1,728 research outputs found
Auxiliary Guided Autoregressive Variational Autoencoders
Generative modeling of high-dimensional data is a key problem in machine
learning. Successful approaches include latent variable models and
autoregressive models. The complementary strengths of these approaches, to
model global and local image statistics respectively, suggest hybrid models
that encode global image structure into latent variables while autoregressively
modeling low level detail. Previous approaches to such hybrid models restrict
the capacity of the autoregressive decoder to prevent degenerate models that
ignore the latent variables and only rely on autoregressive modeling. Our
contribution is a training procedure relying on an auxiliary loss function that
controls which information is captured by the latent variables and what is left
to the autoregressive decoder. Our approach can leverage arbitrarily powerful
autoregressive decoders, achieves state-of-the art quantitative performance
among models with latent variables, and generates qualitatively convincing
samples.Comment: Published as a conference paper at ECML-PKDD 201
Theoretical Foundations of Autoregressive Models for Time Series on Acyclic Directed Graphs
Three classes of models for time series on acyclic directed graphs are considered. At first a review of tree-structured models constructed from a nested partitioning of the observation interval is given. This nested partitioning leads to several resolution scales. The concept of mass balance allowing to interpret the average over an interval as the sum of averages over the sub-intervals implies linear restrictions in the tree-structured model. Under a white noise assumption for transition and observation noise there is an change-of-resolution Kalman filter for linear least squares prediction of interval averages \shortcite{chou:1991}. This class of models is generalized by modeling transition noise on the same scale in linear state space form. The third class deals with models on a more general class of directed acyclic graphs where nodes are allowed to have two parents. We show that these models have a linear state space representation with white system and coloured observation noise
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