Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

58117175233 · Jun 202019922001200920172026
48 results for autoencoded variational Bayes

Unified empirical and variational Bayes for unnormalized densities.

problem Approximating unnormalized densities using latent variable models.
method Formulate a latent variable model for Y=X+N(0,σ2Id)Y=X+N(0,σ^2 I_d), use ELBO as parametrization of YY's energy function, and estimate XX with empirical Bayes least-squares.
result UVB has higher capacity to approximate energy functions than MLPs in DEEN.

We extend Stochastic Gradient Variational Bayes to perform posterior inference for the weights of Stick-Breaking processes. This development allows us to define a Stick-Breaking Variational Autoencoder (SB-VAE), a Bayesian nonparametric version of the variational autoencoder that has a latent representation with stocha…

2016-05-20abs ↗pdf ↗

Clarifies EM algorithm and variational Bayesian inference concepts.

problem Gaps in AI literature understanding of EM and variational concepts.
method Tutorial presentation of EM algorithm, variational Bayesian inference, and autoencoded variational Bayes.
result Establishes clear links between EM and variational methods.

We propose a single neural probabilistic model based on variational autoencoder that can be conditioned on an arbitrary subset of observed features and then sample the remaining features in "one shot". The features may be both real-valued and categorical. Training of the model is performed by stochastic variational Bay…

2018-06-06abs ↗pdf ↗

HEBAE improves VAEs by adaptively balancing reconstruction and regularization.

problem Posterior collapse in VAEs leading to over-regularization and poor latent encoding.
method Hierarchical Empirical Bayes approach to probabilistic generative models.
result HEBAE generates higher quality samples with better FID scores.

Improved Bayesian uncertainty quantification using variational bagging.

problem Inefficient and underestimating uncertainty in mean-field variational Bayes.
method Integrates bagging with variational Bayes for improved inference.
result Bagged variational posterior provides proper uncertainty quantification.

A new method predicts true classes from positive and unlabeled data with additional labeled observations.

problem Predicting true classes from positive and unlabeled data with selection bias.
method Introduces augmented PU prediction, allowing feature-dependent labeling, and compares various empirical Bayes rules.
result The variational autoencoder-based method performs similarly or better than other methods and improves accuracy for unlabeled samples.

To train an inference network jointly with a deep generative topic model, making it both scalable to big corpora and fast in out-of-sample prediction, we develop Weibull hybrid autoencoding inference (WHAI) for deep latent Dirichlet allocation, which infers posterior samples via a hybrid of stochastic-gradient MCMC and…

2018-03-04abs ↗pdf ↗

The variational autoencoder (VAE) is a generative model with continuous latent variables where a pair of probabilistic encoder (bottom-up) and decoder (top-down) is jointly learned by stochastic gradient variational Bayes. We first elaborate Gaussian VAE, approximating the local covariance matrix of the decoder as an o…

2016-04-18abs ↗pdf ↗

A new generative classification strategy outperforms existing methods in class-incremental learning.

problem Incrementally training deep neural networks to recognize new classes is challenging.
method Proposes learning the joint distribution p(x,y) and performing classification using Bayes' rule, implemented with variational autoencoders and importance sampling.
result Performs very well on continual learning benchmarks, outperforming existing baselines.

Improved IFA with Generative Adversarial Networks for high-dimensional latent variables.

problem Limited expressiveness of traditional VAEs in high-dimensional latent variable modeling.
method Introducing Adversarial Variational Bayes (AVB) and Importance-weighted Adversarial Variational Bayes (IWAVB) algorithms.
result IWAVB demonstrated superior expressiveness and higher likelihood compared to IWAE.

Topic models are one of the most popular methods for learning representations of text, but a major challenge is that any change to the topic model requires mathematically deriving a new inference algorithm. A promising approach to address this problem is autoencoding variational Bayes (AEVB), but it has proven diffi- c…

2017-03-04abs ↗pdf ↗

SAVAE uses deep learning for survival analysis, improving model performance and interpretability.

problem Complex medical data with censoring and covariate interactions.
method SAVAE is a Variational Autoencoder tailored for survival analysis, using a novel ELBO formulation.
result SAVAE outperforms state-of-the-art techniques in various datasets, demonstrating robustness and interpretability.

