相关论文: On the auxiliary particle filter

Particle filters are not compatible with automatic differentiation due to the presence of discrete resampling steps. While known estimators for the score function, based on Fisher's identity, can be computed using particle filters, up to…

In bandit algorithms, the randomly time-varying adaptive experimental design makes it difficult to apply traditional limit theorems to off-policy evaluation of the treatment effect. Moreover, the normal approximation by the central limit…

We study the asymptotic properties of parameter estimation and predictive inference under the exchangeable Gibbs partition, characterized by a discount parameter $\alpha\in(0,1)$ and a triangular array $v_{n,k}$ satisfying a backward…

Pre-trained Vision-Language Models (VLMs) have recently shown promise in detecting anomalies. However, previous approaches are fundamentally limited by their reliance on human-designed prompts and the lack of accessible anomaly samples,…

The purpose of this paper is to describe the feedback particle filter algorithm for problems where there are a large number ($M$) of non-interacting agents (targets) with a large number ($M$) of non-agent specific observations…

Fisher's linear discriminant analysis (FLDA) is an important dimension reduction method in statistical pattern recognition. It has been shown that FLDA is asymptotically Bayes optimal under the homoscedastic Gaussian assumption. However,…

Aspl{\"u}nd's metric, which is useful for pattern matching, consists in a double-sided probing, i.e. the over-graph and the sub-graph of a function are probed jointly. It has previously been defined for grey-scale images using the…

Recent efforts in fine-tuning language models often rely on automatic data selection, commonly using Nearest Neighbors retrieval from large datasets. However, we theoretically show that this approach tends to select redundant data, limiting…

This paper presents the development and analysis of an asymptotically compatible (AC) unfitted finite element method for one-dimensional nonlocal elliptic interface problems. The proposed method achieves optimal error estimates through…

Lifted probabilistic inference exploits symmetries in a probabilistic model to allow for tractable probabilistic inference with respect to domain sizes of logical variables. We found that the current state-of-the-art algorithm to construct…

Cyclotomic fast Fourier transforms (CFFTs) are efficient implementations of discrete Fourier transforms over finite fields, which have widespread applications in cryptography and error control codes. They are of great interest because of…

We generalize the elementary mechanism of sampling with replacement $N$ times from a weighted population of size $N$, by introducing auxiliary variables and constraints on conditional independence characterised by modular congruence…

This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a compact and connected matrix Lie group without boundary, e.g. SO(n) and SE(n), in the presence of real-valued observations. This…

We deduce the asymptotic error distribution of the Euler method for the nonlinear filtering problem with continuous-time observations. Previous works by several authors have shown that the error structure of the method is characterized by…

We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…

We use methods inspired from complex Tauberian theorems to make progress in understanding the asymptotic behavior of the magnitude of heavy-light-heavy three point coefficients rigorously. The conditions and the precise sense of averaging,…

In this paper we present a hybrid neural network augmented physics-based modeling (APBM) framework for Bayesian nonlinear latent space estimation. The proposed APBM strategy allows for model adaptation when new operation conditions come…

Multiple testing has been a popular topic in statistical research. Although vast works have been done, controlling the false discoveries remains a challenging task when the corresponding test statistics are dependent. Various methods have…

We give elementary proof of a stability result concerning an exponential asymptotic ($t\to\infty$) for filtering estimates generated by wrongly initialized Wonham filter. This proof is based on new exponential bound having independent…

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…