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Robustness and adaptivity are two competing objectives in Kalman filters (KF). Robustness involves temporarily inflating prior estimates of noise covariances, while adaptivity updates prior beliefs by exploiting measurements. In practical…

Information Theory · Computer Science 2026-05-11 Shilei Li , Dawei Shi , Hao Yu , Ling Shi

We present a novel particle filtering algorithm for tracking a moving sound source using a microphone array. If there are N microphones in the array, we track all $N \choose 2$ delays with a single particle filter over time. Since it is…

Artificial Intelligence · Computer Science 2010-03-03 Evan Ettinger , Yoav Freund

We propose a probabilistic filtering method which fuses joint measurements with depth images to yield a precise, real-time estimate of the end-effector pose in the camera frame. This avoids the need for frame transformations when using it…

Robotics · Computer Science 2016-11-28 Cristina Garcia Cifuentes , Jan Issac , Manuel Wüthrich , Stefan Schaal , Jeannette Bohg

This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…

Machine Learning · Statistics 2026-02-13 Jean-François Giovannelli

Event cameras have the ability to record continuous and detailed trajectories of objects with high temporal resolution, thereby providing intuitive motion cues for optical flow estimation. Nevertheless, most existing learning-based…

Computer Vision and Pattern Recognition · Computer Science 2023-08-22 Haotian Liu , Guang Chen , Sanqing Qu , Yanping Zhang , Zhijun Li , Alois Knoll , Changjun Jiang

We consider the combined use of resampling and partial rejection control in sequential Monte Carlo methods, also known as particle filters. While the variance reducing properties of rejection control are known, there has not been (to the…

Computation · Statistics 2020-03-05 Jan Kudlicka , Lawrence M. Murray , Thomas B. Schön , Fredrik Lindsten

We combine conditional state density construction with an extension of the Scenario Approach for stochastic Model Predictive Control to nonlinear systems to yield a novel particle-based formulation of stochastic nonlinear output-feedback…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

This paper introduces a novel Kalman filter framework designed to achieve robust state estimation under both process and measurement noise. Inspired by the Weighted Observation Likelihood Filter (WoLF), which provides robustness against…

Machine Learning · Statistics 2025-11-25 Weitao Liu

Bayesian Non-negative Matrix Factorization (NMF) is a promising approach for understanding uncertainty and structure in matrix data. However, a large volume of applied work optimizes traditional non-Bayesian NMF objectives that fail to…

Machine Learning · Statistics 2018-03-19 M. Arjumand Masood , Finale Doshi-Velez

Bayesian filtering is a well-known problem that aims to estimate plausible states of a dynamical system from observations. Among existing approaches to solve this problem, particle filters are theoretically exact for non-linear dynamics and…

Machine Learning · Computer Science 2026-05-20 Thomas Savary , François Rozet , Gilles Louppe

Quantitative analysis of the dynamics of tiny cellular and sub-cellular structures, known as particles, in time-lapse cell microscopy sequences requires the development of a reliable multi-target tracking method capable of tracking numerous…

Computer Vision and Pattern Recognition · Computer Science 2015-07-24 Seyed Hamid Rezatofighi , Stephen Gould , Ba Tuong Vo , Ba-Ngu Vo , Katarina Mele , Richard Hartley

A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…

Methodology · Statistics 2018-08-02 Merlin Keller , Kaniav Kamary

The ability to track a moving vehicle is of crucial importance in numerous applications. The task has often been approached by the importance sampling technique of particle filters due to its ability to model non-linear and non-Gaussian…

Machine Learning · Statistics 2016-11-16 Kira Kempinska , John Shawe-Taylor

In cognitive systems, recent emphasis has been placed on studying the cognitive processes of the subject whose behavior was the primary focus of the system's cognitive response. This approach, known as inverse cognition, arises in…

Optimization and Control · Mathematics 2025-04-01 Himali Singh , Arpan Chattopadhyay , Kumar Vijay Mishra

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…

Computation · Statistics 2023-01-24 Qiang Heng , Hua Zhou , Eric C. Chi

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…

Applications · Statistics 2021-05-19 Matti Raitoharju , Henri Nurminen , Demet Cilden-Guler , Simo Särkkä

Increasing availability of vehicle GPS data has created potentially transformative opportunities for traffic management, route planning and other location-based services. Critical to the utility of the data is their accuracy. Map-matching…

Machine Learning · Statistics 2016-11-30 Kira Kempinska , Toby Davies , John Shawe-Taylor

Particle filtering is a recursive Bayesian estimation technique that has gained popularity recently for tracking and localization applications. It uses Monte Carlo simulation and has proven to be a very reliable technique to model…

Robotics · Computer Science 2020-10-23 Adithya Krishna , André van Schaik , Chetan Singh Thakur

In this paper, we present a new ensemble-based filter method by reconstructing the analysis step of the particle filter through a transport map, which directly transports prior particles to posterior particles. The transport map is…

Machine Learning · Statistics 2026-05-14 Dengfei Zeng , Lijian Jiang

Multi-target tracking (MTT) serves as a cornerstone technology in information fusion, yet faces significant challenges in robustness and efficiency when dealing with model uncertainties, clutter interference, and target interactions.…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Ming Lei , Shufan Wu