Related papers: Variational PMB filter via coordinate descent Kull…
In recent years, Bayes filter methods in the labeled random finite set formulation have become increasingly powerful in the multi-target tracking domain. One of the latest outcomes is the Generalized Labeled Multi-Bernoulli (GLMB) filter…
The particle Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm to sample from the full posterior distribution of a state-space model. It does so by executing Gibbs sampling steps on an extended target distribution defined on the…
Projection Pursuit methodology permits to solve the difficult problem of finding an estimate of a density defined on a set of very large dimension. In his seminal article, Huber (see "Projection pursuit", Annals of Statistics, 1985)…
In the scenario with reverberation, the experience of human-machine interaction will become worse. In order to solve this problem, many methods for the dereverberation have emerged. At present, how to update the parameters of the Kalman…
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 propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…
We characterize Martin-L\"of randomness and Schnorr randomness in terms of the merging of opinions, along the lines of the Blackwell-Dubins Theorem. After setting up a general framework for defining notions of merging randomness, we focus…
In this paper, we shall first derive the admissible control input of the multivariate feedback particle filter (FPF) by minimizing the f-divergence of the posterior conditional density function and the empirical conditional density of the…
Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…
An algorithm for the estimation of multiple targets from partial and corrupted observations is introduced based on the concept of partially-distinguishable multi-target system. It combines the advantages of engineering solutions like MHT…
This paper presents an exact Bayesian filtering solution for the multi-object tracking problem with the generic observation model. The proposed solution is designed in the labeled random finite set framework, using the product styled…
Variational inference for state space models (SSMs) is known to be hard in general. Recent works focus on deriving variational objectives for SSMs from unbiased sequential Monte Carlo estimators. We reveal that the marginal particle filter…
Measure transport underpins several recent algorithms for posterior approximation in the Bayesian context, wherein a transport map is sought to minimise the Kullback--Leibler divergence (KLD) from the posterior to the approximation. The KLD…
In a first part, we present a mathematical analysis of a general methodology of a probabilistic learning inference that allows for estimating a posterior probability model for a stochastic boundary value problem from a prior probability…
Inferring and comparing complex, multivariable probability density functions is fundamental to problems in several fields, including probabilistic learning, network theory, and data analysis. Classification and prediction are the two faces…
This paper introduces a variational approximation framework using direct optimization of what is known as the {\it scale invariant Alpha-Beta divergence} (sAB divergence). This new objective encompasses most variational objectives that use…
A large-scale multi-object tracker based on the generalised labeled multi-Bernoulli (GLMB) filter is proposed. The algorithm is capable of tracking a very large, unknown and time-varying number of objects simultaneously, in the presence of…
Recently in [1, 2], Ali-Akbar Bromideh introduced the Kullback-Leibler Divergence (KLD) test statistic in discrim- inating between two models. It was found that the Ratio Minimized Kulback-Leibler Divergence (RMKLD) works better than the…
We propose a robust and scalable framework for variational Bayes (VB) that effectively handles outliers and contamination of arbitrary nature in large datasets. Our approach divides the dataset into disjoint subsets, computes the posterior…
Estimating Kullback Leibler (KL) divergence from samples of two distributions is essential in many machine learning problems. Variational methods using neural network discriminator have been proposed to achieve this task in a scalable…