Related papers: Variational Marginal Particle Filters

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Vision--language models (VLMs) are increasingly aligned via Group Relative Policy Optimization (GRPO)-style training. However, relying solely on terminal outcome rewards yields sparse credit assignment in multi-step reasoning, weakening the…

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

We propose a divide-and-conquer approach to filtering which decomposes the state variable into low-dimensional components to which standard particle filtering tools can be successfully applied and recursively merges them to recover the full…

Particle filtering methods are widely applied in sequential state estimation within nonlinear non-Gaussian state space model. However, the traditional particle filtering methods suffer the weight degeneracy in the high-dimensional state…

Particle filtering methods can be applied to estimation problems in discrete spaces on bounded domains, to sample from and marginalise over unknown hidden states. As in continuous settings, problems such as particle degradation can arise:…

We study control variate methods for Markov chain Monte Carlo (MCMC) in the setting of deterministic sweep sampling using $K\geq 2$ transition kernels. New variance reduction results are provided for MCMC averages based on sweeps over…

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…

In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. This is a challenging problem which requires the use of advanced numerical schemes based upon…

We propose a unified framework for deriving and studying soft-in-soft-out (SISO) detection in interference channels using the concept of variational inference. The proposed framework may be used in multiple-access interference (MAI),…

Spatio-temporal data sets are rapidly growing in size. For example, environmental variables are measured with ever-higher resolution by increasing numbers of automated sensors mounted on satellites and aircraft. Using such data, which are…

Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…

We consider the problem of local radioelectric property estimation from global electromagnetic scattering measurements. This challenging ill-posed high dimensional inverse problem can be explored by intensive computations of a parallel…

We extend our low-scaling variational Monte Carlo (VMC) algorithm to optimize the symmetry projected Jastrow mean field (SJMF) wavefunctions. These wavefunctions consist of a symmetry-projected product of a Jastrow and a general…

Due to the limitations of the robotic sensors, during a robotic manipulation task, the acquisition of the object's state can be unreliable and noisy. Combining an accurate model of multi-body dynamic system with Bayesian filtering methods…

Variational quantum metrology represents a powerful tool for optimizing generic estimation strategies, combining the principles of variational optimization with the techniques of quantum metrology. Such optimization procedures result…

The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…

The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and…

Stochastic filtering is a vibrant area of research in both control theory and statistics, with broad applications in many scientific fields. Despite its extensive historical development, there still lacks an effective method for joint…