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

Online Variational Filtering and Parameter Learning

NeurIPS 2021 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Amortized and online variational inference · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the backward-factorized online variational method instead of AELBO-2Chaotic RNN state filtering · Chaotic RNN, d_x=5ELBO (nats): -30.944±2.2928 -> -15.845±1.7385Helped
Use the backward-factorized online variational method instead of AELBO-2Chaotic RNN state filtering · Chaotic RNN, d_x=20ELBO (nats): -393.68±3.9053 -> -340.36±3.9730Helped
Use the backward-factorized online variational method instead of AELBO-2Chaotic RNN state filtering · Chaotic RNN, d_x=100ELBO (nats): -2069.7±11.814 -> -1794.7±5.4173Helped
Use the backward-factorized online variational method instead of AELBO-2Chaotic RNN state filtering · Chaotic RNN, d_x=5Filter RMSE: 0.1026±0.0001 -> 0.1032±0.0005Mixed
Use the backward-factorized online variational method instead of AELBO-2Chaotic RNN state filtering · Chaotic RNN, d_x=20Filter RMSE: 0.1086±0.0004 -> 0.1082±0.0003Helped
Use the backward-factorized online variational method instead of AELBO-2Chaotic RNN state filtering · Chaotic RNN, d_x=100Filter RMSE: 0.1070±0.0001 -> 0.1068±0.0001Helped
Use the backward-factorized online variational method instead of AELBO-2Chaotic RNN state estimation · Chaotic RNN, d_x=5Filter mean RMSE: 0.0155±0.0006 -> 0.0128±0.0007Helped
Use the backward-factorized online variational method instead of AELBO-2Chaotic RNN state estimation · Chaotic RNN, d_x=51-step mean RMSE: 0.0241±0.0008 -> 0.0202±0.0009Helped

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