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On Particle Methods for Parameter Estimation in State-Space Models

30 December 2014

Papers citing "On Particle Methods for Parameter Estimation in State-Space Models"

50 / 118 papers shown

Title
Sequential Monte Carlo for Policy Optimization in Continuous POMDPs Hany Abdulsamad Sahel Iqbal Simo Särkkä 65 0 0 22 May 2025
Learning to be Smooth: An End-to-End Differentiable Particle Smoother Ali Younis Erik B. Sudderth AI4TS 86 0 0 14 Feb 2025
Video Latent Flow Matching: Optimal Polynomial Projections for Video Interpolation and Extrapolation Yang Cao Zhao Song Chiwun Yang VGen 144 3 0 01 Feb 2025
Statistical Finite Elements via Interacting Particle Langevin Dynamics Alex Glyn-Davies Connor Duffin Ieva Kazlauskaite Mark Girolami O. Deniz Akyildiz 85 0 0 11 Sep 2024
Spacecraft inertial parameters estimation using time series clustering and reinforcement learning Konstantinos Platanitis M. Arana-Catania Leonardo Capicchiano Saurabh Upadhyay Leonard Felicetti 63 0 0 06 Aug 2024
Revisiting semi-supervised training objectives for differentiable particle filters Jiaxi Li John-Joseph Brady Xiongjie Chen Yunpeng Li 53 1 0 02 May 2024
Differentiable and Stable Long-Range Tracking of Multiple Posterior Modes Ali Younis Erik B. Sudderth 61 4 0 12 Apr 2024
Online Identification of Stochastic Continuous-Time Wiener Models Using Sampled Data M. Abdalmoaty Efe C. Balta John Lygeros Roy S. Smith 50 0 0 09 Mar 2024
Nesting Particle Filters for Experimental Design in Dynamical Systems Sahel Iqbal Adrien Corenflos Simo Särkkä Hany Abdulsamad 74 2 0 12 Feb 2024
Risk-Sensitive Stochastic Optimal Control as Rao-Blackwellized Markovian Score Climbing Hany Abdulsamad Sahel Iqbal Adrien Corenflos Simo Särkkä 80 2 0 21 Dec 2023
Online Variational Sequential Monte Carlo Alessandro Mastrototaro Jimmy Olsson BDL OffRL 68 3 0 19 Dec 2023
Learning Differentiable Particle Filter on the Fly Jiaxi Li Xiongjie Chen Yunpeng Li 58 2 0 10 Dec 2023
Unbiased and Multilevel Methods for a Class of Diffusions Partially Observed via Marked Point Processes Miguel Alvarez Ajay Jasra Hamza Ruzayqat 48 0 0 16 Nov 2023
On Feynman--Kac training of partial Bayesian neural networks Zheng Zhao Sebastian Mair Thomas B. Schön Jens Sjölund 74 0 0 30 Oct 2023
Inferring Inference Rajkumar Vasudeva Raju Zhe Li Scott W. Linderman Xaq Pitkow 76 1 0 04 Oct 2023
A State-Space Perspective on Modelling and Inference for Online Skill Rating Samuel Duffield Samuel Power Lorenzo Rimella 86 6 0 04 Aug 2023
Sparse Graphical Linear Dynamical Systems Émilie Chouzenoux Victor Elvira 73 8 0 06 Jul 2023
Sparse Bayesian Estimation of Parameters in Linear-Gaussian State-Space Models Benjamin Cox Victor Elvira 64 10 0 20 Jun 2023
Real-Time Variational Method for Learning Neural Trajectory and its Dynamics Matthew Dowling Yuan Zhao Il Memming Park BDL OffRL 69 6 0 18 May 2023
Designing Proposal Distributions for Particle Filters using Integrated Nested Laplace Approximation A. Amri 53 1 0 05 May 2023
Differentiable Bootstrap Particle Filters for Regime-Switching Models Wenhan Li Xiongjie Chen Wenwu Wang Victor Elvira Yunpeng Li 74 6 0 20 Feb 2023
An overview of differentiable particle filters for data-adaptive sequential Bayesian inference Xiongjie Chen Yunpeng Li 78 15 0 19 Feb 2023
Sequential Bayesian Learning for Hidden Semi-Markov Models Patrick Aschermayr K. Kalogeropoulos 88 0 0 25 Jan 2023
Particle-Based Score Estimation for State Space Model Learning in Autonomous Driving Angad Singh Omar Makhlouf Maximilian Igl Joao Messias Arnaud Doucet Shimon Whiteson 97 2 0 14 Dec 2022
Nonlinear System Identification: Learning while respecting physical models using a sequential Monte Carlo method A. Wigren Johan Wågberg Fredrik Lindsten A. Wills Thomas B. Schon 45 11 0 26 Oct 2022
