Related papers: Multiple Update Particle Filter: Position Estimati…

Due to the uncertainty of distributed wind generations (DWGs), a better understanding of the probability distributions (PD) of their wind power forecast errors (WPFEs) can help market participants (MPs) who own DWGs perform better during…

Nonstationarity of the event rate is a persistent problem in modeling time series of events, such as neuronal spike trains. Motivated by a variety of patterns in neurophysiological spike train recordings, we define a general class of…

Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the dimensionality of the state space increases as the time proceeds and eventually may cause…

By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…

Feature matters for salient object detection. Existing methods mainly focus on designing a sophisticated structure to incorporate multi-level features and filter out cluttered features. We present Progressive Feature Polishing Network…

Motivated by non-linear, non-Gaussian, distributed multi-sensor/agent navigation and tracking applications, we propose a multi-rate consensus/fusion based framework for distributed implementation of the particle filter (CF/DPF). The CF/DPF…

This paper proposes a multi-step probabilistic forecasting framework using a single neural-network based model to generate simultaneous point and interval forecasts. Our approach ensures non-crossing prediction intervals (PIs) through a…

Sequential Monte Carlo methods have been a major breakthrough in the field of numerical signal processing for stochastic dynamical state-space systems with partial and noisy observations. However, these methods still present certain…

This paper is concerned with particle filtering for $\alpha$-stable stochastic volatility models. The $\alpha$-stable distribution provides a flexible framework for modeling asymmetry and heavy tails, which is useful when modeling financial…

In many practical applications of multiple hypothesis testing using the False Discovery Rate (FDR), the given hypotheses can be naturally partitioned into groups, and one may not only want to control the number of false discoveries (wrongly…

The matched filter (MF) is widely used to detect signals hidden within the noise. If the noise is Gaussian, its performances are well-known and describable in an elegant analytical form. The treatment of non-Gaussian noises is often…

Rejuvenation in particle filters is necessary to prevent the collapse of the weights when the number of particles is insufficient to sample the high probability regions of the state space. Rejuvenation is often implemented in a heuristic…

Feedback particle filter (FPF) is a numerical algorithm to approximate the solution of the nonlinear filtering problem in continuous-time settings. In any numerical implementation of the FPF algorithm, the main challenge is to numerically…

Object pose estimation constitutes a critical area within the domain of 3D vision. While contemporary state-of-the-art methods that leverage real-world pose annotations have demonstrated commendable performance, the procurement of such real…

Particle filters (PFs) are recursive Monte Carlo algorithms for Bayesian tracking and prediction in state space models. This paper addresses continuous-discrete filtering problems, where the hidden state evolves as an It\^o stochastic…

We present a new particle tracking software algorithm designed to accurately track the motion of low-contrast particles against a background with large variations in light levels. The method is based on a polynomial fit of the intensity…

Statistical change point (CP) detection methods typically rely on likelihood-based inference and ignore contextual information about plausible CP locations beyond the observed sequence. Although informative priors provide a natural way to…

Point cloud filtering, the main bottleneck of which is removing noise (outliers) while preserving geometric features, is a fundamental problem in 3D field. The two-step schemes involving normal estimation and position update have been shown…

The accuracy of Physics-Informed Neural Networks (PINNs) critically depends on the placement of collocation points, as the PDE loss is approximated through sampling over the solution domain. Global sampling ensures stability by covering the…

Intuitively, an ideal collaborative filtering (CF) model should learn from users' full rankings over all items to make optimal top-K recommendations. Due to the absence of such full rankings in practice, most CF models rely on pairwise loss…