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State estimation remains a fundamental challenge across numerous domains, from autonomous driving, aircraft tracking to quantum system control. Although Bayesian filtering has been the cornerstone solution, its classical model-based…

Machine Learning · Computer Science 2025-02-11 Yangguang He , Wenhao Li , Minzhe Li , Juan Zhang , Xiangfeng Wang , Bo Jin

Most multi-target tracking filters assume that one target and its observation follow a Hidden Markov Chain (HMC) model, but the implicit independence assumption of HMC model is invalid in many practical applications, and a Pairwise Markov…

Signal Processing · Electrical Eng. & Systems 2018-11-30 Jiangyi Liu , Chunping Wang , Wei Wang

High-Energy Physics experiments are facing a multi-fold data increase with every new iteration. This is certainly the case for the upcoming High-Luminosity LHC upgrade. Such increased data processing requirements forces revisions to almost…

Tracker detectors can be used to identify charged particles based on their global chi value obtained during track fitting with the Kalman filter. This approach builds upon the knowledge of detector material and local position resolution,…

Instrumentation and Detectors · Physics 2014-11-20 Ferenc Sikler

Correlation filters are special classifiers designed for shift-invariant object recognition, which are robust to pattern distortions. The recent literature shows that combining a set of sub-filters trained based on a single or a small group…

Computer Vision and Pattern Recognition · Computer Science 2018-02-14 Baochang Zhang , Shangzhen Luan , Chen Chen , Jungong Han , Wei Wang , Alessandro Perina , Ling Shao

Online Multi-Object Tracking (MOT) from videos is a challenging computer vision task which has been extensively studied for decades. Most of the existing MOT algorithms are based on the Tracking-by-Detection (TBD) paradigm combined with…

Computer Vision and Pattern Recognition · Computer Science 2019-04-10 Zhen He , Jian Li , Daxue Liu , Hangen He , David Barber

The recently developed labeled multi-Bernoulli (LMB) filter uses better approximations in its update step, compared to the unlabeled multi-Bernoulli filters, and more importantly, it provides us with not only the estimates for the number of…

Systems and Control · Computer Science 2015-02-05 Amirali K. Gostar , Reza Hoseinnezhad , Alireza Bab-Hadiashar

We study the efficiency of Thompson sampling for contextual bandits. Existing Thompson sampling-based algorithms need to construct a Laplace approximation (i.e., a Gaussian distribution) of the posterior distribution, which is inefficient…

Machine Learning · Computer Science 2022-06-23 Pan Xu , Hongkai Zheng , Eric Mazumdar , Kamyar Azizzadenesheli , Anima Anandkumar

Sequential Monte Carlo Squared (SMC$^2$) is a Bayesian method which can infer the states and parameters of non-linear, non-Gaussian state-space models. The standard random-walk proposal in SMC$^2$ faces challenges, particularly with…

Machine Learning · Statistics 2024-07-25 Conor Rosato , Joshua Murphy , Alessandro Varsi , Paul Horridge , Simon Maskell

The posterior Cram\'er-Rao lower bound (PCRLB) derived in Tichavsk\'y et al., 1998, provides a bound on the mean square error (MSE) obtained with any non-linear state filter. Computing the PCRLB involves solving complex, multi-dimensional…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

This paper is a sequel of the 2019 paper [5]. It demonstrates the following: a) the Poisson multi-Bernoulli mixture (PMBM) approach to detected vs. undetected (U/D) targets cannot be rigorously formulated using either the two-step or…

Methodology · Statistics 2025-01-22 Ronald Mahler

Traffic Movement Count (TMC) at intersections is crucial for optimizing signal timings, assessing the performance of existing traffic control measures, and proposing efficient lane configurations to minimize delays, reduce congestion, and…

Systems and Control · Electrical Eng. & Systems 2025-07-18 Saswat Priyadarshi Nayak , Guoyuan Wu , Kanok Boriboonsomsin , Matthew Barth

An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where…

Machine Learning · Statistics 2025-09-09 Junhua Chen , Lorenz Richter , Julius Berner , Denis Blessing , Gerhard Neumann , Anima Anandkumar

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

We propose an improved discriminative model prediction method for robust long-term tracking based on a pre-trained short-term tracker. The baseline pre-trained short-term tracker is SuperDiMP which combines the bounding-box regressor of…

Computer Vision and Pattern Recognition · Computer Science 2020-08-26 Seokeon Choi , Junhyun Lee , Yunsung Lee , Alexander Hauptmann

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…

Applications · Statistics 2015-10-28 Lan Jiang , Sumeetpal S. Singh , Sinan Yıldırım

This work proposes a novel framework for visual tracking based on the integration of an iterative particle filter, a deep convolutional neural network, and a correlation filter. The iterative particle filter enables the particles to correct…

Computer Vision and Pattern Recognition · Computer Science 2023-01-05 Reza Jalil Mozhdehi , Henry Medeiros

True-time-delay (TTD) lines are recently applied inside Terahertz (THz) hybrid-precoding transceiver to acquire high beamforming gain against beam squint effect. However, beam tracking turns into a challenging puzzle where enormous…

Information Theory · Computer Science 2024-10-28 Xu Shi , Jintao Wang , Jian Song

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…

Signal Processing · Electrical Eng. & Systems 2025-12-11 Shixiong Wang , Wei Dai , Geoffrey Ye Li

The particle filter (PF), also known as sequential Monte Carlo (SMC), approximates high-dimensional probability distributions and their normalizing constants in the discrete-time setting. To reduce the variance of the Monte Carlo…

Computation · Statistics 2026-05-05 Jianfeng Lu , Yuliang Wang