Multicanonical Stochastic Variational Inference

By Stephan Mandt, James McInerney, Farhan Abrol, Rajesh Ranganath, David M. Blei. 2014

Citations in the corpus

• Deep Variational Bayes Filters: Unsupervised Learning of State Space Models from Raw Data (2016, neutral): “…parameters β1:T and marginalize it out subsequently: (1) = ∫∫ p(x1:T | z1:T ,u1:T )p(z1:T | β1:T ,u1:T ) p(β1:T ) dβ1:T dz1:T (2) To obtain state-space models, we impose assumptions on emission and state transition model: p(x1:T | z1:T ,u1:T ) = T∏ t=1 p(xt | zt) (3) p(z1:T | β1:T ,u1:T )…”