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In this paper we derive a multi-sensor multi-Bernoulli (MS-MeMBer) filter for multi-target tracking. Measurements from multiple sensors are employed by the proposed filter to update a set of tracks modeled as a multi-Bernoulli random finite…

Methodology · Statistics 2017-10-11 Augustin-Alexandru Saucan , Mark Coates , Michael Rabbat

We propose a nonparametric density estimator based on the Gaussian process (GP) and derive three novel closed form learning algorithms based on Fisher divergence (FD) score matching. The density estimator is formed by multiplying a base…

Machine Learning · Computer Science 2025-11-17 John Paisley , Wei Zhang , Brian Barr

In this paper, we aim to propose a consistent non-Gaussian Bayesian filter of which the system state is a continuous function. The distributions of the true system states, and those of the system and observation noises, are only assumed…

Optimization and Control · Mathematics 2024-04-09 Guangyu Wu , Anders Lindquist

Identifying the presence of a gravitational wave transient buried in non-stationary, non-Gaussian noise which can often contain spurious noise transients (glitches) is a very challenging task. For a given data set, transient gravitational…

General Relativity and Quantum Cosmology · Physics 2020-11-18 V. Gayathri , Dixeena Lopez , R. S. Pranjal , Ik Siong Heng , Archana Pai , Chris Messenger

The state-of-the-art linked Gaussian process offers a way to build analytical emulators for systems of computer models. We generalize the closed form expressions for the linked Gaussian process under the squared exponential kernel to a…

Methodology · Statistics 2021-02-09 Deyu Ming , Serge Guillas

Reservoir computers are a type of neuromorphic computer that may be built a an analog system, potentially creating powerful computers that are small, light and consume little power. Typically a reservoir computer is build by connecting…

Neural and Evolutionary Computing · Computer Science 2021-02-03 Thomas L. Carroll

This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation…

Machine Learning · Statistics 2015-09-08 Ömer Deniz Akyıldız

Despite the fact that neural networks are widely used for speech-driven head motion synthesis, it is well-known that the output of neural networks is noisy or discontinuous due to the limited capability of deep neural networks in predicting…

Signal Processing · Electrical Eng. & Systems 2019-07-26 JinHong Lu , Hiroshi Shimodaira

Particle filters are applicable to a wide range of nonlinear, non-Gaussian state-space models and have already been applied to a variety of problems. However, there is a problem in the calculation of smoothed distributions, where particles…

Computation · Statistics 2024-05-16 G. Kitagawa

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

Noise synthesis is a challenging low-level vision task aiming to generate realistic noise given a clean image along with the camera settings. To this end, we propose an effective generative model which utilizes clean features as guidance…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Mingyang Song , Yang Zhang , Tunç O. Aydın , Elham Amin Mansour , Christopher Schroers

This paper introduces the concept of the Gaussian integral filter (GIF), the limit of the Gaussian sum filter (GSF) for when the number of mixands tends to infinity. The GIF is obtained via a combination of GSF, quadrature, and…

Applications · Statistics 2023-07-10 Enrico M. Zucchelli , Brandon A. Jones

We propose a Bayesian nonparametric method for low-pass filtering that can naturally handle unevenly-sampled and noise-corrupted observations. The proposed model is constructed as a latent-factor model for time series, where the latent…

Machine Learning · Statistics 2019-02-12 Cristobal Valenzuela , Felipe Tobar

Gaussian noise removal is an interesting area in digital image processing not only to improve the visual quality, but for its impact on other post-processing algorithms like image registration or segmentation. Many presented…

Computer Vision and Pattern Recognition · Computer Science 2016-12-06 Mojtaba Kazemi , Ehsan Mohammadi. P , Parichehr shahidi sadeghi , Mohamad B. Menhaj

This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…

Probability · Mathematics 2018-11-12 Yanjie Zhang , Huijie Qiao , Jinqiao Duan

Supervised statistical classification is a vital tool for satellite image processing. It is useful not only when a discrete result, such as feature extraction or surface type, is required, but also for continuum retrievals by dividing the…

Atmospheric and Oceanic Physics · Physics 2016-02-05 Peter Mills

The choice of delay-Doppler domain (DD) pulse shaping filter plays an important role in determining the performance of Zak-OTFS. Sinc filter has good main lobe characteristics (with nulls at information grid points) which is good for…

Information Theory · Computer Science 2025-02-07 Arpan Das , Fathima Jesbin , Ananthanarayanan Chockalingam

We present a filter for detecting gravitational wave signals from burst sources. This filter requires only minimal advance knowledge of the expected signal: i.e. the signal's frequency band and time duration. It consists of a threshold on…

General Relativity and Quantum Cosmology · Physics 2011-07-19 Warren G. Anderson , Patrick R. Brady , Jolien D. E. Creighton , Eanna E. Flanagan

Gaussian distributions are commonly used as a key building block in many generative models. However, their applicability has not been well explored in deep networks. In this paper, we propose a novel deep generative model named as Normal…

Computer Vision and Pattern Recognition · Computer Science 2018-05-15 Jay Nandy , Wynne Hsu , Mong Li Lee

We propose a low complexity, graph based linear minimum mean square error (LMMSE) filter in which the non-white characteristics of a random process are taken into account. Our method corresponds to block LMMSE filtering, and has the…

Information Theory · Computer Science 2014-05-14 Pinar Sen , Ali Ozgur Yilmaz