Survey of GANs and autoencoders, addressing mode collapse and likelihood issues.

problem Addressing mode collapse and likelihood issues in GANs and autoencoders.
method Explains various GAN and autoencoder variants, their applications, and methods to resolve issues.
result Various methods to resolve mode collapse and improve likelihood in GANs and autoencoders.

EB-VAE combines tumor growth and dropout data for personalized treatment response modeling.

problem Challenges in integrating longitudinal tumor measurements, dropout information, and genetic covariates.
method Extended EB-VAE framework to jointly model longitudinal and time-to-event data, incorporating dropout hazard and genetic covariates.
result Hybrid decoder formulation yields consistent treatment-effect parameters and prior predictive performance comparable to neural decoder.

Adaptive variational Bayes framework improves inference adaptively.

problem Lack of general and computationally tractable variational Bayes method for adaptive inference.
method Proposes a novel adaptive variational Bayes framework combining variational posteriors over individual models.
result Adaptive variational Bayes achieves optimal contraction rates adaptively under general conditions.

The paper analyzes the generalizability of linear autoencoders and multivariate linear regression.

problem Limited theoretical understanding of linear autoencoders' performance.
method Proposes a PAC-Bayes bound for multivariate linear regression and shows LAEs as constrained models.
result The proposed PAC-Bayes bound is tight and correlates with practical metrics.

Proposes a new RNN for language generation capturing long-range dependencies.

problem Capturing long-range word dependencies and sentence order in text corpora.
method Recurrent Hierarchical Topic-Guided RNN with dynamic deep topic model.
result Outperforms larger-context RNN-based language models and learns interpretable topics.

System identification of complex and nonlinear systems is a central problem for model predictive control and model-based reinforcement learning. Despite their complexity, such systems can often be approximated well by a set of linear dynamical systems if broken into appropriate subsequences. This mechanism not only hel…

2019-05-29abs ↗pdf ↗

A new method combines Laplace and Variational Bayes for scalable inference.

problem Complex models and large datasets make exact inference infeasible.
method Low-Rank Variational Bayes Correction (VBC) using Laplace method and Variational Bayes correction in a lower dimension.
result The method ensures scalability in both model complexity and data size.

This paper presents studies on a deterministic annealing algorithm based on quantum annealing for variational Bayes (QAVB) inference, which can be seen as an extension of the simulated annealing for variational Bayes (SAVB) inference. QAVB is as easy as SAVB to implement. Experiments revealed QAVB finds a better local …

2014-08-09abs ↗pdf ↗

Variational autoencoders provide a principled framework for learning deep latent-variable models and corresponding inference models. In this work, we provide an introduction to variational autoencoders and some important extensions.

2019-06-06abs ↗pdf ↗

Generative models learn smoother densities to sample from unknown distributions.

problem Sampling from unknown distributions in high-dimensional spaces.
method Formalizes sampling problem, introduces multimeasurement noise model, derives Bayes estimator, and uses underdamped Langevin MCMC.
result Formulation leads to efficient sampling methods and theoretical connections with denoising autoencoders.

A framework uses variational Bayes for solving inverse problems efficiently.

problem Solving inverse problems in various dimensions with flexibility and accuracy.
method Variational Bayes approximations with message passing and factor graph approach.
result Efficient algorithm updates for higher dimensions and computational advantage over MCMC.

Develops a fast variational approximation for high-dimensional empirical Bayes posteriors.

problem Optimal posterior computation in high-dimensional settings with prior tails effect.
method Variational approximation of empirical Bayes posterior with data-driven centers and thin-tailed conjugate priors.
result Retains optimal concentration rate properties and superior performance compared to existing methods.

Bayes-CATSI uses variational Bayesian deep learning for medical time series data imputation.

problem Missing values in medical time series data.
method Bayes-CATSI integrates variational inference for uncertainty quantification and context-aware imputation.
result Bayes-CATSI outperforms CATSI by 9.57% in imputation performance.

Efficiently identifies important variables in binary outcomes using variational Bayes.

problem Bayesian variable selection for binary outcomes with computational challenges.
method Mean-field variational Bayes approximation with closed-form updates and efficient inference algorithm.
result Successfully identifies important variables and is orders of magnitude faster than MCMC.

A standard Variational Autoencoder, with a Euclidean latent space, is structurally incapable of capturing topological properties of certain datasets. To remove topological obstructions, we introduce Diffusion Variational Autoencoders with arbitrary manifolds as a latent space. A Diffusion Variational Autoencoder uses t…

2019-01-25abs ↗pdf ↗