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Sequential Monte Carlo (SMC) methods, also known as particle filters, are simulation-based recursive algorithms for the approximation of the a posteriori probability measures generated by state-space dynamical models. At any given time $t$,…

统计计算 · 统计学 2016-11-24 Dan Crisan , Joaquín Míguez

This paper provides a comparative analysis between the adaptive birth model used in the labelled random finite set literature and the track initiation in the Poisson multi-Bernoulli mixture (PMBM) filter, with point-target models. The PMBM…

应用统计 · 统计学 2022-07-14 Ángel F. García-Fernández , Yuxuan Xia , Lennart Svensson

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

天体物理仪器与方法 · 物理学 2015-06-16 Rupert Allison , Joanna Dunkley

This paper addresses distributed registration of a sensor network for multitarget tracking. Each sensor gets measurements of the target position in a local coordinate frame, having no knowledge about the relative positions (referred to as…

系统与控制 · 计算机科学 2019-02-08 Lin Gao , Giorgio Battistelli , Luigi Chisci , Ping Wei

This paper derives the optimal Bayesian processing of an out-of-sequence (OOS) set of measurements in continuous-time for multiple target tracking. We consider a multi-target system modelled in continuous time that is discretised at the…

系统与控制 · 电气工程与系统科学 2021-09-02 Ángel F. García-Fernández , Wei Yi

A prevalent problem in general state space models is the approximation of the smoothing distribution of a state conditional on the observations from the past, the present, and the future. The aim of this paper is to provide a rigorous…

统计理论 · 数学 2016-05-30 Thi Ngoc Minh Nguyen , Sylvain Le Corff , Eric Moulines

This paper considers the problem of binary distributed detection of a known signal in correlated Gaussian sensing noise in a wireless sensor network, where the sensors are restricted to use likelihood ratio test (LRT), and communicate with…

信息论 · 计算机科学 2016-01-20 Nahal Maleki , Azadeh Vosoughi , Nazanin Rahnavard

We consider the problem of sensor selection for time-optimal detection of a hypothesis. We consider a group of sensors transmitting their observations to a fusion center. The fusion center considers the output of only one randomly chosen…

信息论 · 计算机科学 2009-09-10 Vaibhav Srivastava , Kurt Plarre , Francesco Bullo

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

统计方法学 · 统计学 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Multi-object tracking (MOT) is among crucial applications in modern advanced driver assistance systems (ADAS) and autonomous driving (AD) systems. The global nearest neighbor (GNN) filter, as the earliest random vector-based Bayesian…

系统与控制 · 电气工程与系统科学 2023-02-09 Jianan Liu , Liping Bai , Yuxuan Xia , Tao Huang , Bing Zhu , Qing-Long Han

Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…

统计计算 · 统计学 2015-12-16 Dennis Prangle

Networks of low-cost sensors are becoming ubiquitous, but often suffer from poor accuracies and drift. Regular colocation with reference sensors allows recalibration but is complicated and expensive. Alternatively the calibration can be…

The task of quantifying the inherent uncertainty associated with neural network predictions is a key challenge in artificial intelligence. Bayesian neural networks (BNNs) and deep ensembles are among the most prominent approaches to tackle…

机器学习 · 计算机科学 2025-05-23 Valentin Villecroze , Yixin Wang , Gabriel Loaiza-Ganem

Efficiently aggregating data from different sources is a challenging problem, particularly when samples from each source are distributed differently. These differences can be inherent to the inference task or present for other reasons:…

机器学习 · 计算机科学 2017-11-15 Matthew Staib , Sebastian Claici , Justin Solomon , Stefanie Jegelka

We compute the accuracy with which Omega and Lambda can be measured by combining future SN Ia and CMB experiments, deriving a handy expression for the SN Ia Fisher information matrix. The two data sets are found to be highly complementary:…

天体物理学 · 物理学 2007-05-23 Max Tegmark , Daniel J. Eisenstein , Wayne Hu

Noise maps from CMB experiments are generally statistically anisotropic, due to scanning strategies, atmospheric conditions, or instrumental effects. Any mis-modeling of this complex noise can bias the reconstruction of the lensing…

宇宙学与河外天体物理 · 物理学 2025-11-03 Louis Legrand , Blake Sherwin , Anthony Challinor , Julien Carron , Gerrit S. Farren

Accurately recognizing health-related conditions from wearable data is crucial for improved healthcare outcomes. To improve the recognition accuracy, various approaches have focused on how to effectively fuse information from multiple…

机器学习 · 计算机科学 2022-02-18 Huiyuan Yang , Han Yu , Kusha Sridhar , Thomas Vaessen , Inez Myin-Germeys , Akane Sano

In many applications involving multi-media data, the definition of similarity between items is integral to several key tasks, e.g., nearest-neighbor retrieval, classification, and recommendation. Data in such regimes typically exhibits…

人工智能 · 计算机科学 2010-09-01 Brian McFee , Gert Lanckriet

Particle filters are broadly used to approximate posterior distributions of hidden states in state-space models by means of sets of weighted particles. While the convergence of the filter is guaranteed when the number of particles tends to…

统计计算 · 统计学 2017-11-01 Víctor Elvira , Joaquín Míguez , Petar M. Djurić

This paper proposes a new approach to multi-sensor data fusion. It suggests that aggregation of data from multiple sensors can be done more efficiently when we consider information about sensors' different characteristics. Similar to most…

系统与控制 · 电气工程与系统科学 2019-09-10 Mohammad Amin Ahmad Akhoundi , Ehsan Valavi
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