particle filtering
Robust Tracking with Particle Filtering for Fluorescent Cardiac Imaging
Guttikonda, Suresh, Neidhart, Maximilian, Sprenger, Johanna, Petersen, Johannes, Detter, Christian, Schlaefer, Alexander
Intraoperative fluorescent cardiac imaging enables quality control following coronary bypass grafting surgery. We can estimate local quantitative indicators, such as cardiac perfusion, by tracking local feature points. However, heart motion and significant fluctuations in image characteristics caused by vessel structural enrichment limit traditional tracking methods. We propose a particle filtering tracker based on cyclicconsistency checks to robustly track particles sampled to follow target landmarks. Our method tracks 117 targets simultaneously at 25.4 fps, allowing real-time estimates during interventions. It achieves a tracking error of (5.00 +/- 0.22 px) and outperforms other deep learning trackers (22.3 +/- 1.1 px) and conventional trackers (58.1 +/- 27.1 px).
State Estimation Using Particle Filtering in Adaptive Machine Learning Methods: Integrating Q-Learning and NEAT Algorithms with Noisy Radar Measurements
Reliable state estimation is essential for autonomous systems operating in complex, noisy environments. Classical filtering approaches, such as the Kalman filter, can struggle when facing nonlinear dynamics or non-Gaussian noise, and even more flexible particle filters often encounter sample degeneracy or high computational costs in large-scale domains. Meanwhile, adaptive machine learning techniques, including Q-learning and neuroevolutionary algorithms such as NEAT, rely heavily on accurate state feedback to guide learning; when sensor data are imperfect, these methods suffer from degraded convergence and suboptimal performance. In this paper, we propose an integrated framework that unifies particle filtering with Q-learning and NEAT to explicitly address the challenge of noisy measurements. By refining radar-based observations into reliable state estimates, our particle filter drives more stable policy updates (in Q-learning) or controller evolution (in NEAT), allowing both reinforcement learning and neuroevolution to converge faster, achieve higher returns or fitness, and exhibit greater resilience to sensor uncertainty. Experiments on grid-based navigation and a simulated car environment highlight consistent gains in training stability, final performance, and success rates over baselines lacking advanced filtering. Altogether, these findings underscore that accurate state estimation is not merely a preprocessing step, but a vital component capable of substantially enhancing adaptive machine learning in real-world applications plagued by sensor noise.
Beyond Prior Limits: Addressing Distribution Misalignment in Particle Filtering
Shi, Yiwei, Hu, Jingyu, Zhang, Yu, Yang, Mengyue, Zhang, Weinan, Liu, Cunjia, Liu, Weiru
Particle filtering is a Bayesian inference method and a fundamental tool in state estimation for dynamic systems, but its effectiveness is often limited by the constraints of the initial prior distribution, a phenomenon we define as the Prior Boundary Phenomenon. This challenge arises when target states lie outside the prior's support, rendering traditional particle filtering methods inadequate for accurate estimation. Although techniques like unbounded priors and larger particle sets have been proposed, they remain computationally prohibitive and lack adaptability in dynamic scenarios. To systematically overcome these limitations, we propose the Diffusion-Enhanced Particle Filtering Framework, which introduces three key innovations: adaptive diffusion through exploratory particles, entropy-driven regularisation to prevent weight collapse, and kernel-based perturbations for dynamic support expansion. These mechanisms collectively enable particle filtering to explore beyond prior boundaries, ensuring robust state estimation for out-of-boundary targets.
Deep Variational Sequential Monte Carlo for High-Dimensional Observations
van Nierop, Wessel L., Shlezinger, Nir, van Sloun, Ruud J. G.
Sequential Monte Carlo (SMC), or particle filtering, is widely used in nonlinear state-space systems, but its performance often suffers from poorly approximated proposal and state-transition distributions. This work introduces a differentiable particle filter that leverages the unsupervised variational SMC objective to parameterize the proposal and transition distributions with a neural network, designed to learn from high-dimensional observations. Experimental results demonstrate that our approach outperforms established baselines in tracking the challenging Lorenz attractor from high-dimensional and partial observations. Furthermore, an evidence lower bound based evaluation indicates that our method offers a more accurate representation of the posterior distribution.
Particle Filtering for Nonparametric Bayesian Matrix Factorization
Many unsupervised learning problems can be expressed as a form of matrix factorization, reconstructing an observed data matrix as the product of two matrices of latent variables. A standard challenge in solving these problems is determining the dimensionality of the latent matrices. Nonparametric Bayesian matrix factorization is one way of dealing with this challenge, yielding a posterior distribution over possible factorizations of unbounded dimensionality. A drawback to this approach is that posterior estimation is typically done using Gibbs sampling, which can be slow for large problems and when conjugate priors cannot be used. As an alternative, we present a particle filter for posterior estimation in nonparametric Bayesian matrix factorization models.
