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The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number of model realizations is much smaller than the model state…
Many applications, such as intermittent data assimilation, lead to a recursive application of Bayesian inference within a Monte Carlo context. Popular data assimilation algorithms include sequential Monte Carlo methods and ensemble Kalman…
Acquiring the accurate 3-D position of a target person around a robot provides fundamental and valuable information that is applicable to a wide range of robotic tasks, including home service, navigation and entertainment. This paper…
Visual place recognition (VPR) is the problem of recognising a previously visited location using visual information. Many attempts to improve the performance of VPR methods have been made in the literature. One approach that has received…
Data assimilation is concerned with sequentially estimating a temporally-evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and…
Motivated by the needs of online large-scale recommender systems, we specialize the decoupled extended Kalman filter (DEKF) to factorization models, including factorization machines, matrix and tensor factorization, and illustrate the…
In recent years, Neural Radiance Fields (NeRF) have achieved remarkable progress in dynamic human reconstruction and rendering. Part-based rendering paradigms, guided by human segmentation, allow for flexible parameter allocation based on…
Visual Place Recognition (VPR) is an important component in both computer vision and robotics applications, thanks to its ability to determine whether a place has been visited and where specifically. A major challenge in VPR is to handle…
Video-based person re-identification deals with the inherent difficulty of matching unregulated sequences with different length and with incomplete target pose/viewpoint structure. Common approaches operate either by reducing the problem to…
Estimating relative camera poses from consecutive frames is a fundamental problem in visual odometry (VO) and simultaneous localization and mapping (SLAM), where classic methods consisting of hand-crafted features and sampling-based outlier…
Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's…
Autonomous agents such as cars, robots and drones need to precisely localize themselves in diverse environments, including in GPS-denied indoor environments. One approach for precise localization is visual place recognition (VPR), which…
EEG Source localization is a critical tool in neuroscience, with applications ranging from epilepsy diagnosis to cognitive research. It involves solving an ill-posed inverse problem that lacks a unique solution unless constrained by prior…
Kalman filtering is a powerful approach to adaptive filtering for various problems in signal processing. The frequency-domain adaptive Kalman filter (FDKF), based on the concept of the acoustic state space, provides a unifying solution to…
Partially-Observable Markov Decision Processes (POMDPs) are typically solved by finding an approximate global solution to a corresponding belief-MDP. In this paper, we offer a new planning algorithm for POMDPs with continuous state, action…
The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…
Navigation plays a vital role in the ability of autonomous surface and underwater platforms to complete their tasks. Most navigation systems apply a fusion between inertial sensors and other external sensors, such as global navigation…
The reduced cost and computational and calibration requirements of monocular cameras make them ideal positioning sensors for mobile robots, albeit at the expense of any meaningful depth measurement. Solutions proposed by some scholars to…
We study the Extended Kalman Filter in constant dynamics, offering a bayesian perspective of stochastic optimization. We obtain high probability bounds on the cumulative excess risk in an unconstrained setting. In order to avoid any…
The ensemble Kalman filter (EnKF) is widely used for data assimilation in high-dimensional systems, but its performance often deteriorates for strongly nonlinear dynamics due to the structural mismatch between the Kalman update and the…