Related papers: Kernel-Based Ensemble Gaussian Mixture Probability…

The properties of black-hole and neutron-star binaries are extracted from gravitational-wave signals using Bayesian inference. This involves evaluating a multi-dimensional posterior probability function with stochastic sampling. The…

Particle filtering (PF) is an often used method to estimate the states of dynamical systems. A major limitation of the standard PF method is that the dimensionality of the state space increases as the time proceeds and eventually may cause…

In a distributed sensor fusion architecture, using standard Kalman filter (naive fusion) can lead to degraded results as track correlations are ignored and conservative fusion strategies are employed as a sub-optimal alternative to the…

A hybrid particle ensemble Kalman filter is developed for problems with medium non-Gaussianity, i.e. problems where the prior is very non-Gaussian but the posterior is approximately Gaussian. Such situations arise, e.g., when nonlinear…

Massive multiple-input multiple-output (MIMO) communication systems have drawn significant interest recently in next-generation wireless communications. The use of a large number of antennas in massive MIMO makes the estimation of channel…

We study modeling and inference with the Elliptical Gamma Distribution (EGD). We consider maximum likelihood (ML) estimation for EGD scatter matrices, a task for which we develop new fixed-point algorithms. Our algorithms are efficient and…

Embedding probability distributions into reproducing kernel Hilbert spaces (RKHS) has enabled powerful nonparametric methods such as the maximum mean discrepancy (MMD), a statistical distance with strong theoretical and computational…

We introduce the first learning-based dense matching algorithm, termed Equirectangular Projection-Oriented Dense Kernelized Feature Matching (EDM), specifically designed for omnidirectional images. Equirectangular projection (ERP) images,…

The recent emergence of deep learning has led to a great deal of work on designing supervised deep semantic segmentation algorithms. As in many tasks sufficient pixel-level labels are very difficult to obtain, we propose a method which…

In this paper, we derive the robust TPHD (R-TPHD) filter, which can adaptively learn the unknown detection profile history and clutter rate. The R-TPHD filter is derived by obtaining the best Poisson posterior density approximation over…

MIMO systems can simultaneously transmit multiple data streams within the same frequency band, thus exploiting the spatial dimension to enhance performance. MIMO detection poses considerable challenges due to the interference and noise…

In the modal approach to clustering, clusters are defined as the local maxima of the underlying probability density function, where the latter can be estimated either non-parametrically or using finite mixture models. Thus, clusters are…

Density estimation, which estimates the distribution of data, is an important category of probabilistic machine learning. A family of density estimators is mixture models, such as Gaussian Mixture Model (GMM) by expectation maximization.…

We present a novel method called Kernel-SME filter for tracking multiple targets when the association of the measurements to the targets is unknown. The method is a further development of the Symmetric Measurement Equation (SME) filter,…

The Dirichlet Process Mixture Model (DPMM) is a Bayesian non-parametric approach widely used for density estimation and clustering. In this manuscript, we study the choice of prior for the variance or precision matrix when Gaussian kernels…

In this article, we revisit the problem of fitting a mixture model under the assumption that the mixture components are symmetric and log-concave. To this end, we first study the nonparametric maximum likelihood estimation (NPMLE) of a…

Kernel density estimation, a.k.a. Parzen windows, is a popular density estimation method, which can be used for outlier detection or clustering. With multivariate data, its performance is heavily reliant on the metric used within the…

The Poisson multi-Bernoulli mixture (PMBM) filter is conjugate prior composed of the union of a Poisson point process (PPP) and a multi-Bernoulli mixture (MBM). In this paper, a new PMBM filter for tracking multiple targets with randomly…

We formulate Ensemble-Conditional Gaussian Processes (Ens-CGP), a finite-dimensional synthesis that centers ensemble-based inference on the conditional Gaussian law. Conditional Gaussian processes (CGP) arise directly from Gaussian…

The filtering distribution in hidden Markov models evolves according to the law of a mean-field model in state-observation space. The ensemble Kalman filter (EnKF) approximates this mean-field model with an ensemble of interacting…