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Sequential Monte Carlo (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a posteriori probability measures generated by state-space dynamical models. At any given time $t$,…

Computation · Statistics 2016-11-24 Dan Crisan , Joaquín Míguez

This paper provides a comparative analysis between the adaptive birth model used in the labelled random finite set literature and the track initiation in the Poisson multi-Bernoulli mixture (PMBM) filter, with point-target models. The PMBM…

Applications · Statistics 2022-07-14 Ángel F. García-Fernández , Yuxuan Xia , Lennart Svensson

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

Instrumentation and Methods for Astrophysics · Physics 2015-06-16 Rupert Allison , Joanna Dunkley

This paper addresses distributed registration of a sensor network for multitarget tracking. Each sensor gets measurements of the target position in a local coordinate frame, having no knowledge about the relative positions (referred to as…

Systems and Control · Computer Science 2019-02-08 Lin Gao , Giorgio Battistelli , Luigi Chisci , Ping Wei

This paper derives the optimal Bayesian processing of an out-of-sequence (OOS) set of measurements in continuous-time for multiple target tracking. We consider a multi-target system modelled in continuous time that is discretised at the…

Systems and Control · Electrical Eng. & Systems 2021-09-02 Ángel F. García-Fernández , Wei Yi

A prevalent problem in general state space models is the approximation of the smoothing distribution of a state conditional on the observations from the past, the present, and the future. The aim of this paper is to provide a rigorous…

Statistics Theory · Mathematics 2016-05-30 Thi Ngoc Minh Nguyen , Sylvain Le Corff , Eric Moulines

This paper considers the problem of binary distributed detection of a known signal in correlated Gaussian sensing noise in a wireless sensor network, where the sensors are restricted to use likelihood ratio test (LRT), and communicate with…

Information Theory · Computer Science 2016-01-20 Nahal Maleki , Azadeh Vosoughi , Nazanin Rahnavard

We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen…

Information Theory · Computer Science 2009-09-10 Vaibhav Srivastava , Kurt Plarre , Francesco Bullo

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Multi-object tracking (MOT) is among crucial applications in modern advanced driver assistance systems (ADAS) and autonomous driving (AD) systems. The global nearest neighbor (GNN) filter, as the earliest random vector-based Bayesian…

Systems and Control · Electrical Eng. & Systems 2023-02-09 Jianan Liu , Liping Bai , Yuxuan Xia , Tao Huang , Bing Zhu , Qing-Long Han

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

Computation · Statistics 2015-12-16 Dennis Prangle

Networks of low-cost sensors are becoming ubiquitous, but often suffer from poor accuracies and drift. Regular colocation with reference sensors allows recalibration but is complicated and expensive. Alternatively the calibration can be…

The task of quantifying the inherent uncertainty associated with neural network predictions is a key challenge in artificial intelligence. Bayesian neural networks (BNNs) and deep ensembles are among the most prominent approaches to tackle…

Machine Learning · Computer Science 2025-05-23 Valentin Villecroze , Yixin Wang , Gabriel Loaiza-Ganem

Efficiently aggregating data from different sources is a challenging problem, particularly when samples from each source are distributed differently. These differences can be inherent to the inference task or present for other reasons:…

Machine Learning · Computer Science 2017-11-15 Matthew Staib , Sebastian Claici , Justin Solomon , Stefanie Jegelka

We compute the accuracy with which Omega and Lambda can be measured by combining future SN Ia and CMB experiments, deriving a handy expression for the SN Ia Fisher information matrix. The two data sets are found to be highly complementary:…

Astrophysics · Physics 2007-05-23 Max Tegmark , Daniel J. Eisenstein , Wayne Hu

Noise maps from CMB experiments are generally statistically anisotropic, due to scanning strategies, atmospheric conditions, or instrumental effects. Any mis-modeling of this complex noise can bias the reconstruction of the lensing…

Cosmology and Nongalactic Astrophysics · Physics 2025-11-03 Louis Legrand , Blake Sherwin , Anthony Challinor , Julien Carron , Gerrit S. Farren

Accurately recognizing health-related conditions from wearable data is crucial for improved healthcare outcomes. To improve the recognition accuracy, various approaches have focused on how to effectively fuse information from multiple…

Machine Learning · Computer Science 2022-02-18 Huiyuan Yang , Han Yu , Kusha Sridhar , Thomas Vaessen , Inez Myin-Germeys , Akane Sano

In many applications involving multi-media data, the definition of similarity between items is integral to several key tasks, e.g., nearest-neighbor retrieval, classification, and recommendation. Data in such regimes typically exhibits…

Artificial Intelligence · Computer Science 2010-09-01 Brian McFee , Gert Lanckriet

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…

Computation · Statistics 2017-11-01 Víctor Elvira , Joaquín Míguez , Petar M. Djurić

This paper proposes a new approach to multi-sensor data fusion. It suggests that aggregation of data from multiple sensors can be done more efficiently when we consider information about sensors' different characteristics. Similar to most…

Systems and Control · Electrical Eng. & Systems 2019-09-10 Mohammad Amin Ahmad Akhoundi , Ehsan Valavi
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