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Particle transport in Markov mixtures can be addressed by the so-called Chord Length Sampling (CLS) methods, a family of Monte Carlo algorithms taking into account the effects of stochastic media on particle propagation by generating…
In this work, a kernel-based Ensemble Gaussian Mixture Probability Hypothesis Density (EnGM-PHD) filter is presented for multi-target filtering applications. The EnGM-PHD filter combines the Gaussian-mixture-based techniques of the Gaussian…
Tracking multiple targets in dynamic environments using distributed sensor networks is a fundamental problem in statistical signal processing. In such scenarios, the network of mobile sensors must coordinate their actions to accurately…
We propose a sequential Monte Carlo algorithm for parameter learning when the studied model exhibits random discontinuous jumps in behaviour. To facilitate the learning of high dimensional parameter sets, such as those associated to neural…
Zebrafish is an excellent model organism, which has been widely used in the fields of biological experiments, drug screening, and swarm intelligence. In recent years, there are a large number of techniques for tracking of zebrafish involved…
We develop clustering procedures for longitudinal trajectories based on a continuous-time hidden Markov model (CTHMM) and a generalized linear observation model. Specifically in this paper, we carry out finite and infinite mixture…
We propose a new framework that extends the standard Probability Hypothesis Density (PHD) filter for multiple targets having $N\geq2$ different types based on Random Finite Set theory, taking into account not only background clutter, but…
Differentiable particle filters are an emerging class of particle filtering methods that use neural networks to construct and learn parametric state-space models. In real-world applications, both the state dynamics and measurements can…
Filtering point targets in highly cluttered and noisy data frames can be very challenging, especially for complex target motions. Fixed motion models can fail to provide accurate predictions, while learning based algorithm can be difficult…
We study the problem of searching for and tracking a collection of moving targets using a robot with a limited Field-Of-View (FOV) sensor. The actual number of targets present in the environment is not known a priori. We propose a search…
The FBMS R package facilitates Bayesian model selection and model averaging in complex regression settings by employing a variety of Monte Carlo model exploration methods. At its core, the package implements an efficient Mode Jumping Markov…
In millimeter-wave (mmWave) systems, beamforming is needed to overcome harsh channel environments. As a promising beamforming solution, lens antenna array (LAA) implementation can provide a cost-effective solution without notable…
A restricted Boltzmann machine (RBM) is a generative neural-network model with many novel applications such as collaborative filtering and acoustic modeling. An RBM lacks the capacity to retain memory, making it inappropriate for dynamic…
This paper proposes a new sampling-based nonlinear model predictive control (MPC) algorithm, with a bound on complexity quadratic in the prediction horizon N and linear in the number of samples. The idea of the proposed algorithm is to use…
Tracking multiple time-varying states based on heterogeneous observations is a key problem in many applications. Here, we develop a statistical model and algorithm for tracking an unknown number of targets based on the probabilistic fusion…
In this paper we consider multitarget tracking with multiple sensors for BMD. In a previous paper multitarget tracking with a single sensor was considered [8]. A ballistic missile may be in several pieces, presenting multiple targets.…
In clinical trials, mixed effects models for repeated measures (MMRM) and pattern mixture models (PMM) are often used to analyze longitudinal continuous outcomes. We describe a simple missing data imputation algorithm for the MMRM that can…
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…
In a variety of problems, the number and state of multiple moving targets are unknown and are subject to be inferred from their measurements obtained by a sensor with limited sensing ability. This type of problems is raised in a variety of…
This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general Poisson-Kingman class. We present a novel compact way of…