Ömer Deniz Akyıldız

Nudging the particle filter

2017 · arXiv (Cornell University)

We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model dynamics and the actual system, or (b) the posterior probability …

VarGrad: A Low-Variance Gradient Estimator for Variational Inference

2020 · Refubium (Universitätsbibliothek der Freien Universität Berlin)

We analyse the properties of an unbiased gradient estimator of the evidence lower bound (ELBO) for variational inference, based on the score function method with leave-one-out control variates. We show that this gradient estimator can …