A coherent structure approach for parameter estimation in Lagrangian Data Assimilation

We introduce a data assimilation method to estimate model parameters with observations of passive tracers by directly assimilating Lagrangian Coherent Structures. Our approach differs from the usual Lagrangian Data Assimilation approach, where parameters are estimated based on tracer trajectories. We employ the Approximate Bayesian Computation (ABC) framework to avoid computing the likelihood function of the coherent structure, which is usually unavailable. We solve the ABC by a Sequential Monte Carlo (SMC) method, and use Principal Component Analysis (PCA) to identify the coherent patterns from tracer trajectory data. Our new method shows remarkably improved results compared to the bootstrap particle filter when the physical model exhibits chaotic advection

Audio-Visual Speaker Tracking: Progress, Challenges, and Future Directions

Audio-visual speaker tracking has drawn increasing attention over the past few years due to its academic values and wide application. Audio and visual modalities can provide complementary information for localization and tracking. With audio and visual information, the Bayesian-based filter can solve the problem of data association, audio-visual fusion and track management. In this paper, we conduct a comprehensive overview of audio-visual speaker tracking. To our knowledge, this is the first extensive survey over the past five years. We introduce the family of Bayesian filters and summarize the methods for obtaining audio-visual measurements. In addition, the existing trackers and their performance on AV16.3 dataset are summarized. In the past few years, deep learning techniques have thrived, which also boosts the development of audio visual speaker tracking. The influence of deep learning techniques in terms of measurement extraction and state estimation is also discussed. At last, we discuss the connections between audio-visual speaker tracking and other areas such as speech separation and distributed speaker tracking

Extended Object Tracking: Introduction, Overview and Applications

This article provides an elaborate overview of current research in extended object tracking. We provide a clear definition of the extended object tracking problem and discuss its delimitation to other types of object tracking. Next, different aspects of extended object modelling are extensively discussed. Subsequently, we give a tutorial introduction to two basic and well used extended object tracking approaches - the random matrix approach and the Kalman filter-based approach for star-convex shapes. The next part treats the tracking of multiple extended objects and elaborates how the large number of feasible association hypotheses can be tackled using both Random Finite Set (RFS) and Non-RFS multi-object trackers. The article concludes with a summary of current applications, where four example applications involving camera, X-band radar, light detection and ranging (lidar), red-green-blue-depth (RGB-D) sensors are highlighted.Comment: 30 pages, 19 figure

Approximate inference methods in probabilistic machine learning and Bayesian statistics

This thesis develops new methods for efficient approximate inference in probabilistic models. Such models are routinely used in different fields, yet they remain computationally challenging as they involve high-dimensional integrals. We propose different approximate inference approaches addressing some challenges in probabilistic machine learning and Bayesian statistics. First, we present a Bayesian framework for genome-wide inference of DNA methylation levels and devise an efficient particle filtering and smoothing algorithm that can be used to identify differentially methylated regions between case and control groups. Second, we present a scalable inference approach for state space models by combining variational methods with sequential Monte Carlo sampling. The method is applied to self-exciting point process models that allow for flexible dynamics in the latent intensity function. Third, a new variational density motivated by copulas is developed. This new variational family can be beneficial compared with Gaussian approximations, as illustrated on examples with Bayesian neural networks. Lastly, we make some progress in a gradient-based adaptation of Hamiltonian Monte Carlo samplers by maximizing an approximation of the proposal entropy

Formally justified and modular Bayesian inference for probabilistic programs

Probabilistic modelling offers a simple and coherent framework to describe the real world in the face of uncertainty. Furthermore, by applying Bayes' rule it is possible to use probabilistic models to make inferences about the state of the world from partial observations. While traditionally probabilistic models were constructed on paper, more recently the approach of probabilistic programming enables users to write the models in executable languages resembling computer programs and to freely mix them with deterministic code. It has long been recognised that the semantics of programming languages is complicated and the intuitive understanding that programmers have is often inaccurate, resulting in difficult to understand bugs and unexpected program behaviours. Programming languages are therefore studied in a rigorous way using formal languages with mathematically defined semantics. Traditionally formal semantics of probabilistic programs are defined using exact inference results, but in practice exact Bayesian inference is not tractable and approximate methods are used instead, posing a question of how the results of these algorithms relate to the exact results. Correctness of such approximate methods is usually argued somewhat less rigorously, without reference to a formal semantics. In this dissertation we formally develop denotational semantics for probabilistic programs that correspond to popular sampling algorithms often used in practice. The semantics is defined for an expressive typed lambda calculus with higher-order functions and inductive types, extended with probabilistic effects for sampling and conditioning, allowing continuous distributions and unbounded likelihoods. It makes crucial use of the recently developed formalism of quasi-Borel spaces to bring all these elements together. We provide semantics corresponding to several variants of Markov chain Monte Carlo and Sequential Monte Carlo methods and formally prove a notion of correctness for these algorithms in the context of probabilistic programming. We also show that the semantic construction can be directly mapped to an implementation using established functional programming abstractions called monad transformers. We develop a compact Haskell library for probabilistic programming closely corresponding to the semantic construction, giving users a high level of assurance in the correctness of the implementation. We also demonstrate on a collection of benchmarks that the library offers performance competitive with existing systems of similar scope. An important property of our construction, both the semantics and the implementation, is the high degree of modularity it offers. All the inference algorithms are constructed by combining small building blocks in a setup where the type system ensures correctness of compositions. We show that with basic building blocks corresponding to vanilla Metropolis-Hastings and Sequential Monte Carlo we can implement more advanced algorithms known in the literature, such as Resample-Move Sequential Monte Carlo, Particle Marginal Metropolis-Hastings, and Sequential Monte Carlo squared. These implementations are very concise, reducing the effort required to produce them and the scope for bugs. On top of that, our modular construction enables in some cases deterministic testing of randomised inference algorithms, further increasing reliability of the implementation.Engineering and Physical Sciences Research Council, Cambridge Trust, Cambridge-Tuebingen programm

