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In this paper, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must resort to time-discretization of the diffusion process if the…

Numerical Analysis · Mathematics 2020-04-09 Marco Ballesio , Ajay Jasra , Erik von Schwerin , Raul Tempone

Filters are the basic and most important blocks of most signal processing applications. In many applications, a group of parallel filters are used as filter banks. Parallel filter banks naturally require much more computations. Especially…

Signal Processing · Electrical Eng. & Systems 2019-07-12 M. Tunç Arslan , Onur Yorulmaz , Erdinç L. Atılgan

We study the problem of applying spectral clustering to cluster multi-scale data, which is data whose clusters are of various sizes and densities. Traditional spectral clustering techniques discover clusters by processing a similarity…

Machine Learning · Computer Science 2020-06-09 Xiang Li , Ben Kao , Caihua Shan , Dawei Yin , Martin Ester

Quantum circuit partitioning (QCP) is a hybrid quantum-classical approach that aims to simulate large quantum systems on smaller quantum computers. A quantum computation is divided into smaller subsystems and results of measurements on…

Quantum Physics · Physics 2024-09-20 Stian Bilek

We study the problem of partitioning a given simple polygon $P$ into a minimum number of connected polygonal pieces, each of bounded size. We describe a general technique for constructing such partitions that works for several notions of…

Computational Geometry · Computer Science 2024-10-23 Mikkel Abrahamsen , Nichlas Langhoff Rasmussen

This article discusses a partially adapted particle filter for estimating the likelihood of a nonlinear structural econometric state space models whose state transition density cannot be expressed in closed form. The filter generates the…

Methodology · Statistics 2012-09-05 Jamie Hall , Michael K. Pitt , Robert Kohn

We discuss the partitioning of a quantum system by subsystem separation through unitary block-diagonalization (SSUB) applied to a Fock operator. Our separation can be formulated in a very general way. It can be applied to very different…

Chemical Physics · Physics 2019-05-24 Adrian H. Mühlbach , Markus Reiher

We present an efficient particle filtering algorithm for multiscale systems, that is adapted for simple atmospheric dynamics models which are inherently chaotic. Particle filters represent the posterior conditional distribution of the state…

Data Analysis, Statistics and Probability · Physics 2015-06-04 Nishanth Lingala , N. Sri Namachchivaya , Nicolas Perkowski , Hoong C. Yeong

Diffusion models have gained prominence as powerful generative tools for solving inverse problems due to their ability to model complex data distributions. However, existing methods typically rely on complete knowledge of the forward…

Machine Learning · Computer Science 2026-03-03 Hongkun Dou , Zike Chen , Zeyu Li , Hongjue Li , Lijun Yang , Yue Deng

Approximation of scattered data is often a task in many engineering problems. The Radial Basis Function (RBF) approximation is appropriate for large scattered datasets in d-dimensional space. It is non-separable approximation, as it is…

Numerical Analysis · Mathematics 2018-06-13 Zuzana Majdisova , Vaclav Skala

Sparse subspace clustering (SSC) is one of the current state-of-the-art methods for partitioning data points into the union of subspaces, with strong theoretical guarantees. However, it is not practical for large data sets as it requires…

Computer Vision and Pattern Recognition · Computer Science 2019-08-06 Maryam Abdolali , Nicolas Gillis , Mohammad Rahmati

Model-based clustering is a powerful tool that is often used to discover hidden structure in data by grouping observational units that exhibit similar response values. Recently, clustering methods have been developed that permit…

Methodology · Statistics 2025-06-24 Sally Paganin , Garritt L. Page , Fernando Andrés Quintana

We consider multiscale stochastic systems that are partially observed at discrete points of the slow time scale. We introduce a particle filter that takes advantage of the multiscale structure of the system to efficiently approximate the…

Computation · Statistics 2007-10-29 Anastasia Papavasiliou

We present and rigorously analyze the behavior of a distributed, stochastic algorithm for separation and integration in self-organizing particle systems, an abstraction of programmable matter. Such systems are composed of individual…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-06 Sarah Cannon , Joshua J. Daymude , Cem Gokmen , Dana Randall , Andréa W. Richa

This is a short review of Monte Carlo methods for approximating filter distributions in state space models. The basic algorithm and different strategies to reduce imbalance of the weights are discussed. Finally, methods for more difficult…

Statistics Theory · Mathematics 2013-10-01 Hans R. Künsch

Particle filters (PFs) are powerful sampling-based inference/learning algorithms for dynamic Bayesian networks (DBNs). They allow us to treat, in a principled way, any type of probability distribution, nonlinearity and non-stationarity.…

Machine Learning · Computer Science 2013-01-18 Arnaud Doucet , Nando de Freitas , Kevin Murphy , Stuart Russell

Normalized-cut graph partitioning aims to divide the set of nodes in a graph into $k$ disjoint clusters to minimize the fraction of the total edges between any cluster and all other clusters. In this paper, we consider a fair variant of the…

Machine Learning · Computer Science 2023-10-10 Jia Li , Yanhao Wang , Arpit Merchant

Subspace clustering is the problem of partitioning unlabeled data points into a number of clusters so that data points within one cluster lie approximately on a low-dimensional linear subspace. In many practical scenarios, the…

Machine Learning · Statistics 2019-01-24 Yining Wang , Yu-Xiang Wang , Aarti Singh

This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a compact and connected matrix Lie group without boundary, e.g. SO(n) and SE(n), in the presence of real-valued observations. This…

Optimization and Control · Mathematics 2015-10-06 Chi Zhang , Amirhossein Taghvaei , Prashant G. Mehta

The statistical physics approach to the number partioning problem, a classical NP-hard problem, is both simple and rewarding. Very basic notions and methods from statistical mechanics are enough to obtain analytical results for the phase…

Condensed Matter · Physics 2007-05-23 Stephan Mertens