Related papers: Particle Filtering Methods for Stochastic Optimiza…

Derivative-free optimization (DFO) is vital in solving complex optimization problems where only noisy function evaluations are available through an oracle. Within this domain, DFO via finite difference (FD) approximation has emerged as a…

Nonlinear filtering with standard PF methods requires mitigative techniques to quell weight degeneracy, such as resampling. This is especially true in high-dimensional systems with sparse observations. Unfortunately, such techniques are…

Stochastic computer simulations enable users to gain new insights into complex physical systems. Optimization is a common problem in this context: users seek to find model inputs that maximize the expected value of an objective function.…

Personalized Federated Learning (PFL) enables clients to collaboratively train personalized models tailored to their individual objectives, addressing the challenge of model generalization in traditional Federated Learning (FL) due to high…

This paper presents a novel stochastic barrier function (SBF) framework for safety analysis of stochastic systems based on piecewise (PW) functions. We first outline a general formulation of PW-SBFs. Then, we focus on PW-Constant (PWC) SBFs…

In this work we survey some recent results on the global minimization of a non-convex and possibly non-smooth high dimensional objective function by means of particle based gradient-free methods. Such problems arise in many situations of…

The problem of the optimal allocation (in the expected mean square error sense) of a measurement budget for particle filtering is addressed. We propose three different optimal intermittent filters, whose optimality criteria depend on the…

We introduce Kalman Gradient Descent, a stochastic optimization algorithm that uses Kalman filtering to adaptively reduce gradient variance in stochastic gradient descent by filtering the gradient estimates. We present both a theoretical…

Segmentation partitions an image into different regions containing pixels with similar attributes. A standard non-contextual variant of Fuzzy C-means clustering algorithm (FCM), considering its simplicity is generally used in image…

Bayesian optimization (BO) is a sequential optimization strategy that is increasingly employed in a wide range of areas including materials design. In real world applications, acquiring high-fidelity (HF) data through physical experiments…

Bio-inspired optimization algorithms have been gaining more popularity recently. One of the most important of these algorithms is particle swarm optimization (PSO). PSO is based on the collective intelligence of a swam of particles. Each…

Inference-Time Scaling (ITS) improves language models by allocating more computation at generation time. Particle Filtering (PF) has emerged as a strong ITS method for complex mathematical reasoning tasks, but it is vulnerable when guided…

In this paper, we present a novel approach to approximate the gain function of the feedback particle filter (FPF). The exact gain function is the solution of a Poisson equation involving a probability-weighted Laplacian. The numerical…

We investigate the performance of a class of particle filters (PFs) that can automatically tune their computational complexity by evaluating online certain predictive statistics which are invariant for a broad class of state-space models.…

Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under…

Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…

Particle Swarm Optimization (PSO) has demonstrated efficacy in addressing static path planning problems. Nevertheless, such application on dynamic scenarios has been severely precluded by PSO's low computational efficiency and premature…

A Kalman filter based sequential estimator is presented in the present work. The estimator is integrated in the structure of segregated solvers for the analysis of incompressible flows. This technique provides an augmented flow state…

De Facto, signal processing is the interpolation and extrapolation of a sequence of observations viewed as a realization of a stochastic process. Its role in applied statistics ranges from scenarios in forecasting and time series analysis,…

Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in…