Related papers: The Marginalized $\delta$-GLMB Filter

We consider Bayesian inference for image deblurring with total variation (TV) prior. Since the posterior is analytically intractable, we resort to Markov chain Monte Carlo (MCMC) methods. However, since most MCMC methods significantly…

We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors…

Off-grid targets whose Doppler (or angle) does not lie on the discrete processing grid can severely degrade classical normalized matched-filter (NMF) detectors: even at high SNR, the detection probability may saturate at operationally…

Models with random effects, such as generalised linear mixed models (GLMMs), are often used for analysing clustered data. Parameter inference with these models is difficult because of the presence of cluster-specific random effects, which…

This paper addresses the synthesis of slow-time coded waveforms for single target tracking in a radar network operating under colored Gaussian interference. Based on the Posterior Cram\'er Rao Lower Bound (PCRLB), which characterizes the…

This paper considers the data association problem for multi-target tracking. Multiple hypothesis tracking is a popular algorithm for solving this problem but it is NP-hard and is is quite complicated for a large number of targets or for…

This paper proposes multi-target filtering algorithms in which target dynamics are given in continuous time and measurements are obtained at discrete time instants. In particular, targets appear according to a Poisson point process (PPP) in…

Multi-Camera Multi-Target (MCMT) tracking aims to locate and associate the same targets across multiple camera views. Existing methods typically adopt a two-stage framework, involving single-camera tracking followed by inter-camera…

The sufficiency of accurate data is a core element in data-centric geotechnics. However, geotechnical datasets are essentially uncertain, whereupon engineers have difficulty with obtaining precise information for making decisions. This…

We propose a robust multi-fidelity Gaussian process for integrating sparse, high-quality reference monitors with dense but noisy citizen-science sensors. The approach replaces the Gaussian log-likelihood in the high-fidelity channel with a…

Defining a multi-target motion model, which is an important step of tracking algorithms, can be very challenging. Using fixed models (as in several generative Bayesian algorithms, such as Kalman filters) can fail to accurately predict…

We propose a novel probabilistic approach to multilevel clustering problems based on composite transportation distance, which is a variant of transportation distance where the underlying metric is Kullback-Leibler divergence. Our method…

In this paper, we derive the robust TPHD (R-TPHD) filter, which can adaptively learn the unknown detection profile history and clutter rate. The R-TPHD filter is derived by obtaining the best Poisson posterior density approximation over…

This paper presents a measurement driven birth (MDB) model for the generalized labeled multi-Bernoulli (GLMB) filter. The MDB model adaptively generates target births based on measurement data, thereby eliminating the dependence of…

Consider the problem of tracking a set of moving targets. Apart from the tracking result, it is often important to know where the tracking fails, either to steer sensors to that part of the state-space, or to inform a human operator about…

In the next generation of wireless systems, Massive MIMO offers high angular resolution for localization. By virtue of large number of antennas, the Angle of Arrival (AoA) of User Terminals (UTs) can be estimated with high accuracy.…

Reliability measures associated with the prediction of the machine learning models are critical to strengthening user confidence in artificial intelligence. Therefore, those models that are able to provide not only predictions, but also…

Model-based filtering is often carried out while subject to an imperfect model, as learning partially-observable stochastic systems remains a challenge. Recent work on Bayesian inference found that tempering the likelihood or full posterior…

Sampling from the full posterior distribution of high-dimensional non-linear, non-Gaussian latent dynamical models presents significant computational challenges. While Particle Gibbs (also known as conditional sequential Monte Carlo) is…

Recent result shows how to compute distributively and efficiently the linear MMSE for the multiuser detection problem, using the Gaussian BP algorithm. In the current work, we extend this construction, and show that operating this algorithm…