Download or read book Bayesian Nonparametric Modeling and Inference for Multiple Object Tracking written by Bahman Moraffah and published by . This book was released on 2019 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of multiple object tracking seeks to jointly estimate the time-varying cardinality and trajectory of each object. There are numerous challenges that are encountered in tracking multiple objects including a time-varying number of measurements, under varying constraints, and environmental conditions. In this thesis, the proposed statistical methods integrate the use of physical-based models with Bayesian nonparametric methods to address the main challenges in a tracking problem. In particular, Bayesian nonparametric methods are exploited to efficiently and robustly infer object identity and learn time-dependent cardinality; together with Bayesian inference methods, they are also used to associate measurements to objects and estimate the trajectory of objects. These methods differ from the current methods to the core as the existing methods are mainly based on random finite set theory. The first contribution proposes dependent nonparametric models such as the dependent Dirichlet process and the dependent Pitman-Yor process to capture the inherent time-dependency in the problem at hand. These processes are used as priors for object state distributions to learn dependent information between previous and current time steps. Markov chain Monte Carlo sampling methods exploit the learned information to sample from posterior distributions and update the estimated object parameters. The second contribution proposes a novel, robust, and fast nonparametric approach based on a diffusion process over infinite random trees to infer information on object cardinality and trajectory. This method follows the hierarchy induced by objects entering and leaving a scene and the time-dependency between unknown object parameters. Markov chain Monte Carlo sampling methods integrate the prior distributions over the infinite random trees with time-dependent diffusion processes to update object states. The third contribution develops the use of hierarchical models to form a prior for statistically dependent measurements in a single object tracking setup. Dependency among the sensor measurements provides extra information which is incorporated to achieve the optimal tracking performance. The hierarchical Dirichlet process as a prior provides the required flexibility to do inference. Bayesian tracker is integrated with the hierarchical Dirichlet process prior to accurately estimate the object trajectory. The fourth contribution proposes an approach to model both the multiple dependent objects and multiple dependent measurements. This approach integrates the dependent Dirichlet process modeling over the dependent object with the hierarchical Dirichlet process modeling of the measurements to fully capture the dependency among both object and measurements. Bayesian nonparametric models can successfully associate each measurement to the corresponding object and exploit dependency among them to more accurately infer the trajectory of objects. Markov chain Monte Carlo methods amalgamate the dependent Dirichlet process with the hierarchical Dirichlet process to infer the object identity and object cardinality. Simulations are exploited to demonstrate the improvement in multiple object tracking performance when compared to approaches that are developed based on random finite set theory.

Download or read book Non Parametric Bayesian Filtering for Multiple Object Tracking written by Eric Richter and published by . This book was released on 2012-12-07 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bayesian Nonparametric Data Analysis written by Peter Müller and published by Springer. This book was released on 2015-06-17 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in online software pages.

Download or read book Applied Mathematics Modeling and Computer Simulation written by C.-H. Chen and published by IOS Press. This book was released on 2024-01-19 with total page 1266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied mathematics, modelling, and computer simulation are central to many aspects of engineering and computer science, and continue to be of intrinsic importance to the development of modern technologies. This book presents the proceedings of AMMCS 2023, the 3rd International Conference on Applied Mathematics, Modeling and Computer Simulation, held on 12 and 13 August 2023 in Wuhan, China. The conference provided an ideal opportunity for scholars and researchers to communicate important recent developments in their areas of specialization to their colleagues, and to scientists in related disciplines. More than 250 submissions were received for the conference, of which 133 were selected for presentation at the conference and inclusion here after a thorough peer-review process. These range from the theoretical and conceptual to strongly pragmatic papers addressing industrial best practice, and cover topics such as mathematical modeling and application; engineering applications and scientific computations; and the simulation of intelligent systems. The book explores practical experiences and enlightening ideas, and will be of interest to researchers, practitioners, and to all those working in the fields of applied mathematics, modeling and computer simulation.

Download or read book Bayesian Time Series Models written by David Barber and published by Cambridge University Press. This book was released on 2011-08-11 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first unified treatment of time series modelling techniques spanning machine learning, statistics, engineering and computer science.

