Related papers: Interpolation and Iteration for Nonlinear Filters
Low-pass graph filters are fundamental for signal processing on graphs and other non-Euclidean domains. However, the computation of such filters for parametric graph families can be prohibitively expensive as computation of the…
The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…
Filtering is a general name for inferring the states of a dynamical system given observations. The most common filtering approach is Gaussian Filtering (GF) where the distribution of the inferred states is a Gaussian whose mean is an affine…
Guided upsampling is an effective approach for accelerating high-resolution image processing. In this paper, we propose a simple yet effective guided upsampling method. Each pixel in the high-resolution image is represented as a linear…
The crucial step in designing a particle filter for a particular application is the choice of importance density. The optimal scheme is to use the conditional posterior density of the state, but this cannot be sampled or calculated…
In this paper, we adapt the geodesic distance-based recursive filter to the sparse data interpolation problem. The proposed technique is general and can be easily applied to any kind of sparse data. We demonstrate the superiority over other…
Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…
We introduce a novel aggregation method to efficiently perform image denoising. Preliminary filters are aggregated in a non-linear fashion, using a new metric of pixel proximity based on how the pool of filters reaches a consensus. We…
In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…
Particle flow Gaussian particle flow (PFGPF) uses an invertible particle flow to generate a proposal density. It approximates the predictive and posterior distributions as Gaussian densities. In this paper, we use bank of PFGPF filters to…
The properties of black-hole and neutron-star binaries are extracted from gravitational-wave signals using Bayesian inference. This involves evaluating a multi-dimensional posterior probability function with stochastic sampling. The…
Thin surfaces, such as the leaves of a plant, pose a significant challenge for implicit surface reconstruction techniques, which typically assume a closed, orientable surface. We show that by approximately interpolating a point cloud of the…
We consider quasi-interpolation with a main application in radial basis function approximations and compression in this article. Constructing and using these quasi-interpolants, we consider wavelet and compression-type approximations from…
Inference for partially observed Markov process models has been a longstanding methodological challenge with many scientific and engineering applications. Iterated filtering algorithms maximize the likelihood function for partially observed…
Based on the computation of a superset of the implicit support, implicitization of a parametrically given hyper-surface is reduced to computing the nullspace of a numeric matrix. Our approach exploits the sparseness of the given parametric…
This survey paper is written with the intention of giving a mathematical introduction to filtering techniques for intermittent data assimilation, and to survey some recent advances in the field. The paper is divided into three parts. The…
We describe a spectrally-filtered discrete-in-time downscaling data assimilation algorithm and prove, in the context of the two-dimensional Navier--Stokes equations, that this algorithm works for a general class of interpolants, such as…
Scale analysis based on coarse-graining has been proposed recently as an alternative to Fourier analysis. It is now broadly used to analyze energy spectra and energy transfers in eddy-resolving ocean simulations. However, for data from…
Traditional interpolation techniques for particle tracking include binning and convolutional formulas that use pre-determined (i.e., closed-form, parameteric) kernels. In many instances, the particles are introduced as point sources in time…
An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…