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In this paper, we continue to study the derivative-free extended Kalman filtering (DF-EKF) framework for state estimation of continuous-discrete nonlinear stochastic systems. Having considered the Euler-Maruyama and It\^{o}-Taylor…
Latent variable models have become instrumental in computational neuroscience for reasoning about neural computation. This has fostered the development of powerful offline algorithms for extracting latent neural trajectories from neural…
The ability of ensemble Kalman filter (EnKF) algorithms to extract information from observations is analyzed with the aid of the concept of the degrees of freedom for signal (DFS). A simple mathematical argument shows that DFS for EnKF is…
The distribution of a neural network's latent representations has been successfully used to detect out-of-distribution (OOD) data. This work investigates whether this distribution moreover correlates with a model's epistemic uncertainty,…
Extended Kalman filter (EKF) does not guarantee consistent mean and covariance under linearization, even though it is the main framework for robotic localization. While Lie group improves the modeling of the state space in localization, the…
Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…
We study the problem of distributed Kalman filtering for sensor networks in the presence of model uncertainty. More precisely, we assume that the actual state-space model belongs to a ball, in the Kullback-Leibler topology, about the…
In this work, we present a new derivative-free optimization method and investigate its use for training neural networks. Our method is motivated by the Ensemble Kalman Filter (EnKF), which has been used successfully for solving optimization…
We present a deep learning framework for quantifying and propagating uncertainty in systems governed by non-linear differential equations using physics-informed neural networks. Specifically, we employ latent variable models to construct…
In this paper, we propose a robust Kalman filtering framework for systems with probabilistic uncertainty in system parameters. We consider two cases, namely discrete time systems, and continuous time systems with discrete measurements. The…
Many researchers are interested to use Extended Kalman Filter (EKF) for state estimation of complex nonlinear dynamics with uncertainties which modeled with white noises. On the other hand behavior of the chaotic systems in time domain…
While Deep Neural Networks (DNNs) achieve state-of-the-art accuracy in various applications, they often fall short in accurately estimating their predictive uncertainty and, in turn, fail to recognize when these predictions may be wrong.…
In real-world applications the Perspective-n-Point (PnP) problem should generally be applied in a sequence of images which a set of drift-prone features are tracked over time. In this paper, we consider both the temporal dependency of…
Motivated by the needs of online large-scale recommender systems, we specialize the decoupled extended Kalman filter (DEKF) to factorization models, including factorization machines, matrix and tensor factorization, and illustrate the…
The literature dealing with data-driven analysis and control problems has significantly grown in the recent years. Most of the recent literature deals with linear time-invariant systems in which the uncertainty (if any) is assumed to be…
We consider the Kalman-filtering problem with multiple sensors which are connected through a communication network. If all measurements are delivered to one place called fusion center and processed together, we call the process centralized…
The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…
With the recent advance of deep learning based object recognition and estimation, it is possible to consider object level SLAM where the pose of each object is estimated in the SLAM process. In this paper, based on a novel Lie group…
Uncertainty estimation, which provides a means of building explainable neural networks for medical imaging applications, have mostly been studied for single deep learning models that focus on a specific task. In this paper, we propose a…
We propose a feed-forward inference method applicable to belief and neural networks. In a belief network, the method estimates an approximate factorized posterior of all hidden units given the input. In neural networks the method propagates…