Variational Inference for Longitudinal Data Using Normalizing Flows

Clément Chadebec, Stéphanie Allassonnière
3/24/2023
stat.MLcs.LG

Official code: clementchadebec/variational_inference_for_longitudinal_data (3 stars, last commit 2024-01-17).

Abstract

This paper introduces a new latent variable generative model able to handle high dimensional longitudinal data and relying on variational inference. The time dependency between the observations of an input sequence is modelled using normalizing flows over the associated latent variables. The proposed method can be used to generate either fully synthetic longitudinal sequences or trajectories that are conditioned on several data in a sequence and demonstrates good robustness properties to missing data. We test the model on 6 datasets of different complexity and show that it can achieve better likelihood estimates than some competitors as well as more reliable missing data imputation. A code is made available at \url{https://github.com/clementchadebec/variational_inference_for_longitudinal_data}.

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Cite this paper

@article{chadebec2023variational,
  title  = {Variational Inference for Longitudinal Data Using Normalizing Flows},
  author = {Clément Chadebec and Stéphanie Allassonnière},
  year   = {2023},
  eprint = {2303.14220},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2303.14220v1}
}

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