Webinar: Zheng Zhao (LiU) May 29

The second webinar of the spring 2026 will be given by Zheng Zhao (LiU).

When: Friday May 29, 11.00 – 11.45

Where: Zoom

Titel: Diffusion differentiable resampling

Abstract:This work is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). We propose a new informative resampling method that is instantly pathwise differentiable, based on an ensemble score diffusion model. We prove that our diffusion resampling method provides a consistent estimate to the resampling distribution, and we show by experiments that it outperforms the state-of-the-art differentiable resampling methods when used for stochastic filtering and parameter estimation. Implementations are available online at github.com/zgbkdlm/diffres.