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An innovative method based on the traversal of rays, originating from detected particles, through a three-dimensional grid of voxels is presented. The methodology has as main advantage that the outcome of the method is independent of the…

Fluid Dynamics · Physics 2020-08-07 Mickael Bourgoin , Sander Huisman

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

Computation · Statistics 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf

In this work, we propose a novel machine learning approach to compute the optimal transport map between two continuous distributions from their unpaired samples, based on the DeepParticle methods. The proposed method leads to a min-min…

Machine Learning · Statistics 2025-07-01 Yingyuan Li , Aokun Wang , Zhongjian Wang

We introduce an auxiliary technique, called residual nudging, to the particle filter to enhance its performance in cases that it performs poorly. The main idea of residual nudging is to monitor, and if necessary, adjust the residual norm of…

Atmospheric and Oceanic Physics · Physics 2013-06-03 Xiaodong Luo , Ibrahim Hoteit

We design a sequential Monte Carlo scheme for the dual purpose of Bayesian inference and model selection. We consider the application context of urban mobility, where several modalities of transport and different measurement devices can be…

Computation · Statistics 2016-11-29 Luca Martino , Jesse Read , Victor Elvira , Francisco Louzada

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…

Fluid Dynamics · Physics 2023-01-26 D. Eeltink , R. Calvert , J. E. Swagemakers , Qian Xiao , T. S. van den Bremer

Recently, a novel method for developing filtering algorithms, based on the interconnection of two Bayesian filters and called double Bayesian filtering, has been proposed. In this manuscript we show that the same conceptual approach can be…

Statistics Theory · Mathematics 2019-10-23 Pasquale Di Viesti , Giorgio M. Vitetta , Emilio Sirignano

Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…

We consider the problem of sampling from a distribution governed by a potential function. This work proposes an explicit score based MCMC method that is deterministic, resulting in a deterministic evolution for particles rather than a…

Machine Learning · Statistics 2023-10-03 Hong Ye Tan , Stanley Osher , Wuchen Li

The transport of bio-particles in viscous flows exhibits a rich variety of dynamical behaviour, such as morphological transitions, complex orientation dynamics or deformations. Characterising such complex behaviour under well controlled…

This paper presents a novel approach to neural network compression that addresses redundancy at both the filter and architectural levels through a unified framework grounded in information flow analysis. Building on the concept of tensor…

Machine Learning · Computer Science 2025-11-26 Aleksei Samarin , Artem Nazarenko , Egor Kotenko , Valentin Malykh , Alexander Savelev , Aleksei Toropov

This paper is concerned with sequential state filtering in the presence of nonlinearity, non-Gaussianity and model uncertainty. For this problem, the Bayesian model averaged particle filter (BMAPF) is perhaps one of the most efficient…

Computation · Statistics 2020-01-28 Bin Liu

Differentiable particle filters provide a flexible mechanism to adaptively train dynamic and measurement models by learning from observed data. However, most existing differentiable particle filters are within the bootstrap particle…

Artificial Intelligence · Computer Science 2021-11-11 Xiongjie Chen , Hao Wen , Yunpeng Li

Model-based sequential approaches to discrete "black-box" optimization, including Bayesian optimization techniques, often access the same points multiple times for a given objective function in interest, resulting in many steps to find the…

Machine Learning · Computer Science 2023-12-29 Keisuke Morita , Yoshihiko Nishikawa , Masayuki Ohzeki

We propose the combination of forward shape derivatives and the use of an iterative inversion scheme for Bayesian optimization to find optimal designs of nanophotonic devices. This approach widens the range of applicability of Bayesian…

Computational Physics · Physics 2021-01-12 Xavier Garcia-Santiago , Sven Burger , Carsten Rockstuhl , Philipp-Immanuel Schneider

Auxiliary particle filters (APFs) are a class of sequential Monte Carlo (SMC) methods for Bayesian inference in state-space models. In their original derivation, APFs operate in an extended state space using an auxiliary variable to improve…

Computation · Statistics 2021-06-17 Nicola Branchini , Víctor Elvira

The particle filter (PF) and the ensemble Kalman filter (EnKF) are widely used for approximate inference in state-space models. From a Bayesian perspective, these algorithms represent the prior by an ensemble of particles and update it to…

Methodology · Statistics 2025-02-11 Chengxin Gong , Wei Lin , Cheng Zhang

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…

Machine Learning · Statistics 2023-03-16 Adrian N. Bishop , Edwin V. Bonilla

Microflows are intensively used for investigating and controlling the dynamics of particles, including soft particles such as biological cells and capsules. A classic result is the tank-treading motion of elliptically deformed soft…

Soft Condensed Matter · Physics 2021-10-06 Matthias Laumann , Walter Zimmermann

This study proposes the first Bayesian approach for learning high-dimensional linear Bayesian networks. The proposed approach iteratively estimates each element of the topological ordering from backward and its parent using the inverse of a…

Machine Learning · Statistics 2023-11-28 Seyong Hwang , Kyoungjae Lee , Sunmin Oh , Gunwoong Park