  In this paper, we explore the inclusion of latent random variables into the
dynamic hidden state of a recurrent neural network (RNN) by combining elements
of the variational autoencoder. We argue that through the use of high-level
latent random variables, the variational RNN (VRNN)1 can model the kind of
variability observed in highly structured sequential data such as natural
speech. We empirically evaluate the proposed model against related sequential
models on four speech datasets and one handwriting dataset. Our results show
the important roles that latent random variables can play in the RNN dynamic
hidden state.
