Temporal Parallelization of Bayesian Smoothers
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Abstract (arXiv)
This paper presents algorithms for temporal parallelization of Bayesian smoothers. We define the elements and the operators to pose these problems as the solutions to all-prefix-sums operations for which efficient parallel scan-algorithms are available. We present the temporal parallelization of the general Bayesian filtering and smoothing equations and specialize them to linear/Gaussian models. The advantage of the proposed algorithms is that they reduce the linear complexity of standard smoothing algorithms with respect to time to logarithmic.
Key facts. Cited by 33 papers in the map (data through 14 Oct 2026). First posted on arXiv 30 May 2019.
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Citing papers per year: 2021: 6; 2022: 3; 2023: 5; 2024: 8; 2025: 5; 2026: 6.
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- 2022Simplified State Space Layers for Sequence Modelingcited by 788
- 2024Towards Scalable and Stable Parallelization of Nonlinear RNNscited by 38
- 2021Spatio-Temporal Variational Gaussian Processescited by 32
- 2021Reactive Message Passing for Scalable Bayesian Inferencecited by 16
- 2022Markovian Gaussian Process Variational Autoencoderscited by 16
- 2024Computation-Aware Kalman Filtering and Smoothingcited by 12
- 2023Revisiting Structured Variational Autoencoderscited by 11
- 2024Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Seriescited by 10
- 2024KalMamba: Towards Efficient Probabilistic State Space Models for RL under Uncertaintycited by 9
- 2025Robust and Conjugate Spatio-Temporal Gaussian Processescited by 9
- 2026Kalman Linear Attention: Parallel Bayesian Filtering For Efficient Language Modelling and State Trackingcited by 8
- 2021Combining Pseudo-Point and State Space Approximations for Sum-Separable Gaussian Processescited by 7
21 more
- 2024Physics-Informed Variational State-Space Gaussian Processescited by 7
- 2021Temporal Parallelization of Inference in Hidden Markov Modelscited by 5
- 2024Uncertainty Representations in State-Space Layers for Deep Reinforcement Learning under Partial Observabilitycited by 5
- 2025SING: SDE Inference via Natural Gradientscited by 5
- 2024Learning Time-Varying Multi-Region Brain Communications via Scalable Markovian Gaussian Processescited by 4
- 2025A Unifying Framework for Parallelizing Sequential Models with Linear Dynamical Systemscited by 4
- 2023Parallel-in-Time Probabilistic Numerical ODE Solverscited by 3
- 2021State-space deep Gaussian processes with applicationscited by 2
- 2022De-Sequentialized Monte Carlo: a parallel-in-time particle smoothercited by 2
- 2023Unbiased Learning of Deep Generative Models with Structured Discrete Representationscited by 2
- 2023SynJax: Structured Probability Distributions for JAXcited by 2
- 2024Numerically Robust Fixed-Point Smoothing Without State Augmentationcited by 2
- 2025Context-Selective State Space Models: Feedback is All You Needcited by 2
- 2021Temporal Gaussian Process Regression in Logarithmic Timecited by 1
- 2023Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systemscited by 0
- 2025The two filter formula reconsidered: Smoothing in partially observed Gauss--Markov models without information parametrizationcited by 0
- 2026Integrative neurocybernetic modeling in the era of large-scale neurosciencecited by 0
- 2026Efficient Learning of Deep State Space Models via Importance Smoothingcited by 0
- 2026Surgical Kinematics from Monocular Video with Learned Articulated Motion Constraintscited by 0
- 2026Voltic: Distinguishing Volatility from Stochasticity in Recurrent Memorycited by 0
- 2026Scan-Parallel Variational Inference for event-driven Latent Jump Modelscited by 0
- 2026Scan-Parallel Variational Inference for event-driven Latent Jump Models9 Oct 2026
- 2026Voltic: Distinguishing Volatility from Stochasticity in Recurrent Memory5 Oct 2026
- 2026Surgical Kinematics from Monocular Video with Learned Articulated Motion Constraints23 Sep 2026
- 2026Efficient Learning of Deep State Space Models via Importance Smoothing20 May 2026
- 2026Integrative neurocybernetic modeling in the era of large-scale neuroscience26 Apr 2026
- 2026Kalman Linear Attention: Parallel Bayesian Filtering For Efficient Language Modelling and State Tracking11 Feb 2026
- 2025Context-Selective State Space Models: Feedback is All You Need15 Oct 2025
- 2025A Unifying Framework for Parallelizing Sequential Models with Linear Dynamical Systems26 Sep 2025
