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Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class of Localized Particle Filters (LPFs) that exploit spatial…

Applications · Statistics 2025-07-10 Dan Crisan , Eliana Fausti

In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…

Methodology · Statistics 2007-10-24 Paul Fearnhead , Omiros Papaspiliopoulos , Gareth Roberts

An algorithm is discussed for converting a class of recursive processes to a parallel system. It is argued that this algorithm can be superior to certain methods currently found in the literature for an important subset of problems. The…

Computational Physics · Physics 2009-11-10 W. R. Gibbs

We describe a seriation algorithm for ranking a set of items given pairwise comparisons between these items. Intuitively, the algorithm assigns similar rankings to items that compare similarly with all others. It does so by constructing a…

Machine Learning · Computer Science 2016-03-11 Fajwel Fogel , Alexandre d'Aspremont , Milan Vojnovic

Continual learning seeks to enable deep learners to train on a series of tasks of unknown length without suffering from the catastrophic forgetting of previous tasks. One effective solution is replay, which involves storing few previous…

Machine Learning · Computer Science 2023-08-04 Daniel Brignac , Niels Lobo , Abhijit Mahalanobis

Despite the remarkable success of deep learning systems over the last decade, a key difference still remains between neural network and human decision-making: As humans, we cannot only form a decision on the spot, but also ponder,…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 Gregor Koehler , Tassilo Wald , Constantin Ulrich , David Zimmerer , Paul F. Jaeger , Jörg K. H. Franke , Simon Kohl , Fabian Isensee , Klaus H. Maier-Hein

Particle filtering is used to compute good nonlinear estimates of complex systems. It samples trajectories from a chosen distribution and computes the estimate as a weighted average. Easy-to-sample distributions often lead to degenerate…

Machine Learning · Computer Science 2021-10-07 Fernando Gama , Nicolas Zilberstein , Richard G. Baraniuk , Santiago Segarra

Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework,…

Computation · Statistics 2012-07-09 Mike Klaas , Nando de Freitas , Arnaud Doucet

Deep learning approaches to optical flow estimation have seen rapid progress over the recent years. One common trait of many networks is that they refine an initial flow estimate either through multiple stages or across the levels of a…

Computer Vision and Pattern Recognition · Computer Science 2019-04-11 Junhwa Hur , Stefan Roth

We study the problem of efficiently estimating counts for queries involving complex filters, such as user-defined functions, or predicates involving self-joins and correlated subqueries. For such queries, traditional sampling techniques may…

Databases · Computer Science 2020-01-01 Brett Walenz , Stavros Sintos , Sudeepa Roy , Jun Yang

Particle filtering is a standard Monte-Carlo approach for a wide range of sequential inference tasks. The key component of a particle filter is a set of particles with importance weights that serve as a proxy of the true posterior…

Machine Learning · Computer Science 2022-09-02 Ruizhi Deng , Greg Mori , Andreas M. Lehrmann

Adaptive filters are at the core of many signal processing applications, ranging from acoustic noise supression to echo cancelation, array beamforming, channel equalization, to more recent sensor network applications in surveillance, target…

Systems and Control · Electrical Eng. & Systems 2021-12-24 Jerónimo Arenas-García , Luis A. Azpicueta-Ruiz , Magno T. M. Silva , Vitor H. Nascimento , Ali H. Sayed

We propose a method to reduce non-uniform sample variance to a predetermined target level. The proposed space-variant filter can equalize variance of the non-stationary signal, or vary filtering strength based on image features, such as…

Computer Vision and Pattern Recognition · Computer Science 2019-11-15 Alexander Zamyatin

In this paper, we propose a very concise deep learning approach for collaborative filtering that jointly models distributional representation for users and items. The proposed framework obtains better performance when compared against…

Information Retrieval · Computer Science 2015-02-17 Zhang Junlin , Cai Heng , Huang Tongwen , Xue Huiping

We study a simple model of the stochastic information filtering, in a randomly organized information system. For simplest versions of the model it appears to be possible to describe the filtering dynamics in terms of the master equations.…

Disordered Systems and Neural Networks · Physics 2009-11-07 I. S. Manida , Yu. M. Pis'mak

Early stopping is a well known approach to reduce the time complexity for performing training and model selection of large scale learning machines. On the other hand, memory/space (rather than time) complexity is the main constraint in many…

Machine Learning · Statistics 2018-02-02 Tomas Angles , Raffaello Camoriano , Alessandro Rudi , Lorenzo Rosasco

In this manuscript a method for developing novel filtering algorithms through the parallel concatenation of two Bayesian filters is illustrated. Our description of this method, called turbo filtering, is based on a new graphical model; this…

Computation · Statistics 2018-06-14 Giorgio M. Vitetta , Pasquale Di Viesti , Emilio Sirignano , Francesco Montorsi

Residual deep neural networks (ResNets) are mathematically described as interacting particle systems. In the case of infinitely many layers the ResNet leads to a system of coupled system of ordinary differential equations known as neural…

Analysis of PDEs · Mathematics 2022-05-11 M. Herty , A. Thuenen , T. Trimborn , G. Visconti

We study the problem of multi-class classification under system-level constraints expressible as linear functionals over randomized classifiers. We propose a post-processing approach that adjusts a given base classifier to satisfy general…

Optimization and Control · Mathematics 2025-12-17 Evgenii Chzhen , Mohamed Hebiri , Gayane Taturyan

We propose a homotopy sampling procedure, loosely based on importance sampling. Starting from a known probability distribution, the homotopy procedure generates the unknown normalization of a target distribution. In the context of…

Computation · Statistics 2021-05-05 Juan M. Restrepo , Jorge M. Ramirez