activity
20132025
most citedStochastic Particle Flow for Nonlinear High-Dimensional Filtering Problems

19 citations · 20 across the 5 of their papers we have counts for

collaborators

5 papers

cs.AI2025★ 1 cited

The Future of Artificial Intelligence and the Mathematical and Physical Sciences (AI+MPS)

Andrew Ferguson, Marisa LaFleur, Lars Ruthotto +97

This community paper developed out of the NSF Workshop on the Future of Artificial Intelligence (AI) and the Mathematical and Physics Sciences (MPS), which was held in March 2025 w…

eess.SP2021

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…

math.OC2021

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…

stat.ME2015★ 19 cited

Stochastic Particle Flow for Nonlinear High-Dimensional Filtering Problems

Flávio Eler De Melo, Simon Maskell, Matteo Fasiolo +1

A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent inte…

math.PR2013

Fractional nonlinear filtering problems and their associated fractional Zakai equations

Sabir Umarov, Frederick Daum, Kenric Nelson

In this paper we discuss fractional generalizations of the filtering problem. The "fractional" nature comes from time-changed state or observation processes, basic ingredients of t…