Download or read book Fundamentals of Nonparametric Bayesian Inference written by Subhashis Ghosal and published by Cambridge University Press. This book was released on 2017-06-26 with total page 671 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explosive growth in computing power has made Bayesian methods for infinite-dimensional models - Bayesian nonparametrics - a nearly universal framework for inference, finding practical use in numerous subject areas. Written by leading researchers, this authoritative text draws on theoretical advances of the past twenty years to synthesize all aspects of Bayesian nonparametrics, from prior construction to computation and large sample behavior of posteriors. Because understanding the behavior of posteriors is critical to selecting priors that work, the large sample theory is developed systematically, illustrated by various examples of model and prior combinations. Precise sufficient conditions are given, with complete proofs, that ensure desirable posterior properties and behavior. Each chapter ends with historical notes and numerous exercises to deepen and consolidate the reader's understanding, making the book valuable for both graduate students and researchers in statistics and machine learning, as well as in application areas such as econometrics and biostatistics.

Download or read book Bayesian Multiple Target Tracking Second Edition written by Lawrence D. Stone and published by Artech House. This book was released on 2013-12-01 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition has undergone substantial revision from the 1999 first edition, recognizing that a lot has changed in the multiple target tracking field. One of the most dramatic changes is in the widespread use of particle filters to implement nonlinear, non-Gaussian Bayesian trackers. This book views multiple target tracking as a Bayesian inference problem. Within this framework it develops the theory of single target tracking, multiple target tracking, and likelihood ratio detection and tracking. In addition to providing a detailed description of a basic particle filter that implements the Bayesian single target recursion, this resource provides numerous examples that involve the use of particle filters. With these examples illustrating the developed concepts, algorithms, and approaches -- the book helps radar engineers develop tracking solutions when observations are non-linear functions of target state, when the target state distributions or measurement error distributions are not Gaussian, in low data rate and low signal to noise ratio situations, and when notions of contact and association are merged or unresolved among more than one target.

Download or read book Introduction to Bayesian Tracking and Particle Filters written by Lawrence D. Stone and published by Springer Nature. This book was released on 2023-05-31 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a quick but insightful introduction to Bayesian tracking and particle filtering for a person who has some background in probability and statistics and wishes to learn the basics of single-target tracking. It also introduces the reader to multiple target tracking by presenting useful approximate methods that are easy to implement compared to full-blown multiple target trackers. The book presents the basic concepts of Bayesian inference and demonstrates the power of the Bayesian method through numerous applications of particle filters to tracking and smoothing problems. It emphasizes target motion models that incorporate knowledge about the target’s behavior in a natural fashion rather than assumptions made for mathematical convenience. The background provided by this book allows a person to quickly become a productive member of a project team using Bayesian filtering and to develop new methods and techniques for problems the team may face.

Download or read book Bayesian Nonparametrics written by J.K. Ghosh and published by Springer Science & Business Media. This book was released on 2006-05-11 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first systematic treatment of Bayesian nonparametric methods and the theory behind them. It will also appeal to statisticians in general. The book is primarily aimed at graduate students and can be used as the text for a graduate course in Bayesian non-parametrics.

Download or read book Nonparametric Bayesian Learning for Collaborative Robot Multimodal Introspection written by Xuefeng Zhou and published by Springer Nature. This book was released on 2020-01-01 with total page 149 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book focuses on robot introspection, which has a direct impact on physical human-robot interaction and long-term autonomy, and which can benefit from autonomous anomaly monitoring and diagnosis, as well as anomaly recovery strategies. In robotics, the ability to reason, solve their own anomalies and proactively enrich owned knowledge is a direct way to improve autonomous behaviors. To this end, the authors start by considering the underlying pattern of multimodal observation during robot manipulation, which can effectively be modeled as a parametric hidden Markov model (HMM). They then adopt a nonparametric Bayesian approach in defining a prior using the hierarchical Dirichlet process (HDP) on the standard HMM parameters, known as the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM). The HDP-HMM can examine an HMM with an unbounded number of possible states and allows flexibility in the complexity of the learned model and the development of reliable and scalable variational inference methods. This book is a valuable reference resource for researchers and designers in the field of robot learning and multimodal perception, as well as for senior undergraduate and graduate university students.

