3 accepted papers
Many variants of the Wasserstein distance have been introduced to reduce its original computational burden. In particular the Sliced-Wasserstein distance (SW), which leverages one-dimensional projections for which a closed-form solution of the Wasserstein distance is available, has received a lot of…
The curse of dimensionality in particle filtering can be mitigated by approximating the posterior distribution by a product of marginals on disjoint low dimensional subspaces of the state space. One such approach is known as the block particle filter in which the correction and resampling steps in p…
In many signal processing applications we aim to track a state of interest given available observations. Among existing techniques, sequential Monte Carlo filters are importance sampling-based algorithms meant to propagate in time a set of weighted particles which represent the a posteriori density…