Related papers: An Efficient Implementation of the Generalized Lab…
We introduce a framework for inference in general state-space hidden Markov models (HMMs) under likelihood misspecification. In particular, we leverage the loss-theoretic perspective of Generalized Bayesian Inference (GBI) to define…
This paper presents a sensor-control method for choosing the best next state of the sensor(s), that provide(s) accurate estimation results in a multi-target tracking application. The proposed solution is formulated for a multi-Bernoulli…
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…
The Poisson multi-Bernoulli mixture (PMBM) filter is conjugate prior composed of the union of a Poisson point process (PPP) and a multi-Bernoulli mixture (MBM). In this paper, a new PMBM filter for tracking multiple targets with randomly…
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…
This paper proposes a heterogenous density fusion approach to scalable multisensor multitarget tracking where the inter-connected sensors run different types of random finite set (RFS) filters according to their respective capacity and…
This paper shows that the Poisson multi-Bernoulli mixture (PMBM) density is a multi-target conjugate prior for general target-generated measurement distributions and arbitrary clutter distributions. That is, for this multi-target…
This paper presents a multitarget tracking particle filter (PF) for general track-before-detect measurement models. The PF is presented in the random finite set framework and uses a labelled multi-Bernoulli approximation. We also present a…
The particle Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm to sample from the full posterior distribution of a state-space model. It does so by executing Gibbs sampling steps on an extended target distribution defined on the…
Measurement-adaptive track initiation remains a critical design requirement of many practical multi-target tracking systems. For labeled random finite sets multi-object filters, prior work has been established to construct a labeled…
This paper presents the distributed Poisson multi-Bernoulli (PMB) filter based on the generalised covariance intersection (GCI) fusion rule for distributed multi-object filtering. Since the exact GCI fusion of two PMB densities is…
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…
Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…
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…
The Poisson multi-Bernoulli mixture (PMBM) and the multi-Bernoulli mixture (MBM) are two multi-target distributions for which closed-form filtering recursions exist. The PMBM has a Poisson birth process, whereas the MBM has a…
We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely…
The translation of Grover's search algorithm from its standard version, designed for implementation on a single quantum system amenable to projective measurements, into one suitable for an ensemble of quantum computers, whose outputs are…
Estimating the trajectories of multi-objects poses a significant challenge due to data association ambiguity, which leads to a substantial increase in computational requirements. To address such problems, a divide-and-conquer manner has…
This paper presents a Poisson multi-Bernoulli mixture (PMBM) filter for multi-target filtering based on sensor measurements that are sets of trajectories in the last two-time step window. The proposed filter, the trajectory measurement PMBM…
The assumption that response and predictor belong to the same statistical unit may be violated in practice. Unbiased estimation and recovery of true label ordering based on unlabeled data are challenging tasks and have attracted increasing…