We study the problem of learning the support of transition matrix between random processes in a Vector Autoregressive (VAR) model from samples when a subset of the processes are latent. It is well known that ignoring the effect of the latent processes may lead to very different estimates of the influences among observe…
Generative models learn latent process to match target distributions.
problem Training flow-matching models with auxiliary stochastic dynamics.
method Introduces latent process generator matching, treating generative state as a deterministic image of a Markov process.
result Learn generator of a stochastic process with same marginal distributions.
Proposes LDIDPs for efficient sequential data generation from latent dynamical models.
problem Challenges in generating high-fidelity sequential samples from latent dynamical models.
method Utilizes implicit diffusion processes to sample from latent dynamical processes.
result Demonstrates accurate learning of dynamics and efficient generation of high-quality sequential data.
DSVNP uses global and local latent variables for improved neural process predictions.
problem Limited expressiveness of vanilla neural processes in capturing target-specific local variation.
method Introduces DSVNP combining global and local latent variables for prediction.
result Competitive prediction performance in multi-output regression and uncertainty estimation.
LEAP identifies latent causal variables from temporal data.
problem Recovering time-delayed latent causal variables from general temporal data.
method Proposes LEAP, a framework that extends VAEs with constraints for temporally causal latent processes.
result Successfully identifies temporally causal latent processes from observed variables under various dependency structures.
New framework IDOL identifies latent causal processes with instantaneous relations from time series data.
problem Identifying latent causal processes with instantaneous relations from time series data.
method Sparse influence constraint and variational inference architecture with sparsity regularization.
result Our method can identify latent causal processes with instantaneous relations.
A simple and widely adopted approach to extend Gaussian processes (GPs) to multiple outputs is to model each output as a linear combination of a collection of shared, unobserved latent GPs. An issue with this approach is choosing the number of latent processes and their kernels. These choices are typically done manuall…
This paper tackles federated learning for automatic latent variable selection in multi-output Gaussian processes.
problem Challenges in determining the adequate number of latent processes and relying on centralized learning for privacy and computational issues.
method Proposes a hierarchical model with spike-and-slab priors for automatic latent process selection and variational inference-based federated learning algorithm.
result Demonstrates the advantageous features of the proposed federated approach through simulations and real-world data.
We introduce a novel kernel that models input-dependent couplings across multiple latent processes. The pairwise joint kernel measures covariance along inputs and across different latent signals in a mutually-dependent fashion. A latent correlation Gaussian process (LCGP) model combines these non-stationary latent comp…
Researchers analyze neural process architectures and their representational capacities.
problem Understanding what functions can be represented by different neural process architectures.
method Analyzing four types of neural process architectures: CNPs, ANPs, TNPs, and their latent variants.
result Prove these architectures form a strict hierarchy and characterize their representational capabilities.
Bayesian non-parametric model selects latent dimensions automatically.
problem Non-linear, sparse latent variable selection.
method Indian buffet process prior, random Fourier approximation, MCMC sampling.
result Superior performance on synthetic, biological, and text datasets.
We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a latent variable that is used to modulate the covariance function over the training …
Paper introduces Latent-CLIP for efficient text-image comparison in latent space.
problem Efficiently compare text and images in latent space without costly decoding.
method Trains CLIP model in latent space, uses Latent-CLIP rewards for noise optimization, and guides generation away from harmful content.
result Latent-CLIP matches CLIP performance on text-image classification and harmful content detection.
New method infers and samples point processes from latent diffusion.
problem Modeling point processes with latent diffusion.
method Itô's excursion theory for inference and sampling.
result Proposes a new method to infer and sample point processes.
A new model predicts network events with improved accuracy and interpretability.
problem Predicting and understanding complex dynamic relational data in networks.
method Mutually Exciting Latent Space Hawkes (LSH) model for continuous-time networks.
result The LSH model outperforms existing models in prediction accuracy and interpretability.
