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Research map / Time series / Causal and generative time series

Markovian Gaussian Process Variational Autoencoders

ICML 2023 · Time series › Causal and generative time series · approach: Neural differential equations · 5 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace discrete-time RNN latent dynamics with Markovian GP prior (MGPVAE) inference via Kalman filtering/smoothingMGPVAE · Rotating MNIST corrupt framesNLL and RMSEHelped
Replace discrete-time RNN latent dynamics with Markovian GP prior (MGPVAE)MGPVAE · Rotating MNIST missing framesNLL and RMSEHelped
Use MGPVAE instead of sparse GPVAE (SVGPVAE) with inducing pointsMGPVAE · Spatiotemporal climate datapredictive performance and speedHelped
Use MGPVAE instead of neuralODE / latentODE on MujocoMGPVAE · Mujoco action dataNLL and RMSEHelped
Increase SVGPVAE inducing points from 20 to 40 on Mujoco T=1000 (ablation)SVGPVAE · Mujoco action data T=1000NLL/RMSE and memoryMixed

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