Related papers: Kernel-Based Ensemble Gaussian Mixture Probability…
Existing score-based methods for inverse problems often resort to approximate minimization of the KL divergence between the inversion distribution and the Bayesian posterior. Such an approximation leads to severe mode collapse and…
We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…
Gaussian Processes (GPs) are known to provide accurate predictions and uncertainty estimates even with small amounts of labeled data by capturing similarity between data points through their kernel function. However traditional GP kernels…
In this paper we revisit the kernel density estimation problem: given a kernel $K(x, y)$ and a dataset of $n$ points in high dimensional Euclidean space, prepare a data structure that can quickly output, given a query $q$, a…
Non-negative Matrix Factorization(NMF) algorithm can only be used to find low rank approximation of original non-negative data while Concept Factorization(CF) algorithm extends matrix factorization to single non-linear kernel space,…
In this paper we derive a multi-sensor multi-Bernoulli (MS-MeMBer) filter for multi-target tracking. Measurements from multiple sensors are employed by the proposed filter to update a set of tracks modeled as a multi-Bernoulli random finite…
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…
We investigate the convergence properties of the EM algorithm when applied to overspecified Gaussian mixture models -- that is, when the number of components in the fitted model exceeds that of the true underlying distribution. Focusing on…
Efficient inference in high-dimensional models is a central challenge in machine learning. We introduce the Gaussian Ensemble Belief Propagation (GEnBP) algorithm, which combines the strengths of the Ensemble Kalman Filter (EnKF) and…
Mean shift (MS) algorithms are popular methods for mode finding in pattern analysis. Each MS algorithm can be phrased as a fixed-point iteration scheme, which operates on a kernel density estimate (KDE) based on some data. The ability of an…
We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…
Gauss's method of orbit determination (OD) and its variants are among the most popular initial state estimation techniques for astronomers and engineers alike. However, owing to its assumptions regarding the two-body problem, Gauss's method…
This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models.…
Efficient searches for gravitational waves from compact binary coalescence are crucial for gravitational wave observations. We present a proof-of-concept for a method that utilizes a neural network taking an SNR map, a stack of SNR time…
Kernel models of potential energy surfaces (PES) for polyatomic molecules are often restricted by a specific choice of the kernel function. This can be avoided by optimizing the complexity of the kernel function. For regression problems…
The paper deals with kernel density estimates of filtering densities in the particle filter. The convergence of the estimates is investigated by means of Fourier analysis. It is shown that the estimates converge to the theoretical filtering…
Identifying pure components in mixtures is a common yet challenging problem. The associated unmixing process requires the pure components, also known as endmembers, to be sufficiently spectrally distinct. Even with this requirement met,…
Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…
Kernel design for Multi-output Gaussian Processes (MOGP) has received increased attention recently. In particular, the Multi-Output Spectral Mixture kernel (MOSM) arXiv:1709.01298 approach has been praised as a general model in the sense…
Particle Markov chain Monte Carlo (pMCMC) is now a popular method for performing Bayesian statistical inference on challenging state space models (SSMs) with unknown static parameters. It uses a particle filter (PF) at each iteration of an…