Related papers: On sub-ideal causal smoothing filters

Stochastic filtering refers to estimating the probability distribution of the latent stochastic process conditioned on the observed measurements in time. In this paper, we introduce a new class of convergent filters that represent 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…

The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling (CBPF) performs well even with long time series. Previous…

Causality - the principle stating that the output of a system cannot temporally precede the input - is a universal property of nature. Here, we show that analogous input-output relations can also be realized in the spectral domain by…

In the paper, effective filtering for a type of slow-fast data assimilation systems in Hilbert spaces is considered. Firstly, the system is reduced to a system on a random invariant manifold. Secondly, nonlinear filtering of the origin…

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…

This article proposes an efficient Bayesian inference for piecewise exponential hazard (PEH) models, which allow the effect of a covariate on the survival time to vary over time. The proposed inference methodology is based on a particle…

Time-reversal symmetry is a prevalent feature of microscopic physics, including operational quantum theory and classical general relativity. Previous works have studied indefinite causal structure using the language of operational quantum…

Like natural complex systems such as the Earth's climate or a living cell, semiconductor lithography systems are characterized by nonlinear dynamics across more than a dozen orders of magnitude in space and time. Thousands of sensors…

The most efficient signal edge-preserving smoothing filters, e.g., for denoising, are non-linear. Thus, their acceleration is challenging and is often performed in practice by tuning filter parameters, such as by increasing the width of the…

This paper focuses on causal structure estimation from time series data in which measurements are obtained at a coarser timescale than the causal timescale of the underlying system. Previous work has shown that such subsampling can lead to…

The Cauchy problem for a nonlinear elastic wave equations with viscoelastic damping terms is considered on the 3 dimensional whole space. Decay and smoothing properties of the solutions are investigated when the initial data are…

One major challenge for living cells is the measurement and prediction of signals corrupted by noise. In general, cells need to make decisions based on their compressed representation of noisy, time-varying signals. Strategies for signal…

The contour of a family of filters along a filter is a set-theoretic lower limit. Topologicity and regularity of convergences can be characterized with the aid of the contour operation. Contour inversion is studied, in particular, for…

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…

Control-type particle filters have been receiving increasing attention over the last decade as a means of obtaining sample based approximations to the sequential Bayesian filtering problem in the nonlinear setting. Here we analyse one such…

We consider the problem of approximating optimal in the Minimum Mean Squared Error (MMSE) sense nonlinear filters in a discrete time setting, exploiting properties of stochastically convergent state process approximations. More…

We predict an existence of an new dissipation channel leading to attenuation of ultrasound in disordered conductors and superconductors with perfect electroneutrality. It is due to slow diffusion of thermal energy. We show that in doped…

We study the impact of the recently introduced underspread/overspread classificationon the spectra of processes with square-integrable covariance functions. We briefly review the most prominent definitions of a time-varying power spectrum…

Numerical simulations of filamentary type II superconducting wires under simultaneous AC transport current and oscillating transverse magnetic fields are performed within the critical state approximation. The time dependences of the current…