{"id":3665,"date":"2025-05-08T07:02:30","date_gmt":"2025-05-08T07:02:30","guid":{"rendered":"https:\/\/mailitics.com\/index.php\/2025\/05\/08\/2505-04007\/"},"modified":"2025-05-08T07:02:30","modified_gmt":"2025-05-08T07:02:30","slug":"2505-04007","status":"publish","type":"post","link":"https:\/\/mailitics.com\/index.php\/2025\/05\/08\/2505-04007\/","title":{"rendered":"Variational Formulation of the Particle Flow Particle Filter"},"content":{"rendered":"<p>    Variational Formulation of the Particle Flow Particle Filter<br \/>\n \t<BR><br \/>\n<BR><\/BR><br \/>\n    <!-- no image --><br \/>\n \t<BR><br \/>\n<BR><\/BR><\/p>\n<div>arXiv:2505.04007v1 Announce Type: new<br \/>\nAbstract: This paper provides a formulation of the particle flow particle filter from the perspective of variational inference. We show that the transient density used to derive the particle flow particle filter follows a time-scaled trajectory of the Fisher-Rao gradient flow in the space of probability densities. The Fisher-Rao gradient flow is obtained as a continuous-time algorithm for variational inference, minimizing the Kullback-Leibler divergence between a variational density and the true posterior density.<\/div>\n<p> \t<BR><br \/>\n <BR><\/BR><br \/>\n    Yinzhuang Yi, Jorge Cort&#8217;es, Nikolay Atanasov<br \/>\n \t<BR><br \/>\n<BR><\/BR><br \/>\n<a href=\"https:\/\/arxiv.org\/abs\/2505.04007\">Go to original source<\/a><br \/>\n \t<BR><br \/>\n <BR><\/BR><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Variational Formulation of the Particle Flow Particle Filter arXiv:2505.04007v1 Announce Type: new Abstract: This paper provides a formulation of the particle flow particle filter from the perspective of variational inference. We show that the transient density used to derive the particle flow particle filter follows a time-scaled trajectory of the Fisher-Rao gradient flow in the [&hellip;]<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[62,113,112],"tags":[1612,380,936],"class_list":["post-3665","post","type-post","status-publish","format-standard","hentry","category-aimldsaimlds","category-cs-lg","category-stat-ml","tag-flow","tag-particle","tag-variational"],"_links":{"self":[{"href":"https:\/\/mailitics.com\/index.php\/wp-json\/wp\/v2\/posts\/3665"}],"collection":[{"href":"https:\/\/mailitics.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/mailitics.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/mailitics.com\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/mailitics.com\/index.php\/wp-json\/wp\/v2\/comments?post=3665"}],"version-history":[{"count":0,"href":"https:\/\/mailitics.com\/index.php\/wp-json\/wp\/v2\/posts\/3665\/revisions"}],"wp:attachment":[{"href":"https:\/\/mailitics.com\/index.php\/wp-json\/wp\/v2\/media?parent=3665"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/mailitics.com\/index.php\/wp-json\/wp\/v2\/categories?post=3665"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/mailitics.com\/index.php\/wp-json\/wp\/v2\/tags?post=3665"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}