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A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…

Numerical Analysis · Mathematics 2020-09-02 Lexing Ying

In binary-transaction data-mining, traditional frequent itemset mining often produces results which are not straightforward to interpret. To overcome this problem, probability models are often used to produce more compact and conclusive…

Machine Learning · Computer Science 2012-09-27 Ruefei He , Jonathan Shapiro

This paper proposes a clustering and merging approach for the Poisson multi-Bernoulli mixture (PMBM) filter to lower its computational complexity and make it suitable for multiple target tracking with a high number of targets. We define a…

Signal Processing · Electrical Eng. & Systems 2024-09-16 Marco Fontana , Ángel F. García-Fernández , Simon Maskell

Hard-thresholding-based algorithms have seen various advantages for sparse optimization in controlling the sparsity and allowing for fast computation. Recent research shows that when techniques of the Newton-type methods are integrated,…

Optimization and Control · Mathematics 2022-11-11 Shenglong Zhou

Preference feedback, in the form of pairwise comparisons rather than scalar scores, has seen increasing use in applications such as human-, laboratory-, and expert-in-the-loop design, as well as scientific discovery. We propose a Thompson…

Machine Learning · Statistics 2026-04-29 Joseph Lazzaro , Davide Buffelli , Da-shan Shiu , Sattar Vakili

In the context of a high-dimensional linear regression model, we propose the use of an empirical correlation-adaptive prior that makes use of information in the observed predictor variable matrix to adaptively address high collinearity,…

Methodology · Statistics 2022-07-04 Chang Liu , Yue Yang , Howard Bondell , Ryan Martin

We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…

Statistics Theory · Mathematics 2013-11-28 Eduard Belitser , Paulo Serra , Harry van Zanten

Many functions have approximately-known upper and/or lower bounds, potentially aiding the modeling of such functions. In this paper, we introduce Gaussian process models for functions where such bounds are (approximately) known. More…

Machine Learning · Computer Science 2022-10-20 Vu Nguyen , Marc Peter Deisenroth , Michael A. Osborne

In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…

Computation · Statistics 2012-01-18 Hua Zhou , Artin Armagan , David B. Dunson

Joint probabilistic data association (JPDA) filter methods and multiple hypothesis tracking (MHT) methods are widely used for multitarget tracking (MTT). However, they are known to exhibit undesirable behavior in tracking scenarios with…

Signal Processing · Electrical Eng. & Systems 2024-09-12 Thomas Kropfreiter , Florian Meyer , David F. Crouse , Stefano Coraluppi , Franz Hlawatsch , Peter Willett

This paper considers the problem of multiple human target tracking in a sequence of video data. A solution is proposed which is able to deal with the challenges of a varying number of targets, interactions and when every target gives rise…

Computer Vision and Pattern Recognition · Computer Science 2015-11-06 Ata-ur-Rehman , Syed Mohsen Naqvi , Lyudmila Mihaylova , Jonathon Chambers

This exposition explains the basic ideas of Stein's method for Poisson random variable approximation and Poisson process approximation from the point of view of the immigration-death process and Palm theory. The latter approach also enables…

Probability · Mathematics 2007-05-23 Louis H. Y. Chen , Aihua Xia

Correlation has a critical role in the tracking field, especially in recent popular Siamese-based trackers. The correlation operation is a simple fusion method that considers the similarity between the template and the search region.…

Computer Vision and Pattern Recognition · Computer Science 2022-11-24 Xin Chen , Bin Yan , Jiawen Zhu , Huchuan Lu , Xiang Ruan , Dong Wang

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

Optimization and Control · Mathematics 2013-12-19 J. C. Jimenez

Recent work has shown constrained Bayesian optimization to be a powerful technique for the optimization of industrial processes. In complex manufacturing processes, the possibility to run extensive sequences of experiments with the goal of…

Systems and Control · Electrical Eng. & Systems 2022-05-12 Xavier Guidetti , Alisa Rupenyan , Lutz Fassl , Majid Nabavi , John Lygeros

Density ratio estimation (DRE) is a paramount task in machine learning, for its broad applications across multiple domains, such as covariate shift adaptation, causal inference, independence tests and beyond. Parametric methods for…

Machine Learning · Statistics 2025-06-03 Meilin Wang , Wei Huang , Mingming Gong , Zheng Zhang

In this paper we present a general solution for multi-target tracking with superpositional measurements. Measurements that are functions of the sum of the contributions of the targets present in the surveillance area are called…

Methodology · Statistics 2023-07-19 Francesco Papi , Du Yong Kim

Hard thresholding pursuit (HTP) is a recently proposed iterative sparse recovery algorithm which is a result of combination of a support selection step from iterated hard thresholding (IHT) and an estimation step from the orthogonal…

Information Theory · Computer Science 2020-06-03 Samrat Mukhopadhyay , Mrityunjoy Chakraborty

A greedy algorithm called Bayesian multiple matching pursuit (BMMP) is proposed to estimate a sparse signal vector and its support given $m$ linear measurements. Unlike the maximum a posteriori (MAP) support detection, which was proposed by…

Information Theory · Computer Science 2019-04-04 Kyung-Su Kim , Sae-Young Chung

We propose a new empirical Bayes approach for inference in the $p \gg n$ normal linear model. The novelty is the use of data in the prior in two ways, for centering and regularization. Under suitable sparsity assumptions, we establish a…

Statistics Theory · Mathematics 2018-12-06 Ryan Martin , Raymond Mess , Stephen G. Walker