mlsanityData to 7 Oct 2026

A General Method for Amortizing Variational Filtering

arXiv 1811.05090 ↗First posted 13 Nov 2018stat.ML cs.LGcited by 14

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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.

14 papers.

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