Related papers: Particle Flow Gaussian Sum Particle Filter

The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…

Particle filters are a frequent choice for inference tasks in nonlinear and non-Gaussian state-space models. They can either be used for state inference by approximating the filtering distribution or for parameter inference by approximating…

We propose a nonparametric density estimator based on the Gaussian process (GP) and derive three novel closed form learning algorithms based on Fisher divergence (FD) score matching. The density estimator is formed by multiplying a base…

The performance of a particle filter (PF) in nonlinear and non-Gaussian environments is often affected by particle degeneracy and impoverishment problems. In this paper, these two problems are re-assessed using the concepts of importance…

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…

The feedback particle filter (FPF) is an innovative, control-oriented and resampling-free adaptation of the traditional particle filter (PF). In the FPF, individual particles are regulated via a feedback gain, and the corresponding gain…

We propose a novel Particle Flow Map (PFM) method to enable accurate long-range advection for incompressible fluid simulation. The foundation of our method is the observation that a particle trajectory generated in a forward simulation…

The ensemble Gaussian mixture filter (EnGMF) is a powerful, convergent particle filter capable of medium-to-high dimensional non-linear filtering. The EnGMF relies on a resampling step that can generate physically unrealistic posterior…

This paper proposes DiffPF, a differentiable particle filter that leverages diffusion models for state estimation in dynamic systems. Unlike conventional differentiable particle filters, which require importance weighting and typically rely…

Particle smoothing enables state estimation in nonlinear and non-Gaussian state-space models, but its practical use is often limited by high computational cost. Backward smoothing methods such as the Forward Filter Backward Smoother (FFBS)…

Current tools for multivariate density estimation struggle when the density is concentrated near a nonlinear subspace or manifold. Most approaches require choice of a kernel, with the multivariate Gaussian by far the most commonly used.…

Particle filters are a group of algorithms to solve inverse problems through statistical Bayesian methods when the model does not comply with the linear and Gaussian hypothesis. Particle filters are used in domains like data assimilation,…

We present a general form of the iteration and interpolation process used in implicit particle filters. Implicit filters are based on a pseudo-Gaussian representation of posterior densities, and are designed to focus the particle paths so…

This study proposes a new Gaussian Mixture Filter (GMF) to improve the estimation performance for the autonomous robotic radio signal source search and localization problem in unknown environments. The proposed filter is first tested with a…

Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…

In this letter, a new filtering technique to solve a nonlinear state estimation problem has been developed. It is well known that for a nonlinear system, the prior and posterior probability density functions (pdf) are non-Gaussian in…

In science and engineering, we often work with models designed for accurate prediction of variables of interest. Recognizing that these models are approximations of reality, it becomes desirable to apply multiple models to the same data and…

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

In this paper, we present a novel approach to approximate the gain function of the feedback particle filter (FPF). The exact gain function is the solution of a Poisson equation involving a probability-weighted Laplacian. The numerical…