Structured Inference Networks for Nonlinear State Space Models
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Abstract (arXiv)
Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified algorithm to efficiently learn a broad class of linear and non-linear state space models, including variants where the emission and transition distributions are modeled by deep neural networks. Our learning algorithm simultaneously learns a compiled inference network and the generative model, leveraging a structured variational approximation parameterized by recurrent neural networks to mimic the posterior distribution. We apply the learning algorithm to both synthetic and real-world datasets, demonstrating its scalability and versatility. We find that using the structured approximation to the posterior results in models with significantly higher held-out likelihood.
Key facts. Cited by 182 papers in the map (data through 7 Oct 2026). First posted on arXiv 30 Sep 2016.
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Citing papers per year: 2021: 46; 2022: 33; 2023: 32; 2024: 25; 2025: 17; 2026: 29.
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