{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/sixo-smoothing-inference-with-twisted","title":"SIXO: Smoothing Inference with Twisted Objectives","arxiv_id":"2206.05952","date":"2022-06-13","proceeding":null,"authors":["Dieterich Lawson","Allan Raventós","Andrew Warrington","Scott Linderman"],"abstract":"Sequential Monte Carlo (SMC) is an inference algorithm for state space models that approximates the posterior by sampling from a sequence of target distributions. The target distributions are often chosen to be the filtering distributions, but these ignore information from future observations, leading to practical and theoretical limitations in inference and model learning. We introduce SIXO, a method that instead learns targets that approximate the smoothing distributions, incorporating information from all observations. The key idea is to use density ratio estimation to fit functions that warp the filtering distributions into the smoothing distributions. We then use SMC with these learned targets to define a variational objective for model and proposal learning. SIXO yields provably tighter log marginal lower bounds and offers significantly more accurate posterior inferences and parameter estimates in a variety of domains.","url_abs":"https://arxiv.org/abs/2206.05952v2","url_pdf":"https://arxiv.org/pdf/2206.05952v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"sixo-smoothing-inference-with-twisted","repo_url":"https://github.com/lindermanlab/sixo","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"jax","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"density-ratio-estimation","task_name":"Density Ratio Estimation"},{"task_slug":"state-space-models","task_name":"State Space Models"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2206.05952","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2206.05952"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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