Novel data association methods for online multiple human tracking

PhD ThesisVideo-based multiple human tracking has played a crucial role in many applications such as intelligent video surveillance, human behavior analysis, and health-care systems. The detection based tracking framework has become the dominant paradigm in this research eld, and the major task is to accurately perform the data association between detections across the frames. However, online multiple human tracking, which merely relies on the detections given up to the present time for the data association, becomes more challenging with noisy detections, missed detections, and occlusions. To address these challenging problems, there are three novel data association methods for online multiple human tracking are presented in this thesis, which are online group-structured dictionary learning, enhanced detection reliability and multi-level cooperative fusion. The rst proposed method aims to address the noisy detections and occlusions. In this method, sequential Monte Carlo probability hypothesis density (SMC-PHD) ltering is the core element for accomplishing the tracking task, where the measurements are produced by the detection based tracking framework. To enhance the measurement model, a novel adaptive gating strategy is developed to aid the classi cation of measurements. In addition, online group-structured dictionary learning with a maximum voting method is proposed to estimate robustly the target birth intensity. It enables the new-born targets in the tracking process to be accurately initialized from noisy sensor measurements. To improve the adaptability of the group-structured dictionary to target appearance changes, the simultaneous codeword optimization (SimCO) algorithm is employed for the dictionary update. The second proposed method relates to accurate measurement selection of detections, which is further to re ne the noisy detections prior to the tracking pipeline. In order to achieve more reliable measurements in the Gaussian mixture (GM)-PHD ltering process, a global-to-local enhanced con dence rescoring strategy is proposed by exploiting the classi cation power of a mask region-convolutional neural network (R-CNN). Then, an improved pruning algorithm namely soft-aggregated non-maximal suppression (Soft-ANMS) is devised to further enhance the selection step. In addition, to avoid the misuse of ambiguous measurements in the tracking process, person re-identi cation (ReID) features driven by convolutional neural networks (CNNs) are integrated to model the target appearances. The third proposed method focuses on addressing the issues of missed detections and occlusions. This method integrates two human detectors with di erent characteristics (full-body and body-parts) in the GM-PHD lter, and investigates their complementary bene ts for tracking multiple targets. For each detector domain, a novel discriminative correlation matching (DCM) model for integration in the feature-level fusion is proposed, and together with spatio-temporal information is used to reduce the ambiguous identity associations in the GM-PHD lter. Moreover, a robust fusion center is proposed within the decision-level fusion to mitigate the sensitivity of missed detections in the fusion process, thereby improving the fusion performance and tracking consistency. The e ectiveness of these proposed methods are investigated using the MOTChallenge benchmark, which is a framework for the standardized evaluation of multiple object tracking methods. Detailed evaluations on challenging video datasets, as well as comparisons with recent state-of-the-art techniques, con rm the improved multiple human tracking performance

Measuring blood flow and pro-inflammatory changes in the rabbit aorta

Atherosclerosis is a chronic inflammatory disease that develops as a consequence of progressive entrapment of low density lipoprotein, fibrous proteins and inflammatory cells in the arterial intima. Once triggered, a myriad of inflammatory and atherogenic factors mediate disease progression. However, the role of pro-inflammatory activity in the initiation of atherogenesis and its relation to altered mechanical stresses acting on the arterial wall is unclear. Estimation of wall shear stress (WSS) and the inflammatory mediator NF-κB is consequently useful. In this thesis novel ultrasound tools for accurate measurement of spatiotemporally varying 2D and 3D blood flow, with and without the use of contrast agents, have been developed. This allowed for the first time accurate, broad-view quantification of WSS around branches of the rabbit abdominal aorta. A thorough review of the evidence for a relationship between flow, NF-κB and disease was performed which highlighted discrepancies in the current literature and was used to guide the study design. Subsequently, methods for the measurement and colocalization of the spatial distribution of NF-κB, arterial permeability and nuclear morphology in the aorta of New Zealand White rabbits were developed. It was demonstrated that endothelial pro-inflammatory changes are spatially correlated with patterns of WSS, nuclear morphology and arterial permeability in vivo in the rabbit descending and abdominal aorta. The data are consistent with a causal chain between WSS, macromolecule uptake, inflammation and disease, and with the hypothesis that lipids are deposited first, through flow-mediated naturally occurring transmigration that, in excessive amounts, leads to subsequent inflammation and disease.Open Acces

THE TOOLS AND MONTE CARLO WORKING GROUP Summary Report from the Les Houches 2009 Workshop on TeV Colliders

This is the summary and introduction to the proceedings contributions for the Les Houches 2009 "Tools and Monte Carlo" working group.Comment: 144 Pages. Workshop site http://wwwlapp.in2p3.fr/conferences/LesHouches/Houches2009/ . Conveners were Butterworth, Maltoni, Moortgat, Richardson, Schumann and Skand