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Fredrik Lindsten

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27 papers

2 author rows

ICLR Conference 2025 Conference Paper

Continuous Ensemble Weather Forecasting with Diffusion models

Martin Andrae
Tomas Landelius
Joel Oskarsson
Fredrik Lindsten

Weather forecasting has seen a shift in methods from numerical simulations to data-driven systems. While initial research in the area focused on deterministic forecasting, recent works have used diffusion models to produce skillful ensemble forecasts. These models are trained on a single forecasting step and rolled out autoregressively. However, they are computationally expensive and accumulate errors for high temporal resolution due to the many rollout steps. We address these limitations with Continuous Ensemble Forecasting, a novel and flexible method for sampling ensemble forecasts in diffusion models. The method can generate temporally consistent ensemble trajectories completely in parallel, with no autoregressive steps. Continuous Ensemble Forecasting can also be combined with autoregressive rollouts to yield forecasts at an arbitrary fine temporal resolution without sacrificing accuracy. We demonstrate that the method achieves competitive results for global weather forecasting with good probabilistic properties.

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ICLR Conference 2025 Conference Paper

cryoSPHERE: Single-Particle HEterogeneous REconstruction from cryo EM

Gabriel Ducrocq
Lukas Grunewald
Sebastian Westenhoff
Fredrik Lindsten

The three-dimensional structure of proteins plays a crucial role in determining their function. Protein structure prediction methods, like AlphaFold, offer rapid access to a protein’s structure. However, large protein complexes cannot be reliably predicted, and proteins are dynamic, making it important to resolve their full conformational distribution. Single-particle cryo-electron microscopy (cryo-EM) is a powerful tool for determining the structures of large protein complexes. Importantly, the numerous images of a given protein contain underutilized information about conformational heterogeneity. These images are very noisy projections of the protein, and traditional methods for cryo-EM reconstruction are limited to recovering only one or a few consensus conformations. In this paper, we introduce cryoSPHERE, which is a deep learning method that uses a nominal protein structure (e.g., from AlphaFold) as input, learns how to divide it into segments, and moves these segments as approximately rigid bodies to fit the different conformations present in the cryo-EM dataset. This approach provides enough constraints to enable meaningful reconstructions of single protein structural ensembles. We demonstrate this with two synthetic datasets featuring varying levels of noise, as well as two real dataset. We show that cryoSPHERE is very resilient to the high levels of noise typically encountered in experiments, where we see consistent improvements over the current state-of-the-art for heterogeneous reconstruction.

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UAI Conference 2025 Conference Paper

Discriminative ordering through ensemble consensus

Louis Ohl
Fredrik Lindsten

Evaluating the performance of clustering models is a challenging task where the outcome depends on the definition of what constitutes a cluster. Due to this design, current existing metrics rarely handle multiple clustering models with diverse cluster definitions, nor do they comply with the integration of constraints when available. In this work, we take inspiration from consensus clustering and assume that a set of clustering models is able to uncover hidden structures in the data. We propose to construct a discriminative ordering through ensemble clustering based on the distance between the connectivity of a clustering model and the consensus matrix. We first validate the proposed method with synthetic scenarios, highlighting that the proposed score ranks the models that best match the consensus first. We then show that this simple ranking score significantly outperforms other scoring methods when comparing sets of different clustering algorithms that are not restricted to a fixed number of clusters and is compatible with clustering constraints.

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TMLR Journal 2025 Journal Article

Prior Learning in Introspective VAEs

Ioannis Athanasiadis
Fredrik Lindsten
Michael Felsberg

Variational Autoencoders (VAEs) are a popular framework for unsupervised learning and data generation. A plethora of methods have been proposed focusing on improving VAEs, with the incorporation of adversarial objectives and the integration of prior learning mechanisms being prominent directions. When it comes to the former, an indicative instance is the recently introduced family of Introspective VAEs aiming at ensuring that a low likelihood is assigned to unrealistic samples. In this study, we focus on the Soft-IntroVAE (S-IntroVAE), one of only two members of the Introspective VAE family, the other being the original IntroVAE. We select S-IntroVAE for its state-of-the-art status and its training stability. In particular, we investigate the implication of incorporating a multimodal and trainable prior into this S-IntroVAE. Namely, we formulate the prior as a third player and show that when trained in cooperation with the decoder constitutes an effective way for prior learning, which shares the Nash Equilibrium with the vanilla S-IntroVAE. Furthermore, based on a modified formulation of the optimal ELBO in S-IntroVAE, we develop theoretically motivated regularizations, namely (i) adaptive variance clipping to stabilize training when learning the prior and (ii) responsibility regularization to discourage the formation of inactive prior modes. Finally, we perform a series of targeted experiments on a 2D density estimation benchmark and in an image generation setting comprised of the (F)-MNIST and CIFAR-10 datasets demonstrating the effect of prior learning in S-IntroVAE in generation and representation learning.

