Auto-encoding sequential Monte Carlo

We build on auto-encoding sequential Monte Carlo (AESMC): a method for model and proposal learning based on maximizing the lower bound to the log marginal likelihood in a broad family of structured probabilistic models. Our approach relies on the efficiency of sequential Monte Carlo (SMC) for perfor...

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Bibliographic Details
Main Authors: Le, T, Igl, M, Rainforth, T, Jin, T, Wood, F
Format: Conference item
Published: OpenReview 2018