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We propose a general modeling and inference framework that composes probabilistic graphical models with deep learning methods and combines their respective strengths. Our model family augments graphical structure in latent variables with neural network observation models. For inference, we extend variational autoencoders to use graphical model approximating distributions with recognition networks that output conjugate potentials. All components of these models are learned simultaneously with a single objective, giving a scalable algorithm that leverages stochastic variational inference, natural gradients, graphical model message passing, and the reparameterization trick. We illustrate this framework with several example models and an application to mouse behavioral phenotyping.
Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified algorithm to ef
Gaussian graphical models (GGMs) are probabilistic tools of choice for analyzing conditional dependencies between variables in complex systems. Finding changepoints in the structural evolution of a GGM is therefore essential to detecting anomalies in
The last decade witnessed the development of algorithms that completely solve the identifiability problem for causal effects in hidden variable causal models associated with directed acyclic graphs. However, much of this machinery remains underutiliz
Unsupervised structure learning in high-dimensional time series data has attracted a lot of research interests. For example, segmenting and labelling high dimensional time series can be helpful in behavior understanding and medical diagnosis. Recent
Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation (GBP) are i