11 accepted papers
We present a method to approximate Gaussian process regression models to large datasets by considering only a subset of the data. Our approach is novel in that the size of the subset is selected on the fly during exact inference with little computational overhead. From an empirical observation that…
We present simple methods for out-of-distribution detection using a trained generative model. These techniques, based on classical statistical tests, are model-agnostic in the sense that they can be applied to any differentiable generative model. The idea is to combine a classical parametric test (R…
Latent space geometry has shown itself to provide a rich and rigorous framework for interacting with the latent variables of deep generative models. The existing theory, however, relies on the decoder being a Gaussian distribution as its simple reparametrization allows us to interpret the generating…
A common assumption in generative models is that the generator immerses the latent space into a Euclidean ambient space. Instead, we consider the ambient space to be a Riemannian manifold, which allows for encoding domain knowledge through the associated Riemannian metric. Shortest paths can then be…
We present a probabilistic model where the latent variable respects both the distances and the topology of the modeled data. The model leverages the Riemannian geometry of the generated manifold to endow the latent space with a well-defined stochastic distance measure, which is modeled locally as Na…
Lifelong place recognition is an essential and challenging task in computer vision with vast applications in robust localization and efficient large-scale 3D reconstruction. Progress is currently hindered by a lack of large, diverse, publicly available datasets. We contribute with Mapillary Street-L…
Variational Autoencoders (VAEs) represent the given data in a low-dimensional latent space, which is generally assumed to be Euclidean. This assumption naturally leads to the common choice of a standard Gaussian prior over continuous latent variables. Recent work has, however, shown that this prior…
We propose a fast, simple and robust algorithm for computing shortest paths and distances on Riemannian manifolds learned from data. This amounts to solving a system of ordinary differential equations (ODEs) subject to boundary conditions. Here standard solvers perform poorly because they require we…
Principal Component Analysis (PCA) is a fundamental method for estimating a linear subspace approximation to high-dimensional data. Many algorithms exist in literature to achieve a statistically robust version of PCA called RPCA. In this paper, we present a geometric framework for computing the pri…
We consider kernel methods on general geodesic metric spaces and provide both negative and positive results. First we show that the common Gaussian kernel can only be generalized to a positive definite kernel on a geodesic metric space if the space is flat. As a result, for data on a Riemannian mani…
We propose novel finite-dimensional spaces of R - R transformations, n [?] 1, 2, 3, derived from (continuously-defined) parametric stationary velocity fields. Particularly, we obtain these transformations, which are diffeomorphisms, by fast and highly-accurate integration of continuous piecewise-aff…