5 citations · 5 across the 4 of their papers we have counts for
4 papers
Stability and Convergence of Stochastic Particle Flow Filters
Liyi Dai, Fred Daum
In this paper, we examine dynamic properties of particle flows for a recently derived parameterized family of stochastic particle flow filters for nonlinear filtering and Bayesian…
Stiffness Mitigation in Stochastic Particle Flow Filters
Liyi Dai, Frederick E. Daum
The linear convex log-homotopy has been used in the derivation of particle flow filters. One natural question is whether it is beneficial to consider other forms of homotopy. We re…
A New Parameterized Family of Stochastic Particle Flow Filters
Liyi Dai, Fred Daum
In this paper, we are interested in obtaining answers to the following questions for particle flow filters: Can we provide a theoretical guarantee that particle flow filters give c…
Convergence Rates of Finite Difference Stochastic Approximation Algorithms
Liyi Dai
Recently there has been renewed interests in derivative free approaches to stochastic optimization. In this paper, we examine the rates of convergence for the Kiefer-Wolfowitz algo…