paper-with-me

Papers

Multivariate Variational Autoencoder

2025-11-08 · Mehmet Can Yavuz arxiv

Learning latent representations that are simultaneously expressive, geometrically well-structured, and reliably calibrated remains a central challenge for Variational Autoencoders (VAEs). Standard VAEs typically assume a diagonal Gaussian posterior, which simplifies optimization but rules out correlated uncertainty and often yields entangled or redundant latent dimensions. We introduce the Multivariate Variational Autoencoder (MVAE), a tractable full-covariance extension of the VAE that augments the encoder with sample-specific diagonal scales and a global coupling matrix. This induces a multivariate Gaussian posterior of the form $N(μ_φ(x), C \operatorname{diag}(σ_φ^2(x)) C^\top)$, enabling correlated latent factors while preserving a closed-form KL divergence and a simple reparameterization path. Beyond likelihood, we propose a multi-criterion evaluation protocol that jointly assesses reconstruction quality (MSE, ELBO), downstream discrimination (linear probes), probabilistic calibration (NLL, Brier, ECE), and unsupervised structure (NMI, ARI). Across Larochelle-style MNIST variants, Fashion-MNIST, and CIFAR-10/100, MVAE consistently matches or outperforms diagonal-covariance VAEs of comparable capacity, with particularly notable gains in calibration and clustering metrics at both low and high latent dimensions. Qualitative analyses further show smoother, more semantically coherent latent traversals and sharper reconstructions. All code, dataset splits, and evaluation utilities are released to facilitate reproducible comparison and future extensions of multivariate posterior models.

📄 PDF Abstract BibTeX arXiv:2511.07472

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Variational Autoencoders for Highly Multivariate Spatial Point Processes Intensities

2020-05-01 · ICLR 2020 1 · Baichuan Yuan, Xiaowei Wang, Jianxin Ma, Chang Zhou 외

Multivariate spatial point process models can describe heterotopic data over space. However, highly multivariate intensities are computationally challenging due to the curse of dimensionality. To bridge this gap, we intr…

Collaborative FilteringPoint ProcessesRecommendation Systems

Variational Autoencoded Multivariate Spatial Fay-Herriot Models

2025-03-18 · Zhenhua Wang, Paul A. Parker, Scott H. Holan

Small area estimation models are essential for estimating population characteristics in regions with limited sample sizes, thereby supporting policy decisions, demographic studies, and resource allocation, among other us…

Computational Efficiency

Generating Multivariate Load States Using a Conditional Variational Autoencoder

2021-10-21 · Chenguang Wang, Ensieh Sharifnia, Zhi Gao, Simon H. Tindemans 외

For planning of power systems and for the calibration of operational tools, it is essential to analyse system performance in a large range of representative scenarios. When the available historical data is limited, gener…

Dimension Reduction for time series with Variational AutoEncoders

2022-04-23 · William Todo, Beatrice Laurent, Jean-Michel Loubes, Merwann Selmani

In this work, we explore dimensionality reduction techniques for univariate and multivariate time series data. We especially conduct a comparison between wavelet decomposition and convolutional variational autoencoders f…

Dimensionality ReductionTime SeriesTime Series Analysis

Disentangled Variational Autoencoder based Multi-Label Classification with Covariance-Aware Multivariate Probit Model

2020-07-12 · Junwen Bai, Shufeng Kong, Carla Gomes

Multi-label classification is the challenging task of predicting the presence and absence of multiple targets, involving representation learning and label correlation modeling. We propose a novel framework for multi-labe…

DecoderGeneral ClassificationMulti-Label ClassificationMUlTI-LABEL-ClASSIFICATION+1