Related papers: Particle Learning and Smoothing
This paper presents a new filter for state-space models based on Bellman's dynamic-programming principle, allowing for nonlinearity, non-Gaussianity and degeneracy in the observation and/or state-transition equations. The resulting Bellman…
Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…
In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an algorithm that combines the Kalman filter and a particle…
This dissertation explores the topics of parameter estimation and model reduction in the context of quantum filtering. Chapters 2 and 3 provide a review of classical and quantum probability theory, stochastic calculus and filtering. Chapter…
Particle filters flexibly represent multiple posterior modes nonparametrically, via a collection of weighted samples, but have classically been applied to tracking problems with known dynamics and observation likelihoods. Such generative…
In this paper, we consider a new framework for particle filtering under model uncertainty that operates beyond the scope of Markovian switching systems. Specifically, we develop a novel particle filtering algorithm that applies to general…
Curriculum learning (CL) - training using samples that are generated and presented in a meaningful order - was introduced in the machine learning context around a decade ago. While CL has been extensively used and analysed empirically,…
We have adapted a set of classification algorithms, also known as Machine Learning, to the identification of fluid and gel domains close to the main transition of dipalmitoyl-phosphatidylcholine (DPPC) bilayers. Using atomistic molecular…
State-of-the-art methods for Bayesian inference in state-space models are (a) conditional sequential Monte Carlo (CSMC) algorithms; (b) sophisticated 'classical' MCMC algorithms like MALA, or mGRAD from Titsias and Papaspiliopoulos (2018,…
A recent line of work has shown that end-to-end optimization of Bayesian filters can be used to learn state estimators for systems whose underlying models are difficult to hand-design or tune, while retaining the core advantages of…
As robotic systems move from highly structured environments to open worlds, incorporating uncertainty from dynamics learning or state estimation into the control pipeline is essential for robust performance. In this paper we present a…
ProbLog is a state-of-art combination of logic programming and probabilities; in particular ProbLog offers parameter learning through a variant of the EM algorithm. However, the resulting learning algorithm is rather slow, even when the…
We study the filtering problem over a Lie group that plays an important role in robotics and aerospace applications. We present a new particle filtering algorithm based on stochastic control. In particular, our algorithm is based on a…
Particle filtering is a powerful approach to sequential state estimation and finds application in many domains, including robot localization, object tracking, etc. To apply particle filtering in practice, a critical challenge is to…
Smoothing is a technique for estimating the state of an imperfectly monitored open system by combining both prior and posterior measurement information. In the quantum regime, current approaches to smoothing either give unphysical outcomes,…
This article attempts to summarize the effort by the particle physics community in addressing the tedious work of determining the parameter spaces of beyond-the-standard-model (BSM) scenarios, allowed by data. These spaces, typically…
The behaviors and skills of models in many geosciences (e.g., hydrology and ecosystem sciences) strongly depend on spatially-varying parameters that need calibration. A well-calibrated model can reasonably propagate information from…
We present a new class of particle methods with deformable shapes that converge in the uniform norm without requiring remappings, extended overlapping or vanishing moments for the particles. The crux of the method is to use polynomial…
Machine learning (ML) can process large sets of data generated from complex systems, which is ideal for classification tasks as often appeared in critical phenomena. Meanwhile ML techniques have been found effective in detecting critical…
We develop a novel parallel resampling algorithm for fully parallelized particle filters, which is designed with GPUs (graphics processing units) or similar parallel computing devices in mind. With our new algorithm, a full cycle of…