Related papers: Riemann-Langevin Particle Filtering in Track-Befor…
In radar systems, tracking targets in low signal-to-noise ratio (SNR) environments is a very important task. There are some algorithms designed for multitarget tracking. Their performances, however, are not satisfactory in low SNR…
State of the art methods for target tracking with sensor management (or controlled sensing) are model-based and are obtained through solutions to Partially Observable Markov Decision Process (POMDP) formulations. In this paper a…
A sequential detection and tracking (SDT) approach is proposed for detection and tracking of very low signal-to-noise (SNR) objects. The proposed approach is compared with two existing particle filter track-before-track (TBD) methods. It is…
Real-time object tracking necessitates a delicate balance between speed and accuracy, a challenge exacerbated by the computational demands of deep learning methods. In this paper, we propose Confidence-Triggered Detection (CTD), an…
Particle filters flexibly represent multiple posterior modes nonparametrically, via a collection of weighted samples, but have classically been applied to tracking problems with known dynamics and observation likelihoods. Such generative…
Proximal Markov Chain Monte Carlo is a novel construct that lies at the intersection of Bayesian computation and convex optimization, which helped popularize the use of nondifferentiable priors in Bayesian statistics. Existing formulations…
In the classical tracking-by-detection (TBD) paradigm, detection and tracking are separately and sequentially conducted, and data association must be properly performed to achieve satisfactory tracking performance. In this paper, a new…
Traditional tracking-by-detection systems typically employ Kalman filters (KF) for state estimation. However, the KF requires domain-specific design choices and it is ill-suited to handling non-linear motion patterns. To address these…
Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…
Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…
Twisted particle filters are a class of sequential Monte Carlo methods recently introduced by Whiteley and Lee to improve the efficiency of marginal likelihood estimation in state-space models. The purpose of this article is to extend the…
Langevin Monte Carlo (LMC) and its stochastic gradient versions are powerful algorithms for sampling from complex high-dimensional distributions. To sample from a distribution with density $\pi(\theta)\propto \exp(-U(\theta)) $, LMC…
A new Bayesian state and parameter learning algorithm for multiple target tracking (MTT) models with image observations is proposed. Specifically, a Markov chain Monte Carlo algorithm is designed to sample from the posterior distribution of…
Latent Consistency Model (LCM) extends the Consistency Model to the latent space and leverages the guided consistency distillation technique to achieve impressive performance in accelerating text-to-image synthesis. However, we observed…
Online beat tracking (OBT) has always been a challenging task. Due to the inaccessibility of future data and the need to make inference in real-time. We propose Do not Look back! (DLB), a novel approach optimized for efficiency when…
Video generation models have achieved notable progress in static scenarios, yet their performance in motion video generation remains limited, with quality degrading under drastic dynamic changes. This is due to noise disrupting temporal…
Autonomous vehicles need precise knowledge on dynamic objects in their surroundings. Especially in urban areas with many objects and possible occlusions, an infrastructure system based on a multi-sensor setup can provide the required…
Partially-observable problems pose a trade-off between reducing costs and gathering information. They can be solved optimally by planning in belief space, but that is often prohibitively expensive. Model-predictive control (MPC) takes the…
Particle MCMC is a class of algorithms that can be used to analyse state-space models. They use MCMC moves to update the parameters of the models, and particle filters to propose values for the path of the state-space model. Currently the…
We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…