arXiv Machine Learning By John-Joseph Brady, Benjamin Cox, Yunpeng Li, V\'ictor Elvira

PyDPF: A Python Package for Differentiable Particle Filtering

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arXiv:2510. 25693v3 Announce Type: replace-cross Abstract: State-space models (SSMs) are a widely used tool in time series analysis.

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arXiv Machine Learning
Sep 22

Bayesian Filtering in Physical Systems via Test-time Trained Flow Matching

The paper introduces the Belief Flow Filter (BFF), a generative filtering framework that encodes the evolving posterior distribution directly into flow matching model weights and updates them via test‑time gradient descent. By avoiding particle representations and Gaussian assumptions, BFF aligns structurally with Bayesian filtering and targets the recursive filtering operator. Empirical results on five physical systems—including chaotic dynamics, sparse observations, and a tokamak plasma estimation task—show that BFF outperforms existing methods in most benchmark metrics.

By Ruiqi Feng, Chongyi Wang, Tao Zhang, Tailin Wu
arXiv Machine Learning
Jun 9

Conditional Normalizing Flows for Forward and Backward Joint State and Parameter Estimation

arXiv:2601. 07013v2 Announce Type: replace-cross Abstract: Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters -- show performance degradation when applied to nonlinear systems whose uncertainty follows arbitrary non-Gaussian, and potentially multi-modal distributions.

By Luke S. Lagunowich, Guoxiang Grayson Tong, Daniele E. Schiavazzi