Resampling Gradients Vanish in Differentiable Sequential Monte Carlo Samplers.

Johannes Zenn Robert Bamler

Published in: CoRR (2023)

Keyphrases

sequential monte carlo
importance sampling
markov chain monte carlo
particle filter
visual tracking
random sampling
bayesian inference
posterior distribution
monte carlo
objective function
particle filtering
mean shift
parameter estimation
generative model
markov chain
state space
active learning