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Variational Resampling
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Computational Science and Technology (CST).ORCID iD: 0000-0002-6369-712x
University of Edinburgh, University of Edinburgh.
University of Edinburgh, University of Edinburgh.
KTH, School of Electrical Engineering and Computer Science (EECS), Computer Science, Computational Science and Technology (CST).ORCID iD: 0000-0002-4552-0240
2024 (English)In: Proceedings of the 27th International Conference on Artificial Intelligence and Statistics, AISTATS 2024, ML Research Press , 2024, Vol. 238, p. 3286-3294Conference paper, Published paper (Refereed)
Abstract [en]

We cast the resampling step in particle filters (PFs) as a variational inference problem, resulting in a new class of resampling schemes: variational resampling. Variational resampling is flexible as it allows for choices of 1) divergence to minimize, 2) target distribution to input to the divergence, and 3) divergence minimization algorithm. With this novel application of VI to particle filters, variational resampling further unifies these two powerful and popular methodologies. We construct two variational resamplers that replicate particles in order to maximize lower bounds with respect to two different target measures. We benchmark our variational resamplers on challenging smoothing tasks, outperforming PFs that implement the state-of-the-art resampling schemes.

Place, publisher, year, edition, pages
ML Research Press , 2024. Vol. 238, p. 3286-3294
Series
Proceedings of Machine Learning Research, ISSN 2640-3498 ; 238
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-347316Scopus ID: 2-s2.0-85194142903OAI: oai:DiVA.org:kth-347316DiVA, id: diva2:1867249
Conference
27th International Conference on Artificial Intelligence and Statistics, AISTATS 2024, Valencia, Spain, May 2 2024 - May 4 2024
Note

QC 20240612

Available from: 2024-06-10 Created: 2024-06-10 Last updated: 2024-06-12Bibliographically approved

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Kviman, OskarLagergren, Jens

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CiteExportLink to record
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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
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  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
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Output format
  • html
  • text
  • asciidoc
  • rtf