Related papers: Tractable Approximation of Labeled Multi-Object Po…

This paper addresses distributed multi-object tracking over a network of heterogeneous and geographically dispersed nodes with sensing, communication and processing capabilities. The main contribution is an approach to distributed…

In this paper, we propose a distributed multi-object tracking algorithm through the use of multi-Bernoulli (MB) filter based on generalized Covariance Intersection (G-CI). Our analyses show that the G-CI fusion with two MB posterior…

A method is presented to obtain an inner-approximation of the backward reachable set (BRS) of a given target tube, along with an admissible controller that maintains trajectories inside this tube. The proposed optimization algorithms are…

Background modeling is widely used for intelligent surveillance systems to detect moving targets by subtracting the static background components. Most roadside LiDAR object detection methods filter out foreground points by comparing new…

The Poisson multi-Bernoulli mixture (PMBM) and the multi-Bernoulli mixture (MBM) are two multi-target distributions for which closed-form filtering recursions exist. The PMBM has a Poisson birth process, whereas the MBM has a…

Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…

This paper addresses the problem of summarizing the posterior distributions that typically arise, in a Bayesian framework, when dealing with signal decomposition problems with unknown number of components. Such posterior distributions are…

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

Markov chain Monte Carlo (MCMC) algorithms have become powerful tools for Bayesian inference. However, they do not scale well to large-data problems. Divide-and-conquer strategies, which split the data into batches and, for each batch, run…

The Gaussian Process Latent Variable Model (GP-LVM) is a non-linear probabilistic method of embedding a high dimensional dataset in terms low dimensional `latent' variables. In this paper we illustrate that maximum a posteriori (MAP)…

Bayesian Neural Networks(BNNs) with high-dimensional parameters pose a challenge for posterior inference due to the multi-modality of the posterior distributions. Stochastic Gradient MCMC(SGMCMC) with cyclical learning rate scheduling is a…

This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…

5G millimeter wave (mmWave) signals have inherent geometric connections to the propagation channel and the propagation environment. Thus, they can be used to jointly localize the receiver and map the propagation environment, which is termed…

We characterize the measurement complexity of compressed sensing of signals drawn from a known prior distribution, even when the support of the prior is the entire space (rather than, say, sparse vectors). We show for Gaussian measurements…

Generalized Method of Moments (GMM) estimators in their various forms, including the popular Maximum Likelihood (ML) estimator, are frequently applied for the evaluation of complex econometric models with not analytically computable moment…

Probabilistic representations, such as Bayesian and Markov networks, are fundamental to much of statistical machine learning. Thus, learning probabilistic representations directly from data is a deep challenge, the main computational…

Survey data often arises from complex sampling designs, such as stratified or multistage sampling, with unequal inclusion probabilities. When sampling is informative, traditional inference methods yield biased estimators and poor coverage.…

The probability hypothesis density (PHD) and Poisson multi-Bernoulli (PMB) filters are two popular set-type multi-object filters. Motivated by the fact that the multi-object filtering density after each update step in the PHD filter is a…

Amortised inference enables scalable learning of sequential latent-variable models (LVMs) with the evidence lower bound (ELBO). In this setting, variational posteriors are often only partially conditioned. While the true posteriors depend,…

We propose a shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an explicit predictive motivation. The procedure estimates the coefficients by minimizing the Kullback-Leibler…