Monte Carlo Filtering Objectives: A New Family of Variational Objectives to Learn Generative Model and Neural Adaptive Proposal for Time Series.
Shuangshuang ChenSihao DingYiannis KarayiannidisMårten BjörkmanPublished in: CoRR (2021)
Keyphrases
- monte carlo
- generative model
- markov chain monte carlo
- adaptive sampling
- probabilistic model
- markov chain
- em algorithm
- bayesian framework
- monte carlo simulation
- monte carlo methods
- dirichlet process mixture models
- monte carlo tree search
- markovian decision
- prior knowledge
- point processes
- conditional random fields
- latent space
- importance sampling
- image segmentation
- topic models
- expectation maximization
- matrix inversion
- particle filter
- denoising
- training set