Part 1: Overview of Vanilla (traditional) Autoencoder • Introduction • Theory • Architecture • Application • Examples Part 2: Variational autoencoder Will learn • Learn what is Variational autoencoder • How to train it? • How to use it?
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Ch.8 Nonspherical Disturbance This chapter will assume that the full ideal conditions hold except that the covari- ance matrix of the disturbance, i.e. E(EE)=02Q2, where Q is not the identity matrix. In particular, Q may be nondiagonal and / or have unequal diagonal ele- ments Two cases we shall consider in details are heteroscedasticity and auto-