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Making deep convolutional neural networks more accurate typically comes at the cost of increased computational and memory resources. In this paper, we reduce this cost by exploiting the fact that the importance of features computed by…

Accurate post-processing navigation is essential for applications such as survey and mapping, where the full measurement history can be exploited to refine past state estimates. Fixed-interval smoothing algorithms represent the…

A prevalent problem in general state space models is the approximation of the smoothing distribution of a state conditional on the observations from the past, the present, and the future. The aim of this paper is to provide a rigorous…

Fredholm integral equations of the first kind are the prototypical example of ill-posed linear inverse problems. They model, among other things, reconstruction of distorted noisy observations and indirect density estimation and also appear…

Non-Gaussian Bayesian filtering is a core problem in stochastic filtering. The difficulty of the problem lies in parameterizing the state estimates. However the existing methods are not able to treat it well. We propose to use power moments…

Estimation of a dynamical system's latent state subject to sensor noise and model inaccuracies remains a critical yet difficult problem in robotics. While Kalman filters provide the optimal solution in the least squared sense for linear and…

Point cloud representation has gained traction due to its efficient memory usage and simplicity in acquisition, manipulation, and storage. However, as point cloud sizes increase, effective down-sampling becomes essential to address the…

Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily…

Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as…

This paper aims to build a probabilistic framework for Howard's policy iteration algorithm using the language of forward-backward stochastic differential equations (FBSDEs). As opposed to conventional formulations based on partial…

Stochastic texture filtering (STF) has re-emerged as a technique that can bring down the cost of texture filtering of advanced texture compression methods, e.g., neural texture compression. However, during texture magnification, the swapped…

While filtered back projection (FBP) is still the method of choice for fast tomographic reconstruction, its performance degrades noticeably in the presence of noise, incomplete sampling, or non-standard scan geometries. We propose a…

Fourier ptychographic microscopy (FPM) is a recently proposed quantitative phase imaging technique with high resolution and wide field-of-view (FOV). In current FPM imaging platforms, systematic error sources come from the aberrations, LED…

Fluid dynamics simulations with the lattice Boltzmann method (LBM) are very memory-intensive. Alongside reduction in memory footprint, significant performance benefits can be achieved by using FP32 (single) precision compared to FP64…

Current strategies for solving image-based inverse problems apply latent diffusion models to perform posterior sampling.However, almost all approaches make no explicit attempt to explore the solution space, instead drawing only a single…

Smoothing is an estimation technique that takes into account both past and future observations, and can be more accurate than filtering alone. In this Letter, a quantum theory of smoothing is constructed using a time-symmetric formalism,…

A problem of great interest in optimization is to minimize a sum of two closed, proper, and convex functions where one is smooth and the other has a computationally inexpensive proximal operator. In this paper we analyze a family of…

We propose a new stochastic L-BFGS algorithm and prove a linear convergence rate for strongly convex and smooth functions. Our algorithm draws heavily from a recent stochastic variant of L-BFGS proposed in Byrd et al. (2014) as well as a…

This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…

We present a new class of particle methods with deformable shapes that converge in the uniform norm without requiring remappings, extended overlapping or vanishing moments for the particles. The crux of the method is to use polynomial…