الملخص
Particle filters are a standard tool for nonlinear state estimation, but their resampling step is discrete, preventing gradient-based learning in variational sequential Monte Carlo. We introduce Differentiable Systematic Resampling (DSR), a temperature-controlled relaxation of systematic resampling, that preserves the CDF-ordered, banded structure of systematic resampling while enabling full gradient flow. DSR converges to exact systematic resampling as the temperature vanishes, and we prove a pointwise exponential convergence rate for the induced bias. Compared to optimal-transport-based differentiable resampling, DSR avoids iterative solvers and has substantially lower computational overhead. Experiments on stochastic dynamical systems and real-world handwriting data show that DSR achieves comparable or superior filtering and dynamics learning performance.
الكلمات المفتاحية
الموضوع
بيانات النشر
- المجلة
- غير متاح
- وصول مفتوح
- وصول مفتوح أخضر
اقتبس هذه المقالة
APA 7
Cumlin, F., & Chatterjee, S. (2026). Differentiable Systematic Resampling for Variational Sequential Monte Carlo. https://omanscience.com/ar/articles/differentiable-systematic-resampling-for-variational-sequential-monte-carlo
MLA 9
Cumlin, Fredrik, and Saikat Chatterjee. "Differentiable Systematic Resampling for Variational Sequential Monte Carlo." https://omanscience.com/ar/articles/differentiable-systematic-resampling-for-variational-sequential-monte-carlo.
شيكاغو (المؤلف–التاريخ)
Cumlin, Fredrik, and Saikat Chatterjee. 2026. "Differentiable Systematic Resampling for Variational Sequential Monte Carlo." https://omanscience.com/ar/articles/differentiable-systematic-resampling-for-variational-sequential-monte-carlo.
هارفارد
Cumlin, F. and Chatterjee, S. (2026) 'Differentiable Systematic Resampling for Variational Sequential Monte Carlo', Available at: https://omanscience.com/ar/articles/differentiable-systematic-resampling-for-variational-sequential-monte-carlo.
فانكوفر
Cumlin F, Chatterjee S. Differentiable Systematic Resampling for Variational Sequential Monte Carlo. https://omanscience.com/ar/articles/differentiable-systematic-resampling-for-variational-sequential-monte-carlo
IEEE
F. Cumlin, and S. Chatterjee, "Differentiable Systematic Resampling for Variational Sequential Monte Carlo," https://omanscience.com/ar/articles/differentiable-systematic-resampling-for-variational-sequential-monte-carlo.