Diffusion differentiable resampling
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Abstract (arXiv)
This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable, based on a training-free diffusion model surrogate. We theoretically prove that our diffusion resampling method provides a consistent resampling distribution, and we show empirically that it outperforms the state-of-the-art differentiable resampling methods on multiple filtering and parameter estimation benchmarks. Finally, we show that it achieves competitive end-to-end performance when used in learning a complex dynamics-decoder model with high-dimensional image observations.
Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 49 of its 86 references that are in the map. First posted on arXiv 11 Dec 2025.
Builds on
49 of 86 references.
References · 49
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37 more
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Citing papers per year: 2026: 2.
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