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ICML Conference 2025 Conference Paper

Solving Linear-Gaussian Bayesian Inverse Problems with Decoupled Diffusion Sequential Monte Carlo

Filip Ekström Kelvinius
Zheng Zhao 0004
Fredrik Lindsten

A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian inverse problems which builds on “decoupled diffusion", where the generative process is designed such that larger updates to the sample are possible. The method is asymptotically exact and we demonstrate the effectiveness of our Decoupled Diffusion Sequential Monte Carlo (DDSMC) algorithm on both synthetic as well as protein and image data. Further, we demonstrate how the approach can be extended to discrete data.

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ICML Conference 2025 Conference Paper

WyckoffDiff - A Generative Diffusion Model for Crystal Symmetry

Filip Ekström Kelvinius
Oskar B. Andersson
Abhijith S. Parackal
Dong Qian
Rickard Armiento
Fredrik Lindsten

Crystalline materials often exhibit a high level of symmetry. However, most generative models do not account for symmetry, but rather model each atom without any constraints on its position or element. We propose a generative model, Wyckoff Diffusion (WyckoffDiff), which generates symmetry-based descriptions of crystals. This is enabled by considering a crystal structure representation that encodes all symmetry, and we design a novel neural network architecture which enables using this representation inside a discrete generative model framework. In addition to respecting symmetry by construction, the discrete nature of our model enables fast generation. We additionally present a new metric, Fréchet Wrenformer Distance, which captures the symmetry aspects of the materials generated, and we benchmark WyckoffDiff against recently proposed generative models for crystal generation. As a proof-of-concept study, we use WyckoffDiff to find new materials below the convex hull of thermodynamical stability.

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NeurIPS Conference 2024 Conference Paper

Probabilistic Weather Forecasting with Hierarchical Graph Neural Networks

Joel Oskarsson
Tomas Landelius
Marc P. Deisenroth
Fredrik Lindsten

In recent years, machine learning has established itself as a powerful tool for high-resolution weather forecasting. While most current machine learning models focus on deterministic forecasts, accurately capturing the uncertainty in the chaotic weather system calls for probabilistic modeling. We propose a probabilistic weather forecasting model called Graph-EFM, combining a flexible latent-variable formulation with the successful graph-based forecasting framework. The use of a hierarchical graph construction allows for efficient sampling of spatially coherent forecasts. Requiring only a single forward pass per time step, Graph-EFM allows for fast generation of arbitrarily large ensembles. We experiment with the model on both global and limited area forecasting. Ensemble forecasts from Graph-EFM achieve equivalent or lower errors than comparable deterministic models, with the added benefit of accurately capturing forecast uncertainty.

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TMLR Journal 2023 Journal Article

A Variational Perspective on Generative Flow Networks

Heiko Zimmermann
Fredrik Lindsten
Jan-Willem van de Meent
Christian A Naesseth

Generative flow networks (GFNs) are a class of probabilistic models for sequential sampling of composite objects, proportional to a target distribution that is defined in terms of an energy function or a reward. GFNs are typically trained using a flow matching or trajectory balance objective, which matches forward and backward transition models over trajectories. In this work we introduce a variational objective for training GFNs, which is a convex combination of the reverse- and forward KL divergences, and compare it to the trajectory balance objective when sampling from the forward- and backward model, respectively. We show that, in certain settings, variational inference for GFNs is equivalent to minimizing the trajectory balance objective, in the sense that both methods compute the same score-function gradient. This insight suggests that in these settings, control variates, which are commonly used to reduce the variance of score-function gradient estimates, can also be used with the trajectory balance objective. We evaluate our findings and the performance of the proposed variational objective numerically by comparing it to the trajectory balance objective on two synthetic tasks.

