Related papers: A Poisson multi-Bernoulli mixture filter for coexi…

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…

Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…

A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent interest. These filters provide approximate solutions to…

In human microbiome studies, sequencing reads data are often summarized as counts of bacterial taxa at various taxonomic levels specified by a taxonomic tree. This paper considers the problem of analyzing two repeated measurements of…

In this work we deal with the problem of simultaneous multifrequency detection of extragalactic point sources in maps of the Cosmic Microwave Background. We apply a linear filtering technique that uses spatial information and the…

We present a novel approach for improving particle filters for multi-target tracking. The suggested approach is based on drift homotopy for stochastic differential equations. Drift homotopy is used to design a Markov Chain Monte Carlo step…

Sampling from unnormalized densities using diffusion models has emerged as a powerful paradigm. However, while recent approaches that use least-squares `matching' objectives have improved scalability, they often necessitate significant…

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…

In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature address the consensus averaging problem by…

We present the Bayesian consensus filter (BCF) for tracking a moving target using a networked group of sensing agents and achieving consensus on the best estimate of the probability distributions of the target's states. Our BCF framework…

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.…

In this contribution, we present new algorithms to source separation for the case of noisy instantaneous linear mixture, within the Bayesian statistical framework. The source distribution prior is modeled by a mixture of Gaussians…

Particle filters are broadly used to approximate posterior distributions of hidden states in state-space models by means of sets of weighted particles. While the convergence of the filter is guaranteed when the number of particles tends to…

Asynchronous event sequence clustering aims to group similar event sequences in an unsupervised manner. Mixture models of temporal point processes have been proposed to solve this problem, but they often suffer from overfitting, leading to…

We introduce a framework for inference in general state-space hidden Markov models (HMMs) under likelihood misspecification. In particular, we leverage the loss-theoretic perspective of Generalized Bayesian Inference (GBI) to define…

Motivated by non-linear, non-Gaussian, distributed multi-sensor/agent navigation and tracking applications, we propose a multi-rate consensus/fusion based framework for distributed implementation of the particle filter (CF/DPF). The CF/DPF…

Maximum likelihood (ML) learning for energy-based models (EBMs) is challenging, partly due to non-convergence of Markov chain Monte Carlo.Several variations of ML learning have been proposed, but existing methods all fail to achieve both…

Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…

Estimators derived from a divergence criterion such as $\varphi-$divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called MD$\varphi$DE, an estimator built using a dual…

A procedure is described for estimating an optimum kernel for the detection by convolution of signals among Poissonian noise. The technique is applied to the detection of x-ray point sources in XMM-Newton data, and is shown to yield an…