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Bayesian feature allocation models are a popular tool for modelling data with a combinatorial latent structure. Exact inference in these models is generally intractable and so practitioners typically apply Markov Chain Monte Carlo (MCMC)…

Computation · Statistics 2020-01-28 Alexandre Bouchard-Côté , Andrew Roth

Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…

Computation · Statistics 2023-05-10 David Gunawan , Pratiti Chatterjee , Robert Kohn

Multi-object density is a fundamental descriptor of a point process and has ability to describe the randomness of number and values of objects, as well as the statistical correlation between objects. Due to its comprehensive nature, it…

Systems and Control · Computer Science 2018-05-09 Wei Yi , Suqi Li

PHD filtering is a common and effective multiple object tracking (MOT) algorithm used in scenarios where the number of objects and their states are unknown. In scenarios where each object can generate multiple measurements per scan, some…

Computer Vision and Pattern Recognition · Computer Science 2021-09-03 Jakob Sjudin , Martin Marcusson , Lennart Svensson , Lars Hammarstrand

We extend the mixtures of Gaussians (MOG) model to the projected mixture of Gaussians (PMOG) model. In the PMOG model, we assume that q dimensional input data points z_i are projected by a q dimensional vector w into 1-D variables u_i. The…

Machine Learning · Statistics 2010-08-17 Gautam V. Pendse

The paper addresses distributed multi-target tracking in the framework of generalized Covariance Intersection (GCI) over multistatic radar system. The proposed method is based on the unlabeled version of generalized labeled multi-Bernoulli…

Methodology · Statistics 2016-03-22 Meng Jiang , Wei Yi , Reza Hoseinnezhad , Lingjiang Kong

This paper presents a new Markov chain Monte Carlo method to sample from the posterior distribution of conjugate mixture models. This algorithm relies on a flexible split-merge procedure built using the particle Gibbs sampler. Contrary to…

Computation · Statistics 2017-05-30 Alexandre Bouchard-Côté , Arnaud Doucet , Andrew Roth

We propose a novel blocked version of the continuous-time bouncy particle sampler of [Bouchard-C\^ot\'e et al., 2018] which is applicable to any differentiable probability density. This alternative implementation is motivated by blocked…

Computation · Statistics 2021-07-12 Jacob Vorstrup Goldman , Sumeetpal Sidhu Singh

Passive multi-target tracking applications require the integration of multiple spatially distributed sensor measurements to distinguish true tracks from ghost tracks. A popular multi-target tracking approach for these applications is the…

Systems and Control · Electrical Eng. & Systems 2021-08-11 Christopher Berry , Donald J. Bucci , Samuel W. Schmidt

In this paper we present a general solution for multi-target tracking with superpositional measurements. Measurements that are functions of the sum of the contributions of the targets present in the surveillance area are called…

Methodology · Statistics 2023-07-19 Francesco Papi , Du Yong Kim

State space models in which the system state is a finite set--called the multi-object state--have generated considerable interest in recent years. Smoothing for state space models provides better estimation performance than filtering by…

Computation · Statistics 2018-05-28 Ba Tuong Vo , Ba Ngu Vo

Some challenging problems in tracking multiple objects include the time-dependent cardinality, unordered measurements and object parameter labeling. In this paper, we employ Bayesian Bayesian nonparametric methods to address these…

Machine Learning · Computer Science 2020-04-24 Bahman Moraffah , Antonia Papndreou-Suppopola

Multi-object estimation in state-space models (SSMs) wherein the system state is represented as a finite set has attracted significant interest in recent years. In Bayesian inference, the posterior density captures all information on the…

Methodology · Statistics 2025-09-24 Thi Hong Thai Nguyen , Ba-Ngu Vo , Ba-Tuong Vo

Particle Filter is an effective solution to track objects in video sequences in complex situations. Its key idea is to estimate the density over the possible states of the object using a weighted sample whose elements are called particles.…

Computer Vision and Pattern Recognition · Computer Science 2012-10-19 Severine Dubuisson , Christophe Gonzales , Xuan Son NGuyen

If computational tractability were not an issue, multi-object estimation should integrate all measurements from multiple sensors across multiple scans. In this article, we propose an efficient numerical solution to the multi-scan…

Computational Engineering, Finance, and Science · Computer Science 2022-12-05 D. Moratuwage , B. -N. Vo , B. -T. Vo , C. Shim

Enriched Dirichlet process mixture (EDPM) models are Bayesian nonparametric models which can be used for nonparametric regression and conditional density estimation and which overcome a key disadvantage of jointly modeling the response and…

Computation · Statistics 2023-05-03 Natalie Burns , Michael J. Daniels

This paper considers the problem of the distributed fusion of multi-object posteriors in the labeled random finite set filtering framework, using Generalized Covariance Intersection (GCI) method. Our analysis shows that GCI fusion with…

Systems and Control · Computer Science 2018-02-14 Suqi Li , Wei Yi , Reza Hoseinnezhad , Giorgio Battistelli , Bailu Wang , Lingjiang Kong

The non-homogeneous Poisson process (NHPP) is a widely used measurement model that allows for an object to generate multiple measurements over time. However, it can be difficult to efficiently and reliably track multiple objects under this…

Signal Processing · Electrical Eng. & Systems 2024-04-25 Runze Gan , Qing Li , Simon Godsill

Particle transport in Markov mixtures can be addressed by the so-called Chord Length Sampling (CLS) methods, a family of Monte Carlo algorithms taking into account the effects of stochastic media on particle propagation by generating…

Statistical Mechanics · Physics 2018-03-14 Colline Larmier , Andrea Zoia , Fausto Malvagi , Eric Dumonteil , Alain Mazzolo

In object tracking and state estimation problems, ambiguous evidence such as imprecise measurements and the absence of detections can contain valuable information and thus be leveraged to further refine the probabilistic belief state. In…

Signal Processing · Electrical Eng. & Systems 2023-05-23 Keith A. LeGrand , Silvia Ferrari
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