poorly under certain conditions such as…
Variational autoencoders (VAEs) are one class of generative probabilistic latent-variable models designed for inference based on known data. We develop three variations on VAEs by introducing a second parameterized encoder/decoder pair and,…
Variational autoencoders (VAE) represent a popular, flexible form of deep generative model that can be stochastically fit to samples from a given random process using an information-theoretic variational bound on the true underlying…
Optimal computations under uncertainty require an adequate probabilistic representation about beliefs. Deep generative models, and specifically Variational Autoencoders (VAEs), have the potential to meet this demand by building latent…
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,…
On a periodic basis, publicly traded companies report fundamentals, financial data including revenue, earnings, debt, among others. Quantitative finance research has identified several factors, functions of the reported data that…
This paper aims to improve the explainability of Autoencoder's (AE) predictions by proposing two explanation methods based on the mean and epistemic uncertainty of log-likelihood estimate, which naturally arise from the probabilistic…
We propose a family of novel hierarchical Bayesian deep auto-encoder models capable of identifying disentangled factors of variability in data. While many recent attempts at factor disentanglement have focused on sophisticated learning…