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We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC)…

机器学习 · 统计学 2019-11-25 Junjie Liang , Dongkuan Xu , Yiwei Sun , Vasant Honavar

Generalized linear mixed models (GLMM) encompass large class of statistical models, with a vast range of applications areas. GLMM extends the linear mixed models allowing for different types of response variable. Three most common data…

应用统计 · 统计学 2017-04-25 Wagner Hugo Bonat , Paulo Justiniano Ribeiro , Silvia emiko Shimakura

This paper proposes a Poisson multi-Bernoulli mixture (PMBM) filter for coexisting point and extended targets, i.e., for scenarios where there may be simultaneous point and extended targets. The PMBM filter provides a recursion to compute…

统计方法学 · 统计学 2021-05-19 Ángel F. García-Fernández , Jason L. Williams , Lennart Svensson , Yuxuan Xia

The Bernoulli filter is a Bayes filter for joint detection and tracking of a target in the presence of false and miss detections. This paper presents a mathematical formulation of the Bernoulli filter in the framework of possibility theory,…

信息论 · 计算机科学 2019-11-12 Branko Ristic , Jeremie Houssineau , Sanjeev Arulampalam

We propose an efficient random finite set (RFS) based algorithm for multiobject tracking in which the object states are modeled by a combination of a labeled multi-Bernoulli (LMB) RFS and a Poisson RFS. The less computationally demanding…

信号处理 · 电气工程与系统科学 2022-04-20 Thomas Kropfreiter , Florian Meyer , Franz Hlawatsch

In multi-target tracking, a data association hypothesis assigns measurements to tracks, and the hypothesis likelihood (of the joint target-measurement associations) is used to compare among all hypotheses for truncation under a finite…

统计方法学 · 统计学 2021-08-10 Lingji Chen

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…

系统与控制 · 计算机科学 2018-05-09 Wei Yi , Suqi Li

Reliability measures associated with the prediction of the machine learning models are critical to strengthening user confidence in artificial intelligence. Therefore, those models that are able to provide not only predictions, but also…

信息检索 · 计算机科学 2023-12-22 Ángel González-Prieto , Abraham Gutiérrez , Fernando Ortega , Raúl Lara-Cabrera

The Poisson multi-Bernoulli mixture (PMBM) is an unlabelled multi-target distribution for which the prediction and update are closed. It has a Poisson birth process, and new Bernoulli components are generated on each new measurement as a…

信号处理 · 电气工程与系统科学 2018-12-14 Karl Granström , Lennart Svensson , Yuxuan Xia , Jason Williams , Angel F Garcia-Fernandez

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

Sparse regularized regression methods are now widely used in genome-wide association studies (GWAS) to address the multiple testing burden that limits discovery of potentially important predictors. Linear mixed models (LMMs) have become an…

统计方法学 · 统计学 2022-06-27 Julien St-Pierre , Karim Oualkacha , Sahir Rai Bhatnagar

The Poisson multi-Bernoulli mixture (PMBM) is a multi-object conjugate prior for the closed-form Bayes random finite sets filter. The extended object PMBM filter provides a closed-form solution for multiple extended object filtering with…

信号处理 · 电气工程与系统科学 2021-08-16 Yuxuan Xia , Karl Granström , Lennart Svensson , Maryam Fatemi , Ángel F. García-Fernández , Jason L. Williams

The family of pointillist multitarget tracking filters is defined to be the class of filters that is characterized by a joint target-measurement finite point process. The probability generating functional (PGFL) of the joint process is…

应用统计 · 统计学 2015-06-22 Roy Streit , Christoph Degen , Wolfgang Koch

The joint probabilistic data association (JPDA) filter is a popular tracking methodology for problems involving well-spaced targets, but it is rarely applied in problems with closely-spaced targets due to its complexity in these cases, and…

系统与控制 · 计算机科学 2014-12-16 Jason L. Williams

The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…

统计计算 · 统计学 2026-01-07 Samuel I. Berchuck , Youngsoo Baek , Felipe A. Medeiros , Andrea Agazzi

We introduce a framework for inference in general state-space hidden Markov models (HMMs) under likelihood misspecification. In particular, we leverage the loss-theoretic perspective of Generalized Bayesian Inference (GBI) to define…

统计方法学 · 统计学 2020-10-22 Ayman Boustati , Ömer Deniz Akyildiz , Theodoros Damoulas , Adam M. Johansen

This paper addresses the Generalized Covariance Intersection (GCI) fusion method for labeled random finite sets. We propose a joint label space for the support of fused labeled random finite sets to represent the label association between…

信号处理 · 电气工程与系统科学 2020-10-29 Yongwen Jin , Jianxun Li

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…

人工智能 · 计算机科学 2018-06-11 Yi Wu , Siddharth Srivastava , Nicholas Hay , Simon Du , Stuart Russell

The Poisson Multi-Bernoulli Mixture (PMBM) density is a conjugate multi-target density for the standard point target model with Poisson point process birth. This means that both the filtering and predicted densities for the set of targets…

信号处理 · 电气工程与系统科学 2024-12-17 Karl Granström , Lennart Svensson , Yuxuan Xia , Jason Williams , Ángel F. García-Fernández

This paper focuses on \textit{joint detection, tracking and classification} (JDTC) of a target via multi-sensor fusion. The target can be present or not, can belong to different classes, and depending on its class can behave according to…

信号处理 · 电气工程与系统科学 2021-09-24 Gaiyou Li , Ping Wei , Giorgio Battistelli , Luigi Chisci , Lin Gao