{"id":"https://openalex.org/W4392607779","doi":"https://doi.org/10.1109/taes.2024.3374720","title":"A General-Purpose Fixed-Lag No U-Turn Sampler for Nonlinear Non-Gaussian State Space Models","display_name":"A General-Purpose Fixed-Lag No U-Turn Sampler for Nonlinear Non-Gaussian State Space Models","publication_year":2024,"publication_date":"2024-03-08","ids":{"openalex":"https://openalex.org/W4392607779","doi":"https://doi.org/10.1109/taes.2024.3374720"},"language":"en","primary_location":{"id":"doi:10.1109/taes.2024.3374720","is_oa":false,"landing_page_url":"https://doi.org/10.1109/taes.2024.3374720","pdf_url":null,"source":{"id":"https://openalex.org/S193624734","display_name":"IEEE Transactions on Aerospace and Electronic Systems","issn_l":"0018-9251","issn":["0018-9251","1557-9603","2371-9877"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Aerospace and Electronic Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5019054446","display_name":"Alessandro Varsi","orcid":"https://orcid.org/0000-0003-2218-4720"},"institutions":[{"id":"https://openalex.org/I146655781","display_name":"University of Liverpool","ror":"https://ror.org/04xs57h96","country_code":"GB","type":"education","lineage":["https://openalex.org/I146655781"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Alessandro Varsi","raw_affiliation_strings":["Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K"],"raw_orcid":"https://orcid.org/0000-0003-2218-4720","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K","institution_ids":["https://openalex.org/I146655781"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5090760798","display_name":"Lee Devlin","orcid":"https://orcid.org/0000-0002-2059-7284"},"institutions":[{"id":"https://openalex.org/I146655781","display_name":"University of Liverpool","ror":"https://ror.org/04xs57h96","country_code":"GB","type":"education","lineage":["https://openalex.org/I146655781"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Lee Devlin","raw_affiliation_strings":["Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K"],"raw_orcid":"https://orcid.org/0000-0002-2059-7284","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K","institution_ids":["https://openalex.org/I146655781"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5067315679","display_name":"Paul Horridge","orcid":"https://orcid.org/0009-0005-9381-3557"},"institutions":[{"id":"https://openalex.org/I146655781","display_name":"University of Liverpool","ror":"https://ror.org/04xs57h96","country_code":"GB","type":"education","lineage":["https://openalex.org/I146655781"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Paul Horridge","raw_affiliation_strings":["Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K"],"raw_orcid":"https://orcid.org/0009-0005-9381-3557","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K","institution_ids":["https://openalex.org/I146655781"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5083636287","display_name":"Simon Maskell","orcid":"https://orcid.org/0000-0003-1917-2913"},"institutions":[{"id":"https://openalex.org/I146655781","display_name":"University of Liverpool","ror":"https://ror.org/04xs57h96","country_code":"GB","type":"education","lineage":["https://openalex.org/I146655781"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Simon Maskell","raw_affiliation_strings":["Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K"],"raw_orcid":"https://orcid.org/0000-0003-1917-2913","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K","institution_ids":["https://openalex.org/I146655781"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I146655781"],"apc_list":null,"apc_paid":null,"fwci":1.9449,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.87245295,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":98},"biblio":{"volume":"60","issue":"4","first_page":"4140","last_page":"4156"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.8880000114440918,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.8880000114440918,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.8501999974250793,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.6273050308227539},{"id":"https://openalex.org/keywords/lag","display_name":"Lag","score":0.5853578448295593},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.5448139309883118},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.4928629398345947},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4613260328769684},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4152950048446655},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3458919823169708},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.28400474786758423},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.19125831127166748},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.09333226084709167}],"concepts":[{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.6273050308227539},{"id":"https://openalex.org/C75778745","wikidata":"https://www.wikidata.org/wiki/Q342626","display_name":"Lag","level":2,"score":0.5853578448295593},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.5448139309883118},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.4928629398345947},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4613260328769684},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4152950048446655},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3458919823169708},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.28400474786758423},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.19125831127166748},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.09333226084709167},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/taes.2024.3374720","is_oa":false,"landing_page_url":"https://doi.org/10.1109/taes.2024.3374720","pdf_url":null,"source":{"id":"https://openalex.org/S193624734","display_name":"IEEE