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We investigate the impact of filter choice on forecast accuracy in state space models. The filters are used both to estimate the posterior distribution of the parameters, via a particle marginal Metropolis-Hastings (PMMH) algorithm, and to…

Computation · Statistics 2019-08-21 Patrick Leung , Catherine S. Forbes , Gael M. Martin , Brendan McCabe

Active learning parallelization is widely used, but typically relies on fixing the batch size throughout experimentation. This fixed approach is inefficient because of a dynamic trade-off between cost and speed -- larger batches are more…

Machine Learning · Computer Science 2024-10-15 Masaki Adachi , Satoshi Hayakawa , Martin Jørgensen , Xingchen Wan , Vu Nguyen , Harald Oberhauser , Michael A. Osborne

By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…

Machine Learning · Computer Science 2023-12-15 Xiongjie Chen , Yunpeng Li

We present a particle filter construction for a system that exhibits time-scale separation. The separation of time-scales allows two simplifications that we exploit: i) The use of the averaging principle for the dimensional reduction of the…

Numerical Analysis · Mathematics 2008-06-05 Dror Givon , Panagiotis Stinis , Jonathan Weare

Automated particle locating algorithms have revolutionized microscopy image analysis, enabling researchers to rapidly locate many particles to within a few pixels in a microscope image. The vast majority of these algorithms operate through…

Soft Condensed Matter · Physics 2018-03-13 Brian D. Leahy , Matthew Bierbaum , James Sethna , Itai Cohen

In this article, we use artificial intelligence algorithms to show how to enhance the resolution of the elementary particle track fitting in inhomogeneous dense detectors, such as plastic scintillators. We use deep learning to replace more…

Data Analysis, Statistics and Probability · Physics 2023-06-21 Saúl Alonso-Monsalve , Davide Sgalaberna , Xingyu Zhao , Clark McGrew , André Rubbia

Stochastic filtering is defined as the estimation of a partially observed dynamical system. A massive scientific and computational effort is dedicated to the development of numerical methods for approximating the solution of the filtering…

Probability · Mathematics 2013-06-04 Dan Crisan , Kai Li

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…

Quantitative Methods · Quantitative Biology 2022-07-27 Zhou Fang , Ankit Gupta , Mustafa Khammash

A key challenge when designing particle filters in high-dimensional state spaces is the construction of a proposal distribution that is close to the posterior distribution. Recent advances in particle flow filters provide a promising avenue…

Methodology · Statistics 2017-06-30 Yunpeng Li , Mark Coates

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…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Orestis Kaparounakis , Yunqi Zhang , Phillip Stanley-Marbell

In complex plasmas, the behavior of freely floating micrometer sized particles is studied. The particles can be directly visualized and recorded by digital video cameras. To analyze the dynamics of single particles, reliable algorithms are…

Plasma Physics · Physics 2018-02-14 Daniel P. Mohr , Christina A. Knapek , Peter Huber , Erich Zaehringer

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…

Artificial Intelligence · Computer Science 2007-05-23 Hedvig Sidenbladh

This is a preliminary theoretical discussion on the computational requirements of the state of the art smoothed particle hydrodynamics (SPH) from the optics of pattern recognition and artificial intelligence. It is pointed out in the…

Artificial Intelligence · Computer Science 2014-03-31 Eraldo Pereira Marinho

This paper focuses on designing a particle filter for randomly delayed measurements with an unknown latency probability. A generalized measurement model is adopted which includes measurements that are delayed randomly by an arbitrary but…

Signal Processing · Electrical Eng. & Systems 2018-03-22 Ranjeet Kumar Tiwari , Shovan Bhaumik , Paresh Date

Recent works on deep non-linear spatially selective filters demonstrate exceptional enhancement performance with computationally lightweight architectures for stationary speakers of known directions. However, to maintain this performance in…

Audio and Speech Processing · Electrical Eng. & Systems 2025-07-08 Jakob Kienegger , Alina Mannanova , Huajian Fang , Timo Gerkmann

We analyse the performance of twelve different implementations of Smoothed Particle Hydrodynamics (SPH) using seven tests designed to isolate key hydrodynamic elements of cosmological simulations which are known to cause the SPH algorithm…

Astrophysics · Physics 2009-10-30 R. J. Thacker , E. R. Tittley , F. R. Pearce , H. M. P. Couchman , P. A. Thomas

State estimation is crucial for the performance and safety of numerous robotic applications. Among the suite of estimation techniques, particle filters have been identified as a powerful solution due to their non-parametric nature. Yet, in…

Robotics · Computer Science 2024-04-23 Akhilan Boopathy , Aneesh Muppidi , Peggy Yang , Abhiram Iyer , William Yue , Ila Fiete

The numerical accuracy of particle-based approximations in Smoothed Particle Hydrodynamics (SPH) is significantly affected by the spatial uniformity of particle distributions, especially for second-order derivatives. This study aims to…

Numerical Analysis · Mathematics 2026-01-29 Zhonghua Qiao , Yifan Wei

Sequential Monte Carlo (SMC) algorithms were originally designed for estimating intractable conditional expectations within state-space models, but are now routinely used to generate approximate samples in the context of general-purpose…

Statistics Theory · Mathematics 2020-05-11 Jonathan H. Huggins , Daniel M. Roy

Accurate mesh-free simulation of fluid flows involving complex boundaries requires that the boundaries be captured accurately in terms of particles. In the context of incompressible/weakly-compressible fluid flow, the SPH method is more…

Computational Physics · Physics 2021-05-06 Pawan Negi , Prabhu Ramachandran
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