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Bayesian filtering is a well-known problem that aims to estimate plausible states of a dynamical system from observations. Among existing approaches to solve this problem, particle filters are theoretically exact for non-linear dynamics and…

Machine Learning · Computer Science 2026-05-20 Thomas Savary , François Rozet , Gilles Louppe

Multi-object state estimation is a fundamental problem for robotic applications where a robot must interact with other moving objects. Typically, other objects' relevant state features are not directly observable, and must instead be…

Robotics · Computer Science 2022-12-15 Angad Singh , Omar Makhlouf , Maximilian Igl , Joao Messias , Arnaud Doucet , Shimon Whiteson

This presentation will introduce the audience to a new, emerging body of research on sequential Monte Carlo techniques in robotics. In recent years, particle filters have solved several hard perceptual robotic problems. Early successes were…

Robotics · Computer Science 2013-01-07 Sebastian Thrun

A new technique for reliably identifying point sources in millimeter/sub-millimeter wavelength maps is presented. This method accounts for the frequency dependence of noise in the Fourier domain as well as non-uniformities in the coverage…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 T. A. Perera , G. W. Wilson , K. S. Scott , J. E. Austermann , J. R. Schaar , A. Mancera

We consider a non-linear filtering problem, whereby the signal obeys the stochastic Navier-Stokes equations and is observed through a linear mapping with additive noise. The setup is relevant to data assimilation for numerical weather…

Computation · Statistics 2018-04-10 Francesc Pons Llopis , Nikolas Kantas , Alexandros Beskos , Ajay Jasra

Trends in hardware, the prevalence of the cloud, and the rise of highly demanding applications have ushered an era of specialization that quickly changes how data is processed at scale. These changes are likely to continue and accelerate in…

Databases · Computer Science 2023-06-27 Wenqi Jiang , Dario Korolija , Gustavo Alonso

Event-based vision sensors offer asynchronous, high-temporal-resolution measurements that are attractive for low-latency robotic perception, but many event-based motion estimation methods are computationally intensive and difficult to map…

Robotics · Computer Science 2026-05-28 Arianna Alonso Bizzi , Fernando Cladera , C. J. Taylor

This paper presents an efficient method for updating particles in a particle filter (PF) to address the position estimation problem when dealing with sharp-peaked likelihood functions derived from multiple observations. Sharp-peaked…

Robotics · Computer Science 2024-08-13 Taro Suzuki

FPGAs are quickly becoming available in the cloud as a one more heterogeneous processing element complementing CPUs and GPUs. There are many reports in the literature showing the potential for FPGAs to accelerate a wide variety of…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-23 Fabio Maschi , Gustavo Alonso , Anthony Hock-Koon , Nicolas Bondoux , Teddy Roy , Mourad Boudia , Matteo Casalino

The use of reconfigurable computing, and FPGAs in particular, to accelerate computational kernels has the potential to be of great benefit to scientific codes and the HPC community in general. However, whilst recent advanced in FPGA tooling…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-06 Nick Brown , David Dolman

Existing position based point cloud filtering methods can hardly preserve sharp geometric features. In this paper, we rethink point cloud filtering from a non-learning non-local non-normal perspective, and propose a novel position based…

Computer Vision and Pattern Recognition · Computer Science 2021-10-15 Jinxi Wang , Jincen Jiang , Xuequan Lu , Meili Wang

Three-dimensional particle tracking is an essential tool in studying dynamics under the microscope, namely, fluid dynamics in microfluidic devices, bacteria taxis, cellular trafficking. The 3d position can be determined using 2d imaging…

Computer Vision and Pattern Recognition · Computer Science 2015-09-08 Eldad Afik

Calculating true volatility is an essential task for option pricing and risk management. However, it is made difficult by market microstructure noise. Particle filtering has been proposed to solve this problem as it favorable statistical…

Statistical Finance · Quantitative Finance 2023-11-14 Robert Stok , Paul Bilokon

Recent results at the Large Hadron Collider (LHC) have pointed to enhanced physics capabilities through the improvement of the real-time event processing techniques. Machine learning methods are ubiquitous and have proven to be very…

Our article deals with Bayesian inference for a general state space model with the simulated likelihood computed by the particle filter. We show empirically that the partially or fully adapted particle filters can be much more efficient…

Methodology · Statistics 2010-06-11 Michael Pitt , Ralph Silva , Paolo Giordani , Robert Kohn

Lagrangian Particle Tracking (LPT) enables practitioners to study various concepts in turbulence by measuring particle positions in flows of interest. This data is subject to measurement errors, and filtering techniques are applied to…

Fluid Dynamics · Physics 2026-01-16 Griffin M. Kearney , Kasey M. Laurent , Reece V. Kearney

Recently, there has been a surge of interest in incorporating neural networks into particle filters, e.g. differentiable particle filters, to perform joint sequential state estimation and model learning for non-linear non-Gaussian…

Machine Learning · Computer Science 2025-01-07 Xiongjie Chen , Yunpeng Li

Simultaneous Localization and Mapping (SLAM) presents a formidable challenge in robotics, involving the dynamic construction of a map while concurrently determining the precise location of the robotic agent within an unfamiliar environment.…

Artificial Intelligence · Computer Science 2024-02-21 Tianrui Liu , Changxin Xu , Yuxin Qiao , Chufeng Jiang , Jiqiang Yu

An essential function for automated vehicle technologies is accurate localization. It is difficult, however, to achieve lane-level accuracy with low-cost Global Navigation Satellite System (GNSS) receivers due to the biased noisy…

Robotics · Computer Science 2016-09-01 Macheng Shen , Ding Zhao , Jing Sun

High Performance Computing (HPC) platforms allow scientists to model computationally intensive algorithms. HPC clusters increasingly use General-Purpose Graphics Processing Units (GPGPUs) as accelerators; FPGAs provide an attractive…

Hardware Architecture · Computer Science 2015-04-20 Syed Waqar Nabi , Saji N. Hameed , Wim Vanderbauwhede