Stephan Mandt

Factorized Variational Autoencoders for Modeling Audience Reactions to Movies

Matrix and tensor factorization methods are often used for finding underlying low-dimensional patterns from noisy data. In this paper, we study non-linear tensor factorization methods based on deep variational autoencoders. Our approach is well-suited for settings where the relationship between the latent representation to be learned and the raw data representation is highly complex. We apply our approach to a large dataset of facial expressions of movie-watching audiences (over 16 million faces). Our experiments show that compared to conventional linear factorization methods, our method achieves better reconstruction of the data, and further discovers interpretable latent factors.

Stochastic differential equations for quantum dynamics of spin-boson networks

The quantum dynamics of open many-body systems poses a challenge for computational approaches. Here we develop a stochastic scheme based on the positive P phase-space representation to study the nonequilibrium dynamics of coupled spin-boson networks that are driven and dissipative. Such problems are at the forefront of experimental research in cavity and solid state realizations of quantum optics, as well as cold atom physics, trapped ions and superconducting circuits. We demonstrate and test our method on a driven, dissipative two-site system, each site involving a spin coupled to a photonic mode, with photons hopping between the sites, where we find good agreement with Monte Carlo Wavefunction simulations. In addition to numerically reproducing features recently observed in an experiment [Phys. Rev. X 4, 031043 (2014)], we also predict a novel steady state quantum dynamical phase transition for an asymmetric configuration of drive and dissipation.

Sparse probit linear mixed model

Linear mixed models (LMMs) are important tools in statistical genetics. When used for feature selection, they allow to find a sparse set of genetic traits that best predict a continuous phenotype of interest, while simultaneously correcting for various confounding factors such as age, ethnicity and population structure. Formulated as models for linear regression, LMMs have been restricted to continuous phenotypes. We introduce the sparse probit linear mixed model (Probit-LMM), where we generalize the LMM modeling paradigm to binary phenotypes. As a technical challenge, the model no longer possesses a closed-form likelihood function. In this paper, we present a scalable approximate inference algorithm that lets us fit the model to high-dimensional data sets. We show on three real-world examples from different domains that in the setup of binary labels, our algorithm leads to better prediction accuracies and also selects features which show less correlation with the confounding factors.

Huber-Norm Regularization for Linear Prediction Models

In order to avoid overfitting, it is common practice to regularize linear prediction models using squared or absolute-value norms of the model parameters. In our article we consider a new method of regularization: Huber-norm regularization imposes a combination of

Damping of Bloch oscillations: Variational solutions of the Boltzmann equation beyond linear response

\ell _{1}

Exponential Family Embeddings

and

A variational analysis of stochastic gradient algorithms

\ell _{2}