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This paper presents a deep generative modeling framework for controllably synthesizing implied volatility surfaces (IVSs) using a variational autoencoder (VAE). Unlike conventional data-driven models, our approach provides explicit control…

计算金融 · 定量金融 2025-09-03 Jing Wang , Shuaiqiang Liu , Cornelis Vuik

Despite recent successes in synthesizing faces and bedrooms, existing generative models struggle to capture more complex image types, potentially due to the oversimplification of their latent space constructions. To tackle this issue,…

机器学习 · 计算机科学 2018-03-13 Wenling Shang , Kihyuk Sohn , Yuandong Tian

Variational Autoencoders (VAEs) are expressive latent variable models that can be used to learn complex probability distributions from training data. However, the quality of the resulting model crucially relies on the expressiveness of the…

机器学习 · 计算机科学 2018-06-12 Lars Mescheder , Sebastian Nowozin , Andreas Geiger

In this paper, we propose the "adversarial autoencoder" (AAE), which is a probabilistic autoencoder that uses the recently proposed generative adversarial networks (GAN) to perform variational inference by matching the aggregated posterior…

机器学习 · 计算机科学 2016-05-26 Alireza Makhzani , Jonathon Shlens , Navdeep Jaitly , Ian Goodfellow , Brendan Frey

The confluence of ultrafast computers with large memory, rapid progress in Machine Learning (ML) algorithms, and the availability of large datasets place multiple engineering fields at the threshold of dramatic progress. However, a unique…

机器学习 · 计算机科学 2025-09-15 Farah Alsafadi , Mahmoud Yaseen , Xu Wu

Many different methods to train deep generative models have been introduced in the past. In this paper, we propose to extend the variational auto-encoder (VAE) framework with a new type of prior which we call "Variational Mixture of…

机器学习 · 计算机科学 2018-02-27 Jakub M. Tomczak , Max Welling

The design of molecules and materials with tailored properties is challenging, as candidate molecules must satisfy multiple competing requirements that are often difficult to measure or compute. While molecular structures, produced through…

化学物理 · 物理学 2023-02-07 Julia Westermayr , Joe Gilkes , Rhyan Barrett , Reinhard J. Maurer

Variational Autoencoders (VAE) are probabilistic deep generative models underpinned by elegant theory, stable training processes, and meaningful manifold representations. However, they produce blurry images due to a lack of explicit…

计算机视觉与模式识别 · 计算机科学 2019-11-15 Prashnna K Gyawali , Rudra Saha , Linwei Wang , VSR Veeravasarapu , Maneesh Singh

We introduce a method combining variational autoencoders (VAEs) and deep metric learning to perform Bayesian optimisation (BO) over high-dimensional and structured input spaces. By adapting ideas from deep metric learning, we use label…

Advances in deep learning and representation learning have transformed item factor analysis (IFA) in the item response theory (IRT) literature by enabling more efficient and accurate parameter estimation. Variational Autoencoders (VAEs)…

机器学习 · 统计学 2025-11-03 Nanyu Luo , Feng Ji

While objects from different categories can be reliably decoded from fMRI brain response patterns, it has proved more difficult to distinguish visually similar inputs, such as different instances of the same category. Here, we apply a…

人机交互 · 计算机科学 2021-02-23 Rufin VanRullen , Leila Reddy

Variational autoencoders (VAE) are a powerful and widely-used class of models to learn complex data distributions in an unsupervised fashion. One important limitation of VAEs is the prior assumption that latent sample representations are…

机器学习 · 计算机科学 2018-11-27 Francesco Paolo Casale , Adrian V Dalca , Luca Saglietti , Jennifer Listgarten , Nicolo Fusi

In this paper, we present a novel approach for training a Variational Autoencoder (VAE) on a highly imbalanced data set. The proposed training of a high-resolution VAE model begins with the training of a low-resolution core model, which can…

计算机视觉与模式识别 · 计算机科学 2019-12-19 Dmitry Utyamishev , Inna Partin-Vaisband

Variational autoencoders (VAEs) are powerful tools for learning latent representations of data used in a wide range of applications. In practice, VAEs usually require multiple training rounds to choose the amount of information the latent…

机器学习 · 计算机科学 2023-08-21 Juhan Bae , Michael R. Zhang , Michael Ruan , Eric Wang , So Hasegawa , Jimmy Ba , Roger Grosse

In this paper, we explore the use of a variational autoencoder (VAE), a deep generative model, to compress and generate images of dark matter density fields from $\Lambda$CDM like cosmological simulations. The VAE learns a compact,…

宇宙学与河外天体物理 · 物理学 2025-07-25 Jazhiel Chacón-Lavanderos , Isidro Gómez-Vargas , Ricardo Menchaca-Mendez , J. Alberto Vázquez

Variational autoencoders (VAEs) are essential tools in end-to-end representation learning. However, the sequential text generation common pitfall with VAEs is that the model tends to ignore latent variables with a strong auto-regressive…

机器学习 · 计算机科学 2021-02-26 Yang Zhao , Ping Yu , Suchismit Mahapatra , Qinliang Su , Changyou Chen

Learning interpretable and disentangled representations of data is a key topic in machine learning research. Variational Autoencoder (VAE) is a scalable method for learning directed latent variable models of complex data. It employs a clear…

机器学习 · 计算机科学 2020-06-04 Andriy Serdega , Dae-Shik Kim

This paper derives the generalized extreme value (GEV) model with implicit availability/perception (IAP) of alternatives and proposes a variational autoencoder (VAE) approach for choice set generation and implicit perception of…

人工智能 · 计算机科学 2021-06-28 Rui Yao , Shlomo Bekhor

Spectrum management and resource allocation (RA) problems are challenging and critical in a vast number of research areas such as wireless communications and computer networks. The traditional approaches for solving such problems usually…

机器学习 · 计算机科学 2019-10-15 Ahmed B. Zaky , Joshua Zhexue Huang , KaishunWu , Basem M. ElHalawany

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…

机器学习 · 计算机科学 2019-10-31 Bin Dai , David Wipf
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