A plethora of open problems in particle flow research for nonlinear filters, Bayesian decisions, Bayesian learning and transport

摘要

We describe many open problems for research in particle flows to compute Bayes' rule for nonlinear filters, Bayesian decisions and Bayesian learning as well as transport. Particle flow mitigates particle degeneracy, which is the main cause of the curse of dimensionality for particle filters. Particle flow filters are many orders of magnitude faster to compute in real time compared with standard particle filters for the same accuracy for difficult high dimensional problems.