Langevin and Hamiltonian based Sequential MCMC for Efficient Bayesian Filtering in High-dimensional Spaces

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm, also known as particle filtering. Nevertheless, this method tends to be inefficient when applied to high dimensional problems. In this paper, we focus on another class of sequential inference methods, namely the Sequential Markov Chain Monte Carlo (SMCMC) techniques, which represent a promising alternative to SMC methods. After providing a unifying framework for the class of SMCMC approaches, we propose novel efficient strategies based on the principle of Langevin diffusion and Hamiltonian dynamics in order to cope with the increasing number of high-dimensional applications. Simulation results show that the proposed algorithms achieve significantly better performance compared to existing algorithms

3D Multiple Object Tracking on Autonomous Driving: A Literature Review

3D multi-object tracking (3D MOT) stands as a pivotal domain within autonomous driving, experiencing a surge in scholarly interest and commercial promise over recent years. Despite its paramount significance, 3D MOT confronts a myriad of formidable challenges, encompassing abrupt alterations in object appearances, pervasive occlusion, the presence of diminutive targets, data sparsity, missed detections, and the unpredictable initiation and termination of object motion trajectories. Countless methodologies have emerged to grapple with these issues, yet 3D MOT endures as a formidable problem that warrants further exploration. This paper undertakes a comprehensive examination, assessment, and synthesis of the research landscape in this domain, remaining attuned to the latest developments in 3D MOT while suggesting prospective avenues for future investigation. Our exploration commences with a systematic exposition of key facets of 3D MOT and its associated domains, including problem delineation, classification, methodological approaches, fundamental principles, and empirical investigations. Subsequently, we categorize these methodologies into distinct groups, dissecting each group meticulously with regard to its challenges, underlying rationale, progress, merits, and demerits. Furthermore, we present a concise recapitulation of experimental metrics and offer an overview of prevalent datasets, facilitating a quantitative comparison for a more intuitive assessment. Lastly, our deliberations culminate in a discussion of the prevailing research landscape, highlighting extant challenges and charting possible directions for 3D MOT research. We present a structured and lucid road-map to guide forthcoming endeavors in this field.Comment: 24 pages, 6 figures, 2 table

Spatial Pyramid Context-Aware Moving Object Detection and Tracking for Full Motion Video and Wide Aerial Motion Imagery

A robust and fast automatic moving object detection and tracking system is essential to characterize target object and extract spatial and temporal information for different functionalities including video surveillance systems, urban traffic monitoring and navigation, robotic. In this dissertation, I present a collaborative Spatial Pyramid Context-aware moving object detection and Tracking system. The proposed visual tracker is composed of one master tracker that usually relies on visual object features and two auxiliary trackers based on object temporal motion information that will be called dynamically to assist master tracker. SPCT utilizes image spatial context at different level to make the video tracking system resistant to occlusion, background noise and improve target localization accuracy and robustness. We chose a pre-selected seven-channel complementary features including RGB color, intensity and spatial pyramid of HoG to encode object color, shape and spatial layout information. We exploit integral histogram as building block to meet the demands of real-time performance. A novel fast algorithm is presented to accurately evaluate spatially weighted local histograms in constant time complexity using an extension of the integral histogram method. Different techniques are explored to efficiently compute integral histogram on GPU architecture and applied for fast spatio-temporal median computations and 3D face reconstruction texturing. We proposed a multi-component framework based on semantic fusion of motion information with projected building footprint map to significantly reduce the false alarm rate in urban scenes with many tall structures. The experiments on extensive VOTC2016 benchmark dataset and aerial video confirm that combining complementary tracking cues in an intelligent fusion framework enables persistent tracking for Full Motion Video and Wide Aerial Motion Imagery.Comment: PhD Dissertation (162 pages

Advanced sequential Monte Carlo methods and their applications to sparse sensor network for detection and estimation

The general state space models present a flexible framework for modeling dynamic systems and therefore have vast applications in many disciplines such as engineering, economics, biology, etc. However, optimal estimation problems of non-linear non-Gaussian state space models are analytically intractable in general. Sequential Monte Carlo (SMC) methods become a very popular class of simulation-based methods for the solution of optimal estimation problems. The advantages of SMC methods in comparison with classical filtering methods such as Kalman Filter and Extended Kalman Filter are that they are able to handle non-linear non-Gaussian scenarios without relying on any local linearization techniques. In this thesis, we present an advanced SMC method and the study of its asymptotic behavior. We apply the proposed SMC method in a target tracking problem using different observation models. Specifically, a distributed SMC algorithm is developed for a wireless sensor network (WSN) that incorporates with an informative-sensor detection technique. The novel SMC algorithm is designed to surmount the degeneracy problem by employing a multilevel Markov chain Monte Carlo (MCMC) procedure constructed by engaging drift homotopy and likelihood bridging techniques. The observations are gathered only from the informative sensors, which are sensing useful observations of the nearby moving targets. The detection of those informative sensors, which are typically a small portion of the WSN, is taking place by using a sparsity-aware matrix decomposition technique. Simulation results showcase that our algorithm outperforms current popular tracking algorithms such as bootstrap filter and auxiliary particle filter in many scenarios

leave a trace - A People Tracking System Meets Anomaly Detection

Video surveillance always had a negative connotation, among others because of the loss of privacy and because it may not automatically increase public safety. If it was able to detect atypical (i.e. dangerous) situations in real time, autonomously and anonymously, this could change. A prerequisite for this is a reliable automatic detection of possibly dangerous situations from video data. This is done classically by object extraction and tracking. From the derived trajectories, we then want to determine dangerous situations by detecting atypical trajectories. However, due to ethical considerations it is better to develop such a system on data without people being threatened or even harmed, plus with having them know that there is such a tracking system installed. Another important point is that these situations do not occur very often in real, public CCTV areas and may be captured properly even less. In the artistic project leave a trace the tracked objects, people in an atrium of a institutional building, become actor and thus part of the installation. Visualisation in real-time allows interaction by these actors, which in turn creates many atypical interaction situations on which we can develop our situation detection. The data set has evolved over three years and hence, is huge. In this article we describe the tracking system and several approaches for the detection of atypical trajectories

A Comprehensive Survey of Deep Learning in Remote Sensing: Theories, Tools and Challenges for the Community

In recent years, deep learning (DL), a re-branding of neural networks (NNs), has risen to the top in numerous areas, namely computer vision (CV), speech recognition, natural language processing, etc. Whereas remote sensing (RS) possesses a number of unique challenges, primarily related to sensors and applications, inevitably RS draws from many of the same theories as CV; e.g., statistics, fusion, and machine learning, to name a few. This means that the RS community should be aware of, if not at the leading edge of, of advancements like DL. Herein, we provide the most comprehensive survey of state-of-the-art RS DL research. We also review recent new developments in the DL field that can be used in DL for RS. Namely, we focus on theories, tools and challenges for the RS community. Specifically, we focus on unsolved challenges and opportunities as it relates to (i) inadequate data sets, (ii) human-understandable solutions for modelling physical phenomena, (iii) Big Data, (iv) non-traditional heterogeneous data sources, (v) DL architectures and learning algorithms for spectral, spatial and temporal data, (vi) transfer learning, (vii) an improved theoretical understanding of DL systems, (viii) high barriers to entry, and (ix) training and optimizing the DL.Comment: 64 pages, 411 references. To appear in Journal of Applied Remote Sensin