Related papers: Abrupt Motion Tracking via Nearest Neighbor Field …

Rapid detection of spatial events that propagate across a sensor network is of wide interest in many modern applications. In particular, in communications, radar, IoT, environmental monitoring, and biosurveillance, we may observe…

Poisson log-linear models are ubiquitous in many applications, and one of the most popular approaches for parametric count regression. In the Bayesian context, however, there are no sufficient specific computational tools for efficient…

In the field of bioimaging, an important part of analyzing the motion of objects is tracking. We propose a method that applies the Sinkhorn distance for solving the optimal transport problem to track objects. The advantage of this method is…

In this paper, we address the challenge of Markov Chain Monte Carlo (MCMC) algorithms within the approximate Bayesian Computation (ABC) framework, which often get trapped in local optima due to their inherent local exploration mechanism. We…

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

This paper proposes a novel approach to generate samples from target distributions that are difficult to sample from using Markov Chain Monte Carlo (MCMC) methods. Traditional MCMC algorithms often face slow convergence due to the…

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

Multi-scale problems, where variables of interest evolve in different time-scales and live in different state-spaces, can be found in many fields of science. Here, we introduce a new recursive methodology for Bayesian inference that aims at…

Active Search and Tracking for search and rescue missions or collaborative mobile robotics relies on the actuation of a sensing platform to detect and localize a target. In this paper we focus on visually detecting a radio-emitting target…

In simulation-based inferences for partially observed Markov process models (POMP), the by-product of the Monte Carlo filtering is an approximation of the log likelihood function. Recently, iterated filtering [14, 13] has originally been…

Bayesian regression trees are flexible non-parametric models that are well suited to many modern statistical regression problems. Many such tree models have been proposed, from the simple single- tree model to more complex tree ensembles.…

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…

We study the Bayesian inverse problem for inferring the log-normal slowness function of the eikonal equation given noisy observation data on its solution at a set of spatial points. We study approximation of the posterior probability…

Sampling from various kinds of distributions is an issue of paramount importance in statistics since it is often the key ingredient for constructing estimators, test procedures or confidence intervals. In many situations, the exact sampling…

We propose a novel sampling framework for inference in probabilistic models: an active learning approach that converges more quickly (in wall-clock time) than Markov chain Monte Carlo (MCMC) benchmarks. The central challenge in…

We introduce neural particle smoothing, a sequential Monte Carlo method for sampling annotations of an input string from a given probability model. In contrast to conventional particle filtering algorithms, we train a proposal distribution…

Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…

Region-based methods have become increasingly popular for model-based, monocular 3D tracking of texture-less objects in cluttered scenes. However, while they achieve state-of-the-art results, most methods are computationally expensive,…

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

Even though Bayesian neural networks offer a promising framework for modeling uncertainty, active learning and incorporating prior physical knowledge, few applications of them can be found in the context of interatomic force modeling. One…