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Auto-Encoding Sequential Monte Carlo

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arxiv 1705.10306 v2 pith:Z23VVRHQ submitted 2017-05-29 stat.ML

Auto-Encoding Sequential Monte Carlo

classification stat.ML
keywords modelcarlolearningmodelsmonteproposalsequentialapproach
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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We build on auto-encoding sequential Monte Carlo (AESMC): a method for model and proposal learning based on maximizing the lower bound to the log marginal likelihood in a broad family of structured probabilistic models. Our approach relies on the efficiency of sequential Monte Carlo (SMC) for performing inference in structured probabilistic models and the flexibility of deep neural networks to model complex conditional probability distributions. We develop additional theoretical insights and introduce a new training procedure which improves both model and proposal learning. We demonstrate that our approach provides a fast, easy-to-implement and scalable means for simultaneous model learning and proposal adaptation in deep generative models.

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Forward citations

Cited by 3 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. GradInf: Gradient Estimation as Probabilistic Inference

    cs.PL 2026-07 accept novelty 7.5

    Gradient estimation of probabilistic programs reduces soundly to probabilistic inference after programmable coupling and factorization, enabling new low-variance estimators that beat baselines.

  2. Diffusion-Driven State Space Models

    stat.ML 2026-06 unverdicted novelty 7.0

    DDSSM replaces Gaussian transitions in SSMs with diffusion models to jointly train autoencoders and diffusion on sequential data, outperforming standard deep SSMs on simulated multimodal time series.

  3. HuggingFace's Transformers: State-of-the-art Natural Language Processing

    cs.CL 2019-10 accept novelty 6.0

    Hugging Face releases an open-source Python library that supplies a unified API and pretrained weights for major Transformer architectures used in natural language processing.