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ICLR Conference 2023 Conference Paper

DINO as a von Mises-Fisher mixture model

Hariprasath Govindarajan
Per Sidén
Jacob Roll
Fredrik Lindsten

Self-distillation methods using Siamese networks are popular for self-supervised pre-training. DINO is one such method based on a cross-entropy loss between $K$-dimensional probability vectors, obtained by applying a softmax function to the dot product between representations and learnt prototypes. Given the fact that the learned representations are $L^2$-normalized, we show that DINO and its derivatives, such as iBOT, can be interpreted as a mixture model of von Mises-Fisher components. With this interpretation, DINO assumes equal precision for all components when the prototypes are also $L^2$-normalized. Using this insight we propose DINO-vMF, that adds appropriate normalization constants when computing the cluster assignment probabilities. Unlike DINO, DINO-vMF is stable also for the larger ViT-Base model with unnormalized prototypes. We show that the added flexibility of the mixture model is beneficial in terms of better image representations. The DINO-vMF pre-trained model consistently performs better than DINO on a range of downstream tasks. We obtain similar improvements for iBOT-vMF vs iBOT and thereby show the relevance of our proposed modification also for other methods derived from DINO.

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UAI Conference 2023 Conference Paper

Fast and scalable score-based kernel calibration tests

Pierre Glaser
David Widmann
Fredrik Lindsten
Arthur Gretton

We introduce the Kernel Calibration Conditional Stein Discrepancy test (KCCSD test), a nonparametric, kernel-based test for assessing the calibration of probabilistic models with well-defined scores. In contrast to previous methods, our test avoids the need for possibly expensive expectation approximations while providing control over its type-I error. We achieve these improvements by using a new family of kernels for score-based probabilities that can be estimated without probability density samples, and by using a Conditional Goodness of Fit criterion for the KCCSD test’s U-statistic. We demonstrate the properties of our test on various synthetic settings.

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ICML Conference 2022 Conference Paper

Scalable Deep Gaussian Markov Random Fields for General Graphs

Joel Oskarsson
Per Sidén
Fredrik Lindsten

Machine learning methods on graphs have proven useful in many applications due to their ability to handle generally structured data. The framework of Gaussian Markov Random Fields (GMRFs) provides a principled way to define Gaussian models on graphs by utilizing their sparsity structure. We propose a flexible GMRF model for general graphs built on the multi-layer structure of Deep GMRFs, originally proposed for lattice graphs only. By designing a new type of layer we enable the model to scale to large graphs. The layer is constructed to allow for efficient training using variational inference and existing software frameworks for Graph Neural Networks. For a Gaussian likelihood, close to exact Bayesian inference is available for the latent field. This allows for making predictions with accompanying uncertainty estimates. The usefulness of the proposed model is verified by experiments on a number of synthetic and real world datasets, where it compares favorably to other both Bayesian and deep learning methods.

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ICLR Conference 2021 Conference Paper

Calibration tests beyond classification

David Widmann
Fredrik Lindsten
Dave Zachariah

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than point estimates. Such models can be a valuable tool in decision-making under uncertainty, provided that the model output is meaningful and interpretable. Calibrated models guarantee that the probabilistic predictions are neither over- nor under-confident. In the machine learning literature, different measures and statistical tests have been proposed and studied for evaluating the calibration of classification models. For regression problems, however, research has been focused on a weaker condition of calibration based on predicted quantiles for real-valued targets. In this paper, we propose the first framework that unifies calibration evaluation and tests for general probabilistic predictive models. It applies to any such model, including classification and regression models of arbitrary dimension. Furthermore, the framework generalizes existing measures and provides a more intuitive reformulation of a recently proposed framework for calibration in multi-class classification. In particular, we reformulate and generalize the kernel calibration error, its estimators, and hypothesis tests using scalar-valued kernels, and evaluate the calibration of real-valued regression problems.

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IJCAI Conference 2021 Conference Paper

Likelihood-free Out-of-Distribution Detection with Invertible Generative Models

Amirhossein Ahmadian
Fredrik Lindsten

Likelihood of generative models has been used traditionally as a score to detect atypical (Out-of-Distribution, OOD) inputs. However, several recent studies have found this approach to be highly unreliable, even with invertible generative models, where computing the likelihood is feasible. In this paper, we present a different framework for generative model--based OOD detection that employs the model in constructing a new representation space, instead of using it directly in computing typicality scores, where it is emphasized that the score function should be interpretable as the similarity between the input and training data in the new space. In practice, with a focus on invertible models, we propose to extract low-dimensional features (statistics) based on the model encoder and complexity of input images, and then use a One-Class SVM to score the data. Contrary to recently proposed OOD detection methods for generative models, our method does not require computing likelihood values. Consequently, it is much faster when using invertible models with iteratively approximated likelihood (e. g. iResNet), while it still has a performance competitive with other related methods.

