Related papers: Unscented Auxiliary Particle Filter Implementation…

The development of unsupervised hashing is advanced by the recent popular contrastive learning paradigm. However, previous contrastive learning-based works have been hampered by (1) insufficient data similarity mining based on global-only…

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…

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…

Particle filtering is a numerical Bayesian technique that has great potential for solving sequential estimation problems involving non-linear and non-Gaussian models. Since the estimation accuracy achieved by particle filters improves as…

Appropriately evaluating the discrepancy between domains is essential for the success of unsupervised domain adaptation. In this paper, we first point out that existing discrepancy measures are less informative when complex models such as…

Nonlinear Mixed effects models are hidden variables models that are widely used in many fields such as pharmacometrics. In such models, the distribution characteristics of hidden variables can be specified by including several parameters…

The goal of unbiased learning to rank (ULTR) is to leverage implicit user feedback for optimizing learning-to-rank systems. Among existing solutions, automatic ULTR algorithms that jointly learn user bias models (i.e., propensity models)…

Multitarget tracking in the interference environments suffers from the nonuniform, unknown and time-varying clutter, resulting in dramatic performance deterioration. We address this challenge by proposing a robust multitarget tracking…

This paper proposes an efficient and robust algorithm to estimate target trajectories with unknown target detection profiles and clutter rates using measurements from multiple sensors. In particular, we propose to combine the multi-sensor…

In multi-target tracking (MTT), non-Gaussian measurement noise from sensors can diminish the performance of the Gaussian-assumed Gaussian mixture probability hypothesis density (GM-PHD) filter. In this paper, an approach that transforms the…

Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives sufficient results in many cases. However, this filters only…

State estimation in non-linear models is performed by tracking the posterior distribution recursively. A plethora of algorithms have been proposed for this task. Among them, the Gaussian particle filter uses a weighted set of particles to…

This paper introduces the {\it particle swarm filter} (not to be confused with particle swarm optimization): a recursive and embarrassingly parallel algorithm that targets an approximation to the sequence of posterior predictive…

Particle filtering is a standard Monte-Carlo approach for a wide range of sequential inference tasks. The key component of a particle filter is a set of particles with importance weights that serve as a proxy of the true posterior…

This paper proposes a Poisson multi-Bernoulli mixture (PMBM) filter for coexisting point and extended targets, i.e., for scenarios where there may be simultaneous point and extended targets. The PMBM filter provides a recursion to compute…

Aiming towards human-level generalization, there is a need to explore adaptable representation learning methods with greater transferability. Most existing approaches independently address task-transferability and cross-domain adaptation,…

We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…

This paper presents a fully non-Gaussian version of the Hamiltonian Monte Carlo (HMC) sampling filter. The Gaussian prior assumption in the original HMC filter is relaxed. Specifically, a clustering step is introduced after the forecast…

Most nonlinear filters used in spacecraft navigation are based on a linear approximation of the optimal minimum mean square error estimator. The Unscented Kalman Filter (UKF) handles nonlinear dynamics through a sigma-point transform, but…

Nonlinear filtering with standard PF methods requires mitigative techniques to quell weight degeneracy, such as resampling. This is especially true in high-dimensional systems with sparse observations. Unfortunately, such techniques are…