A Survey of Recent Advances in Particle Filters and Remaining Challenges for Multitarget Tracking

[EN]We review some advances of the particle filtering (PF) algorithm that have been achieved in the last decade in the context of target tracking, with regard to either a single target or multiple targets in the presence of false or missing data. The first part of our review is on remarkable achievements that have been made for the single-target PF from several aspects including importance proposal, computing efficiency, particle degeneracy/impoverishment and constrained/multi-modal systems. The second part of our review is on analyzing the intractable challenges raised within the general multitarget (multi-sensor) tracking due to random target birth and termination, false alarm, misdetection, measurement-to-track (M2T) uncertainty and track uncertainty. The mainstream multitarget PF approaches consist of two main classes, one based on M2T association approaches and the other not such as the finite set statistics-based PF. In either case, significant challenges remain due to unknown tracking scenarios and integrated tracking management

Particle Gibbs Split-Merge Sampling for Bayesian Inference in Mixture Models

This paper presents a new Markov chain Monte Carlo method to sample from the posterior distribution of conjugate mixture models. This algorithm relies on a flexible split-merge procedure built using the particle Gibbs sampler. Contrary to available split-merge procedures, the resulting so-called Particle Gibbs Split-Merge sampler does not require the computation of a complex acceptance ratio, is simple to implement using existing sequential Monte Carlo libraries and can be parallelized. We investigate its performance experimentally on synthetic problems as well as on geolocation and cancer genomics data. In all these examples, the particle Gibbs split-merge sampler outperforms state-of-the-art split-merge methods by up to an order of magnitude for a fixed computational complexity

Unbiased and Consistent Nested Sampling via Sequential Monte Carlo

We introduce a new class of sequential Monte Carlo methods called Nested Sampling via Sequential Monte Carlo (NS-SMC), which reframes the Nested Sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. This new framework allows convergence results to be obtained in the setting when Markov chain Monte Carlo (MCMC) is used to produce new samples. An additional benefit is that marginal likelihood estimates are unbiased. In contrast to NS, the analysis of NS-SMC does not require the (unrealistic) assumption that the simulated samples be independent. As the original NS algorithm is a special case of NS-SMC, this provides insights as to why NS seems to produce accurate estimates despite a typical violation of its assumptions. For applications of NS-SMC, we give advice on tuning MCMC kernels in an automated manner via a preliminary pilot run, and present a new method for appropriately choosing the number of MCMC repeats at each iteration. Finally, a numerical study is conducted where the performance of NS-SMC and temperature-annealed SMC is compared on several challenging and realistic problems. MATLAB code for our experiments is made available at https://github.com/LeahPrice/SMC-NS .Comment: 45 pages, some minor typographical errors fixed since last versio

Single to multiple target, multiple type visual tracking

Visual tracking is a key task in applications such as intelligent surveillance, humancomputer interaction (HCI), human-robot interaction (HRI), augmented reality (AR), driver assistance systems, and medical applications. In this thesis, we make three main novel contributions for target tracking in video sequences. First, we develop a long-term model-free single target tracking by learning discriminative correlation filters and an online classifier that can track a target of interest in both sparse and crowded scenes. In this case, we learn two different correlation filters, translation and scale correlation filters, using different visual features. We also include a re-detection module that can re-initialize the tracker in case of tracking failures due to long-term occlusions. Second, a multiple target, multiple type filtering algorithm is developed using Random Finite Set (RFS) theory. In particular, we extend the standard Probability Hypothesis Density (PHD) filter for multiple type of targets, each with distinct detection properties, to develop multiple target, multiple type filtering, N-type PHD filter, where N ≥ 2, for handling confusions that can occur among target types at the measurements level. This method takes into account not only background false positives (clutter), but also confusions between target detections, which are in general different in character from background clutter. Then, under the assumptions of Gaussianity and linearity, we extend Gaussian mixture (GM) implementation of the standard PHD filter for the proposed N-type PHD filter termed as N-type GM-PHD filter. Third, we apply this N-type GM-PHD filter to real video sequences by integrating object detectors’ information into this filter for two scenarios. In the first scenario, a tri-GM-PHD filter is applied to real video sequences containing three types of multiple targets in the same scene, two football teams and a referee, using separate but confused detections. In the second scenario, we use a dual GM-PHD filter for tracking pedestrians and vehicles in the same scene handling their detectors’ confusions. For both cases, Munkres’s variant of the Hungarian assignment algorithm is used to associate tracked target identities between frames. We make extensive evaluations of these developed algorithms and find out that our methods outperform their corresponding state-of-the-art approaches by a large margin.EPSR

