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cs.LG2023★ 1 cited
Learning Differentiable Particle Filter on the Fly
Jiaxi Li, Xiongjie Chen, Yunpeng Li
Differentiable particle filters are an emerging class of sequential Bayesian inference techniques that use neural networks to construct components in state space models. Existing a…
cs.LG2023★ 1 cited
An overview of differentiable particle filters for data-adaptive sequential Bayesian inference
Xiongjie Chen, Yunpeng Li
By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. W…