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