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Particle filtering is used to compute good nonlinear estimates of complex systems. It samples trajectories from a chosen distribution and computes the estimate as a weighted average. Easy-to-sample distributions often lead to degenerate…

Machine Learning · Computer Science 2021-10-07 Fernando Gama , Nicolas Zilberstein , Richard G. Baraniuk , Santiago Segarra

We propose algorithms for sampling from posterior path measures $P(C([0, T], \mathbb{R}^d))$ under a general prior process. This leverages ideas from (1) controlled equilibrium dynamics, which gradually transport between two path measures,…

Machine Learning · Statistics 2025-06-03 Qijia Jiang , Reuben Cohn-Gordon

A minimal requirement for simulating multi-scale systems is to reproduce the statistical behavior of the slow variables. In particular, a good numerical method should accurately aproximate the probability density function of the…

Dynamical Systems · Mathematics 2018-04-13 J. Frank , G. A. Gottwald

Mixture models are a standard tool in statistical analyses, widely used for density modeling and model-based clustering. In this work, we propose a Bayesian mixture model with repulsion between mixture components. Such repulsion helps…

Methodology · Statistics 2026-02-24 Hanxi Sun , Boqian Zhang , Minhyeok Kim , Vinayak Rao

Probabilistic modeling is cyclical: we specify a model, infer its posterior, and evaluate its performance. Evaluation drives the cycle, as we revise our model based on how it performs. This requires a metric. Traditionally, predictive…

Machine Learning · Statistics 2016-05-25 Alp Kucukelbir , David M. Blei

Current deep learning-based solutions for image analysis tasks are commonly incapable of handling problems to which multiple different plausible solutions exist. In response, posterior-based methods such as conditional Diffusion Models and…

"Particle methods" are sequential Monte Carlo algorithms, typically involving importance sampling, that are used to estimate and sample from joint and marginal densities from a collection of a, presumably increasing, number of random…

Computation · Statistics 2014-07-17 J. N. Corcoran , D. Jennings

Multiobject tracking provides situational awareness that enables new applications for modern convenience, public safety, and homeland security. This paper presents a factor graph formulation and a particle-based sum-product algorithm (SPA)…

Signal Processing · Electrical Eng. & Systems 2021-12-15 Florian Meyer , Jason L. Williams

Voronoi intensity estimators, which are non-parametric estimators for intensity functions of point processes, are both parameter-free and adaptive; the intensity estimate at a given location is given by the reciprocal size of the…

We propose a Bayesian approach to the problem of multi-reference alignment -- the recovery of signals from noisy, randomly shifted observations. While existing frequentist methods accurately recover the signal at arbitrarily low…

Signal Processing · Electrical Eng. & Systems 2025-10-15 Axel Janson , Joakim Andén

3D multi-object tracking is an important component in robotic perception systems such as self-driving vehicles. Recent work follows a tracking-by-detection pipeline, which aims to match past tracklets with detections in the current frame.…

Computer Vision and Pattern Recognition · Computer Science 2020-12-11 Xinshuo Weng , Kris Kitani

The next generation of force fields for molecular dynamics will be developed using a wealth of data. Training systematically with experimental data remains a challenge, however, especially for machine learning potentials. Differentiable…

Biomolecules · Quantitative Biology 2025-04-16 Joe G Greener

Forecasting ocean drift trajectories are important for many applications, including search and rescue operations, oil spill cleanup and iceberg risk mitigation. In an operational setting, forecasts of drift trajectories are produced based…

Computation · Statistics 2020-03-26 Håvard Heitlo Holm , Martin Lilleeng Sætra , Peter Jan van Leeuwen

Multi-object tracking in videos requires to solve a fundamental problem of one-to-one assignment between objects in adjacent frames. Most methods address the problem by first discarding impossible pairs whose feature distances are larger…

Computer Vision and Pattern Recognition · Computer Science 2022-08-09 Yifu Zhang , Chunyu Wang , Xinggang Wang , Wenjun Zeng , Wenyu Liu

The simulation of correlated multivariate Poisson processes with negative correlation between their components has many important applications in Finance, Insurance, Geophysics, and many other areas of applied probability. Introduced in our…

Computation · Statistics 2021-10-12 Michael Chiu , Kenneth R. Jackson , Alexander Kreinin

Leveraging multimodal information with recursive Bayesian filters improves performance and robustness of state estimation, as recursive filters can combine different modalities according to their uncertainties. Prior work has studied how to…

Robotics · Computer Science 2020-12-24 Michelle A. Lee , Brent Yi , Roberto Martín-Martín , Silvio Savarese , Jeannette Bohg

To navigate safely in urban environments, an autonomous vehicle (ego vehicle) must understand and anticipate its surroundings, in particular the behavior and intents of other road users (neighbors). Most of the times, multiple decision…

Computer Vision and Pattern Recognition · Computer Science 2020-10-23 Thibault Buhet , Emilie Wirbel , Andrei Bursuc , Xavier Perrotton

A multiple model track-before-detect (TBD) particle filter-based approach for detection and tracking of low signal to noise ratio (SNR) objects based on a sequence of image frames in the presence of noise and clutter is briefly studied in…

Image and Video Processing · Electrical Eng. & Systems 2023-11-14 Reza Rezaie

A new Bayesian state and parameter learning algorithm for multiple target tracking (MTT) models with image observations is proposed. Specifically, a Markov chain Monte Carlo algorithm is designed to sample from the posterior distribution of…

Applications · Statistics 2016-03-18 Lan Jiang , Sumeetpal S. Singh

In this project, we implement a multiple object tracker, following the tracking-by-detection paradigm, as an extension of an existing method. It works by modelling the movement of objects by solving the filtering problem, and associating…

Computer Vision and Pattern Recognition · Computer Science 2017-10-03 Samuel Murray