Related papers: Unscented Auxiliary Particle Filter Implementation…

Non-Gaussian Bayesian filtering is a core problem in stochastic filtering. The difficulty of the problem lies in parameterizing the state estimates. However the existing methods are not able to treat it well. We propose to use power moments…

In this article we study asymptotic properties of weighted samples produced by the auxiliary particle filter (APF) proposed by pitt and shephard (1999). Besides establishing a central limit theorem (CLT) for smoothed particle estimates, we…

Object triangulation, 3-D object tracking, feature correspondence, and camera calibration are key problems for estimation from camera networks. This paper addresses these problems within a unified Bayesian framework for joint multi-object…

Many filters have been proposed in recent decades for the nonlinear state estimation problem. The linearization-based extended Kalman filter (EKF) is widely applied to nonlinear industrial systems. As EKF is limited in accuracy and…

Particle filters provide Monte Carlo approximations of intractable quantities such as point-wise evaluations of the likelihood in state space models. In many scenarios, the interest lies in the comparison of these quantities as some…

Auxiliary particle filters (APFs) are a class of sequential Monte Carlo (SMC) methods for Bayesian inference in state-space models. In their original derivation, APFs operate in an extended state space using an auxiliary variable to improve…

This paper proposes a novel global optimization algorithm, Particle Filter-Based Optimization (PFO), designed for a class of stochastic optimization problems in which the objective function lacks an analytical form and is subject to noisy…

We introduce an auxiliary technique, called residual nudging, to the particle filter to enhance its performance in cases that it performs poorly. The main idea of residual nudging is to monitor, and if necessary, adjust the residual norm of…

We present an offline, iterated particle filter to facilitate statistical inference in general state space hidden Markov models. Given a model and a sequence of observations, the associated marginal likelihood L is central to…

The filtering of a Markov diffusion process on a manifold from counting process observations leads to `large' changes in the conditional distribution upon an observed event, corresponding to a multiplication of the density by the intensity…

Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…

The probability hypothesis density (PHD) and multi-target multi-Bernoulli (MeMBer) filters are two leading algorithms that have emerged from random finite sets (RFS). In this paper we study a method which combines these two approaches. Our…

Efficiently solving the continuous-time signal and discrete-time observation filtering problem for chaotic dynamical systems presents unique challenges in that the advected distribution between observations may encounter a separatrix…

Resampling is a standard step in particle filters and more generally sequential Monte Carlo methods. We present an algorithm, called chopthin, for resampling weighted particles. In contrast to standard resampling methods the algorithm does…

Approximate Bayesian Computation (ABC) methods often require extensive simulations, resulting in high computational costs. This paper focuses on multifidelity simulation models and proposes a pre-filtering hierarchical importance sampling…

Sequential Monte Carlo (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a posteriori probability measures generated by state-space dynamical models. At any given time $t$,…

This paper proposes a simple, accurate and computationally efficient method to apply the ordinary unscented Kalman filter developed in Euclidean space to systems whose dynamics evolve on manifolds.We use the mathematical theory called…

This paper addresses 6-DOF (degree-of-freedom) tactile localization, i.e. the pose estimation of tridimensional objects given tactile measurements. This estimation problem is fundamental for the operation of autonomous robots that are often…

Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…

Panoptic lifting is an effective technique to address the 3D panoptic segmentation task by unprojecting 2D panoptic segmentations from multi-views to 3D scene. However, the quality of its results largely depends on the 2D segmentations,…