Mind the Gap when Conditioning Amortised Inference in Sequential Latent-Variable Models
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Abstract (arXiv)
Amortised inference enables scalable learning of sequential latent-variable models (LVMs) with the evidence lower bound (ELBO). In this setting, variational posteriors are often only partially conditioned. While the true posteriors depend, e.g., on the entire sequence of observations, approximate posteriors are only informed by past observations. This mimics the Bayesian filter -- a mixture of smoothing posteriors. Yet, we show that the ELBO objective forces partially-conditioned amortised posteriors to approximate products of smoothing posteriors instead. Consequently, the learned generative model is compromised. We demonstrate these theoretical findings in three scenarios: traffic flow, handwritten digits, and aerial vehicle dynamics. Using fully-conditioned approximate posteriors, performance improves in terms of generative modelling and multi-step prediction.
Key facts. Cited by 14 papers in the map (data through 7 Oct 2026). Builds on 41 of its 67 references that are in the map. First posted on arXiv 18 Jan 2021.
Builds on
41 of 67 references.
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Citing papers per year: 2022: 7; 2023: 5; 2024: 0; 2025: 0; 2026: 2.
14 papers.
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- 2023TimesURL: Self-supervised Contrastive Learning for Universal Time Series Representation Learningcited by 51
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- 2023Cheap and Deterministic Inference for Deep State-Space Models of Interacting Dynamical Systemscited by 5
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- 2022Linear Variational State-Space Filteringcited by 0
- 2022Amortized backward variational inference in nonlinear state-space modelscited by 0
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- 2023Sampling-Free Probabilistic Deep State-Space Models15 Sep 2023
- 2023On the Natural Gradient of the Evidence Lower Bound20 Jul 2023
- 2023Cheap and Deterministic Inference for Deep State-Space Models of Interacting Dynamical Systems2 May 2023
- 2023Laser: Latent Set Representations for 3D Generative Modeling13 Jan 2023
- 2022Integrating Multimodal Data for Joint Generative Modeling of Complex Dynamics15 Dec 2022
- 2022Tractable Dendritic RNNs for Reconstructing Nonlinear Dynamical Systems6 Jul 2022
- 2022Bounding Evidence and Estimating Log-Likelihood in VAE19 Jun 2022
- 2022Amortized backward variational inference in nonlinear state-space models1 Jun 2022
- 2022Benchmarking Generative Latent Variable Models for Speech22 Feb 2022
- 2022Unsupervised Time-Series Representation Learning with Iterative Bilinear Temporal-Spectral Fusioncited by 96
- 2023TimesURL: Self-supervised Contrastive Learning for Universal Time Series Representation Learningcited by 51
- 2022Tractable Dendritic RNNs for Reconstructing Nonlinear Dynamical Systemscited by 34
- 2022Integrating Multimodal Data for Joint Generative Modeling of Complex Dynamicscited by 13
- 2022Bounding Evidence and Estimating Log-Likelihood in VAEcited by 6
- 2023Cheap and Deterministic Inference for Deep State-Space Models of Interacting Dynamical Systemscited by 5
- 2023Laser: Latent Set Representations for 3D Generative Modelingcited by 3
- 2023Sampling-Free Probabilistic Deep State-Space Modelscited by 2
- 2026Latent Matters: Learning Deep State-Space Modelscited by 2
- 2022Benchmarking Generative Latent Variable Models for Speechcited by 1
- 2023On the Natural Gradient of the Evidence Lower Boundcited by 1
- 2026The Dynamic-Probabilistic Consistency Gap in Chaotic Surrogate Modelingcited by 1
12 most cited of 14 All 14 (JSON)
- 2026The Dynamic-Probabilistic Consistency Gap in Chaotic Surrogate Modeling29 May 2026
- 2026Latent Matters: Learning Deep State-Space Models26 Feb 2026
- 2023TimesURL: Self-supervised Contrastive Learning for Universal Time Series Representation Learning25 Dec 2023
- 2023Sampling-Free Probabilistic Deep State-Space Models15 Sep 2023
- 2023On the Natural Gradient of the Evidence Lower Bound20 Jul 2023
- 2023Cheap and Deterministic Inference for Deep State-Space Models of Interacting Dynamical Systems2 May 2023
- 2023Laser: Latent Set Representations for 3D Generative Modeling13 Jan 2023
- 2022Integrating Multimodal Data for Joint Generative Modeling of Complex Dynamics15 Dec 2022
- 2022Tractable Dendritic RNNs for Reconstructing Nonlinear Dynamical Systems6 Jul 2022
- 2022Bounding Evidence and Estimating Log-Likelihood in VAE19 Jun 2022
- 2022Amortized backward variational inference in nonlinear state-space models1 Jun 2022
- 2022Benchmarking Generative Latent Variable Models for Speech22 Feb 2022
12 newest of 14 All 14 (JSON)