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pro vyhledávání: '"Lönnroth, Otto"'
Modelling longitudinal data is an important yet challenging task. These datasets can be high-dimensional, contain non-linear effects and time-varying covariates. Gaussian process (GP) prior-based variational autoencoders (VAEs) have emerged as a prom
Externí odkaz:
http://arxiv.org/abs/2409.11008
Conditional variational autoencoders (CVAEs) are versatile deep generative models that extend the standard VAE framework by conditioning the generative model with auxiliary covariates. The original CVAE model assumes that the data samples are indepen
Externí odkaz:
http://arxiv.org/abs/2203.01218
Publikováno v:
In Pattern Recognition March 2024 147
