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Using historical data to predict future events has many applications in the real world, such as stock price prediction; the robot localization. In the past decades, the Convolutional long short-term memory (LSTM) networks have achieved…

Machine Learning · Computer Science 2022-12-20 Dexun Li

We present a novel sequential Monte Carlo approach to online smoothing of additive functionals in a very general class of path-space models. Hitherto, the solutions proposed in the literature suffer from either long-term numerical…

Computation · Statistics 2022-10-24 Alessandro Mastrototaro , Jimmy Olsson , Johan Alenlöv

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

A key problem in the modern study of AI is predicting and understanding emergent capabilities in models during training. Inspired by methods for studying reactions in quantum chemistry, we present the ``2-datapoint reduced density matrix".…

Machine Learning · Computer Science 2026-04-02 Max Hennick , Guillaume Corlouer

Deep learning continues to re-shape numerous fields, from natural language processing and imaging to data analytics and recommendation systems. This report studies two research papers that represent recent progress on deep learning from two…

Machine Learning · Computer Science 2024-07-22 Rui Xie

In many real-world scenarios, such as gas leak detection or environmental pollutant tracking, solving the Inverse Source Localization and Characterization problem involves navigating complex, dynamic fields with sparse and noisy…

Machine Learning · Computer Science 2025-01-23 Yiwei Shi , Mengyue Yang , Qi Zhang , Weinan Zhang , Cunjia Liu , Weiru Liu

This paper proposes DiffPF, a differentiable particle filter that leverages diffusion models for state estimation in dynamic systems. Unlike conventional differentiable particle filters, which require importance weighting and typically rely…

Robotics · Computer Science 2026-01-13 Ziyu Wan , Lin Zhao

We propose a new representation of visual data that disentangles object position from appearance. Our method, termed Deep Latent Particles (DLP), decomposes the visual input into low-dimensional latent ``particles'', where each particle is…

Computer Vision and Pattern Recognition · Computer Science 2022-07-27 Tal Daniel , Aviv Tamar

Physics-based manipulation in clutter involves complex interaction between multiple objects. In this paper, we consider the problem of learning, from interaction in a physics simulator, manipulation skills to solve this multi-step…

Robotics · Computer Science 2019-07-29 Wissam Bejjani , Mehmet R. Dogar , Matteo Leonetti

Information retrieval (IR) systems traditionally aim to maximize metrics built on rankings, such as precision or NDCG. However, the non-differentiability of the ranking operation prevents direct optimization of such metrics in…

Information Retrieval · Computer Science 2021-05-04 Thibaut Thonet , Yagmur Gizem Cinar , Eric Gaussier , Minghan Li , Jean-Michel Renders

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

We propose an extension of the discretization approaches for multilayer shallow water models, aimed at making them more flexible and efficient for realistic applications to coastal flows. A novel discretization approach is proposed, in…

Numerical Analysis · Mathematics 2018-04-18 Luca Bonaventura , Enrique D. Fernández-Nieto , José Garres-Díaz , Gladys Narbona-Reina

Online data assimilation in time series models over a large spatial extent is an important problem in both geosciences and robotics. Such models are intrinsically high-dimensional, rendering traditional particle filter algorithms…

Computation · Statistics 2019-01-31 Jameson Quinn

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

Computation · Statistics 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

We demonstrate a smart laser-diffraction analysis technique for particle mixture identification. We retrieve information about the size, geometry, and ratio concentration of two-component heterogeneous particle mixtures with an efficiency…

Image and Video Processing · Electrical Eng. & Systems 2022-02-03 Arturo Villegas , Mario A. Quiroz-Juarez , Alfred U'Ren , Juan P. Torres , Roberto de J. Leon-Montiel

Efficiently solving the continuous-time signal and discrete-time observation filtering problem for chaotic dynamical systems presents unique challenges in that the advected distribution between observations may encounter a separatrix…

Chaotic Dynamics · Physics 2025-04-07 Ryne Beeson , Uwe Hanebeck

In this paper, we consider a new framework for particle filtering under model uncertainty that operates beyond the scope of Markovian switching systems. Specifically, we develop a novel particle filtering algorithm that applies to general…

Computation · Statistics 2020-09-11 Yousef El-Laham , Liu Yang , Petar M. Djuric , Monica F. Bugallo

We propose a recursive particle filter for high-dimensional problems that inherently never degenerates. The state estimate is represented by deterministic low-discrepancy particle sets. We focus on the measurement update step, where a…

Information Theory · Computer Science 2025-11-25 Uwe D. Hanebeck

The random matrix model is popular in extended object tracking, due to its relative simplicity and versatility. In this model, the extended object state consists of a kinematic vector for the position and motion parameters (velocity, etc),…

Signal Processing · Electrical Eng. & Systems 2019-07-24 Karl Granström , Jakob Bramstång

This paper presents a method for calculating the smoothed state distribution for Jump Markov Linear Systems. More specifically, the paper details a novel two-filter smoother that provides closed-form expressions for the smoothed hybrid…

Methodology · Statistics 2020-04-21 Mark P. Balenzuela , Adrian G. Wills , Christopher Renton , Brett Ninness