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iVAE-style Conditioning on Innovation Process

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iVAE-style Conditioning on Innovation Process

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A technique where conditional information is injected into the noise/innovation term of a dynamic system’s evolution equation, instead of directly into the latent state variable.

Why It Matters

This specific conditioning mechanism is the technical novelty that achieves the desired identifiability properties for the latent factors.

Evidence

By applying iVAE-style conditioning to the innovation process driving the dynamics rather than to the latent states

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