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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…

Computation · Statistics 2026-04-24 Utku Erdogan , Gabriel J. Lord , Joaquin Miguez

We derive symmetry preserving invariant extended Kalman filters (IEKF) on matrix Lie groups. These Kalman filters have an advantage over conventional extended Kalman filters as the error dynamics for such filters are independent of the…

Optimization and Control · Mathematics 2020-01-01 Karmvir Singh Phogat , Dong Eui Chang

We consider the statistical inverse problem of estimating a background flow field (e.g., of air or water) from the partial and noisy observation of a passive scalar (e.g., the concentration of a solute), a common experimental approach to…

Numerical Analysis · Mathematics 2019-06-12 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

Procedural material models have been gaining traction in many applications thanks to their flexibility, compactness, and easy editability. We explore the inverse rendering problem of procedural material parameter estimation from…

Graphics · Computer Science 2025-04-22 Yu Guo , Milos Hasan , Lingqi Yan , Shuang Zhao

We consider the problem of designing efficient particle filters for twisted Feynman--Kac models. Particle filters using twisted models can deliver low error approximations of statistical quantities and such twisting functions can be learnt…

Methodology · Statistics 2022-08-09 Joshua J Bon , Christopher Drovandi , Anthony Lee

Inverse reinforcement learning (IRL) methods infer an agent's reward function using demonstrations of expert behavior. A Bayesian IRL approach models a distribution over candidate reward functions, capturing a degree of uncertainty in the…

Machine Learning · Computer Science 2025-07-04 Aishwarya Mandyam , Didong Li , Jiayu Yao , Diana Cai , Andrew Jones , Barbara E. Engelhardt

We study the problem of inverse reinforcement learning (IRL), where the learning agent recovers a reward function using expert demonstrations. Most of the existing IRL techniques make the often unrealistic assumption that the agent has…

Machine Learning · Computer Science 2021-12-20 Franck Djeumou , Murat Cubuktepe , Craig Lennon , Ufuk Topcu

We address the problem of incrementally modeling and forecasting long-term goals of a first-person camera wearer: what the user will do, where they will go, and what goal they seek. In contrast to prior work in trajectory forecasting, our…

Computer Vision and Pattern Recognition · Computer Science 2017-08-08 Nicholas Rhinehart , Kris M. Kitani

We propose a novel approach to mitigate biases in computer vision models by utilizing counterfactual generation and fine-tuning. While counterfactuals have been used to analyze and address biases in DNN models, the counterfactuals…

Computer Vision and Pattern Recognition · Computer Science 2024-07-01 Pushkar Shukla , Dhruv Srikanth , Lee Cohen , Matthew Turk

For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Ondrej Straka , Felipe Giraldo-Grueso , Renato Zanetti

Particle filtering is a popular method for inferring latent states in stochastic dynamical systems, whose theoretical properties have been well studied in machine learning and statistics communities. In many control problems, e.g.,…

Machine Learning · Computer Science 2021-07-12 Simon S. Du , Wei Hu , Zhiyuan Li , Ruoqi Shen , Zhao Song , Jiajun Wu

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

Deep learning has become an integral part of various computer vision systems in recent years due to its outstanding achievements for object recognition, facial recognition, and scene understanding. However, deep neural networks (DNNs) are…

Computer Vision and Pattern Recognition · Computer Science 2021-08-24 Nima Mirnateghi , Syed Afaq Ali Shah , Mohammed Bennamoun

Bayesian filtering serves as the mainstream framework of state estimation in dynamic systems. Its standard version utilizes total probability rule and Bayes' law alternatively, where how to define and compute conditional probability is…

Machine Learning · Statistics 2024-04-02 Wenhan Cao , Shiqi Liu , Chang Liu , Zeyu He , Stephen S. -T. Yau , Shengbo Eben Li

Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…

Image and Video Processing · Electrical Eng. & Systems 2022-03-22 Hyungjin Chung , Byeongsu Sim , Jong Chul Ye

We consider filters for the detection and extraction of compact sources on a background. We make a one-dimensional treatment (though a generalization to two or more dimensions is possible) assuming that the sources have a Gaussian profile…

Astrophysics · Physics 2009-11-10 M. Lopez-Caniego , D. Herranz , R. B. Barreiro , J. L. Sanz

As machine learning (ML) algorithms are used in applications that involve humans, concerns have arisen that these algorithms may be biased against certain social groups. \textit{Counterfactual fairness} (CF) is a fairness notion proposed in…

Machine Learning · Computer Science 2024-12-03 Zhiqun Zuo , Tian Xie , Xuwei Tan , Xueru Zhang , Mohammad Mahdi Khalili

Many multi-agent interaction scenarios can be naturally modeled as noncooperative games, where each agent's decisions depend on others' future actions. However, deploying game-theoretic planners for autonomous decision-making requires a…

Machine Learning · Computer Science 2026-01-05 Yash Jain , Xinjie Liu , Lasse Peters , David Fridovich-Keil , Ufuk Topcu

The purpose of this paper is to describe the feedback particle filter algorithm for problems where there are a large number ($M$) of non-interacting agents (targets) with a large number ($M$) of non-agent specific observations…

Optimization and Control · Mathematics 2021-02-19 Jin Won Kim , Amirhossein Taghvaei , Yongxin Chen , Prashant G. Mehta

We formulate the discrete-time inverse optimal control problem of inferring unknown parameters in the objective function of an optimal control problem from measurements of optimal states and controls as a nonlinear filtering problem. This…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Tian Zhao , Timothy L. Molloy