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We propose a nonparametric estimator of the empirical distribution function (EDF) of the latent spot variance of the log-price of a financial asset. We show that over a fixed time span our realized EDF (or REDF) -- inferred from noisy…

计量经济学 · 经济学 2026-01-29 Kim Christensen , Martin Thyrsgaard , Bezirgen Veliyev

Most signal processing and statistical applications heavily rely on specific data distribution models. The Gaussian distributions, although being the most common choice, are inadequate in most real world scenarios as they fail to account…

统计理论 · 数学 2023-04-17 Ilya Soloveychik

We demonstrate in this paper that a generative model can be designed to perform classification tasks under challenging settings, including adversarial attacks and input distribution shifts. Specifically, we propose a conditional variational…

计算机视觉与模式识别 · 计算机科学 2019-02-12 Houpu Yao , Malcolm Regan , Yezhou Yang , Yi Ren

Recent progress in Generative Artificial Intelligence (AI) relies on efficient data representations, often featuring encoder-decoder architectures. We formalize the mathematical problem of finding the optimal encoder-decoder pair and…

机器学习 · 计算机科学 2023-08-29 Semyon Malamud , Teng Andrea Xu , Antoine Didisheim

Recurrent Variational Autoencoder has been widely used for language modeling and text generation tasks. These models often face a difficult optimization problem, also known as the Kullback-Leibler (KL) term vanishing issue, where the…

计算与语言 · 计算机科学 2019-04-24 Prince Zizhuang Wang , William Yang Wang

Recent image generation schemes typically capture image distribution in a pre-constructed latent space relying on a frozen image tokenizer. Though the performance of tokenizer plays an essential role to the successful generation, its…

计算机视觉与模式识别 · 计算机科学 2025-03-18 Kai Qiu , Xiang Li , Jason Kuen , Hao Chen , Xiaohao Xu , Jiuxiang Gu , Yinyi Luo , Bhiksha Raj , Zhe Lin , Marios Savvides

Generative autoencoders offer a promising approach for controllable text generation by leveraging their latent sentence representations. However, current models struggle to maintain coherent latent spaces required to perform meaningful text…

机器学习 · 计算机科学 2020-07-08 Tianxiao Shen , Jonas Mueller , Regina Barzilay , Tommi Jaakkola

One of the key challenges in learning joint embeddings of multiple modalities, e.g. of images and text, is to ensure coherent cross-modal semantics that generalize across datasets. We propose to address this through joint Gaussian…

计算机视觉与模式识别 · 计算机科学 2019-09-17 Shweta Mahajan , Teresa Botschen , Iryna Gurevych , Stefan Roth

The ability to accurately model random fields plays a critical role in science and engineering for problems involving uncertain, spatially-varying quantities such as heterogeneous material properties and turbulent flows. Deep generative…

We propose a \textbf{uni}fied \textbf{f}ramework for \textbf{i}mplicit \textbf{ge}nerative \textbf{m}odeling (UnifiGem) with theoretical guarantees by integrating approaches from optimal transport, numerical ODE, density-ratio…

机器学习 · 计算机科学 2020-02-18 Yuan Gao , Jian Huang , Yuling Jiao , Jin Liu

Normalizing Flows (NFs) learn invertible mappings between the data and a Gaussian distribution. Prior works usually suffer from two limitations. First, they add random noise to training samples or VAE latents as data augmentation,…

计算机视觉与模式识别 · 计算机科学 2025-12-04 Qinyu Zhao , Guangting Zheng , Tao Yang , Rui Zhu , Xingjian Leng , Stephen Gould , Liang Zheng

In this paper, we use and further develop upon a recently proposed multivariate, distribution-free Goodness-of-Fit (GoF) test based on the theory of Optimal Transport (OT) called the Rank Energy (RE) [1], for non-parametric and unsupervised…

机器学习 · 统计学 2021-11-02 Shoaib Bin Masud , Shuchin Aeron

We present a new generative autoencoder model with dual contradistinctive losses to improve generative autoencoder that performs simultaneous inference (reconstruction) and synthesis (sampling). Our model, named dual contradistinctive…

计算机视觉与模式识别 · 计算机科学 2020-11-23 Gaurav Parmar , Dacheng Li , Kwonjoon Lee , Zhuowen Tu

Variational Autoencoders (VAEs) have experienced recent success as data-generating models by using simple architectures that do not require significant fine-tuning of hyperparameters. However, VAEs are known to suffer from…

机器学习 · 统计学 2020-07-22 Wei Cheng , Gregory Darnell , Sohini Ramachandran , Lorin Crawford

Unsupervised disentangled representation learning from the unlabelled audio data, and high fidelity audio generation have become two linchpins in the machine learning research fields. However, the representation learned from an unsupervised…

音频与语音处理 · 电气工程与系统科学 2020-10-20 Kazi Nazmul Haque , Rajib Rana , Björn W Schuller

Variational autoencoders (VAEs) and generative adversarial networks (GANs) enjoy an intuitive connection to manifold learning: in training the decoder/generator is optimized to approximate a homeomorphism between the data distribution and…

机器学习 · 计算机科学 2020-08-28 Henry Li , Ofir Lindenbaum , Xiuyuan Cheng , Alexander Cloninger

Variational Autoencoder (VAE), a simple and effective deep generative model, has led to a number of impressive empirical successes and spawned many advanced variants and theoretical investigations. However, recent studies demonstrate that,…

机器学习 · 计算机科学 2019-01-08 Xuezhe Ma , Chunting Zhou , Eduard Hovy

Auto-encoders are among the most popular neural network architecture for dimension reduction. They are composed of two parts: the encoder which maps the model distribution to a latent manifold and the decoder which maps the latent manifold…

机器学习 · 计算机科学 2019-08-13 Jeremy Charlier , Francois Petit , Gaston Ormazabal , Radu State , Jean Hilger

Many existing transductive bounds rely on classical complexity measures that are computationally intractable and often misaligned with empirical behavior. In this work, we establish new representation-based generalization bounds in a…

机器学习 · 计算机科学 2026-03-11 MoonJeong Park , Seungbeom Lee , Kyungmin Kim , Jaeseung Heo , Seunghyuk Cho , Shouheng Li , Sangdon Park , Dongwoo Kim

We provide full theoretical guarantees for the convergence behaviour of diffusion-based generative models under the assumption of strongly log-concave data distributions while our approximating class of functions used for score estimation…

机器学习 · 计算机科学 2025-02-18 Stefano Bruno , Ying Zhang , Dong-Young Lim , Ömer Deniz Akyildiz , Sotirios Sabanis