Skip to main navigation Skip to search Skip to main content

The Neural Moving Average Model for Scalable Variational Inference of State Space Models

Research output: Chapter in Book/Report/Conference proceedingConference Contribution (Conference Proceeding)

Abstract

Variational inference has had great success in scaling approximate Bayesian inference to big data by exploiting mini-batch training. To date, however, this strategy has been most applicable to models of independent data. We propose an extension to state space models of time series data based on a novel generative model for latent temporal states: the neural moving average model. This permits a subsequence to be sampled without drawing from the entire distribution, enabling training iterations to use mini-batches of the time series at low computational cost. We illustrate our method on autoregressive, Lotka-Volterra, FitzHugh-Nagumo and stochastic volatility models, achieving accurate parameter estimation in a short time.
Original languageEnglish
Title of host publicationProceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence
PublisherProceedings of Machine Learning Research
Pages12-22
Number of pages11
Volume161
Publication statusPublished - 27 Jul 2021
EventConference on Uncertainty in Artificial Intelligence 2021 -
Duration: 27 Jul 2021 → …

Publication series

NameProceedings of Machine Learning Research
ISSN (Electronic)2640-3498

Conference

ConferenceConference on Uncertainty in Artificial Intelligence 2021
Abbreviated titleUAI 2021
Period27/07/21 → …

Fingerprint

Dive into the research topics of 'The Neural Moving Average Model for Scalable Variational Inference of State Space Models'. Together they form a unique fingerprint.

Cite this