Differentiable particle filtering using optimal placement resampling

D Csuzdi, O Törő, T Bécsi - 2024 IEEE 18th International …, 2024 - ieeexplore.ieee.org
Particle filters are a frequent choice for inference tasks in nonlinear and non-Gaussian state-
space models. They can either be used for state inference by approximating the filtering …

Accelerated Inference for Partially Observed Markov Processes using Automatic Differentiation

K Tan, G Hooker, EL Ionides - arxiv preprint arxiv:2407.03085, 2024 - arxiv.org
Automatic differentiation (AD) has driven recent advances in machine learning, including
deep neural networks and Hamiltonian Markov Chain Monte Carlo methods. Partially …

Enhanced SMC2: Leveraging Gradient Information from Differentiable Particle Filters Within Langevin Proposals

C Rosato, J Murphy, A Varsi… - … on Multisensor Fusion …, 2024 - ieeexplore.ieee.org
Sequential Monte Carlo Squared (SMC^2) is a Bayesian method which can infer the states
and parameters of non-linear, non-Gaussian state-space models. The standard random …

Inverse Particle and Ensemble Kalman Filters

H Singh, A Chattopadhyay, K Vijay Mishra - arxiv e-prints, 2024 - ui.adsabs.harvard.edu
In cognitive systems, recent emphasis has been placed on studying cognitive processes of
the subject whose behavior was the primary focus of the system's cognitive response. This …