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We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model dynamics and the actual system, or (b) the posterior probability tends to…

Computation · Statistics 2019-03-20 Ömer Deniz Akyıldız , Joaquín Míguez

The particle filter (PF) is a powerful inference tool widely used to estimate the filtering distribution in non-linear and/or non-Gaussian problems. To overcome the curse of dimensionality of PF, the block PF (BPF) inserts a blocking step…

Machine Learning · Statistics 2022-03-08 Rui Min , Christelle Garnier , François Septier , John Klein

The purpose of this paper is to describe the feedback particle filter algorithm for problems where there are a large number ($M$) of non-interacting agents (targets) with a large number ($M$) of non-agent specific observations…

Optimization and Control · Mathematics 2021-02-19 Jin Won Kim , Amirhossein Taghvaei , Yongxin Chen , Prashant G. Mehta

This paper introduces the Inside-Out Nested Particle Filter (IO-NPF), a novel, fully recursive, algorithm for amortized sequential Bayesian experimental design in the non-exchangeable setting. We frame policy optimization as maximum…

Machine Learning · Statistics 2024-12-02 Sahel Iqbal , Hany Abdulsamad , Sara Pérez-Vieites , Simo Särkkä , Adrien Corenflos

This study proposes a novel memory-efficient recurrent neural network (RNN) architecture specified to solve the object localization problem. This problem is to recover the object states along with its movement in a noisy environment. We…

Robotics · Computer Science 2023-10-04 Roman Korkin , Ivan Oseledets , Aleksandr Katrutsa

Traditional state estimation methods rely on probabilistic assumptions that often collapse epistemic uncertainty into scalar beliefs, risking overconfidence in sparse or adversarial sensing environments. We introduce the Epistemic…

Information Theory · Computer Science 2025-08-29 Moriba Jah , Van Haslett

The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…

Signal Processing · Electrical Eng. & Systems 2019-10-17 Shrinivas Chimmalgi , Peter J. Prins , Sander Wahls

We propose a novel particle filter for convolutional-correlation visual trackers. Our method uses correlation response maps to estimate likelihood distributions and employs these likelihoods as proposal densities to sample particles.…

Computer Vision and Pattern Recognition · Computer Science 2020-06-15 Reza Jalil Mozhdehi , Henry Medeiros

One hidden yet important issue for developing neural network potentials (NNPs) is the choice of training algorithm. Here we compare the performance of two popular training algorithms, the adaptive moment estimation algorithm (Adam) and the…

Chemical Physics · Physics 2021-12-15 Yunqi Shao , Florian M. Dietrich , Carl Nettelblad , Chao Zhang

Convolutional Neural Networks (CNN) are used mainly to treat problems with many images characteristic of Deep Learning. In this work, we propose a hybrid image classification model to take advantage of quantum and classical computing. The…

Quantum Physics · Physics 2021-04-10 Parfait Atchade-Adelomou , Guillermo Alonso-Linaje

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…

Methodology · Statistics 2017-03-24 Flávio Eler De Melo , Simon Maskell , Matteo Fasiolo , Fred Daum

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

Probabilistic power flow (PPF) plays a critical role in power system analysis. However, the high computational burden makes it challenging for the practical implementation of PPF. This paper proposes a model-based deep learning approach to…

Signal Processing · Electrical Eng. & Systems 2019-09-17 Yan Yang , Zhifang Yang , Juan Yu , Baosen Zhang

The particle-flow (PF) algorithm is used in general-purpose particle detectors to reconstruct a comprehensive particle-level view of the collision by combining information from different subdetectors. A graph neural network (GNN) model,…

Data Analysis, Statistics and Probability · Physics 2021-11-29 Farouk Mokhtar , Raghav Kansal , Daniel Diaz , Javier Duarte , Joosep Pata , Maurizio Pierini , Jean-Roch Vlimant

Particle filters (also called sequential Monte Carlo methods) are widely used for state and parameter estimation problems in the context of nonlinear evolution equations. The recently proposed ensemble transform particle filter (ETPF)…

Numerical Analysis · Mathematics 2017-04-11 Walter Acevedo , Jana de Wiljes , Sebastian Reich

The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling (CBPF) performs well even with long time series. Previous…

Computation · Statistics 2019-08-29 Anthony Lee , Sumeetpal S. Singh , Matti Vihola

Collisions at high-energy particle colliders are a traditionally fruitful source of exotic particle discoveries. Finding these rare particles requires solving difficult signal-versus-background classification problems, hence machine…

High Energy Physics - Phenomenology · Physics 2015-06-18 Pierre Baldi , Peter Sadowski , Daniel Whiteson

Sequential learning in deep models often suffers from challenges such as catastrophic forgetting and loss of plasticity, largely due to the permutation dependence of gradient-based algorithms, where the order of training data impacts the…

Machine Learning · Computer Science 2024-10-31 Akhilan Boopathy , Aneesh Muppidi , Peggy Yang , Abhiram Iyer , William Yue , Ila Fiete

This paper is concerned with sequential filtering based stochastic optimization (FSO) approaches that leverage a probabilistic perspective to implement the incremental proximity method (IPM). The present FSO methods are derived based on the…

Machine Learning · Computer Science 2020-01-08 Bin Liu

The Optimal Power Flow (OPF) problem is pivotal for power system operations, guiding generator output and power distribution to meet demand at minimized costs, while adhering to physical and engineering constraints. The integration of…

Machine Learning · Computer Science 2023-11-27 Chen Li , Alexander Kies , Kai Zhou , Markus Schlott , Omar El Sayed , Mariia Bilousova , Horst Stoecker
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