Transactions on Aerospace and Electronic Systems","issn_l":"0018-9251","issn":["0018-9251","1557-9603","2371-9877"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Aerospace and Electronic Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":60,"referenced_works":["https://openalex.org/W1515591979","https://openalex.org/W1532890487","https://openalex.org/W1547678669","https://openalex.org/W1835651692","https://openalex.org/W1876120984","https://openalex.org/W1999616028","https://openalex.org/W2024731832","https://openalex.org/W2040196349","https://openalex.org/W2058849341","https://openalex.org/W2061618535","https://openalex.org/W2098613108","https://openalex.org/W2123464848","https://openalex.org/W2126736494","https://openalex.org/W2136836597","https://openalex.org/W2141585124","https://openalex.org/W2142274086","https://openalex.org/W2160337655","https://openalex.org/W2162733643","https://openalex.org/W2249669070","https://openalex.org/W2292761738","https://openalex.org/W2474995058","https://openalex.org/W2477563364","https://openalex.org/W2503670596","https://openalex.org/W2513556803","https://openalex.org/W2743767402","https://openalex.org/W2892742603","https://openalex.org/W2936908195","https://openalex.org/W2962697772","https://openalex.org/W2996044145","https://openalex.org/W2997206660","https://openalex.org/W3046573566","https://openalex.org/W3046922824","https://openalex.org/W3086399905","https://openalex.org/W3092641113","https://openalex.org/W3122573466","https://openalex.org/W3187473061","https://openalex.org/W3202437186","https://openalex.org/W3208857029","https://openalex.org/W3215540479","https://openalex.org/W4297730691","https://openalex.org/W6632181278","https://openalex.org/W6632906198","https://openalex.org/W6640504155","https://openalex.org/W6671931909","https://openalex.org/W6673130601","https://openalex.org/W6684859321","https://openalex.org/W6691431627","https://openalex.org/W6693895505","https://openalex.org/W6713783308","https://openalex.org/W6731701471","https://openalex.org/W6748894184","https://openalex.org/W6752944847","https://openalex.org/W6760353796","https://openalex.org/W6763548395","https://openalex.org/W6771715106","https://openalex.org/W6776637635","https://openalex.org/W6794522512","https://openalex.org/W6799178258","https://openalex.org/W6802936450","https://openalex.org/W6962725924"],"related_works":["https://openalex.org/W2167436245","https://openalex.org/W4240701259","https://openalex.org/W4255298156","https://openalex.org/W2038633710","https://openalex.org/W2021745753","https://openalex.org/W2989056116","https://openalex.org/W2897734105","https://openalex.org/W2085895321","https://openalex.org/W2083667132","https://openalex.org/W2362805728"],"abstract_inverted_index":{"Particle":[0,166],"Filters":[1],"(PFs)":[2],"are":[3,53],"commonly":[4],"used":[5],"Sequential":[6,99],"Monte":[7,102],"Carlo":[8,103],"(SMC)":[9],"algorithms":[10],"to":[11,19,32,97],"process":[12],"a":[13,20,78,111,148,187],"never-ending":[14],"stream":[15],"of":[16,39,66,81,114,127,160,170,186],"measurements":[17],"relating":[18],"nonlinear":[21,92],"non-Gaussian":[22],"state":[23],"space":[24],"model.":[25],"Fixed-Lag":[26,135],"SMC":[27,139],"(FL-SMC)":[28],"is":[29,43,96],"an":[30,138],"extension":[31],"the":[33,62,82,108,124,134,184],"PF":[34],"that":[35,47,52,71,141,164],"allows":[36],"for":[37,55,106],"re-processing":[38],"historic":[40],"data.":[41],"FL-SMC":[42,59,143],"widely":[44],"flexible,":[45],"such":[46],"it":[48],"can":[49,72,86],"solve":[50],"problems":[51],"challenging":[54],"standard":[56],"PFs.":[57],"However,":[58,118],"also":[60],"inherits":[61],"challenges":[63],"(in":[64],"terms":[65],"maximizing":[67],"accuracy":[68,179],"and":[69,144,172,180],"efficiency)":[70],"limit":[73],"PFs'":[74],"efficacy":[75],"when":[76,155],"using":[77],"poor":[79],"choice":[80],"proposal":[83,116],"distribution:":[84],"this":[85,130],"be":[87],"especially":[88],"evident":[89],"in":[90],"strongly":[91],"scenarios.":[93],"One":[94],"alternative":[95],"employ":[98],"Markov":[100],"Chain":[101],"(S-MCMC)":[104],"methods,":[105],"which":[107],"literature":[109],"offers":[110],"wider":[112],"selection":[113],"efficient":[115],"distributions.":[117],"S-MCMC":[119],"does":[120],"not":[121],"inherently":[122],"have":[123],"broad":[125],"applicability":[126],"FL-SMC.":[128],"In":[129],"paper,":[131],"we":[132],"present":[133],"No-U-Turn":[136,145],"Sampler,":[137],"framework":[140],"combines":[142],"Sampler":[146],"(NUTS),":[147],"gradient-based":[149],"MCMC":[150],"method.":[151],"We":[152],"show":[153],"that,":[154],"compared":[156],"with":[157],"several":[158,168],"variants":[159,169],"PFs,":[161],"including":[162],"one":[163],"employs":[165],"Flow,":[167],"FL-SMC,":[171],"S-MCMC,":[173],"our":[174],"proposed":[175],"approach":[176],"provides":[177],"significant":[178],"efficiency":[181],"improvements,":[182],"at":[183],"price":[185],"moderate":[188],"run-time":[189],"overhead.":[190]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}