A General Method for Amortizing Variational Filtering
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Abstract (arXiv)
We introduce the variational filtering EM algorithm, a simple, general-purpose method for performing variational inference in dynamical latent variable models using information from only past and present variables, i.e. filtering. The algorithm is derived from the variational objective in the filtering setting and consists of an optimization procedure at each time step. By performing each inference optimization procedure with an iterative amortized inference model, we obtain a computationally efficient implementation of the algorithm, which we call amortized variational filtering. We present experiments demonstrating that this general-purpose method improves performance across several deep dynamical latent variable models.
Key facts. Cited by 14 papers in the map (data through 7 Oct 2026). First posted on arXiv 13 Nov 2018.
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Citing papers per year: 2021: 1; 2022: 3; 2023: 5; 2024: 3; 2025: 0; 2026: 2.
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- 2023Uncovering mesa-optimization algorithms in Transformerscited by 94
- 2022Tutorial on amortized optimizationcited by 83
- 2022Object Representations as Fixed Points: Training Iterative Refinement Algorithms with Implicit Differentiationcited by 46
- 2021Online Variational Filtering and Parameter Learningcited by 19
- 2023Revisiting Structured Variational Autoencoderscited by 11
- 2024Learning Optimal Filters Using Variational Inferencecited by 7
- 2023Real-Time Variational Method for Learning Neural Trajectory and its Dynamicscited by 3
- 2023Variational excess risk bound for general state space modelscited by 2
- 2024Tree-based variational inference for Poisson log-normal modelscited by 2
- 2023A Metalearned Neural Circuit for Nonparametric Bayesian Inferencecited by 1
- 2024Importance sampling for online variational learningcited by 1
- 2026Efficient Online Variational Estimation via Monte Carlo Samplingcited by 1
2 more
- 2026Neural Diffusion Intensity Models for Point Process Data27 Feb 2026
- 2026Efficient Online Variational Estimation via Monte Carlo Sampling6 Feb 2026
- 2024Learning Optimal Filters Using Variational Inference26 Jun 2024
- 2024Tree-based variational inference for Poisson log-normal models25 Jun 2024
- 2024Importance sampling for online variational learning5 Feb 2024
- 2023Variational excess risk bound for general state space models15 Dec 2023
- 2023A Metalearned Neural Circuit for Nonparametric Bayesian Inference24 Nov 2023
- 2023Uncovering mesa-optimization algorithms in Transformers11 Sep 2023
- 2023Revisiting Structured Variational Autoencoders25 May 2023
- 2023Real-Time Variational Method for Learning Neural Trajectory and its Dynamics18 May 2023
- 2022Object Representations as Fixed Points: Training Iterative Refinement Algorithms with Implicit Differentiation2 Jul 2022
- 2022Amortized backward variational inference in nonlinear state-space models1 Jun 2022
2 more
- 2022Tutorial on amortized optimization1 Feb 2022
- 2021Online Variational Filtering and Parameter Learning26 Oct 2021
- 2023Uncovering mesa-optimization algorithms in Transformerscited by 94
- 2022Tutorial on amortized optimizationcited by 83
- 2022Object Representations as Fixed Points: Training Iterative Refinement Algorithms with Implicit Differentiationcited by 46
- 2021Online Variational Filtering and Parameter Learningcited by 19
- 2023Revisiting Structured Variational Autoencoderscited by 11
- 2024Learning Optimal Filters Using Variational Inferencecited by 7
- 2023Real-Time Variational Method for Learning Neural Trajectory and its Dynamicscited by 3
- 2023Variational excess risk bound for general state space modelscited by 2
- 2024Tree-based variational inference for Poisson log-normal modelscited by 2
- 2023A Metalearned Neural Circuit for Nonparametric Bayesian Inferencecited by 1
- 2024Importance sampling for online variational learningcited by 1
- 2026Efficient Online Variational Estimation via Monte Carlo Samplingcited by 1
12 most cited of 14 All 14 (JSON)
- 2026Neural Diffusion Intensity Models for Point Process Data27 Feb 2026
- 2026Efficient Online Variational Estimation via Monte Carlo Sampling6 Feb 2026
- 2024Learning Optimal Filters Using Variational Inference26 Jun 2024
- 2024Tree-based variational inference for Poisson log-normal models25 Jun 2024
- 2024Importance sampling for online variational learning5 Feb 2024
- 2023Variational excess risk bound for general state space models15 Dec 2023
- 2023A Metalearned Neural Circuit for Nonparametric Bayesian Inference24 Nov 2023
- 2023Uncovering mesa-optimization algorithms in Transformers11 Sep 2023
- 2023Revisiting Structured Variational Autoencoders25 May 2023
- 2023Real-Time Variational Method for Learning Neural Trajectory and its Dynamics18 May 2023
- 2022Object Representations as Fixed Points: Training Iterative Refinement Algorithms with Implicit Differentiation2 Jul 2022
- 2022Amortized backward variational inference in nonlinear state-space models1 Jun 2022
12 newest of 14 All 14 (JSON)