Discrete-space particle filters for reflecting diffusions
Bibliographic record
Abstract
We consider the low observable filtering problem of detecting and tracking a target buried in high amplitude synthetic spatial observation noise. Motivated by fish farming applications, we constrain our target to live in a rectangular region, undergoing reflections at the boundary of this region, and moving in a manner described by the unique solution to a Skorohod stochastic differential equation. Observations are taken at discrete times and consist of a nonlinear partial function of the current state corrupted by additive noise. We use the reference probability method to describe the solution to this filtering problem in terms of a discrete-time version of the Duncan-Mortensen-Zakai equation and then use Markov chain approximations to produce an implementable approximate solution. The approximations incorporate discretizations of both space and amplitude directly into the unnormalized conditional distribution of the signal given the back observations. These approximations converge to the actual filtering conditional distribution as the discretization mesh is refined. The algorithm to implement our filter is reduced to an algorithm to implement a specific time-inhomogeneous Markov chain, which can be done using a single Poisson process and independent sequences of Bernoulli trials. The inhomogeneity is due to the observations themselves. The discretization of amplitude results in particles representing a small mass of the conditional distribution at particular grid points in the signal domain. These particles diffuse, drift, give birth, and die within the region similarly to those of continuous-state particle filters. The particles include information from the observations through observation-dependent births and deaths. We discuss issues like mean time to localize the target and fidelity of filter estimates at various signal to noise ratios, and give visual demonstrations of filter performance.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.002 | 0.007 |
| Meta-epidemiology (narrow) | 0.001 | 0.001 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.001 | 0.001 |
| Scholarly communication | 0.001 | 0.002 |
| Open science | 0.002 | 0.001 |
| Research integrity | 0.002 | 0.002 |
| Insufficient payload (model declined to judge) | 0.002 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".