Nonlinear Learned Filter Suite

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The promoted unsupervised baseline structured_joint_elbo_h4_w005_predictive_y_masked_y_spans_h4 is a partial success for robustness, not a solved nonlinear strict filter; divergence/family rows should be compared against it.

x pattern Model signal Steps state NLL ref state NLL cov 90 ref cov 90 var ratio pred-y NLL pred NLL ref pred NLL
weak_sinusoidal EKF-residualized nonlinear MC ELBO + joint h4 w0.05, predictive-y, and masked-y spans h4 unsupervised 1000 15.965449 2.738192 0.397705 0.908366 0.088379 0.318788 0.319024 0.296951
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k8 unsupervised 1000 5.338509 2.738192 0.434001 0.908366 0.242303 0.331352 0.331403 0.296951
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k16 unsupervised 1000 5.292873 2.738192 0.419271 0.908366 0.261202 0.331298 0.331319 0.296951
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k32 unsupervised 1000 4.644018 2.738192 0.483561 0.908366 0.332984 0.331443 0.331428 0.296951
weak_sinusoidal direct nonlinear K2 mixture IWAE h4 k16 + predictive-y unsupervised 1000 5.932719 2.738192 0.386149 0.908366 0.223663 0.331328 0.331399 0.296951
weak_sinusoidal EKF-residualized nonlinear MC ELBO + joint h4 w0.05, predictive-y, and masked-y spans h4 unsupervised 1000 17.900330 2.776700 0.356934 0.877279 0.078612 0.328781 0.328955 0.305738
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k8 unsupervised 1000 4.165872 2.776700 0.503337 0.877279 0.197229 0.336165 0.336120 0.305738
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k16 unsupervised 1000 4.078058 2.776700 0.511068 0.877279 0.200843 0.336244 0.336202 0.305738
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k32 unsupervised 1000 4.266207 2.776700 0.493978 0.877279 0.187601 0.336305 0.336268 0.305738
weak_sinusoidal direct nonlinear K2 mixture IWAE h4 k16 + predictive-y unsupervised 1000 4.255581 2.776700 0.494873 0.877279 0.186787 0.336060 0.336022 0.305738
weak_sinusoidal EKF-residualized nonlinear MC ELBO + joint h4 w0.05, predictive-y, and masked-y spans h4 unsupervised 1000 10.149324 2.657798 0.433757 0.927490 0.102917 0.317410 0.317537 0.303765
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k8 unsupervised 1000 4.208476 2.657798 0.514404 0.927490 0.141747 0.332698 0.332695 0.303765
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k16 unsupervised 1000 3.973650 2.657798 0.532145 0.927490 0.155711 0.333602 0.333595 0.303765
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k32 unsupervised 1000 3.750569 2.657798 0.558268 0.927490 0.174048 0.333836 0.333827 0.303765
weak_sinusoidal direct nonlinear K2 mixture IWAE h4 k16 + predictive-y unsupervised 1000 4.176056 2.657798 0.515869 0.927490 0.142162 0.332830 0.332831 0.303765
intermittent_sinusoidal EKF-residualized nonlinear MC ELBO + joint h4 w0.05, predictive-y, and masked-y spans h4 unsupervised 1000 24.300824 2.732284 0.372966 0.914062 0.050397 0.372941 0.381795 0.346522
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k8 unsupervised 1000 5.139566 2.732284 0.433675 0.914062 0.285243 0.383589 0.391706 0.346522
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k16 unsupervised 1000 5.092268 2.732284 0.445882 0.914062 0.270450 0.383532 0.391942 0.346522
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k32 unsupervised 1000 5.056869 2.732284 0.440430 0.914062 0.274696 0.383453 0.391897 0.346522
intermittent_sinusoidal direct nonlinear K2 mixture IWAE h4 k16 + predictive-y unsupervised 1000 5.162781 2.732284 0.441569 0.914062 0.263726 0.383509 0.391918 0.346522
intermittent_sinusoidal EKF-residualized nonlinear MC ELBO + joint h4 w0.05, predictive-y, and masked-y spans h4 unsupervised 1000 26.128002 2.776782 0.349447 0.874349 0.071730 0.377186 0.387543 0.357559
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k8 unsupervised 1000 4.744861 2.776782 0.460205 0.874349 0.325965 0.392114 0.398457 0.357559
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k16 unsupervised 1000 4.208056 2.776782 0.498942 0.874349 0.309594 0.391340 0.398395 0.357559
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k32 unsupervised 1000 4.173729 2.776782 0.500570 0.874349 0.310566 0.391386 0.398414 0.357559
intermittent_sinusoidal direct nonlinear K2 mixture IWAE h4 k16 + predictive-y unsupervised 1000 4.211083 2.776782 0.501221 0.874349 0.319076 0.391333 0.398299 0.357559
intermittent_sinusoidal EKF-residualized nonlinear MC ELBO + joint h4 w0.05, predictive-y, and masked-y spans h4 unsupervised 1000 18.545874 2.654578 0.389404 0.926595 0.057823 0.370901 0.377351 0.352279
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k8 unsupervised 1000 4.214376 2.654578 0.522624 0.926595 0.143857 0.389682 0.397083 0.352279
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k16 unsupervised 1000 3.942927 2.654578 0.545166 0.926595 0.160839 0.390438 0.397831 0.352279
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k32 unsupervised 1000 3.774318 2.654578 0.563070 0.926595 0.175933 0.390848 0.398171 0.352279
intermittent_sinusoidal direct nonlinear K2 mixture IWAE h4 k16 + predictive-y unsupervised 1000 4.416855 2.654578 0.509033 0.926595 0.131804 0.389455 0.396967 0.352279

Aggregate By Seed

x pattern Model Steps seeds state NLL coverage 90 variance ratio
intermittent_sinusoidal EKF-residualized nonlinear MC ELBO + joint h4 w0.05, predictive-y, and masked-y spans h4 1000 3 22.991567 +/- 3.230870 0.370605 +/- 0.016398 0.059983 +/- 0.008842
intermittent_sinusoidal direct nonlinear K2 mixture IWAE h4 k16 + predictive-y 1000 3 4.596907 +/- 0.408857 0.483941 +/- 0.030131 0.238202 +/- 0.078555
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k16 1000 3 4.414417 +/- 0.491382 0.496663 +/- 0.040564 0.246961 +/- 0.062959
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k32 1000 3 4.334972 +/- 0.535869 0.501356 +/- 0.050071 0.253732 +/- 0.056928
intermittent_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k8 1000 3 4.699601 +/- 0.379061 0.472168 +/- 0.037285 0.251689 +/- 0.078040
weak_sinusoidal EKF-residualized nonlinear MC ELBO + joint h4 w0.05, predictive-y, and masked-y spans h4 1000 3 14.671701 +/- 3.293920 0.396132 +/- 0.031383 0.089969 +/- 0.009986
weak_sinusoidal direct nonlinear K2 mixture IWAE h4 k16 + predictive-y 1000 3 4.788118 +/- 0.810006 0.465630 +/- 0.056852 0.184204 +/- 0.033323
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k16 1000 3 4.448194 +/- 0.598798 0.487495 +/- 0.049003 0.205919 +/- 0.043216
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k32 1000 3 4.220265 +/- 0.366193 0.511936 +/- 0.033037 0.231544 +/- 0.071942
weak_sinusoidal direct nonlinear K2 mixture windowed IWAE h4 k8 1000 3 4.570952 +/- 0.543023 0.483914 +/- 0.035582 0.193759 +/- 0.041125

The signal column classifies each training row as unsupervised, reference-distilled, or oracle-calibrated according to the objective weights used during training.