Related papers: Rao-Blackwellized Stein Gradient Descent for Joint…
Stein variational gradient descent (SVGD) is a recently proposed particle-based Bayesian inference method, which has attracted a lot of interest due to its remarkable approximation ability and particle efficiency compared to traditional…
This paper details how to parameterize the posterior distribution of state-space systems to generate improved optimization problems for system identification using variational inference. Three different parameterizations of the assumed…
State estimation of dynamical systems in real-time is a fundamental task in signal processing. For systems that are well-represented by a fully known linear Gaussian state space (SS) model, the celebrated Kalman filter (KF) is a low…
This paper presents a new iterative state estimation algorithm for advection dominated flows with non-Gaussian uncertainty description of $L^\infty$-type: uncertain initial condition and model error are assumed to be pointvise bounded in…
We develop a new method of online inference for a vector of parameters estimated by the Polyak-Ruppert averaging procedure of stochastic gradient descent (SGD) algorithms. We leverage insights from time series regression in econometrics and…
Practical Bayes filters often assume the state distribution of each time step to be Gaussian for computational tractability, resulting in the so-called Gaussian filters. When facing nonlinear systems, Gaussian filters such as extended…
State estimation incorporates the feedback in optimization based advanced process control systems and is very important for the performance of model predictive control. We describe the extended Kalman filter, the unscented Kalman filter,…
We show how to use Stein variational gradient descent (SVGD) to carry out inference in Gaussian process (GP) models with non-Gaussian likelihoods and large data volumes. Markov chain Monte Carlo (MCMC) is extremely computationally intensive…
We introduce neural information field filter, a Bayesian state and parameter estimation method for high-dimensional nonlinear dynamical systems given large measurement datasets. Solving such a problem using traditional methods, such as…
This paper introduces a novel proprioceptive state estimator for legged robots that combines model-based filters and deep neural networks. Recent studies have shown that neural networks such as multi-layer perceptron or recurrent neural…
State estimation in robotic systems presents significant challenges, particularly due to the prevalence of multimodal posterior distributions in real-world scenarios. One effective strategy for handling such complexity is to compute maximum…
Joint state and parameter estimation is a core problem for dynamic Bayesian networks. Although modern probabilistic inference toolkits make it relatively easy to specify large and practically relevant probabilistic models, the silver…
Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…
This paper introduces a novel GPS-aided visual-wheel odometry (GPS-VWO) for ground robots. The state estimation algorithm tightly fuses visual, wheeled encoder and GPS measurements in the way of Multi-State Constraint Kalman Filter (MSCKF).…
Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gradient flow to approximate a target probability distribution…
We describe the neural-network training framework used in the Kaldi speech recognition toolkit, which is geared towards training DNNs with large amounts of training data using multiple GPU-equipped or multi-core machines. In order to be as…
Considering the problem of nonlinear and non-gaussian filtering of the graph signal, in this paper, a robust square root unscented Kalman filter based on graph signal processing is proposed. The algorithm uses a graph topology to generate…
The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be used to estimate the parameters of the model. However, this…
We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metrics. Our key insight is that the time derivative of the…
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…