Related papers: Lattice Particle Filters
We consider the problem of computing L1-distances between every pair ofcprobability densities from a given family. We point out that the technique of Cauchy random projections (Indyk'06) in this context turns into stochastic integrals with…
We overcome the diffraction limit in fluorescence imaging of neutral atoms in a sparsely filled one-dimensional optical lattice. At a periodicity of 433 nm, we reliably infer the separation of two atoms down to nearest neighbors. We observe…
In this paper, we propose a meshfree approximation method for the implicit filter developed in [2], which is a novel numerical algorithm for nonlinear filtering problems. The implicit filter approximates conditional distributions in the…
In recent work (arXiv:1006.3100v1), we have presented a novel approach for improving particle filters for multi-target tracking. The suggested approach was based on drift homotopy for stochastic differential equations. Drift homotopy was…
This paper proposes a probabilistic approach for the detection and the tracking of particles in fluorescent time-lapse imaging. In the presence of a very noised and poor-quality data, particles and trajectories can be characterized by an a…
Controlling crystalline material defects is crucial, as they affect properties of the material that may be detrimental or beneficial for the final performance of a device. Defect analysis on the sub-nanometer scale is enabled by…
In this paper we consider the filtering of a class of partially observed piecewise deterministic Markov processes (PDMPs). In particular, we assume that an ordinary differential equation (ODE) drives the deterministic element and can only…
Particle filtering algorithms have enabled practical solutions to problems in autonomous robotics (self-driving cars, UAVs, warehouse robots), target tracking, and econometrics, with further applications in speech processing and medicine…
An assumed density approximate likelihood is derived for a class of partially observed stochastic compartmental models which permit observational over-dispersion. This is achieved by treating time-varying reporting probabilities as latent…
Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…
Machine learning is actively being explored for its potential to design, validate, and even hybridize with near-term quantum devices. A central question is whether neural networks can provide a tractable representation of a given quantum…
We introduce an algorithm based on Generalized Dual Method (GDM) to efficiently study the dynamics of a particle in quasiperiodic environments without the need to use periodic approximations or to save the information of the vertices that…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
We propose a recursive particle filter for high-dimensional problems that inherently never degenerates. The state estimate is represented by deterministic low-discrepancy particle sets. We focus on the measurement update step, where a…
We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…
The purpose of this paper is to propose a time-step-robust cell-to-cell integration of particle trajectories in 3-D unstructured meshes in particle/mesh Lagrangian stochastic methods. The main idea is to dynamically update the mean fields…
We consider Monte Carlo algorithms for the simulation of charged lattice gases with purely local dynamics. We study the mobility of particles as a function of temperature and show that the poor mobility of particles at low temperatures is…
Correlation of interacting particles is studied in their dynamics and localization in ideal and disordered lattice systems with the help of numerical tools. Both 1D and 2D systems are considered. In 1D lattices with long-range hopping,…
By making use of martingale representations, we derive the asymptotic normality of particle filters in hidden Markov models and a relatively simple formula for their asymptotic variances. Although repeated resamplings result in complicated…
We present a particle locating method for unstructured meshes in two and three dimensions. Our algorithm is based on a patch searching process, and includes two steps. We first locate the given point to a patch near a vertex, and then the…