Continuous-time Particle Filtering for Latent Stochastic Differential Equations
Deng, Ruizhi, Mori, Greg, Lehrmann, Andreas M.
Particle filtering is a standard Monte-Carlo approach for a wide range of sequential inference tasks. The key component of a particle filter is a set of particles with importance weights that serve as a proxy of the true posterior distribution of some stochastic process. In this work, we propose continuous latent particle filters, an approach that extends particle filtering to the continuous-time domain. We demonstrate how continuous latent particle filters can be used as a generic plug-in replacement for inference techniques relying on a learned variational posterior. Our experiments with different model families based on latent neural stochastic differential equations demonstrate superior performance of continuous-time particle filtering in inference tasks like likelihood estimation and sequential prediction for a variety of stochastic processes.
An Easy-To-Implement Face Tracker Using Particle Filtering (Part 1)
Feel free to skip this part if you are already familiar with particle filtering! Particle Filter is a type of Monte Carlo method for estimating the internal states in dynamical systems. A particle is a guess of the current state (e.g, the speed and location of a moving robot), with a weight (probability of the guess being the true state). The main idea of the particle filter is to iteratively generate a group of such "particles" to describe the probability distribution of the true current state. The higher probability a particle carries, the more likely that particle's state will appear in the final state estimate. Particles with lower weights will be filtered out.
An Approximate Bayesian Approach to Surprise-Based Learning
Liakoni, Vasiliki, Modirshanechi, Alireza, Gerstner, Wulfram, Brea, Johanni
Surprise-based learning allows agents to adapt quickly in non-stationary stochastic environments. Most existing approaches to surprise-based learning and change point detection assume either implicitly or explicitly a simple, hierarchical generative model of observation sequences that are characterized by stationary periods separated by sudden changes. In this work we show that exact Bayesian inference gives naturally rise to a surprise-modulated trade-off between forgetting and integrating the new observations with the current belief. We demonstrate that many existing approximate Bayesian approaches also show surprise-based modulation of learning rates, and we derive novel particle filters and variational filters with update rules that exhibit surprise-based modulation. Our derived filters have a constant scaling in observation sequence length and particularly simple update dynamics for any distribution in the exponential family. Empirical results show that these filters estimate parameters better than alternative approximate approaches and reach comparative levels of performance to computationally more expensive algorithms. The theoretical insight of casting various approaches under the same interpretation of surprise-based learning, as well as the proposed filters, may find useful applications in reinforcement learning in non-stationary environments and in the analysis of animal and human behavior.
Particle Filtering for PLCA model with Application to Music Transcription
Cazau, D., Revillon, G., Yuancheng, W., Adam, O.
Automatic Music Transcription (AMT) consists in automatically estimating the notes in an audio recording, through three attributes: onset time, duration and pitch. Probabilistic Latent Component Analysis (PLCA) has become very popular for this task. PLCA is a spectrogram factorization method, able to model a magnitude spectrogram as a linear combination of spectral vectors from a dictionary. Such methods use the Expectation-Maximization (EM) algorithm to estimate the parameters of the acoustic model. This algorithm presents well-known inherent defaults (local convergence, initialization dependency), making EM-based systems limited in their applications to AMT, particularly in regards to the mathematical form and number of priors. To overcome such limits, we propose in this paper to employ a different estimation framework based on Particle Filtering (PF), which consists in sampling the posterior distribution over larger parameter ranges. This framework proves to be more robust in parameter estimation, more flexible and unifying in the integration of prior knowledge in the system. Note-level transcription accuracies of 61.8 $\%$ and 59.5 $\%$ were achieved on evaluation sound datasets of two different instrument repertoires, including the classical piano (from MAPS dataset) and the marovany zither, and direct comparisons to previous PLCA-based approaches are provided. Steps for further development are also outlined.
Intention-Aware Multi-Human Tracking for Human-Robot Interaction via Particle Filtering over Sets
Bai, Aijun (University of Science and Technology of China) | Simmons, Reid (Carnegie Mellon University) | Veloso, Manuela (Carnegie Mellon University) | Chen, Xiaoping (University of Science and Technology of China)
In order to successfully interact with multiple humans in social situations, an intelligent robot should have the ability to track multi-humans, and understand their motion intentions. We formalize this problem as a hidden Markov model, and estimate the posterior densities by particle filtering over sets approach. Our approach avoids directly performing observation-to-target association by defining a set as a joint state. The human identification problem is then solved in an expectation-maximization way. We evaluate the effectiveness of our approach by both benchamark test and real robot experiments.