Download or read book Bayesian Nonparametrics for Causal Inference and Missing Data written by Michael J. Daniels and published by CRC Press. This book was released on 2023-08-23 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian Nonparametrics for Causal Inference and Missing Data provides an overview of flexible Bayesian nonparametric (BNP) methods for modeling joint or conditional distributions and functional relationships, and their interplay with causal inference and missing data. This book emphasizes the importance of making untestable assumptions to identify estimands of interest, such as missing at random assumption for missing data and unconfoundedness for causal inference in observational studies. Unlike parametric methods, the BNP approach can account for possible violations of assumptions and minimize concerns about model misspecification. The overall strategy is to first specify BNP models for observed data and then to specify additional uncheckable assumptions to identify estimands of interest. The book is divided into three parts. Part I develops the key concepts in causal inference and missing data and reviews relevant concepts in Bayesian inference. Part II introduces the fundamental BNP tools required to address causal inference and missing data problems. Part III shows how the BNP approach can be applied in a variety of case studies. The datasets in the case studies come from electronic health records data, survey data, cohort studies, and randomized clinical trials. Features • Thorough discussion of both BNP and its interplay with causal inference and missing data • How to use BNP and g-computation for causal inference and non-ignorable missingness • How to derive and calibrate sensitivity parameters to assess sensitivity to deviations from uncheckable causal and/or missingness assumptions • Detailed case studies illustrating the application of BNP methods to causal inference and missing data • R code and/or packages to implement BNP in causal inference and missing data problems The book is primarily aimed at researchers and graduate students from statistics and biostatistics. It will also serve as a useful practical reference for mathematically sophisticated epidemiologists and medical researchers.

Download or read book Fundamentals of Nonparametric Bayesian Inference written by Subhashis Ghosal and published by . This book was released on 2017 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: Explosive growth in computing power has made Bayesian methods for infinite-dimensional models - Bayesian nonparametrics - a nearly universal framework for inference, finding practical use in numerous subject areas. Written by leading researchers, this authoritative text draws on theoretical advances of the past twenty years to synthesize all aspects of Bayesian nonparametrics, from prior construction to computation and large sample behavior of posteriors. Because understanding the behavior of posteriors is critical to selecting priors that work, the large sample theory is developed systematically, illustrated by various examples of model and prior combinations. Precise sufficient conditions are given, with complete proofs, that ensure desirable posterior properties and behavior. Each chapter ends with historical notes and numerous exercises to deepen and consolidate the reader's understanding, making the book valuable for both graduate students and researchers in statistics and machine learning, as well as in application areas such as econometrics and biostatistics.

Download or read book Nonlinear Filters written by Peyman Setoodeh and published by John Wiley & Sons. This book was released on 2022-03-04 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: NONLINEAR FILTERS Discover the utility of using deep learning and (deep) reinforcement learning in deriving filtering algorithms with this insightful and powerful new resource Nonlinear Filters: Theory and Applications delivers an insightful view on state and parameter estimation by merging ideas from control theory, statistical signal processing, and machine learning. Taking an algorithmic approach, the book covers both classic and machine learning-based filtering algorithms. Readers of Nonlinear Filters will greatly benefit from the wide spectrum of presented topics including stability, robustness, computability, and algorithmic sufficiency. Readers will also enjoy: Organization that allows the book to act as a stand-alone, self-contained reference A thorough exploration of the notion of observability, nonlinear observers, and the theory of optimal nonlinear filtering that bridges the gap between different science and engineering disciplines A profound account of Bayesian filters including Kalman filter and its variants as well as particle filter A rigorous derivation of the smooth variable structure filter as a predictor-corrector estimator formulated based on a stability theorem, used to confine the estimated states within a neighborhood of their true values A concise tutorial on deep learning and reinforcement learning A detailed presentation of the expectation maximization algorithm and its machine learning-based variants, used for joint state and parameter estimation Guidelines for constructing nonparametric Bayesian models from parametric ones Perfect for researchers, professors, and graduate students in engineering, computer science, applied mathematics, and artificial intelligence, Nonlinear Filters: Theory and Applications will also earn a place in the libraries of those studying or practicing in fields involving pandemic diseases, cybersecurity, information fusion, augmented reality, autonomous driving, urban traffic network, navigation and tracking, robotics, power systems, hybrid technologies, and finance.