- 2025SING: SDE Inference via Natural Gradients21 Jun 2025
- 2025The two filter formula reconsidered: Smoothing in partially observed Gauss--Markov models without information parametrization28 Feb 2025
- 2025Robust and Conjugate Spatio-Temporal Gaussian Processes4 Feb 2025
- 2024Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Series8 Oct 2024
21 more
- 2024Numerically Robust Fixed-Point Smoothing Without State Augmentation30 Sep 2024
- 2024Uncertainty Representations in State-Space Layers for Deep Reinforcement Learning under Partial Observability25 Sep 2024
- 2024Physics-Informed Variational State-Space Gaussian Processes20 Sep 2024
- 2024Towards Scalable and Stable Parallelization of Nonlinear RNNs26 Jul 2024
- 2024Learning Time-Varying Multi-Region Brain Communications via Scalable Markovian Gaussian Processes29 Jun 2024
- 2024KalMamba: Towards Efficient Probabilistic State Space Models for RL under Uncertainty21 Jun 2024
- 2024Computation-Aware Kalman Filtering and Smoothing14 May 2024
- 2023Parallel-in-Time Probabilistic Numerical ODE Solvers2 Oct 2023
- 2023SynJax: Structured Probability Distributions for JAX7 Aug 2023
- 2023Unbiased Learning of Deep Generative Models with Structured Discrete Representations14 Jun 2023
- 2023Revisiting Structured Variational Autoencoders25 May 2023
- 2023Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems1 Mar 2023
- 2022Simplified State Space Layers for Sequence Modeling9 Aug 2022
- 2022Markovian Gaussian Process Variational Autoencoders12 Jul 2022
- 2022De-Sequentialized Monte Carlo: a parallel-in-time particle smoother4 Feb 2022
- 2021Reactive Message Passing for Scalable Bayesian Inference25 Dec 2021
- 2021State-space deep Gaussian processes with applications24 Nov 2021
- 2021Spatio-Temporal Variational Gaussian Processes2 Nov 2021
- 2021Combining Pseudo-Point and State Space Approximations for Sum-Separable Gaussian Processes18 Jun 2021
- 2021Temporal Gaussian Process Regression in Logarithmic Time19 Feb 2021
- 2021Temporal Parallelization of Inference in Hidden Markov Models10 Feb 2021
- 2022Simplified State Space Layers for Sequence Modelingcited by 788
- 2025Context-Selective State Space Models: Feedback is All You Needcited by 2
- 2025Context-Selective State Space Models: Feedback is All You Need15 Oct 2025
- 2022Simplified State Space Layers for Sequence Modeling9 Aug 2022
- 2024Towards Scalable and Stable Parallelization of Nonlinear RNNscited by 38
- 2021Spatio-Temporal Variational Gaussian Processescited by 32
- 2021Reactive Message Passing for Scalable Bayesian Inferencecited by 16
- 2022Markovian Gaussian Process Variational Autoencoderscited by 16
- 2024Computation-Aware Kalman Filtering and Smoothingcited by 12
- 2023Revisiting Structured Variational Autoencoderscited by 11
- 2024Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Seriescited by 10
- 2025Robust and Conjugate Spatio-Temporal Gaussian Processescited by 9
- 2026Kalman Linear Attention: Parallel Bayesian Filtering For Efficient Language Modelling and State Trackingcited by 8
- 2021Combining Pseudo-Point and State Space Approximations for Sum-Separable Gaussian Processescited by 7
- 2024Physics-Informed Variational State-Space Gaussian Processescited by 7
- 2021Temporal Parallelization of Inference in Hidden Markov Modelscited by 5
12 most cited of 29 All 29 (JSON)
- 2026Scan-Parallel Variational Inference for event-driven Latent Jump Models9 Oct 2026
- 2026Voltic: Distinguishing Volatility from Stochasticity in Recurrent Memory5 Oct 2026
- 2026Surgical Kinematics from Monocular Video with Learned Articulated Motion Constraints23 Sep 2026
- 2026Efficient Learning of Deep State Space Models via Importance Smoothing20 May 2026
- 2026Integrative neurocybernetic modeling in the era of large-scale neuroscience26 Apr 2026
- 2026Kalman Linear Attention: Parallel Bayesian Filtering For Efficient Language Modelling and State Tracking11 Feb 2026
- 2025A Unifying Framework for Parallelizing Sequential Models with Linear Dynamical Systems26 Sep 2025
- 2025SING: SDE Inference via Natural Gradients21 Jun 2025
- 2025The two filter formula reconsidered: Smoothing in partially observed Gauss--Markov models without information parametrization28 Feb 2025
- 2025Robust and Conjugate Spatio-Temporal Gaussian Processes4 Feb 2025
- 2024Amortized Control of Continuous State Space Feynman-Kac Model for Irregular Time Series8 Oct 2024
- 2024Numerically Robust Fixed-Point Smoothing Without State Augmentation30 Sep 2024
12 newest of 29 All 29 (JSON)