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Particle learning (PL) provides state filtering, sequential parameter learning and smoothing in a general class of state space models. Our approach extends existing particle methods by incorporating the estimation of static parameters via a…

Methodology · Statistics 2010-11-05 Carlos M. Carvalho , Michael S. Johannes , Hedibert F. Lopes , Nicholas G. Polson

Particle smoothers are widely used algorithms allowing to approximate the smoothing distribution in hidden Markov models. Existing algorithms often suffer from slow computational time or degeneracy. We propose in this paper a way to improve…

Methodology · Statistics 2011-07-28 Cyrille Dubarry , Randal Douc

We present an amelioration of current known algorithms for optimal spectral partitioning problems. The idea is to use the advantage of a representation using density functions while decreasing the computational time. This is done by…

Optimization and Control · Mathematics 2017-05-25 Beniamin Bogosel

Differentiable particle filters are an emerging class of sequential Bayesian inference techniques that use neural networks to construct components in state space models. Existing approaches are mostly based on offline supervised training…

Machine Learning · Computer Science 2023-12-19 Jiaxi Li , Xiongjie Chen , Yunpeng Li

The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…

Systems and Control · Computer Science 2013-11-05 Gerasimos G. Rigatos

We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…

Methodology · Statistics 2016-02-09 Oscar Hernan Madrid Padilla , James G. Scott

We propose a novel formulation of robotic pick and place as a deep reinforcement learning (RL) problem. Whereas most deep RL approaches to robotic manipulation frame the problem in terms of low level states and actions, we propose a more…

Robotics · Computer Science 2018-02-26 Marcus Gualtieri , Andreas ten Pas , Robert Platt

In nonlinear state-space models, sequential learning about the hidden state can proceed by particle filtering when the density of the observation conditional on the state is available analytically (e.g. Gordon et al., 1993). This condition…

Methodology · Statistics 2011-05-24 Laurent E. Calvet , Veronika Czellar

Three-dimensional particle tracking is an essential tool in studying dynamics under the microscope, namely, fluid dynamics in microfluidic devices, bacteria taxis, cellular trafficking. The 3d position can be determined using 2d imaging…

Computer Vision and Pattern Recognition · Computer Science 2015-09-08 Eldad Afik

Particle filtering is a standard Monte-Carlo approach for a wide range of sequential inference tasks. The key component of a particle filter is a set of particles with importance weights that serve as a proxy of the true posterior…

Machine Learning · Computer Science 2022-09-02 Ruizhi Deng , Greg Mori , Andreas M. Lehrmann

We propose a homotopy sampling procedure, loosely based on importance sampling. Starting from a known probability distribution, the homotopy procedure generates the unknown normalization of a target distribution. In the context of…

Computation · Statistics 2021-05-05 Juan M. Restrepo , Jorge M. Ramirez

Localization is an essential component for autonomous robots. A well-established localization approach combines ray casting with a particle filter, leading to a computationally expensive algorithm that is difficult to run on…

Data Structures and Algorithms · Computer Science 2018-03-09 Corey Walsh , Sertac Karaman

6D pose estimation is a central problem in robot vision. Compared with pose estimation based on point correspondences or its robust versions, correspondence-free methods are often more flexible. However, existing correspondence-free methods…

Computer Vision and Pattern Recognition · Computer Science 2026-01-27 Quan Quan , Dun Dai

We investigate the impact of filter choice on forecast accuracy in state space models. The filters are used both to estimate the posterior distribution of the parameters, via a particle marginal Metropolis-Hastings (PMMH) algorithm, and to…

Computation · Statistics 2019-08-21 Patrick Leung , Catherine S. Forbes , Gael M. Martin , Brendan McCabe

State-of-the-art computer vision algorithms often achieve efficiency by making discrete choices about which hypotheses to explore next. This allows allocation of computational resources to promising candidates, however, such decisions are…

Computer Vision and Pattern Recognition · Computer Science 2017-04-12 Alexander Krull , Eric Brachmann , Sebastian Nowozin , Frank Michel , Jamie Shotton , Carsten Rother

This paper addresses the problem of filtering with a state-space model. Standard approaches for filtering assume that a probabilistic model for observations (i.e. the observation model) is given explicitly or at least parametrically. We…

Machine Learning · Statistics 2015-10-23 Motonobu Kanagawa , Yu Nishiyama , Arthur Gretton , Kenji Fukumizu

We consider the problem of sequential estimation of the unknowns of state-space and deep state-space models that include estimation of functions and latent processes of the models. The proposed approach relies on Gaussian and deep Gaussian…

Machine Learning · Computer Science 2024-03-26 Yuhao Liu , Marzieh Ajirak , Petar Djuric

Reconstructing physically valid 3D scenes from single-view observations is a prerequisite for bridging the gap between visual perception and robotic control. However, in scenarios requiring precise contact reasoning, such as robotic…

Robotics · Computer Science 2026-05-19 Tianyi Xiang , Jiahang Cao , Sikai Guo , Guoyang Zhao , Andrew F. Luo , Jun Ma

When working with quantum states, analysis of the final quantum state generated through probabilistic measurements is essential. This analysis is typically conducted by constructing the density matrix from either partial or full tomography…

Quantum Physics · Physics 2025-01-14 Rohit Prasad , Pratyay Ghosh , Ronny Thomale , Tobias Huber-Loyola

The problem of combinatorial filter reduction arises from questions of resource optimization in robots; it is one specific way in which automation can help to achieve minimalism, to build better, simpler robots. This paper contributes a new…

Robotics · Computer Science 2022-02-22 Yulin Zhang , Dylan A. Shell
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