Related papers: Path storage in the particle filter
We consider several patchy particle models that have been proposed in literature and we investigate their candidate crystal structures in a systematic way. We compare two different algorithms for predicting crystal structures: (i) an…
The problem is target motion analysis (TMA), where the objective is to estimate the state of a moving target from noise corrupted bearings-only measurements. The focus is on recursive TMA, traditionally solved using the Bayesian filters…
Feedback particle filters (FPFs) are Monte-Carlo approximations of the solution of the filtering problem in continuous time. The samples or particles evolve according to a feedback control law in order to track the posterior distribution.…
Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model,…
In this paper, we will study the long time behavior of the simple symmetric exclusion process in the ``channel'' $\Lambda_N=[1,N]\cap \mathbb{N}$ with reservoirs at the boundaries. These reservoirs are also systems of particles which can be…
Particle tracking in large-scale numerical simulations of turbulent flows presents one of the major bottlenecks in parallel performance and scaling efficiency. Here, we describe a particle tracking algorithm for large-scale parallel…
Although Monte Carlo path tracing is a simple and effective algorithm to synthesize photo-realistic images, it is often very slow to converge to noise-free results when involving complex global illumination. One of the most successful…
Spontaneous segregation of run-and-tumble particles with different velocities in microchannels is investigated by numerical simulations. Self-propelled particles are known to accumulate in the proximity of walls. Here we show how fast…
We address the problem of combining sequence models of symbolic music with user defined constraints. For typical models this is non-trivial as only the conditional distribution of each symbol given the earlier symbols is available, while…
The full structuration of light in the transverse plane, including intensity, phase and polarization, holds the promise of unprecedented capabilities for applications in classical optics as well as in quantum optics and information…
This paper introduces the {\it particle swarm filter} (not to be confused with particle swarm optimization): a recursive and embarrassingly parallel algorithm that targets an approximation to the sequence of posterior predictive…
Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…
Monte Carlo simulation code has been developed and tested for studying the passage of charged particle beams and radiation through the crystalline matter at energies from tens of MeV up to hundreds of GeV. The developed Monte Carlo code…
Path partition problems on trees have found various applications. In this paper, we present an $O(n \log n)$ time algorithm for solving the following variant of path partition problem: given a rooted tree of $n$ nodes $1, \ldots, n$, where…
When tracking a large number of targets, it is often computationally expensive to represent the full joint distribution over target states. In cases where the targets move independently, each target can instead be tracked with a separate…
We present a probabilistic generative model for timing deviations in expressive music performance. The structure of the proposed model is equivalent to a switching state space model. The switch variables correspond to discrete note…
Large particle systems are often described by high-dimensional (linear) kinetic equations that are simulated using Monte Carlo methods for which the asymptotic convergence rate is independent of the dimensionality. Even though the…
Various Monte Carlo programs, developed either by small groups or widely available, have been used to calculate the effects of decays of radioactive chains, from the original parent nucleus to the final stable isotopes. These chains include…
The parallel computational complexity of the quadratic map is studied. A parallel algorithm is described that generates typical pseudotrajectories of length t in a time that scales as log t and increases slowly in the accuracy demanded of…
We propose a method for linear-time diversity maintenance in particle filtering. It clusters particles based on ancestry tree topology: closely related particles in sufficiently large subtrees are grouped together. The main idea is that the…