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cs.LG2026
Efficient Learning of Deep State Space Models via Importance Smoothing
John-Joseph Brady, Nikolas Nusken, Yunpeng Li
Latent state space systems are ubiquitous in statistical modelling, arising naturally when time series are observed through noisy measurements. However, training deep state space m…
cs.LG2024★ 2 cited
Regime Learning for Differentiable Particle Filters
John-Joseph Brady, Yuhui Luo, Wenwu Wang +2
Differentiable particle filters are an emerging class of models that combine sequential Monte Carlo techniques with the flexibility of neural networks to perform state space infere…