#7: Deep Kalman Filters

[havakv]

Need a background on variational autoencoders. Suggestions:

• Black box variational inference for state space models (http://arxiv.org/abs/1511.07367).
  • Possibly a better explanation.
• Stochastic Backpropagation and Approximate Inference in Deep Generative Models (https://arxiv.org/abs/1401.4082).
  • A lot of the Kalman paper is based on this.
• Tutorial on Variational Autoencoders (https://arxiv.org/abs/1606.05908).
  • Just a nice introduction to variational autoencoders.

[havakv]

The papers doesn't compare its method to other competing methods...