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About this paper

Diederik P. Kingma, Max Welling

The authors introduce a differentiable non-centered parameterization that expresses latent states as functions of auxiliary noise and their parents. It preserves the Bayesian model and enables gradients through backpropagation. In a nonlinear dynamic Bayesian network at log σ_z = −5, robust HMC reached ESS 640, versus 2 for CP and 305 for DNCP, from 4,000 retained samples; this result is specific to that setting.

Summary by alphaXiv.

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