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State-space models are a popular statistical framework for analysing sequential data. Within this framework, particle filters are often used to perform inference on non-linear state-space models. We introduce a new method, StateMixNN, that…

Machine Learning · Computer Science 2025-03-28 Benjamin Cox , Santiago Segarra , Victor Elvira

Pattern learning in an important problem in Natural Language Processing (NLP). Some exhaustive pattern learning (EPL) methods (Bod, 1992) were proved to be flawed (Johnson, 2002), while similar algorithms (Och and Ney, 2004) showed great…

Artificial Intelligence · Computer Science 2011-04-21 Libin Shen

Particle filtering is a popular method for inferring latent states in stochastic dynamical systems, whose theoretical properties have been well studied in machine learning and statistics communities. In many control problems, e.g.,…

Machine Learning · Computer Science 2021-07-12 Simon S. Du , Wei Hu , Zhiyuan Li , Ruoqi Shen , Zhao Song , Jiajun Wu

"Particle methods" are sequential Monte Carlo algorithms, typically involving importance sampling, that are used to estimate and sample from joint and marginal densities from a collection of a, presumably increasing, number of random…

Computation · Statistics 2014-07-17 J. N. Corcoran , D. Jennings

Event-based sampling has been proposed as a general technique for lowering the average communication rate in remote state estimation, which can be important in scenarios with constraints on resources such as network bandwidth or sensor…

Systems and Control · Electrical Eng. & Systems 2022-09-29 Johan Ruuskanen , Anton Cervin

In today's data-intensive landscape, where high-dimensional datasets are increasingly common, reducing the number of input features is essential to prevent overfitting and improve model accuracy. Despite numerous efforts to tackle…

Machine Learning · Computer Science 2024-11-05 Jesus S. Aguilar-Ruiz , Cayetano Romero , Andrea Cicconardi

Probabilistic-driven classification techniques extend the role of traditional approaches that output labels (usually integer numbers) only. Such techniques are more fruitful when dealing with problems where one is not interested in…

Computer Vision and Pattern Recognition · Computer Science 2016-09-06 Silas E. N. Fernandes , Danillo R. Pereira , Caio C. O. Ramos , Andre N. Souza , Joao P. Papa

Differentiable particle filters provide a flexible mechanism to adaptively train dynamic and measurement models by learning from observed data. However, most existing differentiable particle filters are within the bootstrap particle…

Artificial Intelligence · Computer Science 2021-11-11 Xiongjie Chen , Hao Wen , Yunpeng Li

This paper introduces factored conditional filters, new filtering algorithms for simultaneously tracking states and estimating parameters in high-dimensional state spaces. The conditional nature of the algorithms is used to estimate…

Artificial Intelligence · Computer Science 2024-07-10 Dawei Chen , Samuel Yang-Zhao , John Lloyd , Kee Siong Ng

This paper proposed a Soft Filter Pruning (SFP) method to accelerate the inference procedure of deep Convolutional Neural Networks (CNNs). Specifically, the proposed SFP enables the pruned filters to be updated when training the model after…

Computer Vision and Pattern Recognition · Computer Science 2018-08-22 Yang He , Guoliang Kang , Xuanyi Dong , Yanwei Fu , Yi Yang

An important and often overlooked aspect of particle filtering methods is the estimation of unknown static parameters. A simple approach for addressing this problem is to augment the unknown static parameters as auxiliary states that are…

Signal Processing · Electrical Eng. & Systems 2024-11-01 Xiaokun Zhao , Marija Iloska , Yousef El-Laham , Mónica F. Bugallo

Particle flow Gaussian particle flow (PFGPF) uses an invertible particle flow to generate a proposal density. It approximates the predictive and posterior distributions as Gaussian densities. In this paper, we use bank of PFGPF filters to…

Signal Processing · Electrical Eng. & Systems 2023-03-23 Karthik Comandur , Yunpeng Li , Santosh Nannuru

The performance of a particle filter (PF) in nonlinear and non-Gaussian environments is often affected by particle degeneracy and impoverishment problems. In this paper, these two problems are re-assessed using the concepts of importance…

Applications · Statistics 2019-10-16 Xingzi Qiang , Yanbo Zhu , Rui Xue

Particle filters are a widely used Monte Carlo based data assimilation technique that estimates the probability distribution of a system's state conditioned on observations through a collection of weights and particles. A known problem for…

Applications · Statistics 2025-10-29 Shay Gilpin , Michael Herty

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…

Computation · Statistics 2021-06-17 Nicola Branchini , Víctor Elvira

We are interested in the online prediction of the electricity load, within the Bayesian framework of dynamic models. We offer a review of sequential Monte Carlo methods, and provide the calculations needed for the derivation of so-called…

Applications · Statistics 2013-04-16 Tristan Launay , Anne Philippe , Sophie Lamarche

In this paper we consider the filtering of a class of partially observed piecewise deterministic Markov processes (PDMPs). In particular, we assume that an ordinary differential equation (ODE) drives the deterministic element and can only…

Computation · Statistics 2023-09-07 Ajay Jasra , Kengo Kamatani , Mohamed Maama

This paper introduces a novel feedback-control based particle filter for the solution of the filtering problem with data association uncertainty. The particle filter is referred to as the joint probabilistic data association-feedback…

Numerical Analysis · Mathematics 2013-03-07 Tao Yang , Geng Huang , Prashant G. Mehta

Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the dimensionality of the state space increases as the time proceeds and eventually may cause…

Computation · Statistics 2019-08-30 Linjie Wen , Jiangqi Wu , Linjun Lu , Jinglai Li

This paper proposes a novel quantum pre-processing filter (QPF) to improve the image classification accuracy of neural network (NN) models. A simple four qubit quantum circuit that uses Y rotation gates for encoding and two controlled NOT…

Quantum Physics · Physics 2023-08-23 Farina Riaz , Shahab Abdulla , Hajime Suzuki , Srinjoy Ganguly , Ravinesh C. Deo , Susan Hopkins