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This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

One of the fundamental requirements for visual surveillance using non-overlapping camera networks is the correct labeling of tracked objects on each camera in a consistent way,in the sense that the captured tracklets, or observations in…

Computer Vision and Pattern Recognition · Computer Science 2013-06-06 Jiuqing Wan , Li Liu

Non-Bayesian social learning enables multiple agents to conduct networked signal and information processing through observing environmental signals and information aggregating. Traditional non-Bayesian social learning models only consider…

Social and Information Networks · Computer Science 2024-07-31 Dongyan Sui , Weichen Cao , Stefan Vlaski , Chun Guan , Siyang Leng

In performing a Bayesian analysis, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multi-modal or exhibit pronounced (curving) degeneracies.…

Instrumentation and Methods for Astrophysics · Physics 2013-12-20 F. Feroz , J. Skilling

Mechanistic modelling of animal movement is often formulated in discrete time despite problems with scale invariance, such as handling irregularly timed observations. A natural solution is to formulate in continuous time, yet uptake of this…

Applications · Statistics 2017-05-19 Alison Parton , Paul G. Blackwell

We introduce a Bayesian nonparametric inference approach for aggregate adverse event (AE) monitoring across studies. The proposed model seamlessly integrates external data from historical trials to define a relevant background rate and…

Methodology · Statistics 2025-09-10 Shijie Yuan , Kevin Roberts , Noirrit Kiran Chandra , Yuan Ji , Peter Müller

We describe an approach for identifying groups of dynamically similar locations in spatial time-series data based on a simple Markov transition model. We give maximum-likelihood, empirical Bayes, and fully Bayesian formulations of the…

Quantitative Methods · Quantitative Biology 2013-06-24 Edward B. Baskerville , Trevor Bedford , Robert C. Reiner , Mercedes Pascual

We consider the problem of Bayesian inference for bi-variate data observed in time but with observation times which occur non-synchronously. In particular, this occurs in a wide variety of applications in finance, such as high-frequency…

Methodology · Statistics 2025-03-04 Ajay Jasra , Kengo Kamatani , Amin Wu

Previous labeled random finite set filter developments use a motion model that only accounts for survival and birth. While such a model provides the means for a multi-object tracking filter such as the Generalized Labeled Multi-Bernoulli…

Computation · Statistics 2018-11-14 Daniel S. Bryant , Ba Tuong Vo , Ba Ngu Vo , Brandon A. Jones

Passive monitoring of acoustic or radio sources has important applications in modern convenience, public safety, and surveillance. A key task in passive monitoring is multiobject tracking (MOT). This paper presents a Bayesian method for…

Signal Processing · Electrical Eng. & Systems 2024-02-29 Wenyu Zhang , Florian Meyer

In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a…

Applications · Statistics 2023-07-11 Chen Cheng , Linjie Wen , Jinglai Li

This paper explores the versatility and depth of Bayesian modeling by presenting a comprehensive range of applications and methods, combining Markov chain Monte Carlo (MCMC) techniques and variational approximations. Covering topics such as…

Applications · Statistics 2025-02-18 Yifei Yan , Juan Sosa , Carlos A. Martínez

Bayesian learning is built on an assumption that the model space contains a true reflection of the data generating mechanism. This assumption is problematic, particularly in complex data environments. Here we present a Bayesian…

Machine Learning · Statistics 2018-11-05 S. P. Lyddon , S. G. Walker , C. C. Holmes

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Methodology · Statistics 2012-05-10 Abhra Sarkar , Anindya Bhadra , Bani K. Mallick

In conventional approaches for multiobject tracking (MOT), raw sensor data undergoes several preprocessing stages to reduce data rate and computational complexity. This typically includes coherent processing that aims at maximizing the…

Signal Processing · Electrical Eng. & Systems 2025-03-04 Mingchao Liang , Florian Meyer

We propose an analytical solution to the on-off problem within the framework of Bayesian statistics. Both the statistical significance for the discovery of new phenomena and credible intervals on model parameters are presented in a…

Instrumentation and Methods for Astrophysics · Physics 2016-04-20 Dalibor Nosek , Jana Nosková

We address tracking and prediction of multiple moving objects in visual data streams as inference and sampling in a disentangled latent state-space model. By encoding objects separately and including explicit position information in the…

Machine Learning · Statistics 2019-10-15 Adnan Akhundov , Maximilian Soelch , Justin Bayer , Patrick van der Smagt

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Mutual independence is a key concept in statistics that characterizes the structural relationships between variables. Existing methods to investigate mutual independence rely on the definition of two competing models, one being nested into…

Machine Learning · Statistics 2023-08-09 Guillaume Marrelec , Alain Giron

Object tracking is an ubiquitous problem that appears in many applications such as remote sensing, audio processing, computer vision, human-machine interfaces, human-robot interaction, etc. Although thoroughly investigated in computer…

Computer Vision and Pattern Recognition · Computer Science 2016-11-22 Sileye Ba , Xavier Alameda-Pineda , Alessio Xompero , Radu Horaud