Related papers: Belief Propagation and Beyond for Particle Trackin…
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 \emph{and learning} (i.e. state estimation and system…
Fast convergence speed is a desired property for training latent Dirichlet allocation (LDA), especially in online and parallel topic modeling for massive data sets. This paper presents a novel residual belief propagation (RBP) algorithm to…
The problem of sequentially transferring from a source object track and a model to another Bayesian filter has become ubiquitous. Due to the lack of a structural model that can capture the dependence among different models, the transfer may…
Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…
A robust algorithm solution is proposed for tracking an object in complex video scenes. In this solution, the bootstrap particle filter (PF) is initialized by an object detector, which models the time-evolving background of the video signal…
We propose an approach to do learning in Gaussian factor graphs. We treat all relevant quantities (inputs, outputs, parameters, latents) as random variables in a graphical model, and view both training and prediction as inference problems…
Particle probability hypothesis density filtering has become a promising means for multi-target tracking due to its capability of handling an unknown and time-varying number of targets in non-linear non-Gaussian system. However, its…
We introduce novel results for approximate inference on planar graphical models using the loop calculus framework. The loop calculus (Chertkov and Chernyak, 2006) allows to express the exact partition function of a graphical model as a…
This paper considers multiple extended object tracking based on Poisson multi-Bernoulli mixture (PMBM) filtering, which gives the closed-form Bayesian solution for standard multiple extended object models with Poisson birth. To efficiently…
We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…
Partially observable Markov decision processes (POMDPs) are a general mathematical model for sequential decision-making in stochastic environments under state uncertainty. POMDPs are often solved \textit{online}, which enables the algorithm…
We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…
We continue studies of the uncertainty quantification problem in emission tomographies such as PET or SPECT when additional multimodal data (e.g., anatomical MRI images) are available. To solve the aforementioned problem we adapt the…
Fitting probabilistic models to data is often difficult, due to the general intractability of the partition function. We propose a new parameter fitting method, Minimum Probability Flow (MPF), which is applicable to any parametric model. We…
To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…
Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…
This study focuses on solving the numerical challenges of imposing absorbing boundary conditions for dynamic simulations in the material point method (MPM). To attenuate elastic waves leaving the computational domain, the current work…
Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…
Belief propagation (BP) provides a scalable heuristic for contracting tensor networks on loopy graphs, but its success in quantum many-body settings has largely rested on empirical evidence. Developing upon a recently introduced…
Modularity is a popular measure of community structure. However, maximizing the modularity can lead to many competing partitions, with almost the same modularity, that are poorly correlated with each other. It can also produce illusory…