Goto

Collaborating Authors

 diffusion differentiable

Diffusion differentiable resampling

Andersson, Jennifer Rosina, Zhao, Zheng

arXiv.org Machine Learning

This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). We propose a new informative resampling method that is instantly pathwise differentiable, based on an ensemble score diffusion model. We prove that our diffusion resampling method provides a consistent estimate to the resampling distribution, and we show by experiments that it outperforms the state-of-the-art differentiable resampling methods when used for stochastic filtering and parameter estimation.

  diffusion, diffusion differentiable, experiment, (14 more...)
2512.10401
  Country:
  Genre: Research Report (0.64)
  Technology:

Add feedback