TPLVM models portfolio construction for non-Gaussian financial data.
problem Optimal asset allocation in finance with non-Gaussian fluctuations.
method Student's t-process latent variable model (TPLVM) for portfolio optimization.
result TPLVM outperforms Gaussian process latent variable model in minimum-variance portfolio construction.
A scalable factorized Gaussian process VAE for faster inference.
problem Inference bottlenecks in Gaussian process VAEs.
method Factorizes latent kernel across auxiliary features, leveraging independence.
result Significant speed-up in inference time (in theory and practice).
Paper uncovers causal structures in Hawkes processes with latent subprocesses.
problem Tackles latent subprocesses in Hawkes processes with complex event-driven interactions.
method Proposes a two-phase iterative algorithm that infers causal relationships and identifies latent subprocesses.
result Successfully recovers causal structures in datasets with latent subprocesses.
The paper proposes a deep generative model for complex disease trajectories.
problem Modeling and analyzing complex disease trajectories.
method Deep generative time series approach with semi-supervised latent processes.
result The model can discover novel aspects of diseases and cluster them into new sub-types.
Generative model for SSc disease trajectories using deep learning.
problem Modeling complex disease trajectories in Systemic Sclerosis.
method Semi-supervised deep generative model with latent temporal processes.
result Learned latent processes enable personalized monitoring and prediction.
We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes that capture across-task dependencies. We propose two different methods for segmen…
LVM-GP solves PDEs with uncertainty using latent variables and Gaussian processes.
problem Uncertainty quantification in PDE solutions with noisy data.
method Combines latent variable model and Gaussian process for uncertainty-aware prediction.
result Efficiently captures functional dependencies and robust uncertainty quantification.
Multi-output Gaussian processes have received increasing attention during the last few years as a natural mechanism to extend the powerful flexibility of Gaussian processes to the setup of multiple output variables. The key point here is the ability to design kernel functions that allow exploiting the correlations betw…
Paper presents a reparameterized DP-DLGMM for clustering.
problem Non-parametric DP priors in DLGMM are hard to couple with variational inference.
method Closed-form updates for DP-DLGMM's variational posterior.
result Model generates realistic samples and performs competitively in semi-supervised settings.
tvGP-VAE models tensor-valued latent variables with Gaussian processes for better data structure representation.
problem Agnostic latent variables in VAEs ignore data structure correlations.
method Proposes tensor-variate Gaussian process prior for variational autoencoder.
result Explicitly modeling correlation structures improves model performance in reconstruction.
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of graphical models known as the structural equation model with latent variables. While …
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of graphical models known as the structural equation model with latent variables. While …
An ability to model a generative process and learn a latent representation for speech in an unsupervised fashion will be crucial to process vast quantities of unlabelled speech data. Recently, deep probabilistic generative models such as Variational Autoencoders (VAEs) have achieved tremendous success in modeling natur…
Generative models use latent abstractions to create images.
problem Understanding how generative models create high-dimensional data like images.
method Developed a theoretical framework using SDE and information theory.
result Diffusion models can be seen as a non-linear filter driven by latent abstractions.
ACE models allow flexible conditioning and prediction of latent variables.
problem Lack of flexibility in conditioning and prediction of latent variables in probabilistic models.
method Introduces Amortized Conditioning Engine (ACE) that explicitly represents latent variables and allows runtime conditioning and prediction.
result ACE models outperform existing methods in diverse tasks like image completion, classification, Bayesian optimization, and simulation-based inference.
Computer simulations have become a popular tool of assessing complex skills such as problem-solving skills. Log files of computer-based items record the entire human-computer interactive processes for each respondent. The response processes are very diverse, noisy, and of nonstandard formats. Few generic methods have b…
The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the GP-LVM and propose an efficient variational inference procedure that gives a lower …
Often in machine learning, data are collected as a combination of multiple conditions, e.g., the voice recordings of multiple persons, each labeled with an ID. How could we build a model that captures the latent information related to these conditions and generalize to a new one with few data? We present a new model ca…
Deep model learns complex latent codes without assuming factor structure.
problem Learning latent codes with complex, non-factorial distributions.
method Deep generative factor analysis with beta process prior and stochastic EM algorithm.
result Preliminary results show model can approximate complex distributions.
