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In recent work it is shown that importance sampling can be avoided in the particle filter through an innovation structure inspired by traditional nonlinear filtering combined with Mean-Field Game formalisms. The resulting feedback particle…

Numerical Analysis · Mathematics 2016-11-18 Tao Yang , Richard S. Laugesen , Prashant G. Mehta , Sean P. Meyn

In this paper we develop a theory of general selection systems with discrete time and explore the evolution of selection systems, in particular, inhomogeneous populations. We show that the knowledge of the initial distribution of the…

Populations and Evolution · Quantitative Biology 2007-05-23 Georgy P. Karev

This work introduces, analyzes and demonstrates an efficient and theoretically sound filtering strategy to ensure the condition of the least-squares problem solved at each iteration of Anderson acceleration. The filtering strategy consists…

Numerical Analysis · Mathematics 2023-02-24 Sara Pollock , Leo G. Rebholz

Matrix factorization (MF) is a versatile learning method that has found wide applications in various data-driven disciplines. Still, many MF algorithms do not adequately scale with the size of available datasets and/or lack…

Machine Learning · Computer Science 2019-05-30 Abhishek Agarwal , Jianhao Peng , Olgica Milenkovic

The joint bilateral filter, which enables feature-preserving signal smoothing according to the structural information from a guidance, has been applied for various tasks in geometry processing. Existing methods either rely on a static…

Graphics · Computer Science 2018-03-15 Juyong Zhang , Bailin Deng , Yang Hong , Yue Peng , Wenjie Qin , Ligang Liu

Feature selection is fundamental to robust data-centric AI, but most existing methods optimize predictive performance under a single data distribution. This often selects spurious features that fail under distribution shifts. Motivated by…

Machine Learning · Computer Science 2026-03-24 Arun Vignesh Malarkkan , Xinyuan Wang , Kunpeng Liu , Denghui Zhang , Yanjie Fu

The ensemble Kalman filter is widely used in applications because, for high dimensional filtering problems, it has a robustness that is not shared for example by the particle filter; in particular it does not suffer from weight collapse.…

Optimization and Control · Mathematics 2024-08-29 J. A. Carrillo , F. Hoffmann , A. M. Stuart , U. Vaes

Moment-based estimation filters have successfully aided spacecraft navigation for decades. However, future missions plan to venture into deep-space regimes with significant round-trip light-time telecommunication delays, operate in…

Earth and Planetary Astrophysics · Physics 2025-08-13 Benjamin L. Hanson , Todd A. Ely , Thomas R. Bewley , Aaron J. Rosengren

There are several attitude estimation algorithms in existence, all of which use local coordinate representations for the group of rigid body orientations. All local coordinate representations of the group of orientations have associated…

Optimization and Control · Mathematics 2007-05-23 Amit K. Sanyal

This paper contains a concise comparison of a number of nonlinear attitude filtering methods that have attracted attention in the robotics and aviation literature. With the help of previously published surveys and comparison studies, the…

Systems and Control · Computer Science 2015-02-16 M. Zamani , J. Trumpf , R. Mahony

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

The Kalman filter is ubiquitous for state space models because of its desirable statistical properties, ease of implementation, and generally good performance. However, it can perform poorly in the presence of outliers, or measurements with…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Michael J. Walsh

The paper defines and studies manifold (M) convolutional filters and neural networks (NNs). \emph{Manifold} filters and MNNs are defined in terms of the Laplace-Beltrami operator exponential and are such that \emph{graph} (G) filters and…

Machine Learning · Computer Science 2024-03-18 Zhiyang Wang , Luana Ruiz , Alejandro Ribeiro

Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the dimensionality of the state space increases as the time proceeds and eventually may cause…

Computation · Statistics 2019-08-30 Linjie Wen , Jiangqi Wu , Linjun Lu , Jinglai Li

The issue of filter stability with respect to (w.r.t.) the initial condition refers to the unreliable filtering process caused by improper prior information of the initial state. This paper focuses on analyzing and resolving the stability…

Systems and Control · Electrical Eng. & Systems 2024-03-15 Yirui Cong , Xiangke Wang , Xiangyun Zhou

We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…

Numerical Analysis · Mathematics 2022-08-12 Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

In many robotic applications, it is crucial to maintain a belief about the state of a system, which serves as input for planning and decision making and provides feedback during task execution. Bayesian Filtering algorithms address this…

Machine Learning · Computer Science 2021-06-11 Alina Kloss , Georg Martius , Jeannette Bohg

Inertial measurement units are commonly used to estimate the attitude of moving objects. Numerous nonlinear filter approaches have been proposed for solving the inherent sensor fusion problem. However, when a large range of different…

Machine Learning · Computer Science 2021-08-11 Daniel Weber , Clemens Gühmann , Thomas Seel

This article is concerned with a new filtered two-step variational integrator for solving the charged-particle dynamics in a mildly non-uniform moderate or strong magnetic field with a dimensionless parameter $\varepsilon$ inversely…

Numerical Analysis · Mathematics 2026-03-05 Ting Li , Bin Wang

State estimation in the presence of uncertain or data-driven noise distributions remains a critical challenge in control and robotics. Although the Kalman filter is the most popular choice, its performance degrades significantly when…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Minhyuk Jang , Astghik Hakobyan , Insoon Yang
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