most citedA lower bound for the ELBO of the Bernoulli Variational Autoencoder

2 citations · 2 across the 3 of their papers we have counts for

collaborators

3 papers

cs.LG2021

Estimating the Value-at-Risk by Temporal VAE

Robert Sicks, Stefanie Grimm, Ralf Korn +1

Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projecte…

cs.LG2020

A Generalised Linear Model Framework for -Variational Autoencoders based on Exponential Dispersion Families

Robert Sicks, Ralf Korn, Stefanie Schwaar

Although variational autoencoders (VAE) are successfully used to obtain meaningful low-dimensional representations for high-dimensional data, the characterization of critical point…

cs.LG2020★ 2 cited

A lower bound for the ELBO of the Bernoulli Variational Autoencoder

Robert Sicks, Ralf Korn, Stefanie Schwaar

We consider a variational autoencoder (VAE) for binary data. Our main innovations are an interpretable lower bound for its training objective, a modified initialization and archite…