Related papers: Variational PMB filter via coordinate descent Kull…
Optimal data detection in massive multiple-input multiple-output (MIMO) systems often requires prohibitively high computational complexity. A variety of detection algorithms have been proposed in the literature, offering different…
A multiple maneuvering target system can be viewed as a Jump Markov System (JMS) in the sense that the target movement can be modeled using different motion models where the transition between the motion models by a particular target…
A particle filter is introduced to numerically approximate a solution of the global optimization problem. The theoretical significance of this work comes from its variational aspects: (i) the proposed particle filter is a controlled…
We develop a new method for reconstructing cluster mass profiles and large-scale structure from the cosmic microwave background (CMB). By analyzing the likelihood of CMB lensing, we analytically prove that standard quadratic estimators for…
Multi-target tracking in the maritime domain is a challenging problem due to the non-Gaussian and fluctuating characteristics of sea clutter. This article investigates the use of machine learning (ML) to the detection and tracking of low…
Species distribution modeling (SDM) plays a crucial role in investigating habitat suitability and addressing various ecological issues. While likelihood analysis is commonly used to draw ecological conclusions, it has been observed that its…
This paper studies the problem of interacting multiple model (IMM) estimation for jump Markov linear systems with unknown measurement noise covariance. The system state and the unknown covariance are jointly estimated in the framework of…
We study a variant of the median problem for a collection of point sets in high dimensions. This generalizes the geometric median as well as the (probabilistic) smallest enclosing ball (pSEB) problems. Our main objective and motivation is…
In the era of Big Data, Markov chain Monte Carlo (MCMC) methods, which are currently essential for Bayesian estimation, face significant computational challenges owing to their sequential nature. To achieve a faster and more effective…
We study quasi-Newton methods from the viewpoint of information geometry induced associated with Bregman divergences. Fletcher has studied a variational problem which derives the approximate Hessian update formula of the quasi-Newton…
Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…
Energy-based models are popular in machine learning due to the elegance of their formulation and their relationship to statistical physics. Among these, the Restricted Boltzmann Machine (RBM), and its staple training algorithm contrastive…
A new approach to maximum likelihood learning of discrete graphical models and RBM in particular is introduced. Our method, Perturb and Descend (PD) is inspired by two ideas (I) perturb and MAP method for sampling (II) learning by…
In this paper, we discuss a property of the Kullback--Leibler divergence measured between two models of the family of the location-scale distributions. We show that, if model $M_1$ and model $M_2$ are represented by location-scale…
A Bayesian approach to variable selection which is based on the expected Kullback-Leibler divergence between the full model and its projection onto a submodel has recently been suggested in the literature. Here we extend this idea by…
We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors…
We extend several recent results providing symmetry-based guarantees for variational inference (VI) with location-scale families. VI approximates a target density $p$ by the best match $q^*$ in a family $Q$ of tractable distributions that…
Random finite sets (RFSs) has been a fruitful area of research in recent years, yielding new approximate filters such as the probability hypothesis density (PHD), cardinalised PHD (CPHD), and multiple target multi-Bernoulli (MeMBer). These…
Kullback-Leiber divergence has been widely used in Knowledge Distillation (KD) to compress Large Language Models (LLMs). Contrary to prior assertions that reverse Kullback-Leibler (RKL) divergence is mode-seeking and thus preferable over…
The paper [12] discussed two approaches for multitarget tracking (MTT): the generalized labeled multi-Bernoulli (GLMB) filter and three Poisson multi-Bernoulli mixture (PMBM) filters. The paper [13] discussed two frameworks for multitarget…