Expectation-Propagation

Strict Online Variational Bayesian Filtering: What Survived The Stress Tests

A synthesis of strict online nonlinear filtering experiments: K2 FIVO bridge survived, while trajectories, couplings, flows, and predictive pressure exposed calibration failures.

ai-research, variational-filtering, nonlinear-filtering, particle-filtering, assumed-density-filtering, expectation-propagation

Amortizing Quadrature Filters Without Losing Calibration

A strict mixture filter learned from deterministic Power-EP teachers improved some nonlinear alias cases, but exposed a hard alias-mass calibration tradeoff.

ai-research, variational-filtering, nonlinear-filtering, assumed-density-filtering, expectation-propagation

Reference-Free Quadrature Filters For The Sine Benchmark

Deterministic quadrature ADF and Power-EP baselines showed that much of the nonlinear filtering gap was algorithmic, not just amortization.

ai-research, nonlinear-filtering, assumed-density-filtering, expectation-propagation