29,707 research outputs found

    Approximate Bayesian Computation for a Class of Time Series Models

    Full text link
    In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which we mean that one cannot evaluate the likelihood even up-to a positive unbiased estimate. This paper reviews and develops a class of approximation procedures based upon the idea of ABC, but, specifically maintains the probabilistic structure of the original statistical model. This idea is useful, in that it can facilitate an analysis of the bias of the approximation and the adaptation of established computational methods for parameter inference. Several existing results in the literature are surveyed and novel developments with regards to computation are given

    Information theoretic approach to robust multi-Bernoulli sensor control

    Full text link
    A novel sensor control solution is presented, formulated within a Multi-Bernoulli-based multi-target tracking framework. The proposed method is especially designed for the general multi-target tracking case, where no prior knowledge of the clutter distribution or the probability of detection profile are available. In an information theoretic approach, our method makes use of R\`{e}nyi divergence as the reward function to be maximized for finding the optimal sensor control command at each step. We devise a Monte Carlo sampling method for computation of the reward. Simulation results demonstrate successful performance of the proposed method in a challenging scenario involving five targets maneuvering in a relatively uncertain space with unknown distance-dependent clutter rate and probability of detection
    • …
    corecore