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Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…

Optimization and Control · Mathematics 2013-08-06 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart

In this tutorial we consider the non-linear Bayesian filtering of static parameters in a time-dependent model. We outline the theoretical background and discuss appropriate solvers. We focus on particle-based filters and present Sequential…

Computation · Statistics 2019-02-26 Matthieu Bulté , Jonas Latz , Elisabeth Ullmann

Feedback particle filter (FPF) is a numerical algorithm to approximate the solution of the nonlinear filtering problem in continuous-time settings. In any numerical implementation of the FPF algorithm, the main challenge is to numerically…

Optimization and Control · Mathematics 2019-10-01 Amirhossein Taghvaei , Prashant G. Mehta , Sean P. Meyn

We present Stochastic Gaussian Splatting (SGS): the first framework for uncertainty estimation using Gaussian Splatting (GS). GS recently advanced the novel-view synthesis field by achieving impressive reconstruction quality at a fraction…

Computer Vision and Pattern Recognition · Computer Science 2024-03-28 Luca Savant , Diego Valsesia , Enrico Magli

Recent advances in texture compression provide major improvements in compression ratios, but cannot use the GPU's texture units for decompression and filtering. This has led to the development of stochastic texture filtering (STF)…

Graphics · Computer Science 2025-06-24 Tomas Akenine-Möller , Pontus Ebelin , Matt Pharr , Bartlomiej Wronski

This paper aims to improve the performance and positioning accuracy of a robot by using the particle filter method. The laser range information is a wireless navigation system mainly used to measure, position, and control autonomous robots.…

Robotics · Computer Science 2021-10-29 Rashid Ali , Dil Nawaz Hakro , Yongping He , Wenpeng Fu , Zhiqiang Cao

Reconstructing high-fidelity underwater scenes remains a challenging task due to light absorption, scattering, and limited visibility inherent in aquatic environments. This paper presents an enhanced Gaussian Splatting-based framework that…

Computer Vision and Pattern Recognition · Computer Science 2025-09-03 Zhuodong Jiang , Haoran Wang , Guoxi Huang , Brett Seymour , Nantheera Anantrasirichai

The filtering distribution captures the statistics of the state of a dynamical system from partial and noisy observations. Classical particle filters provably approximate this distribution in quite general settings; however they behave…

Statistics Theory · Mathematics 2025-02-10 Edoardo Calvello , Pierre Monmarché , Andrew M. Stuart , Urbain Vaes

Given a set of images, whose pixel values can be considered as the components of a vector, it is interesting to estimate the modulus of such a vector in some localised areas corresponding to a compact signal. For instance, the…

Cosmology and Nongalactic Astrophysics · Physics 2010-11-02 F. Argueso , J. L. Sanz , D. Herranz , M. Lopez-Caniego , J. Gonzalez-Nuevo

Phase aberration is an inherent side effect of ultrasound imaging due to the speed of sound inhomogeneity nature of human tissues, resulting in focusing error and reduced image contrast. This work introduces a phase aberration correction…

Signal Processing · Electrical Eng. & Systems 2023-08-29 Wei-Hsiang Shen , Yu-An Lin , Pai-Chi Li , Meng-Lin Li

We consider a nonlinear filtering problem for a signal-observation system driven by a Volterra-type Gaussian rough path, whose sample paths may exhibit greater roughness than those of Brownian motion. The observation process includes a…

Probability · Mathematics 2025-07-08 Thomas Cass , Dan Crisan , Andrea Iannucci

This paper deals with the state estimation of non-linear and non-Gaussian systems with an emphasis on the numerical solution to the Bayesian recursive relations. In particular, this paper builds upon the Lagrangian grid-based filter (GbF)…

Signal Processing · Electrical Eng. & Systems 2026-02-20 Jindřich Duník , Jan Krejčí , Jakub Matoušek , Marek Brandner , Yeongkwon Choe

Noise is ubiquitous and unwanted in detecting weak signals, which would give rise to incorrect filtering frequency-band selection in signal filtering-based methods including fast kurtogram, teager energy operators and wavelet packet…

Applied Physics · Physics 2023-01-12 Zijian Qiao , Shuai Chen , Zhihui Lai , Shengtong Zhou , Miguel A. F. Sanjuan

Random Fourier Features (RFF) demonstrate wellappreciated performance in kernel approximation for largescale situations but restrict kernels to be stationary and positive definite. And for non-stationary kernels, the corresponding RFF could…

Machine Learning · Statistics 2021-04-15 Qin Luo , Kun Fang , Jie Yang , Xiaolin Huang

Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in numerous science areas, but their application to the geosciences has been limited due to their inefficiency in high-dimensional systems in…

Applications · Statistics 2019-04-16 Peter Jan van Leeuwen , Hans R. Künsch , Lars Nerger , Roland Potthast , Sebastian Reich

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

Particle filters are key algorithms for object tracking under non-linear, non-Gaussian dynamics. The high computational cost of particle filters, however, hampers their applicability in cases where the likelihood model is costly to…

Computation · Statistics 2014-04-07 Ömer Demirel , Ihor Smal , Wiro J. Niessen , Erik Meijering , Ivo F. Sbalzarini

State estimation is crucial for the performance and safety of numerous robotic applications. Among the suite of estimation techniques, particle filters have been identified as a powerful solution due to their non-parametric nature. Yet, in…

Robotics · Computer Science 2024-04-23 Akhilan Boopathy , Aneesh Muppidi , Peggy Yang , Abhiram Iyer , William Yue , Ila Fiete

When viewing a 3D Gaussian Splatting (3DGS) model from camera positions significantly outside the training data distribution, substantial visual noise commonly occurs. These artifacts result from the lack of training data in these…

Computer Vision and Pattern Recognition · Computer Science 2025-10-24 Damian Bowness , Charalambos Poullis

Despite diffusion models' superior capabilities in modeling complex distributions, there are still non-trivial distributional discrepancies between generated and ground-truth images, which has resulted in several notable problems in image…

Computer Vision and Pattern Recognition · Computer Science 2024-10-08 Yujian Liu , Yang Zhang , Tommi Jaakkola , Shiyu Chang