Title
Collapsed Amortized Variational Inference for Switching Nonlinear Dynamical Systems
Abstract
We propose an efficient inference method for switching nonlinear dynamical systems. The key idea is to learn an inference network which can be used as a proposal distribution for the continuous latent variables, while performing exact marginalization of the discrete latent variables. This allows us to use the reparameterization trick, and apply end-to-end training with stochastic gradient descent. We show that the proposed method can successfully segment time series data (including videos) into meaningful "regimes", by using the piece-wise nonlinear dynamics.
Year
Venue
DocType
2020
ICML
Conference
Citations 
PageRank 
References 
0
0.34
0
Authors
4
Name
Order
Citations
PageRank
Zhe Dong1222.24
Seybold Bryan A.200.34
Michael Kuperberg37589529.66
Hung Hai Bui41188112.37