SMCTC : sequential Monte Carlo in C++

Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature. Recent developments illustrate that these techniques have much more general applicability, and can be applied very effectively to statistical inference problems. Unfortunately, these methods are often perceived as being computationally expensive and difficult to implement. This article seeks to address both of these problems. A C++ template class library for the efficient and convenient implementation of very general Sequential Monte Carlo algorithms is presented. Two example applications are provided: a simple particle filter for illustrative purposes and a state-of-the-art algorithm for rare event estimation

Computational structure‐based drug design: Predicting target flexibility

The role of molecular modeling in drug design has experienced a significant revamp in the last decade. The increase in computational resources and molecular models, along with software developments, is finally introducing a competitive advantage in early phases of drug discovery. Medium and small companies with strong focus on computational chemistry are being created, some of them having introduced important leads in drug design pipelines. An important source for this success is the extraordinary development of faster and more efficient techniques for describing flexibility in three‐dimensional structural molecular modeling. At different levels, from docking techniques to atomistic molecular dynamics, conformational sampling between receptor and drug results in improved predictions, such as screening enrichment, discovery of transient cavities, etc. In this review article we perform an extensive analysis of these modeling techniques, dividing them into high and low throughput, and emphasizing in their application to drug design studies. We finalize the review with a section describing our Monte Carlo method, PELE, recently highlighted as an outstanding advance in an international blind competition and industrial benchmarks.We acknowledge the BSC-CRG-IRB Joint Research Program in Computational Biology. This work was supported by a grant from the Spanish Government CTQ2016-79138-R.J.I. acknowledges support from SVP-2014-068797, awarded by the Spanish Government.Peer ReviewedPostprint (author's final draft

SMCTC: Sequential Monte Carlo in C++

Sequential Monte Carlo methods are a very general class of Monte Carlo methods for sampling from sequences of distributions. Simple examples of these algorithms are used very widely in the tracking and signal processing literature. Recent developments illustrate that these techniques have much more general applicability, and can be applied very effectively to statistical inference problems. Unfortunately, these methods are often perceived as being computationally expensive and difficult to implement. This article seeks to address both of these problems. A C++ template class library for the efficient and convenient implementation of very general Sequential Monte Carlo algorithms is presented. Two example applications are provided: a simple particle filter for illustrative purposes and a state-of-the-art algorithm for rare event estimation.

Single camera pose estimation using Bayesian filtering and Kinect motion priors

Traditional approaches to upper body pose estimation using monocular vision rely on complex body models and a large variety of geometric constraints. We argue that this is not ideal and somewhat inelegant as it results in large processing burdens, and instead attempt to incorporate these constraints through priors obtained directly from training data. A prior distribution covering the probability of a human pose occurring is used to incorporate likely human poses. This distribution is obtained offline, by fitting a Gaussian mixture model to a large dataset of recorded human body poses, tracked using a Kinect sensor. We combine this prior information with a random walk transition model to obtain an upper body model, suitable for use within a recursive Bayesian filtering framework. Our model can be viewed as a mixture of discrete Ornstein-Uhlenbeck processes, in that states behave as random walks, but drift towards a set of typically observed poses. This model is combined with measurements of the human head and hand positions, using recursive Bayesian estimation to incorporate temporal information. Measurements are obtained using face detection and a simple skin colour hand detector, trained using the detected face. The suggested model is designed with analytical tractability in mind and we show that the pose tracking can be Rao-Blackwellised using the mixture Kalman filter, allowing for computational efficiency while still incorporating bio-mechanical properties of the upper body. In addition, the use of the proposed upper body model allows reliable three-dimensional pose estimates to be obtained indirectly for a number of joints that are often difficult to detect using traditional object recognition strategies. Comparisons with Kinect sensor results and the state of the art in 2D pose estimation highlight the efficacy of the proposed approach.Comment: 25 pages, Technical report, related to Burke and Lasenby, AMDO 2014 conference paper. Code sample: https://github.com/mgb45/SignerBodyPose Video: https://www.youtube.com/watch?v=dJMTSo7-uF

Cross-entropy optimisation of importance sampling parameters for statistical model checking

Statistical model checking avoids the exponential growth of states associated with probabilistic model checking by estimating properties from multiple executions of a system and by giving results within confidence bounds. Rare properties are often very important but pose a particular challenge for simulation-based approaches, hence a key objective under these circumstances is to reduce the number and length of simulations necessary to produce a given level of confidence. Importance sampling is a well-established technique that achieves this, however to maintain the advantages of statistical model checking it is necessary to find good importance sampling distributions without considering the entire state space. Motivated by the above, we present a simple algorithm that uses the notion of cross-entropy to find the optimal parameters for an importance sampling distribution. In contrast to previous work, our algorithm uses a low dimensional vector of parameters to define this distribution and thus avoids the often intractable explicit representation of a transition matrix. We show that our parametrisation leads to a unique optimum and can produce many orders of magnitude improvement in simulation efficiency. We demonstrate the efficacy of our methodology by applying it to models from reliability engineering and biochemistry.Comment: 16 pages, 8 figures, LNCS styl

Active End-Effector Pose Selection for Tactile Object Recognition through Monte Carlo Tree Search

This paper considers the problem of active object recognition using touch only. The focus is on adaptively selecting a sequence of wrist poses that achieves accurate recognition by enclosure grasps. It seeks to minimize the number of touches and maximize recognition confidence. The actions are formulated as wrist poses relative to each other, making the algorithm independent of absolute workspace coordinates. The optimal sequence is approximated by Monte Carlo tree search. We demonstrate results in a physics engine and on a real robot. In the physics engine, most object instances were recognized in at most 16 grasps. On a real robot, our method recognized objects in 2--9 grasps and outperformed a greedy baseline.Comment: Accepted to International Conference on Intelligent Robots and Systems (IROS) 201

Active End-Effector Pose Selection for Tactile Object Recognition through Monte Carlo Tree Search

This paper considers the problem of active object recognition using touch only. The focus is on adaptively selecting a sequence of wrist poses that achieves accurate recognition by enclosure grasps. It seeks to minimize the number of touches and maximize recognition confidence. The actions are formulated as wrist poses relative to each other, making the algorithm independent of absolute workspace coordinates. The optimal sequence is approximated by Monte Carlo tree search. We demonstrate results in a physics engine and on a real robot. In the physics engine, most object instances were recognized in at most 16 grasps. On a real robot, our method recognized objects in 2--9 grasps and outperformed a greedy baseline.Comment: Accepted to International Conference on Intelligent Robots and Systems (IROS) 201