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Depth maps are widely used in feed-forward 3D Gaussian Splatting (3DGS) pipelines by unprojecting them into 3D point clouds for novel view synthesis. This approach offers advantages such as efficient training, the use of known camera poses,…
Kalman filtering and smoothing are the foundational mechanisms for efficient inference in Gauss-Markov models. However, their time and memory complexities scale prohibitively with the size of the state space. This is particularly…
State-space models (SSMs) are a broad class of probabilistic models for dynamical systems with many applications in engineering and science. Bayesian filtering is analytically tractable only in the linear-Gaussian setting, where the Kalman…
Linear systems in applications are typically well-posed, and yet the coefficient matrices may be nearly singular in that the condition number $\kappa(\boldsymbol{A})$ may be close to $1/\varepsilon_{w}$, where $\varepsilon_{w}$ denotes the…
We present the Parallel, Forward-Backward with Pruning (PFBP) algorithm for feature selection (FS) in Big Data settings (high dimensionality and/or sample size). To tackle the challenges of Big Data FS PFBP partitions the data matrix both…
Recently it was discovered that altering the shape of the meta stable and unstable branches of an equation of state (EOS) can greatly improve the numerical accuracy of liquid and gas densities in the pseudopotential method. Inspired by this…
Most image smoothing filters in the literature assume a piecewise constant model of smoothed output images. However, the piecewise constant model assumption can cause artifacts such as gradient reversals in applications such as image detail…
The H-frame (also known as H-Bot) architecture is a simple and elegant two-axis parallel positioning system used to construct the XY stage of 3D printers. It holds potential for high speed and excellent dynamic performance due to the use of…
Forward-flux sampling (FFS) is a path sampling technique that has gained increased popularity in recent years, and has been used to compute rates of rare event phenomena such as crystallization, condensation, hydrophobic evaporation, DNA…
The probability hypothesis density (PHD) and Poisson multi-Bernoulli (PMB) filters are two popular set-type multi-object filters. Motivated by the fact that the multi-object filtering density after each update step in the PHD filter is a…
Particle filtering is a powerful approximation method that applies to state estimation in nonlinear and non-Gaussian dynamical state-space models. Unfortunately, the approximation error depends exponentially on the system dimension. This…
We introduce a novel method for online smoothing in state-space models that utilises a fixed-lag approximation to overcome the well known issue of path degeneracy. Unlike classical fixed-lag techniques that only approximate certain…
A recent line of work has shown that end-to-end optimization of Bayesian filters can be used to learn state estimators for systems whose underlying models are difficult to hand-design or tune, while retaining the core advantages of…
Localization and mapping with heterogeneous multi-sensor fusion have been prevalent in recent years. To adequately fuse multi-modal sensor measurements received at different time instants and different frequencies, we estimate the…
Smoothing is a technique that estimates the state of a system using measurement information both prior and posterior to the estimation time. Two notable examples of this technique are the Rauch-Tung-Striebel and Mayne-Fraser-Potter…
In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…
This paper is concerned with the convergence and long-term stability analysis of the feedback particle filter (FPF) algorithm. The FPF is an interacting system of $N$ particles where the interaction is designed such that the empirical…
The typical particle filtering approximation error is exponentially dependent on the dimension of the model. Therefore, to control this error, an enormous number of particles are required, which means a heavy computational burden that is…
This article addresses the problem of efficient Bayesian inference in dynamic systems using particle methods and makes a number of contributions. First, we develop a correlated pseudo-marginal (CPM) approach for Bayesian inference in state…
A novel generative site-specific beamforming (GenSSBF) approach, termed fast beam-brainstorm (F-BBS), is proposed to address the practical bottlenecks of slow beam generation and fixed channel probing lengths in existing GenSSBF. To…