Related papers: A Bayesian Approach to Multivariate Adaptive Local…

Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…

This paper introduces a novel state estimation framework for robots using differentiable ensemble Kalman filters (DEnKF). DEnKF is a reformulation of the traditional ensemble Kalman filter that employs stochastic neural networks to model…

In this work, we propose a Deep neural network-assisted Particle Filter-based (DePF) approach to address the Mobile User (MU) joint synchronization and localization (sync\&loc) problem in ultra dense networks. In particular, DePF deploys an…

Ubiquitous robot control and human-robot collaboration using smart devices poses a challenging problem primarily due to strict accuracy requirements and sparse information. This paper presents a novel approach that incorporates a…

The Extended Kalman Filter (EKF) is both the historical algorithm for multi-sensor fusion and still state of the art in numerous industrial applications. However, it may prove inconsistent in the presence of unobservability under a group of…

We consider the problem of estimating an RF-device's location based on observations, such as received signal strength, from a set of transmitters with known locations. We survey the literature on this problem, showing that previous authors…

This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF), thereby yielding a multilevel ensemble Kalman filter (MLEnKF) which has provably superior asymptotic cost to…

Recent advances in data assimilation (DA) have focused on developing more flexible approaches that can better accommodate nonlinearities in models and observations. However, it remains unclear how the performance of these advanced methods…

We present an extension of local sensitivity analysis, also referred to as the perturbation approach for uncertainty quantification, to Bayesian inverse problems. More precisely, we show how moments of random variables with respect to the…

Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA)…

Probabilistic modeling of multidimensional spatiotemporal data is critical to many real-world applications. As real-world spatiotemporal data often exhibits complex dependencies that are nonstationary and nonseparable, developing effective…

Multi-robot localization has been a critical problem for robots performing complex tasks cooperatively. In this paper, we propose a decentralized approach to localize a group of robots in a large featureless environment. The proposed…

This paper presents an Extended Kalman Filter (EKF) approach to localize a mobile robot with two quadrature encoders, a compass sensor, a laser range finder (LRF) and an omni-directional camera. The prediction step is performed by employing…

We investigate the application of ensemble transform approaches to Bayesian inference of logistic regression problems. Our approach relies on appropriate extensions of the popular ensemble Kalman filter and the feedback particle filter to…

Ensemble methods, such as the ensemble Kalman filter (EnKF), the local ensemble transform Kalman filter (LETKF), and the ensemble Kalman smoother (EnKS) are widely used in sequential data assimilation, where state vectors are of huge…

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Motivated by decentralized approaches to machine learning, we propose a collaborative Bayesian learning algorithm taking the form of decentralized Langevin dynamics in a non-convex setting. Our analysis show that the initial KL-divergence…

Ensemble-based data assimilation (DA) methods have become increasingly popular due to their inherent ability to address nonlinear dynamic problems. However, these methods often face a trade-off between analysis accuracy and computational…

This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extensions of the EnKF, where the uncertainty in coarser fidelities…

The Bootstrap Particle Filter (BPF) and the Ensemble Kalman Filter (EnKF) are two widely used methods for sequential Bayesian filtering: the BPF is asymptotically exact but can suffer from weight degeneracy, while the EnKF scales well in…