Differentiable particle filtering via entropy-regularized optimal transport

Particle Filtering (PF) methods are an established class of procedures for performing inference in non-linear state-space models. Resampling is a key ingredient of PF necessary to obtain low variance likelihood and states estimates. However, traditional resampling methods result in PF-based loss fun...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Corenflos, A, Thornton, J, Deligiannidis, G, Doucet, A
التنسيق: Conference item
اللغة:English
منشور في: Journal of Machine Learning Research 2021