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arXiv 2405.04865cs.LGeess.SP
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可微粒子滤波器的状态域学习

Regime Learning for Differentiable Particle Filters

National Physical Laboratory(国家物理实验室)

John-Joseph Brady, Yuhui Luo, Wenwu Wang, Victor Elvira, Yunpeng Li

AI总结:

针对系统在有限状态空间模型间切换且难以同时学习状态域与切换过程的问题,提出基于神经网络的状态域学习可微粒子滤波器(RLPF)及训练流程,在数值实验中表现出竞争力。

摘要:

可微粒子滤波器是一类新兴模型,它将序贯蒙特卡罗技术与神经网络的灵活性相结合以执行状态空间推断。本文关注系统可能在有限状态空间模型集合(即状态域)之间切换的情况。先前的任何方法都无法同时有效学习各个状态域和切换过程。为此,我们提出基于神经网络的状态域学习可微粒子滤波器(RLPF)来解决此问题。我们进一步为RLPF及其他相关算法设计了训练流程。在两次数值实验中,我们展示了与先前最先进算法相比具有竞争力的性能。

英文摘要:

Differentiable particle filters are an emerging class of models that combine sequential Monte Carlo techniques with the flexibility of neural networks to perform state space inference. This paper concerns the case where the system may switch between a finite set of state-space models, i.e. regimes. No prior approaches effectively learn both the individual regimes and the switching process simultaneously. In this paper, we propose the neural network based regime learning differentiable particle filter (RLPF) to address this problem. We further design a training procedure for the RLPF and other related algorithms. We demonstrate competitive performance compared to the previous state-of-the-art algorithms on a pair of numerical experiments.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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