相关论文: A Poisson multi-Bernoulli mixture filter for coexi…
This paper addresses distributed multi-target tracking (DMTT) over a network of sensors having different fields-of-view (FoVs). Specifically, a cardinality probability hypothesis density (CPHD) filter is run at each sensor node. Due to the…
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…
The probability hypothesis density (PHD) filter alleviates the computational expense of the optimal Bayesian multi-target filtering by approximating the intensity function of the random finite set (RFS) of targets in time. However, as a…
Bayesian profile regression mixture models (BPRM) allow to assess a health risk in a multi-exposed population. These mixture models cluster individuals according to their exposure profile and their health risk. However, their results, based…
Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…
In this paper, we consider the filtering problem for partially observed diffusions, which are regularly observed at discrete times. We are concerned with the case when one must resort to time-discretization of the diffusion process if the…
Many applications of interest involve data that can be analyzed as unit vectors on a d-dimensional sphere. Specific examples include text mining, in particular clustering of documents, biology, astronomy and medicine among others. Previous…
Despite the recent successes of probabilistic programming languages (PPLs) in AI applications, PPLs offer only limited support for random variables whose distributions combine discrete and continuous elements. We develop the notion of…
In this work, we propose an original method for aggregating multiple clustering coming from different sources of information. Each partition is encoded by a co-membership matrix between observations. Our approach uses a mixture of…
The process of association and tracking of sensor detections is a key element in providing situational awareness. When the targets in the scenario are dense and exhibit high maneuverability, Multi-Target Tracking (MTT) becomes a challenging…
We propose a method to reduce non-uniform sample variance to a predetermined target level. The proposed space-variant filter can equalize variance of the non-stationary signal, or vary filtering strength based on image features, such as…
This paper describes a recursive estimation procedure for multivariate binary densities (probability distributions of vectors of Bernoulli random variables) using orthogonal expansions. For $d$ covariates, there are $2^d$ basis coefficients…
The pair correlation function is introduced to target tracking filters that use a finite point process target model as a means to investigate interactions in the Bayes posterior target process. It is shown that the Bayes posterior target…
Particle filters are applicable to a wide range of nonlinear, non-Gaussian state-space models and have already been applied to a variety of problems. However, there is a problem in the calculation of smoothed distributions, where particles…
In this paper, we study the Bernstein polynomial model for estimating the multivariate distribution functions and densities with bounded support. As a mixture model of multivariate beta distributions, the maximum (approximate) likelihood…
The trajectory probability hypothesis density filter (TPHD) is capable of producing trajectory estimates in first principle without adding labels or tags. In this paper, we propose a new TPHD filter referred as MM-TPHD for jump Markov…
Multitarget tracking in the interference environments suffers from the nonuniform, unknown and time-varying clutter, resulting in dramatic performance deterioration. We address this challenge by proposing a robust multitarget tracking…
We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…
A novel multi-resolution technique called border mapping multi-resolution (BMMR) is proposed for projection-based particle methods. The BMMR aims to obtain background equivalent particle distributions in the two sides of a border between…
Dasgupta and Shulman showed that a two-round variant of the EM algorithm can learn mixture of Gaussian distributions with near optimal precision with high probability if the Gaussian distributions are well separated and if the dimension is…