Download or read book Bayesian Nonparametrics written by Nils Lid Hjort and published by Cambridge University Press. This book was released on 2010-04-12 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian nonparametrics works - theoretically, computationally. The theory provides highly flexible models whose complexity grows appropriately with the amount of data. Computational issues, though challenging, are no longer intractable. All that is needed is an entry point: this intelligent book is the perfect guide to what can seem a forbidding landscape. Tutorial chapters by Ghosal, Lijoi and Prünster, Teh and Jordan, and Dunson advance from theory, to basic models and hierarchical modeling, to applications and implementation, particularly in computer science and biostatistics. These are complemented by companion chapters by the editors and Griffin and Quintana, providing additional models, examining computational issues, identifying future growth areas, and giving links to related topics. This coherent text gives ready access both to underlying principles and to state-of-the-art practice. Specific examples are drawn from information retrieval, NLP, machine vision, computational biology, biostatistics, and bioinformatics.

Download or read book Bayesian Nonparametric Methods for Non exchangeable Data written by Nicholas J. Foti and published by . This book was released on 2013 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian nonparametric methods have become increasingly popular in machine learning for their ability to allow the data to determine model complexity. In particular, Bayesian nonparametric versions of common latent variable models can learn as effective dimension of the latent space. Examples include mixture models, latent feature models and topic models, where the number of components, features, or topics need not be specified a priori. A drawback of many of these models is that they assume the observations are exchangeable, that is, any dependencies between observations are ignored. This thesis contributes general methods to incorporate covariates into Bayesian nonparametric models and inference algorithms to learn with these models. First, we will present a flexible class of dependent Bayesian nonparametric priors to induce covariate-dependence into a variety of latent variable models used in machine learning. The proposed framework has nice analytic properites and admits a simple inference algorithm. We show how the framework can be used to construct a covariate-dependent latent feature model and a time-varying topic model. Second, we describe the first general purpose inference algorithm for a large family of dependent mixture models. Using the idea of slice-sampling, the algorithm is truncation-free and fast, showing that inference can de done efficiently despite the added complexity that covariate-dependence entails. Last, we construct a Bayesian nonparametric framework to couple multiple latent variable models and apply the framework to learning from multiple views of data.

Download or read book Bayesian Nonparametrics for Causal Inference and Missing Data written by Michael Joseph Daniels and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian Nonparametrics for Causal Inference and Missing Data provides an overview of flexible Bayesian nonparametric (BNP) methods for modeling joint or conditional distributions and functional relationships, and their interplay with causal inference and missing data. This book emphasizes the importance of making untestable assumptions to identify estimands of interest, such as missing at random assumption for missing data and unconfoundedness for causal inference in observational studies. Unlike parametric methods, the BNP approach can account for possible violations of assumptions and minimize concerns about model misspecification. The overall strategy is to first specify BNP models for observed data and then to specify additional uncheckable assumptions to identify estimands of interest. The book is divided into three parts. Part I develops the key concepts in causal inference and missing data and reviews relevant concepts in Bayesian inference. Part II introduces the fundamental BNP tools required to address causal inference and missing data problems. Part III shows how the BNP approach can be applied in a variety of case studies. The datasets in the case studies come from electronic health records data, survey data, cohort studies, and randomized clinical trials. Features Thorough discussion of both BNP and its interplay with causal inference and missing data How to use BNP and g-computation for causal inference and non-ignorable missingness How to derive and calibrate sensitivity parameters to assess sensitivity to deviations from uncheckable causal and/or missingness assumptions Detailed case studies illustrating the application of BNP methods to causal inference and missing data R code and/or packages to implement BNP in causal inference and missing data problems The book is primarily aimed at researchers and graduate students from statistics and biostatistics. It will also serve as a useful practical reference for mathematically sophisticated epidemiologists and medical researchers.

Download or read book Feature Based Probabilistic Data Association for Video Based Multi Object Tracking written by Grinberg, Michael and published by KIT Scientific Publishing. This book was released on 2018-08-10 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work proposes a feature-based probabilistic data association and tracking approach (FBPDATA) for multi-object tracking. FBPDATA is based on re-identification and tracking of individual video image points (feature points) and aims at solving the problems of partial, split (fragmented), bloated or missed detections, which are due to sensory or algorithmic restrictions, limited field of view of the sensors, as well as occlusion situations.