# Differentiable Particle Filtering using Optimal Placement Resampling

arXiv: https://arxiv.org/abs/2402.16639 · HTML: https://mlsanity.com/paper/2402.16639/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 13 of its 28 references that are in the map.
- First posted on arXiv 26 Feb 2024.

## Builds on (most cited first, 13 of 13)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Importance Weighted Autoencoders](https://mlsanity.com/paper/1509.00519/) (2015)
- [Variational Sequential Monte Carlo](https://mlsanity.com/paper/1705.11140/) (2017)
- [Filtering Variational Objectives](https://mlsanity.com/paper/1705.09279/) (2017)
- [Auto-Encoding Sequential Monte Carlo](https://mlsanity.com/paper/1705.10306/) (2017)
- [Particle Filter Networks with Application to Visual Localization](https://mlsanity.com/paper/1805.08975/) (2018)
- [Differentiable Particle Filters: End-to-End Learning with Algorithmic Priors](https://mlsanity.com/paper/1805.11122/) (2018)
- [Differentiable Particle Filtering via Entropy-Regularized Optimal Transport](https://mlsanity.com/paper/2102.07850/) (2021)
- [How to Train Your Differentiable Filter](https://mlsanity.com/paper/2012.14313/) (2020)
- [An overview of differentiable particle filters for data-adaptive sequential Bayesian inference](https://mlsanity.com/paper/2302.09639/) (2023)
- [Differentiable Particle Filtering without Modifying the Forward Pass](https://mlsanity.com/paper/2106.10314/) (2021)
- [Efficient Learning of the Parameters of Non-Linear Models using Differentiable Resampling in Particle Filters](https://mlsanity.com/paper/2111.01409/) (2021)
- [Particle-Based Score Estimation for State Space Model Learning in Autonomous Driving](https://mlsanity.com/paper/2212.06968/) (2022)

## Abstract (arXiv)

Particle filters are a frequent choice for inference tasks in nonlinear and non-Gaussian state-space models. They can either be used for state inference by approximating the filtering distribution or for parameter inference by approximating the marginal data (observation) likelihood. A good proposal distribution and a good resampling scheme are crucial to obtain low variance estimates. However, traditional methods like multinomial resampling introduce nondifferentiability in PF-based loss functions for parameter estimation, prohibiting gradient-based learning tasks. This work proposes a differentiable resampling scheme by deterministic sampling from an empirical cumulative distribution function. We evaluate our method on parameter inference tasks and proposal learning.