Online Probabilistic Model Identification using Adaptive Recursive MCMC Pedram Agand Mo Chen H. Taghirad 67 4 0 23 Oct 2022
Expressivity of Hidden Markov Chains vs. Recurrent Neural Networks from a system theoretic viewpoint F. Desbouvries Y. Petetin Achille Salaün BDL 43 1 0 17 Aug 2022
Can a latent Hawkes process be used for epidemiological modelling? Stamatina Lamprinakou Axel Gandy E. McCoy 49 1 0 15 Aug 2022
A Case-Study of Sample-Based Bayesian Forecasting Algorithms Taylor R. Brown AI4TS 11 0 0 05 Aug 2022
Inference of Regulatory Networks Through Temporally Sparse Data Mohammad Alali Mahdi Imani 51 17 0 21 Jul 2022
Doubly-online changepoint detection for monitoring health status during sports activities M. Stival M. Bernardi P. Dellaportas 28 6 0 23 Jun 2022
Factored Conditional Filtering: Tracking States and Estimating Parameters in High-Dimensional Spaces Dawei Chen Samuel Yang-Zhao John Lloyd K. S. Ng AI4TS 41 1 0 05 Jun 2022
On off-line and on-line Bayesian filtering for uncertainty quantification of structural deterioration A. Kamariotis Luca Sardi I. Papaioannou Eleni Chatzi D. Štraub OffRL 106 14 0 06 May 2022
DeepBayes -- an estimator for parameter estimation in stochastic nonlinear dynamical models Anubhab Ghosh M. Abdalmoaty Saikat Chatterjee H. Hjalmarsson BDL 18 3 0 04 May 2022
When Artificial Parameter Evolution Gets Real: Particle Filtering for Time-Varying Parameter Estimation in Deterministic Dynamical Systems Andrea Arnold 46 6 0 31 Mar 2022
A Point Mass Proposal Method for Bayesian State-Space Model Fitting Mary Llewellyn Ruth King Victor Elvira Gordon J. Ross 30 0 0 25 Mar 2022
Conditional Measurement Density Estimation in Sequential Monte Carlo via Normalizing Flow Xiongjie Chen Yunpeng Li 34 7 0 16 Mar 2022
Conditional Approximate Normalizing Flows for Joint Multi-Step Probabilistic Forecasting with Application to Electricity Demand Arec Jamgochian Di Wu Kunal Menda Soyeon Jung Mykel J. Kochenderfer AI4TS 46 2 0 08 Jan 2022
The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems Juan Kuntz F. R. Crucinio A. M. Johansen 73 11 0 29 Oct 2021
Warped Dynamic Linear Models for Time Series of Counts Brian King Daniel R. Kowal AI4TS 107 5 0 27 Oct 2021
Online Variational Filtering and Parameter Learning Andrew Campbell Yuyang Shi Tom Rainforth Arnaud Doucet BDL 86 22 0 26 Oct 2021
Fast and numerically stable particle-based online additive smoothing: the AdaSmooth algorithm Alessandro Mastrototaro Jimmy Olsson Johan Westerborn Alenlöv 14 8 0 01 Aug 2021
Differentiable Particle Filters through Conditional Normalizing Flow Xiongjie Chen Hao Wen Yunpeng Li 69 22 0 01 Jul 2021
Nested Variational Inference Heiko Zimmermann Hao Wu Babak Esmaeili Jan-Willem van de Meent BDL 80 21 0 21 Jun 2021
Unsupervised Neural Hidden Markov Models with a Continuous latent state space Firas Jarboui Vianney Perchet BDL 13 0 0 10 Jun 2021
Nested Gaussian filters for recursive Bayesian inference and nonlinear tracking in state space models Sara Pérez-Vieites Joaquín Míguez 59 10 0 23 Mar 2021
Differentiable Particle Filtering via Entropy-Regularized Optimal Transport Adrien Corenflos James Thornton George Deligiannidis Arnaud Doucet OT 91 70 0 15 Feb 2021
Sequential Monte Carlo algorithms for agent-based models of disease transmission Nianqiao P. Ju J. Heng Pierre E. Jacob 19 10 0 28 Jan 2021
Fourier Series-Based Approximation of Time-Varying Parameters in Ordinary Differential Equations Anna Fitzpatrick Molly Folino Andrea Arnold 46 1 0 21 Jan 2021
A tutorial on spatiotemporal partially observed Markov process models via the R package spatPomp Kidus Asfaw Joonha Park Aaron M. King E. Ionides 57 3 0 04 Jan 2021