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1 result for “EnKO”

Ensemble Kalman Variational Objectives: Nonlinear Latent Trajectory Inference with A Hybrid of Variational Inference and Ensemble Kalman Filterstat.ML

EnKO combines VI and EnKF for efficient latent dynamics inference.

problem Particle degeneracy and biased gradient estimators in SMC-based methods.

method EnKO: hybrid of VI and EnKF.

result EnKO outperforms SMC-based methods in predictive ability and particle efficiency.

EnKO VI EnKF latent dynamics particle degeneracy

2020-10-17abs ↗pdf ↗