Automatic speech recognition: from study to practice

Today, automatic speech recognition (ASR) is widely used for different purposes such as robotics, multimedia, medical and industrial application. Although many researches have been performed in this field in the past decades, there is still a lot of room to work. In order to start working in this area, complete knowledge of ASR systems as well as their weak points and problems is inevitable. Besides that, practical experience improves the theoretical knowledge understanding in a reliable way. Regarding to these facts, in this master thesis, we have first reviewed the principal structure of the standard HMM-based ASR systems from technical point of view. This includes, feature extraction, acoustic modeling, language modeling and decoding. Then, the most significant challenging points in ASR systems is discussed. These challenging points address different internal components characteristics or external agents which affect the ASR systems performance. Furthermore, we have implemented a Spanish language recognizer using HTK toolkit. Finally, two open research lines according to the studies of different sources in the field of ASR has been suggested for future work

Online Audio-Visual Multi-Source Tracking and Separation: A Labeled Random Finite Set Approach

The dissertation proposes an online solution for separating an unknown and time-varying number of moving sources using audio and visual data. The random finite set framework is used for the modeling and fusion of audio and visual data. This enables an online tracking algorithm to estimate the source positions and identities for each time point. With this information, a set of beamformers can be designed to separate each desired source and suppress the interfering sources

On Practical machine Learning and Data Analysis

This thesis discusses and addresses some of the difficulties associated with practical machine learning and data analysis. Introducing data driven methods in e.g industrial and business applications can lead to large gains in productivity and efficiency, but the cost and complexity are often overwhelming. Creating machine learning applications in practise often involves a large amount of manual labour, which often needs to be performed by an experienced analyst without significant experience with the application area. We will here discuss some of the hurdles faced in a typical analysis project and suggest measures and methods to simplify the process. One of the most important issues when applying machine learning methods to complex data, such as e.g. industrial applications, is that the processes generating the data are modelled in an appropriate way. Relevant aspects have to be formalised and represented in a way that allow us to perform our calculations in an efficient manner. We present a statistical modelling framework, Hierarchical Graph Mixtures, based on a combination of graphical models and mixture models. It allows us to create consistent, expressive statistical models that simplify the modelling of complex systems. Using a Bayesian approach, we allow for encoding of prior knowledge and make the models applicable in situations when relatively little data are available. Detecting structures in data, such as clusters and dependency structure, is very important both for understanding an application area and for specifying the structure of e.g. a hierarchical graph mixture. We will discuss how this structure can be extracted for sequential data. By using the inherent dependency structure of sequential data we construct an information theoretical measure of correlation that does not suffer from the problems most common correlation measures have with this type of data. In many diagnosis situations it is desirable to perform a classification in an iterative and interactive manner. The matter is often complicated by very limited amounts of knowledge and examples when a new system to be diagnosed is initially brought into use. We describe how to create an incremental classification system based on a statistical model that is trained from empirical data, and show how the limited available background information can still be used initially for a functioning diagnosis system. To minimise the effort with which results are achieved within data analysis projects, we need to address not only the models used, but also the methodology and applications that can help simplify the process. We present a methodology for data preparation and a software library intended for rapid analysis, prototyping, and deployment. Finally, we will study a few example applications, presenting tasks within classification, prediction and anomaly detection. The examples include demand prediction for supply chain management, approximating complex simulators for increased speed in parameter optimisation, and fraud detection and classification within a media-on-demand system