Related papers: Likelihood Scouting Via Map Inversion For A Poster…
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…
We study efficient importance sampling techniques for particle filtering (PF) when either (a) the observation likelihood (OL) is frequently multimodal or heavy-tailed, or (b) the state space dimension is large or both. When the OL is…
Stochastic reduced models are an important tool in climate systems whose many spatial and temporal scales cannot be fully discretized or underlying physics may not be fully accounted for. One form of reduced model, the linear inverse model…
Simulation-Based Inference (SBI) is a common name for an emerging family of approaches that infer the model parameters when the likelihood is intractable. Existing SBI methods either approximate the likelihood, such as Approximate Bayesian…
A novel formalism for Bayesian learning in the context of complex inference models is proposed. The method is based on the use of the Stationary Fokker--Planck (SFP) approach to sample from the posterior density. Stationary Fokker--Planck…
Superpixel algorithms are a common pre-processing step for computer vision algorithms such as segmentation, object tracking and localization. Many superpixel methods only rely on colors features for segmentation, limiting performance in…
A map-guided superpixel segmentation method for hyperspectral imagery is developed and introduced. The proposed approach develops a hyperspectral-appropriate version of the SLIC superpixel segmentation algorithm, leverages map information…
In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…
The need to analyze the available large synoptic multi-band surveys drives the development of new data-analysis methods. Photometric redshift estimation is one field of application where such new methods improved the results, substantially.…
The next generation of galaxy surveys has the potential to substantially deepen our understanding of the Universe. This potential hinges on our ability to rigorously address systematic uncertainties. Until now, diagnosing systematic effects…
Deep learning has not been routinely employed for semantic segmentation of seabed environment for synthetic aperture sonar (SAS) imagery due to the implicit need of abundant training data such methods necessitate. Abundant training data,…
In this work, a novel sequential Monte Carlo filter is introduced which aims at efficient sampling of high-dimensional state spaces with a limited number of particles. Particles are pushed forward from the prior to the posterior density…
We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…
Inverse problems exist in many disciplines of science and engineering. In computer vision, for example, tasks such as inpainting, deblurring, and super resolution can be effectively modeled as inverse problems. Recently, denoising diffusion…
Active matter systems, from self-propelled colloids to motile bacteria, are characterized by the conversion of free energy into useful work at the microscopic scale. They involve physics beyond the reach of equilibrium statistical…
The particle filter (PF) is a powerful inference tool widely used to estimate the filtering distribution in non-linear and/or non-Gaussian problems. To overcome the curse of dimensionality of PF, the block PF (BPF) inserts a blocking step…
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…
This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…
Likelihood analysis is typically limited to normally distributed noise due to the difficulty of determining the probability density function of complex, high-dimensional, non-Gaussian, and anisotropic noise. This is a major limitation for…
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…