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JMLR Journal 2021 Journal Article

Pseudo-Marginal Hamiltonian Monte Carlo

Johan Alenlöv
Arnoud Doucet
Fredrik Lindsten

Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically either uses MCMC schemes which target the joint posterior of the parameters and some auxiliary latent variables, or pseudo-marginal Metropolis-Hastings (MH) schemes. The latter mimic a MH algorithm targeting the marginal posterior of the parameters by approximating unbiasedly the intractable likelihood. However, in scenarios where the parameters and auxiliary variables are strongly correlated under the posterior and/or this posterior is multimodal, Gibbs sampling or Hamiltonian Monte Carlo (HMC) will perform poorly and the pseudo-marginal MH algorithm, as any other MH scheme, will be inefficient for high-dimensional parameters. We propose here an original MCMC algorithm, termed pseudo-marginal HMC, which combines the advantages of both HMC and pseudo-marginal schemes. Specifically, the PM-HMC method is controlled by a precision parameter $N$, controlling the approximation of the likelihood and, for any $N$, it samples the marginal posterior of the parameters. Additionally, as $N$ tends to infinity, its sample trajectories and acceptance probability converge to those of an ideal, but intractable, HMC algorithm which would have access to the intractable likelihood and its gradient. We demonstrate through experiments that PM-HMC can outperform significantly both standard HMC and pseudo-marginal MH schemes. [abs] [ pdf ][ bib ] &copy JMLR 2021. ( edit, beta )

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ICML Conference 2020 Conference Paper

Deep Gaussian Markov Random Fields

Per Sidén
Fredrik Lindsten

Gaussian Markov random fields (GMRFs) are probabilistic graphical models widely used in spatial statistics and related fields to model dependencies over spatial structures. We establish a formal connection between GMRFs and convolutional neural networks (CNNs). Common GMRFs are special cases of a generative model where the inverse mapping from data to latent variables is given by a 1-layer linear CNN. This connection allows us to generalize GMRFs to multi-layer CNN architectures, effectively increasing the order of the corresponding GMRF in a way which has favorable computational scaling. We describe how well-established tools, such as autodiff and variational inference, can be used for simple and efficient inference and learning of the deep GMRF. We demonstrate the flexibility of the proposed model and show that it outperforms the state-of-the-art on a dataset of satellite temperatures, in terms of prediction and predictive uncertainty.

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NeurIPS Conference 2020 Conference Paper

Markovian Score Climbing: Variational Inference with KL(p||q)

Christian Naesseth
Fredrik Lindsten
David Blei

Modern variational inference (VI) uses stochastic gradients to avoid intractable expectations, enabling large-scale probabilistic inference in complex models. VI posits a family of approximating distributions q and then finds the member of that family that is closest to the exact posterior p. Traditionally, VI algorithms minimize the “exclusive Kullback-Leibler (KL)” KL(q||p), often for computational convenience. Recent research, however, has also focused on the “inclusive KL” KL(p||q), which has good statistical properties that makes it more appropriate for certain inference problems. This paper develops a simple algorithm for reliably minimizing the inclusive KL using stochastic gradients with vanishing bias. This method, which we call Markovian score climbing (MSC), converges to a local optimum of the inclusive KL. It does not suffer from the systematic errors inherent in existing methods, such as Reweighted Wake-Sleep and Neural Adaptive Sequential Monte Carlo, which lead to bias in their final estimates. We illustrate convergence on a toy model and demonstrate the utility of MSC on Bayesian probit regression for classification as well as a stochastic volatility model for financial data.

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NeurIPS Conference 2019 Conference Paper

Calibration tests in multi-class classification: A unifying framework

David Widmann
Fredrik Lindsten
Dave Zachariah

In safety-critical applications a probabilistic model is usually required to be calibrated, i. e. , to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is often not sufficient. We propose and study calibration measures for multi-class classification that generalize existing measures such as the expected calibration error, the maximum calibration error, and the maximum mean calibration error. We propose and evaluate empirically different consistent and unbiased estimators for a specific class of measures based on matrix-valued kernels. Importantly, these estimators can be interpreted as test statistics associated with well-defined bounds and approximations of the p-value under the null hypothesis that the model is calibrated, significantly improving the interpretability of calibration measures, which otherwise lack any meaningful unit or scale.

