Sequential Neural Models with Stochastic Layers
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Abstract (arXiv)
How can we efficiently propagate uncertainty in a latent state representation with recurrent neural networks? This paper introduces stochastic recurrent neural networks which glue a deterministic recurrent neural network and a state space model together to form a stochastic and sequential neural generative model. The clear separation of deterministic and stochastic layers allows a structured variational inference network to track the factorization of the model's posterior distribution. By retaining both the nonlinear recursive structure of a recurrent neural network and averaging over the uncertainty in a latent path, like a state space model, we improve the state of the art results on the Blizzard and TIMIT speech modeling data sets by a large margin, while achieving comparable performances to competing methods on polyphonic music modeling.
Key facts. Cited by 115 papers in the map (data through 7 Oct 2026). First posted on arXiv 24 May 2016.
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Citing papers per year: 2019: 2; 2020: 0; 2021: 29; 2022: 26; 2023: 20; 2024: 14; 2025: 9; 2026: 15.
115 papers.
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- 2026Deep ZakaiJ: Structured Filtering for Jump-Diffusion Time Series Forecasting23 May 2026
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- 2022Self-Supervised Speech Representation Learning: A Reviewcited by 258
- 2024Deep Time Series Models: A Comprehensive Survey and Benchmarkcited by 191
- 2021Modeling Irregular Time Series with Continuous Recurrent Unitscited by 101
- 2022Unsupervised Time-Series Representation Learning with Iterative Bilinear Temporal-Spectral Fusioncited by 96
- 2021RAVE: A variational autoencoder for fast and high-quality neural audio synthesiscited by 72
- 2022SocialVAE: Human Trajectory Prediction using Timewise Latentscited by 65
- 2021Physics-Integrated Variational Autoencoders for Robust and Interpretable Generative Modelingcited by 59
- 2022Criteria for Classifying Forecasting Methodscited by 48
- 2023Causal Recurrent Variational Autoencoder for Medical Time Series Generationcited by 44
- 2021Noisy Recurrent Neural Networkscited by 42
- 2021Anomaly Detection of Time Series with Smoothness-Inducing Sequential Variational Auto-Encodercited by 39
- 2023Deep networks for system identification: a Surveycited by 35
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- 2026GT-PSSM: Unified Probabilistic Framework for Stochastic Dynamics Modeling and Dependency Learning in Multivariate Time Series Anomaly Detection28 Sep 2026
- 2026HAP: A Hand-Driven Active Perception Framework for Egocentric Head Motion Prediction16 Sep 2026
- 2026DTD-VAE: Disentangled Temporal Dependencies VAE for Credit Risk Prediction27 Aug 2026
- 2026Liquid Latent State Dynamics for Interpretable Turbofan Degradation Modeling2 Jul 2026
- 2026Learning to Distributedly Estimate under Partially Known Dynamics: A Covariance-Agnostic Neural Kalman Consensus Filter26 Jun 2026
- 2026UPLOTS: A Unified Pretrained Language Model for Constrained Time-series Generation9 Jun 2026
- 2026Backward Coherence and Hidden-State Stability in Recurrent Neural Networks: A Quasi-Reverse-Martingale Theory8 Jun 2026
- 2026Generative Recursive Reasoning19 May 2026
- 2026Learning Unified Representations of Normalcy for Time Series Anomaly Detection10 May 2026
- 2026SELDON: Supernova Explosions Learned by Deep ODE Networks4 Mar 2026
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