The Gaussian process state space model (GPSSM) is a non-linear dynamical system, where unknown transition and/or measurement mappings are described by GPs. Most research in GPSSMs has focussed on the state estimation problem, i.e., computing a posterior of the latent state given the model. However, the key challenge in GPSSMs has not been satisfactorily addressed yet: system identification, i.e., learning the model. To address this challenge, we impose a structured Gaussian variational posterior distribution over the latent states, which is parameterised by a recognition model in the form of a bi-directional recurrent neural network. Inference with this structure allows us to recover a posterior smoothed over sequences of data. We provide a practical algorithm for efficiently computing a lower bound on the marginal likelihood using the reparameterisation trick. This further allows for the use of arbitrary kernels within the GPSSM. We demonstrate that the learnt GPSSM can efficiently generate plausible future trajectories of the identified system after only observing a small number of episodes from the true system.

Time series with non-uniform intervals occur in many applications, and are difficulttomodel usingstandard recurrent neural networks(RNNs).

We model episode sessions--parts of the episode where the latent state isfixed--and propose three keymodifications toexisting meta-RL methods: (i) consistency of latent information within sessions, (ii) session masking, and (iii) priorlatent conditioning.

However, such a solution often shows unsatisfactory editability on the source image. To address this, we propose DreamSteerer, a plug-in method for augmenting existing T2I personalization methods. Specifically, we enhance the source image conditioned editability of a personalized diffusion model via a novel Editability Driven Score Distillation (EDSD) objective. Moreover, we identify amodetrapping issuewithEDSD, andpropose amodeshifting regularization with spatial feature guided sampling to avoid such an issue.

We consider the problem of variational Bayesian inference in a latent variable model where a (possibly complex) observed stochastic process is governed by the solution of a latent stochastic differential equation (SDE).

Each trial consists ofasequence of upto350swimbouts(b.)