← Search

Yuyang Shi

7 accepted papers

2022

Conditional simulation using diffusion Schrödinger bridges

UAI 2022poster

Denoising diffusion models have recently emerged as a powerful class of generative models. They provide state-of-the-art results, not only for unconditional simulation, but also when used to solve conditional simulation problems arising in a wide range of inverse problems. A limitation of these mode…

2022

On PAC-Bayesian reconstruction guarantees for VAEs

AISTATS 2022poster

Despite its wide use and empirical successes, the theoretical understanding and study of the behaviour and performance of the variational autoencoder (VAE) have only emerged in the past few years. We contribute to this recent line of work by analysing the VAE’s reconstruction ability for unseen test…

Cited by 24SourcePDFScholar
2021

On Multilevel Monte Carlo Unbiased Gradient Estimation for Deep Latent Variable Models

AISTATS 2021poster

Standard variational schemes for training deep latent variable models rely on biased gradient estimates of the target objective. Techniques based on the Evidence Lower Bound (ELBO), and tighter variants obtained via importance sampling, produce biased gradient estimates of the true log-likelihood. T…

Cited by 15SourcePDFScholar
2021

Online Variational Filtering and Parameter Learning

NeurIPS 2021oral

We present a variational method for online state estimation and parameter learning in state-space models (SSMs), a ubiquitous class of latent variable models for sequential data. As per standard batch variational techniques, we use stochastic gradients to simultaneously optimize a lower bound on the…