NBFFG combines a closed-form backward filter from a linear-Gaussian proxy process with a learned neural residual to enable efficient variational inference and unbiased pathwise subsampling for nonlinear diffusions on trees.
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Neural Backward Filtering Forward Guiding
NBFFG combines a closed-form backward filter from a linear-Gaussian proxy process with a learned neural residual to enable efficient variational inference and unbiased pathwise subsampling for nonlinear diffusions on trees.