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NeurIPS Conference 2019 Conference Paper

Parameter elimination in particle Gibbs sampling

Anna Wigren
Riccardo Sven Risuleo
Lawrence Murray
Fredrik Lindsten

Bayesian inference in state-space models is challenging due to high-dimensional state trajectories. A viable approach is particle Markov chain Monte Carlo (PMCMC), combining MCMC and sequential Monte Carlo to form ``exact approximations'' to otherwise-intractable MCMC methods. The performance of the approximation is limited to that of the exact method. We focus on particle Gibbs (PG) and particle Gibbs with ancestor sampling (PGAS), improving their performance beyond that of the ideal Gibbs sampler (which they approximate) by marginalizing out one or more parameters. This is possible when the parameter(s) has a conjugate prior relationship with the complete data likelihood. Marginalization yields a non-Markov model for inference, but we show that, in contrast to the general case, the methods still scale linearly in time. While marginalization can be cumbersome to implement, recent advances in probabilistic programming have enabled its automation. We demonstrate how the marginalized methods are viable as efficient inference backends in probabilistic programming, and demonstrate with examples in ecology and epidemiology.

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NeurIPS Conference 2019 Conference Paper

Pseudo-Extended Markov chain Monte Carlo

Christopher Nemeth
Fredrik Lindsten
Maurizio Filippone
James Hensman

Sampling from posterior distributions using Markov chain Monte Carlo (MCMC) methods can require an exhaustive number of iterations, particularly when the posterior is multi-modal as the MCMC sampler can become trapped in a local mode for a large number of iterations. In this paper, we introduce the pseudo-extended MCMC method as a simple approach for improving the mixing of the MCMC sampler for multi-modal posterior distributions. The pseudo-extended method augments the state-space of the posterior using pseudo-samples as auxiliary variables. On the extended space, the modes of the posterior are connected, which allows the MCMC sampler to easily move between well-separated posterior modes. We demonstrate that the pseudo-extended approach delivers improved MCMC sampling over the Hamiltonian Monte Carlo algorithm on multi-modal posteriors, including Boltzmann machines and models with sparsity-inducing priors.

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NeurIPS Conference 2018 Conference Paper

Graphical model inference: Sequential Monte Carlo meets deterministic approximations

Fredrik Lindsten
Jouni Helske
Matti Vihola

Approximate inference in probabilistic graphical models (PGMs) can be grouped into deterministic methods and Monte-Carlo-based methods. The former can often provide accurate and rapid inferences, but are typically associated with biases that are hard to quantify. The latter enjoy asymptotic consistency, but can suffer from high computational costs. In this paper we present a way of bridging the gap between deterministic and stochastic inference. Specifically, we suggest an efficient sequential Monte Carlo (SMC) algorithm for PGMs which can leverage the output from deterministic inference methods. While generally applicable, we show explicitly how this can be done with loopy belief propagation, expectation propagation, and Laplace approximations. The resulting algorithm can be viewed as a post-correction of the biases associated with these methods and, indeed, numerical results show clear improvements over the baseline deterministic methods as well as over "plain" SMC.

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ICML Conference 2016 Conference Paper

Interacting Particle Markov Chain Monte Carlo

Tom Rainforth
Christian A. Naesseth
Fredrik Lindsten
Brooks Paige
Jan-Willem van de Meent
Arnaud Doucet
Frank Wood

We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC method based on an interacting pool of standard and conditional sequential Monte Carlo samplers. Like related methods, iPMCMC is a Markov chain Monte Carlo sampler on an extended space. We present empirical results that show significant improvements in mixing rates relative to both non-interacting PMCMC samplers and a single PMCMC sampler with an equivalent memory and computational budget. An additional advantage of the iPMCMC method is that it is suitable for distributed and multi-core architectures.

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ICML Conference 2015 Conference Paper

Nested Sequential Monte Carlo Methods

Christian A. Naesseth
Fredrik Lindsten
Thomas B. Schön

We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate, properly weighted, samples from the SMC proposal distribution, while still resulting in a correct SMC algorithm. Furthermore, NSMC can in itself be used to produce such properly weighted samples. Consequently, one NSMC sampler can be used to construct an efficient high-dimensional proposal distribution for another NSMC sampler, and this nesting of the algorithm can be done to an arbitrary degree. This allows us to consider complex and high-dimensional models using SMC. We show results that motivate the efficacy of our approach on several filtering problems with dimensions in the order of 100 to 1000.

