Related papers: Rao-Blackwellised Particle Filtering for Dynamic B…

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…

A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent interest. These filters provide approximate solutions to…

We present Neural Bayesian Filtering (NBF), an algorithm for maintaining distributions over hidden states, called beliefs, in partially observable systems. NBF is trained to find a good latent representation of the beliefs induced by a…

In Bayesian optimization (BO) for expensive black-box optimization tasks, acquisition function (AF) guides sequential sampling and plays a pivotal role for efficient convergence to better optima. Prevailing AFs usually rely on artificial…

This paper proposes DiffPF, a differentiable particle filter that leverages diffusion models for state estimation in dynamic systems. Unlike conventional differentiable particle filters, which require importance weighting and typically rely…

We consider the problem of local radioelectric property estimation from global electromagnetic scattering measurements. This challenging ill-posed high dimensional inverse problem can be explored by intensive computations of a parallel…

Neural networks (NN) have achieved state-of-the-art performance in various applications. Unfortunately in applications where training data is insufficient, they are often prone to overfitting. One effective way to alleviate this problem is…

Most power systems' approaches are currently tending towards stochastic and probabilistic methods due to the high variability of renewable sources and the stochastic nature of loads. Conventional power flow (PF) approaches such as…

The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…

The number of neurons that can be simultaneously recorded doubles every seven years. This ever increasing number of recorded neurons opens up the possibility to address new questions and extract higher dimensional stimuli from the…

Active learning optimizes the exploration of large parameter spaces by strategically selecting which experiments or simulations to conduct, thus reducing resource consumption and potentially accelerating scientific discovery. A key…

This article considers the application of particle filtering to continuous-discrete optimal filtering problems, where the system model is a stochastic differential equation, and noisy measurements of the system are obtained at discrete…

Localization using time-difference of arrival (TDOA) has myriad applications, e.g., in passive surveillance systems and marine mammal research. In this paper, we present a Bayesian estimation method that can localize an unknown number of…

Particle filtering is a numerical Bayesian technique that has great potential for solving sequential estimation problems involving non-linear and non-Gaussian models. Since the estimation accuracy achieved by particle filters improves as…

Deep neural networks (DNNs) are usually over-parameterized to increase the likelihood of getting adequate initial weights by random initialization. Consequently, trained DNNs have many redundancies which can be pruned from the model to…

Twisted particle filters are a class of sequential Monte Carlo methods recently introduced by Whiteley and Lee to improve the efficiency of marginal likelihood estimation in state-space models. The purpose of this article is to extend the…

In the past few decades, the development of fluorescent technologies and microscopic techniques has greatly improved scientists' ability to observe real-time single-cell activities. In this paper, we consider the filtering problem associate…

Reliability-based design optimization (RBDO) provides a rational and sound framework for finding the optimal design while taking uncertainties into ac-count. The main issue in implementing RBDO methods, particularly stochastic simu-lation…

Convolutional Neural Networks (CNNs) are well established models capable of achieving state-of-the-art classification accuracy for various computer vision tasks. However, they are becoming increasingly larger, using millions of parameters,…

This paper focuses on Sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use…