Related papers: The Marginalized $\delta$-GLMB Filter
Tracking multiple particles in noisy and cluttered scenes remains challenging due to a combinatorial explosion of trajectory hypotheses, which scales super-exponentially with the number of particles and frames. The transformer architecture…
In this work, a kernel-based Ensemble Gaussian Mixture Probability Hypothesis Density (EnGM-PHD) filter is presented for multi-target filtering applications. The EnGM-PHD filter combines the Gaussian-mixture-based techniques of the Gaussian…
Object tracking is one of the fundamental problems in visual recognition tasks and has achieved significant improvements in recent years. The achievements often come with the price of enormous hardware consumption and expensive labor effort…
In this paper, we propose a Poisson multi-Bernoulli (PMB) filter for extended object tracking (EOT), which directly estimates the set of object trajectories, using belief propagation (BP). The proposed filter propagates a PMB density on the…
We generalize the popular ensemble Kalman filter to an ensemble transform filter where the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous…
We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…
This paper introduces a Poisson multi-Bernoulli mixture (PMBM) filter in which the intensities of target birth and undetected targets are grid-based. A simplified version of the Rao-Blackwellized point mass filter is used to predict the…
This paper presents the probability hypothesis density (PHD) filter for sets of trajectories: the trajectory probability density (TPHD) filter. The TPHD filter is capable of estimating trajectories in a principled way without requiring to…
In this paper, we study Bayesian approach for solving large scale linear inverse problems arising in various scientific and engineering fields. We propose a fused $L_{1/2}$ prior with edge-preserving and sparsity-promoting properties and…
In this paper, a novel form of Gaussian filter, the Mittag-Leffler filter, is presented. This new filter uses a Mittag-Leffler function in the probability density function. Such Mittag-Leffler distribution is used in the convolution kernel…
The family of pointillist multitarget tracking filters is defined to be the class of filters that is characterized by a joint target-measurement finite point process. The probability generating functional (PGFL) of the joint process is…
The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from…
We propose a robust and scalable variational Bayes (VB) framework designed to effectively handle contamination and outliers in dataset. Our approach partitions the data into $m$ disjoint subsets and formulates a joint optimization problem…
Most of the CMB experiments proposed for the next generation aim to detect the Primordial Gravitational Wave Background (PGWB). The fulfillment of this objective depends on our capacity to separate Galactic foreground emissions and to…
Robust tracking of a target in a clutter environment is an important and challenging task. In recent years, the nearest neighbor methods and probabilistic data association filters were proposed. However, the performance of these methods…
The search for primordial gravitational waves in the Cosmic Microwave Background (CMB) will soon be limited by our ability to remove the lensing contamination to $B$-mode polarization. The often-used quadratic estimator for lensing is known…
We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…
Mixture models are a natural choice in many applications, but it can be difficult to place an a priori upper bound on the number of components. To circumvent this, investigators are turning increasingly to Dirichlet process mixture models…
Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as…
We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical…