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Continuous Latent Process Flows

NeurIPS 2021 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Normalizing flow training and design · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add piecewise variational posterior (vs global posterior SDE, CLPF-Global) (ablation)CLPF · synthetic GBM lambda=2test NLL: 0.447 -> 0.444No clear effect
add piecewise variational posterior (vs global posterior SDE, CLPF-Global) (ablation)CLPF · synthetic LSDE lambda=2test NLL: -0.821 -> -0.831Helped
replace independent decoder with CTFP-style continuous decoder (ablation)CLPF · synthetic SLCtest NLL: 7.924 -> -2.620Helped
replace independent decoder with CTFP-style continuous decoder (ablation)CLPF · synthetic CAR lambda=2test NLL: 4.970 -> 1.322Helped
replace independent decoder with CTFP-style continuous decoder (ablation)CLPF · synthetic GBM lambda=2test NLL: 0.800 -> 0.444Helped
use OU base process instead of Wiener process (ablation)CLPF · synthetic SLCtest NLL: -1.885 -> -2.620Helped
use OU base process instead of Wiener process (ablation)CLPF · synthetic CAR lambda=2test NLL: 1.041 -> 1.322Hurt
use OU base process instead of Wiener process (ablation)CLPF · synthetic GBM lambda=2test NLL: 0.390 -> 0.444No clear effect
use piecewise posterior with CTFP decoding in latent SDE-like setting (CLPF vs Latent SDE)CLPF · synthetic SLC lambda=20test NLL: 7.740 -> -2.620Helped
use CLPF instead of Latent CTFPCLPF · synthetic CAR lambda=2test NLL: 249.839 -> 1.322Helped
use CLPF instead of VRNN on dense time grid (lambda=20)CLPF · synthetic CAR lambda=20test NLL: 2.675 -> -0.077Helped
use VRNN instead of CLPF-ANODE for likelihood on real dataCLPF-ANODE · Mujoco-Hoppertest NLL: -14.694 -> -15.876Helped

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