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The Pseudo-Marginal (PM) algorithm is a popular Markov chain Monte Carlo (MCMC) method used to sample from a target distribution when its density is inaccessible, but can be estimated with a non-negative unbiased estimator. Its performance…

Computation · Statistics 2025-09-30 Sarra Abaoubida , Mylène Bédard , Florian Maire

Methods to extract information from the tracking of mobile objects/particles have broad interest in biological and physical sciences. Techniques based on simple criteria of proximity in time-consecutive snapshots are useful to identify the…

Data Analysis, Statistics and Probability · Physics 2015-03-13 M. Chertkov , L. Kroc , F. Krzakala , M. Vergassola , L. Zdeborová

The Probability Hypothesis Density (PHD) and Cardinalized PHD (CPHD) filters are popular solutions to the multi-target tracking problem due to their low complexity and ability to estimate the number and states of targets in cluttered…

Methodology · Statistics 2018-02-14 Isabel Schlangen , Emmanuel D. Delande , Jeremie Houssineau , Daniel E. Clark

Non-homogeneous Poisson processes are used in a wide range of scientific disciplines, ranging from the environmental sciences to the health sciences. Often, the central object of interest in a point process is the underlying intensity…

Methodology · Statistics 2022-02-11 Tin Lok James Ng , Andrew Zammit-Mangion

A large-scale multi-object tracker based on the generalised labeled multi-Bernoulli (GLMB) filter is proposed. The algorithm is capable of tracking a very large, unknown and time-varying number of objects simultaneously, in the presence of…

Computation · Statistics 2018-04-19 Michael Beard , Ba Tuong Vo , Ba-Ngu Vo

We give an algorithm for properly learning Poisson binomial distributions. A Poisson binomial distribution (PBD) of order $n$ is the discrete probability distribution of the sum of $n$ mutually independent Bernoulli random variables. Given…

Data Structures and Algorithms · Computer Science 2015-11-13 Ilias Diakonikolas , Daniel M. Kane , Alistair Stewart

We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…

Methodology · Statistics 2021-06-10 Chunyi Zhao , Athanasios Kottas

Accurate prediction of future agent trajectories is a critical challenge for ensuring safe and efficient autonomous navigation, particularly in complex urban environments characterized by multiple plausible future scenarios. In this paper,…

Robotics · Computer Science 2025-07-29 Haichuan Li , Tomi Westerlund

The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general…

Machine Learning · Statistics 2018-10-18 Faicel Chamroukhi , Marius Bartcus , Hervé Glotin

The amplitude information of target returns has been incorporated into many tracking algorithms for performance improvements. One of the limitations of employing amplitude feature is that the signal-to-noise ratio (SNR) of the target, i.e.,…

Signal Processing · Electrical Eng. & Systems 2022-09-20 Weizhen Ma , Zhongliang Jing , Peng Dong , Henry Leung

In multi-object tracking applications, model parameter tuning is a prerequisite for reliable performance. In particular, it is difficult to know statistics of false measurements due to various sensing conditions and changes in the field of…

Computer Vision and Pattern Recognition · Computer Science 2017-12-01 Du Yong Kim

In multi-object stochastic systems, the issue of sensor management is a theoretically and computationally challenging problem. In this paper, we present a novel random finite set (RFS) approach to the multi-target sensor management problem…

Systems and Control · Computer Science 2014-04-14 Hung Gia Hoang , Ba Tuong Vo

This paper presents a pedestrian motion model that includes both low level trajectory patterns, and high level discrete transitions. The inclusion of both levels creates a more general predictive model, allowing for more meaningful…

Robotics · Computer Science 2020-01-30 Yutao Han , Rina Tse , Mark Campbell

The Gaussian Mixture Probability Hypothesis Density (GM-PHD) filter is an almost exact closed-form approximation to the Bayes-optimal multi-target tracking algorithm. Due to its optimality guarantees and ease of implementation, it has been…

Signal Processing · Electrical Eng. & Systems 2025-05-20 Shiraz Khan , Yi-Chieh Sun , Inseok Hwang

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

Consider the problem of tracking a set of moving targets. Apart from the tracking result, it is often important to know where the tracking fails, either to steer sensors to that part of the state-space, or to inform a human operator about…

Artificial Intelligence · Computer Science 2009-11-10 Hedvig Sidenbladh , Pontus Svenson , Johan Schubert

In binary-transaction data-mining, traditional frequent itemset mining often produces results which are not straightforward to interpret. To overcome this problem, probability models are often used to produce more compact and conclusive…

Machine Learning · Computer Science 2012-09-27 Ruefei He , Jonathan Shapiro

The non-homogeneous Poisson process (NHPP) is a widely used measurement model that allows for an object to generate multiple measurements over time. However, it can be difficult to efficiently and reliably track multiple objects under this…

Signal Processing · Electrical Eng. & Systems 2024-04-25 Runze Gan , Qing Li , Simon Godsill

We propose a novel online multi-object visual tracker using a Gaussian mixture Probability Hypothesis Density (GM-PHD) filter and deep appearance learning. The GM-PHD filter has a linear complexity with the number of objects and…

Computer Vision and Pattern Recognition · Computer Science 2021-08-06 Nathanael L. Baisa

Clustering multivariate binary data is of interest in many scientific fields, including ecology, biomedicine, and social policy. Beyond heuristic clustering algorithms, such data can be modelled using multivariate Bernoulli mixture models.…

Methodology · Statistics 2026-04-24 Luisa Ferrari , Maria Franco Villoria , Garritt L. Page , Alex Laini
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