2 papers
stat.ML2024
Differentiable Interacting Multiple Model Particle Filtering
John-Joseph Brady, Yuhui Luo, Wenwu Wang +2
We propose a sequential Monte Carlo algorithm for parameter learning when the studied model exhibits random discontinuous jumps in behaviour. To facilitate the learning of high dim…
cs.LG2024
Regime Learning for Differentiable Particle Filters
John-Joseph Brady, Yuhui Luo, Wenwu Wang +2
Differentiable particle filters are an emerging class of models that combine sequential Monte Carlo techniques with the flexibility of neural networks to perform state space infere…