Filtering Variational Objectives

NeurIPS 2017 Chris J. MaddisonDieterich LawsonGeorge TuckerNicolas HeessMohammad NorouziAndriy MnihArnaud DoucetYee Whye Teh

When used as a surrogate objective for maximum likelihood estimation in latent variable models, the evidence lower bound (ELBO) produces state-of-the-art results. Inspired by this, we consider the extension of the ELBO to a family of lower bounds defined by a particle filter's estimator of the marginal likelihood, the filtering variational objectives (FIVOs)... (read more)

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