Related papers: The Marginalized $\delta$-GLMB Filter
This paper proposes a computationally efficient algorithm for distributed fusion in a sensor network in which multi-Bernoulli (MB) filters are locally running in every sensor node for multi-target tracking. The generalized Covariance…
The bremsstrahlung energy loss distribution of electrons propagating in matter is highly non Gaussian. Because the Kalman filter relies solely on Gaussian probability density functions, it might not be an optimal reconstruction algorithm…
We propose a new Bayesian tracking and parameter learning algorithm for non-linear non-Gaussian multiple target tracking (MTT) models. We design a Markov chain Monte Carlo (MCMC) algorithm to sample from the posterior distribution of the…
Spatio-temporal data sets are rapidly growing in size. For example, environmental variables are measured with ever-higher resolution by increasing numbers of automated sensors mounted on satellites and aircraft. Using such data, which are…
Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…
This paper presents a new modeling strategy for joint unsupervised analysis of multiple high-throughput biological studies. As in Multi-study Factor Analysis, our goals are to identify both common factors shared across studies and…
This paper addresses distributed multi-target tracking (DMTT) over a network of sensors having different fields-of-view (FoVs). Specifically, a cardinality probability hypothesis density (CPHD) filter is run at each sensor node. Due to the…
We introduce a novel nonlinear Kalman filter that utilizes reparametrization gradients. The widely used parametric approximation is based on a jointly Gaussian assumption of the state-space model, which is in turn equivalent to minimizing…
Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…
The Poisson Multi-Bernoulli Mixture (PMBM) density is a conjugate multi-target density for the standard point target model with Poisson point process birth. This means that both the filtering and predicted densities for the set of targets…
A particle filter is introduced to numerically approximate a solution of the global optimization problem. The theoretical significance of this work comes from its variational aspects: (i) the proposed particle filter is a controlled…
Modern datasets are becoming heterogeneous. To this end, we present in this paper Mixed-Variate Restricted Boltzmann Machines for simultaneously modelling variables of multiple types and modalities, including binary and continuous…
The sensor whose output is a function of the sum of contributions from targets present in the surveillance area is called superpositional sensor. In this letter, target clustering based multi-Bernoulli filter for superpositional sensors is…
In practical nonlinear filtering, the assessment of achievable filtering performance is important. In this paper, we focus on the problem of efficiently approximate the posterior Cramer-Rao lower bound (CRLB) in a recursive manner. By using…
This paper focuses on the joint multi-object tracking (MOT) and the estimate of detection probability with the \emph{Poisson multi-Bernoulli mixture} (PMBM) filter. In a majority of multi-object scenarios, the knowledge of detection…
Particle filtering for target tracking using multi-input multi-output (MIMO) pulse-Doppler radars faces three long-standing obstacles: a) the absence of reliable likelihood models for raw radar data; b) the computational and statistical…
In this paper, we propose an approximate Bayesian computation approach to perform a multiple target tracking within a binary sensor network. The nature of the binary sensors (getting closer - moving away information) do not allow the use of…
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…
The possibility of employing restricted Boltzmann machine (RBM) for collaborative filtering has been known for about a decade. However, there has been hardly any work on this topic since 2007. This work revisits the application of RBM in…
Bayesian clustering typically relies on mixture models, with each component interpreted as a different cluster. After defining a prior for the component parameters and weights, Markov chain Monte Carlo (MCMC) algorithms are commonly used to…