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We develop a (nearly) unbiased particle filtering algorithm for a specific class of continuous-time state-space models, such that (a) the latent process $X_t$ is a linear Gaussian diffusion; and (b) the observations arise from a Poisson…

Computation · Statistics 2023-11-07 Ruiyang Jin , Sumeetpal S. Singh , Nicolas Chopin

While optimizing recommendation systems for user engagement is a well-established practice, effectively diversifying recommendations without negatively impacting core business metrics remains a significant industry challenge. In line with…

Information Retrieval · Computer Science 2025-09-15 Carole Ibrahim , Hiba Bederina , Daniel Cuesta , Laurent Montier , Cyrille Delabre , Jill-Jênn Vie

Discriminative correlation filters show excellent performance in object tracking. However, in complex scenes, the apparent characteristics of the tracked target are variable, which makes it easy to pollute the model and cause the model…

Computer Vision and Pattern Recognition · Computer Science 2023-06-09 Qiujie Dong , Xuedong He , Haiyan Ge , Qin Liu , Aifu Han , Shengzong Zhou

Recent object detectors find instances while categorizing candidate regions. As each region is evaluated independently, the number of candidate regions from a detector is usually larger than the number of objects. Since the final goal of…

Computer Vision and Pattern Recognition · Computer Science 2019-09-04 Nuri Kim , Donghoon Lee , Songhwai Oh

Forward-backward Probability Hypothesis Density (PHD) smoothing is an efficient way for target tracking in dense clutter environment. Although the target class has been widely viewed as useful information to enhance the target tracking,…

Systems and Control · Computer Science 2018-12-07 Yanyuan Qin

Dimensionality reduction is a first step of many machine learning pipelines. Two popular approaches are principal component analysis, which projects onto a small number of well chosen but non-interpretable directions, and feature selection,…

Machine Learning · Statistics 2018-12-27 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

We present differentiable particle filters (DPFs): a differentiable implementation of the particle filter algorithm with learnable motion and measurement models. Since DPFs are end-to-end differentiable, we can efficiently train their…

Machine Learning · Computer Science 2018-05-31 Rico Jonschkowski , Divyam Rastogi , Oliver Brock

Positively (resp. negatively) associated point processes are a class of point processes that induce attraction (resp. inhibition) between the points. As an important example, determinantal point processes (DPPs) are negatively associated.…

Statistics Theory · Mathematics 2018-02-20 Arnaud Poinas , Bernard Delyon , Frédéric Lavancier

We study conditions so that the determinantal point process $\Lambda_\phi$ associated to a generalized Fock space defined by a doubling subharmonic weight $\phi$ is almost surely a separated sequence in $\mathbb C$. Under a natural…

Complex Variables · Mathematics 2025-02-11 Giuseppe Lamberti , Xavier Massaneda

The spatial structure of transmitters in wireless networks plays a key role in evaluating the mutual interference and hence the performance. Although the Poisson point process (PPP) has been widely used to model the spatial configuration of…

Information Theory · Computer Science 2014-01-16 Na Deng , Wuyang Zhou , Martin Haenggi

This paper focuses on the joint multi-object tracking (MOT) and the estimate of detection probability with the \emph{Poisson multi-Bernoulli mixture} (PMBM) filter. In a majority of multi-object scenarios, the knowledge of detection…

Systems and Control · Electrical Eng. & Systems 2019-09-24 Guchong Li

This paper focuses on designing a particle filter for randomly delayed measurements with an unknown latency probability. A generalized measurement model is adopted which includes measurements that are delayed randomly by an arbitrary but…

Signal Processing · Electrical Eng. & Systems 2018-03-22 Ranjeet Kumar Tiwari , Shovan Bhaumik , Paresh Date

We propose a particle-based distributed PHD filter for tracking an unknown, time-varying number of targets. To reduce communication, the local PHD filters at neighboring sensors communicate Gaussian mixture (GM) parameters. In contrast to…

Systems and Control · Computer Science 2021-04-21 Tiancheng Li , Franz Hlawatsch

Discrete Determinantal Point Processes (DPPs) have a wide array of potential applications for subsampling datasets. They are however held back in some cases by the high cost of sampling. In the worst-case scenario, the sampling cost scales…

Machine Learning · Computer Science 2023-02-23 Simon Barthelmé , Nicolas Tremblay , Pierre-Olivier Amblard

Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…

Methodology · Statistics 2025-03-17 Jan Albrecht , Sebastian Reich

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…

Machine Learning · Statistics 2024-12-19 John-Joseph Brady , Yuhui Luo , Wenwu Wang , Víctor Elvira , Yunpeng Li

An algorithm for the estimation of multiple targets from partial and corrupted observations is introduced based on the concept of partially-distinguishable multi-target system. It combines the advantages of engineering solutions like MHT…

Probability · Mathematics 2017-12-05 J. Houssineau , D. E. Clark

We study a mini-batch diversification scheme for stochastic gradient descent (SGD). While classical SGD relies on uniformly sampling data points to form a mini-batch, we propose a non-uniform sampling scheme based on the Determinantal Point…

Machine Learning · Computer Science 2017-09-12 Cheng Zhang , Hedvig Kjellstrom , Stephan Mandt

This paper proposes a Poisson multi-Bernoulli mixture (PMBM) filter for coexisting point and extended targets, i.e., for scenarios where there may be simultaneous point and extended targets. The PMBM filter provides a recursion to compute…

Methodology · Statistics 2021-05-19 Ángel F. García-Fernández , Jason L. Williams , Lennart Svensson , Yuxuan Xia

This paper uses multi-object tracking methods known from the radar tracking community to address the problem of pedestrian tracking using 2D bounding box detections. The standard point-object (SPO) model is adopted, and the posterior…

Systems and Control · Electrical Eng. & Systems 2025-08-29 Jan Krejčí , Oliver Kost , Yuxuan Xia , Lennart Svensson , Ondřej Straka