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Research map / Probabilistic and scientific modeling / Variational and generative sampling

Auto-Encoding Sequential Monte Carlo

ICLR 2018 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Sequential Monte Carlo for inference · 71 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use AESMC with SMC instead of IWAE with importance samplingVRNN on Moving Agents · Moving AgentsELBOHelped
Increase the number of particles during training (ablation)AESMC on the LGSSM · LGSSMmodel-learning convergenceHelped
Increase the number of particles during training (ablation)proposal learning on the LGSSM · LGSSMinference qualityHurt
Increase the number of particles at test time (ablation)inference using the learned proposal on the LGSSM · LGSSMinference qualityHelped
Use alternating ELBOs, with SMC and many particles for model updates and IS and few particles for proposal updates (ablation)AESMC · LGSSMmodel and proposal learningHelped
Use alternating ELBOs (ablation)AESMC · Moving AgentsELBOMixed
Include REINFORCE terms for discrete ancestor choices (ablation)AESMC gradient estimation · AESMC traininggradient-estimator varianceHurt

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