Particle belief propagation

Graphical inference using empirical distribution estimates

July 25, 2014 — April 8, 2022

Figure 1

Empirical CDFs as approximate belief propagation updates.

1 References

Grooms, and Robinson. 2021. A Hybrid Particle-Ensemble Kalman Filter for Problems with Medium Nonlinearity.” PLOS ONE.
Naesseth, Christian, Lindsten, and Schon. 2015. Nested Sequential Monte Carlo Methods.” In Proceedings of the 32nd International Conference on Machine Learning.
Naesseth, Christian Andersson, Lindsten, and Schön. 2014. Sequential Monte Carlo for Graphical Models.” In Advances in Neural Information Processing Systems.
Paige, and Wood. 2016. Inference Networks for Sequential Monte Carlo in Graphical Models.” In Proceedings of The 33rd International Conference on Machine Learning.