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JMLR Journal 2014 Journal Article

Particle Gibbs with Ancestor Sampling

Fredrik Lindsten
Michael I. Jordan
Thomas B. Schön

Particle Markov chain Monte Carlo (pmcmc) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (smc) and Markov chain Monte Carlo (mcmc). We present a new pmcmc algorithm that we refer to as particle Gibbs with ancestor sampling (pgas). pgas provides the data analyst with an off-the-shelf class of Markov kernels that can be used to simulate, for instance, the typically high-dimensional and highly autocorrelated state trajectory in a state-space model. The ancestor sampling procedure enables fast mixing of the pgas kernel even when using seemingly few particles in the underlying smc sampler. This is important as it can significantly reduce the computational burden that is typically associated with using smc. pgas is conceptually similar to the existing pg with backward simulation (pgbs) procedure. Instead of using separate forward and backward sweeps as in pgbs, however, we achieve the same effect in a single forward sweep. This makes pgas well suited for addressing inference problems not only in state-space models, but also in models with more complex dependencies, such as non-Markovian, Bayesian nonparametric, and general probabilistic graphical models. [abs] [ pdf ][ bib ] &copy JMLR 2014. ( edit, beta )

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NeurIPS Conference 2014 Conference Paper

Sequential Monte Carlo for Graphical Models

Christian Andersson Naesseth
Fredrik Lindsten
Thomas Schön

We propose a new framework for how to use sequential Monte Carlo (SMC) algorithms for inference in probabilistic graphical models (PGM). Via a sequential decomposition of the PGM we find a sequence of auxiliary distributions defined on a monotonically increasing sequence of probability spaces. By targeting these auxiliary distributions using SMC we are able to approximate the full joint distribution defined by the PGM. One of the key merits of the SMC sampler is that it provides an unbiased estimate of the partition function of the model. We also show how it can be used within a particle Markov chain Monte Carlo framework in order to construct high-dimensional block-sampling algorithms for general PGMs.

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NeurIPS Conference 2013 Conference Paper

Bayesian Inference and Learning in Gaussian Process State-Space Models with Particle MCMC

Roger Frigola
Fredrik Lindsten
Thomas Schön
Carl Edward Rasmussen

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning in nonlinear nonparametric state-space models. We place a Gaussian process prior over the transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. However, to enable efficient inference, we marginalize over the dynamics of the model and instead infer directly the joint smoothing distribution through the use of specially tailored Particle Markov Chain Monte Carlo samplers. Once an approximation of the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. We make use of sparse Gaussian process models to greatly reduce the computational complexity of the approach.

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NeurIPS Conference 2012 Conference Paper

Ancestor Sampling for Particle Gibbs

Fredrik Lindsten
Thomas Schön
Michael Jordan

We present a novel method in the family of particle MCMC methods that we refer to as particle Gibbs with ancestor sampling (PG-AS). Similarly to the existing PG with backward simulation (PG-BS) procedure, we use backward sampling to (considerably) improve the mixing of the PG kernel. Instead of using separate forward and backward sweeps as in PG-BS, however, we achieve the same effect in a single forward sweep. We apply the PG-AS framework to the challenging class of non-Markovian state-space models. We develop a truncation strategy of these models that is applicable in principle to any backward-simulation-based method, but which is particularly well suited to the PG-AS framework. In particular, as we show in a simulation study, PG-AS can yield an order-of-magnitude improved accuracy relative to PG-BS due to its robustness to the truncation error. Several application examples are discussed, including Rao-Blackwellized particle smoothing and inference in degenerate state-space models.

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ICRA Conference 2010 Conference Paper

Geo-referencing for UAV navigation using environmental classification

Fredrik Lindsten
Jonas Callmer
Henrik Ohlsson
David Törnqvist
Thomas B. Schön
Fredrik Gustafsson

A UAV navigation system relying on GPS is vulnerable to signal failure, making a drift free backup system necessary. We introduce a vision based geo-referencing system that uses pre-existing maps to reduce the long term drift. The system classifies an image according to its environmental content and thereafter matches it to an environmentally classified map over the operational area. This map matching provides a measurement of the absolute location of the UAV, that can easily be incorporated into a sensor fusion framework. Experiments show that the geo-referencing system reduces the long term drift in UAV navigation, enhancing the ability of the UAV to navigate accurately over large areas without the use of GPS.

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