Research map / Probabilistic and scientific modeling / Variational and generative sampling
Free-Form Variational Inference for Gaussian Process State-Space Models
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| collapsing inducing variables (FFVDCM vs FFVDM) (ablation) | FFVD SGHMC · six system identification benchmarks | test RMSE | Mixed |
| free-form coupled posterior with SGHMC (FFVDM) vs baselines | FFVD · Furnace | test RMSE: 0.571 vs VCDT 1.166 | Helped |
| collapsing inducing variables (ablation) | FFVD · Furnace | test RMSE at 1000 iterations/convergence speed | Mixed |
| particle MCMC for latent states (FFVDP) (ablation) | FFVD · Drive | test RMSE: 0.342 vs 0.673 for FFVDM | Helped |
| particle MCMC for latent states (FFVDP) (ablation) | FFVD · Ballbeam | test RMSE: 0.199 vs 0.019 for FFVDM | Hurt |
| SGHMC free-form posterior vs VCDT, NMLL | FFVD · Furnace | NMLL: -0.43 vs 7.49 | Helped |
| SGHMC free-form posterior vs VCDT, NMLL | FFVD · Ballbeam and Actuator | NMLL: Ballbeam 0.09 vs VCDT -0.65; Actuator -0.03 vs VCDT -0.36 | Hurt |
| SGHMC free-form posterior vs VCDT, running time | FFVD · Furnace | training time per 1000 iterations (s): 238.68 vs 3374.78 | Helped |
Closest papers by meaning
- Identification of Gaussian Process State Space Models (NeurIPS 2017 · similarity 0.91)
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- Physics-Informed Variational State-Space Gaussian Processes (NeurIPS 2024 · similarity 0.90)
- Online Variational Sequential Monte Carlo (ICML 2024 · similarity 0.89)
- Amortized Structured Stochastic Variational Inference for Gaussian Process Latent Variable Models (NeurIPS 2026 · similarity 0.88)
- Theoretical Guarantees for Variational Inference with Fixed-Variance Mixture of Gaussians (ICML 2024 · similarity 0.87)
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