GPIRT uses Gaussian processes to estimate latent traits and IRFs from binary responses.
problem Nonparametric IRT models struggle to estimate flexible IRFs and latent traits simultaneously.
method GPIRT employs Gaussian process priors to relax IRF assumptions while estimating latent traits.
result GPIRT provides a flexible solution to IRT challenges, including active learning.
Proposes GPLFR for predicting high-dimensional outputs with few data.
problem Predicting high-dimensional outputs from limited data.
method GPLFR combines Gaussian process and linear-Gaussian decoding for high-dimensional prediction.
result GPLFR outperforms existing methods in predicting high-dimensional outputs.
Paper uses Gaussian processes to handle shared latent confounders in causal inference.
problem Bias in causal effect estimates due to shared latent confounders.
method Hierarchical Bayesian model, Gaussian processes with structured latent confounders (GP-SLC), Monte Carlo inference algorithm.
result GP-SLC provides accurate estimates of individual treatment effects with minimal assumptions.
Proposes a non-parametric method for deep discrete latent variable models.
problem Learning sparse discrete latent representations in deep models.
method Iterative algorithm with Beta-Bernoulli process prior and local data scaling.
result Improves sparsity and scalability of deep discrete latent variable models.
We model messaging activities as a hierarchical doubly stochastic point process with three main levels, and develop an iterative algorithm for inferring actors' relative latent positions from a stream of messaging activity data. Each of the message-exchanging actors is modeled as a process in a latent space. The actors…
Analyzing the underlying structure of multiple time-sequences provides insights into the understanding of social networks and human activities. In this work, we present the \emph{Bayesian nonparametric Poisson process allocation} (BaNPPA), a latent-function model for time-sequences, which automatically infers the numbe…
StrEBM learns distinct latent components for better source separation.
problem Blind source separation with identifiable and decoupled latent components.
method Structured latent energy-based model with learnable structural biases.
result The model effectively recovers source components from mixed signals.
Particle MCMC involves using a particle filter within an MCMC algorithm. For inference of a model which involves an unobserved stochastic process, the standard implementation uses the particle filter to propose new values for the stochastic process, and MCMC moves to propose new values for the parameters. We show how p…
Method learns latent SDEs from high-dimensional time series.
problem Learning latent stochastic differential equations from time series data.
method Self-supervised learning with variational autoencoders and Euler-Maruyama approximation.
result Can recover SDE coefficients and latent variables up to isometry with infinite data.
We introduce a Bayesian framework for inference with a supervised version of the Gaussian process latent variable model. The framework overcomes the high correlations between latent variables and hyperparameters by using an unbiased pseudo estimate for the marginal likelihood that approximately integrates over the late…
SENA-discrepancy-VAE interprets latent causal factors in biological pathways.
problem Interpreting latent causal factors in biological pathways.
method SENA-discrepancy-VAE, a model based on discrepancy-VAE, that produces interpretable latent causal factors.
result Sena-discrepancy-VAE achieves comparable predictive performance with non-interpretable counterparts while providing biologically meaningful causal factors.
We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve Markov chain Monte Carlo sampling with limited applicability to large data sets. W…
CIBP models feature abundance in latent feature models.
problem Modeling feature abundance in latent feature models.
method Proposes a new Bayesian nonparametric prior, the CIBP, for latent feature models.
result The expected number of features is bounded even as the number of objects increases.
IDPGs extend RDPGs with a Poisson process for random latent positions.
problem Modeling randomness in latent positions for graph structure.
method Introduce IDPGs using Poisson point processes on latent Euclidean space.
result Continuous analogues of adjacency matrices link latent structure to observed graphs.