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Particle filters (PFs), which are successful methods for approximating the solution of the filtering problem, can be divided into two types: weighted and unweighted PFs. It is well known that weighted PFs suffer from the weight degeneracy…

Optimization and Control · Mathematics 2022-03-15 Ehsan Abedi , Simone Carlo Surace , Jean-Pascal Pfister

Replicability is a fundamental quality of scientific discoveries: we are interested in those signals that are detectable in different laboratories, study populations, across time etc. Unlike meta-analysis which accounts for experimental…

Methodology · Statistics 2021-11-19 Jingshu Wang , Lin Gui , Weijie J. Su , Chiara Sabatti , Art B. Owen

This paper considers the problem of detecting and tracking multiple maneuvering targets, which suffers from the intractable inference of high-dimensional latent variables that include target kinematic state, target visibility state, motion…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Hua Lan , Jirong Ma , Zengfu Wang , Quan Pan , Xiong Xu

Bayesian Non-negative Matrix Factorization (NMF) is a promising approach for understanding uncertainty and structure in matrix data. However, a large volume of applied work optimizes traditional non-Bayesian NMF objectives that fail to…

Machine Learning · Statistics 2018-03-19 M. Arjumand Masood , Finale Doshi-Velez

The decentralized particle filter (DPF) was proposed recently to increase the level of parallelism of particle filtering. Given a decomposition of the state space into two nested sets of variables, the DPF uses a particle filter to sample…

Machine Learning · Statistics 2012-03-13 Mohamed Osama Ahmed , Pouyan T. Bibalan , Nando de Freitas , Simon Fauvel

Particle filtering is a powerful approach to sequential state estimation and finds application in many domains, including robot localization, object tracking, etc. To apply particle filtering in practice, a critical challenge is to…

Robotics · Computer Science 2019-05-29 Peter Karkus , David Hsu , Wee Sun Lee

In this article, we propose a new filtering algorithm based in the Koopman operator, showing that a nonlinear filtering problem can be seen as an equivalent problem where the dynamics is infinite dimensional, but linear. Using Extended…

Dynamical Systems · Mathematics 2025-11-07 Diego Olguín , Axel Osses , Héctor Ramírez

Humans cannot always be treated as oracles for collaborative sensing. Robots thus need to maintain beliefs over unknown world states when receiving semantic data from humans, as well as account for possible discrepancies between…

Robotics · Computer Science 2023-04-14 Shohei Wakayama , Nisar Ahmed

Object motion and object appearance are commonly used information in multiple object tracking (MOT) applications, either for associating detections across frames in tracking-by-detection methods or direct track predictions for…

Computer Vision and Pattern Recognition · Computer Science 2022-01-04 Xiaotong Chen , Seyed Mehdi Iranmanesh , Kuo-Chin Lien

The ability to track a moving vehicle is of crucial importance in numerous applications. The task has often been approached by the importance sampling technique of particle filters due to its ability to model non-linear and non-Gaussian…

Machine Learning · Statistics 2016-11-16 Kira Kempinska , John Shawe-Taylor

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

The Derivative-free nonlinear Kalman Filter is proposed for state estimation and fault diagnosis in distributed parameter systems and particularly in dynamical systems described by partial differential equations of the nonlinear wave type.…

Systems and Control · Computer Science 2013-11-05 Gerasimos G. Rigatos

This paper is concerned with sequential state filtering in the presence of nonlinearity, non-Gaussianity and model uncertainty. For this problem, the Bayesian model averaged particle filter (BMAPF) is perhaps one of the most efficient…

Computation · Statistics 2020-01-28 Bin Liu

In this paper, a distributed Kalman filtering (DKF) algorithm is proposed based on a diffusion strategy, which is used to track an unknown signal process in sensor networks cooperatively. Unlike the centralized algorithms, no fusion center…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Siyu Xie , Die Gan , Zhixin Liu

Accurate and robust tracking of surrounding road participants plays an important role in autonomous driving. However, there is usually no prior knowledge of the number of tracking targets due to object emergence, object disappearance and…

Computer Vision and Pattern Recognition · Computer Science 2018-10-03 Jiachen Li , Wei Zhan , Masayoshi Tomizuka

Particle filters have, in recent years, been found to perform well in highly nonlinear problems as well as in estimation of parameters. However, there is still the problem of particle degeneracy in particle filters which has led to the…

Optimization and Control · Mathematics 2022-11-08 David Angwenyi

The process of association and tracking of sensor detections is a key element in providing situational awareness. When the targets in the scenario are dense and exhibit high maneuverability, Multi-Target Tracking (MTT) becomes a challenging…

Machine Learning · Computer Science 2020-11-20 Rishabh Verma , R Rajesh , MS Easwaran

We present a multiple-person tracking algorithm, based on combining particle filters and RVO, an agent-based crowd model that infers collision-free velocities so as to predict pedestrian's motion. In addition to position and velocity, our…

Computer Vision and Pattern Recognition · Computer Science 2018-10-02 Wenxi Liu , Antoni B. Chan , Rynson W. H. Lau , Dinesh Manocha

This paper introduces a novel framework to learn data association for multi-object tracking in a self-supervised manner. Fully-supervised learning methods are known to achieve excellent tracking performances, but acquiring identity-level…

Computer Vision and Pattern Recognition · Computer Science 2025-09-04 Shuai Li , Michael Burke , Subramanian Ramamoorthy , Juergen Gall

We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the…

Methodology · Statistics 2021-05-27 Lilun Du , Xu Guo , Wenguang Sun , Changliang Zou