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

Robust and Efficient Inference of Scene and Object Motion in Multi-Camera Systems

Multi-camera systems have the ability to overcome some of the fundamental limitations of single camera based systems. Having multiple view points of a scene goes a long way in limiting the influence of field of view, occlusion, blur and poor resolution of an individual camera. This dissertation addresses robust and efficient inference of object motion and scene in multi-camera and multi-sensor systems. The first part of the dissertation discusses the role of constraints introduced by projective imaging towards robust inference of multi-camera/sensor based object motion. We discuss the role of the homography and epipolar constraints for fusing object motion perceived by individual cameras. For planar scenes, the homography constraints provide a natural mechanism for data association. For scenes that are not planar, the epipolar constraint provides a weaker multi-view relationship. We use the epipolar constraint for tracking in multi-camera and multi-sensor networks. In particular, we show that the epipolar constraint reduces the dimensionality of the state space of the problem by introducing a ``shared'' state space for the joint tracking problem. This allows for robust tracking even when one of the sensors fail due to poor SNR or occlusion. The second part of the dissertation deals with challenges in the computational aspects of tracking algorithms that are common to such systems. Much of the inference in the multi-camera and multi-sensor networks deal with complex non-linear models corrupted with non-Gaussian noise. Particle filters provide approximate Bayesian inference in such settings. We analyze the computational drawbacks of traditional particle filtering algorithms, and present a method for implementing the particle filter using the Independent Metropolis Hastings sampler, that is highly amenable to pipelined implementations and parallelization. We analyze the implementations of the proposed algorithm, and in particular concentrate on implementations that have minimum processing times. The last part of the dissertation deals with the efficient sensing paradigm of compressing sensing (CS) applied to signals in imaging, such as natural images and reflectance fields. We propose a hybrid signal model on the assumption that most real-world signals exhibit subspace compressibility as well as sparse representations. We show that several real-world visual signals such as images, reflectance fields, videos etc., are better approximated by this hybrid of two models. We derive optimal hybrid linear projections of the signal and show that theoretical guarantees and algorithms designed for CS can be easily extended to hybrid subspace-compressive sensing. Such methods reduce the amount of information sensed by a camera, and help in reducing the so called data deluge problem in large multi-camera systems

Bags of Affine Subspaces for Robust Object Tracking

We propose an adaptive tracking algorithm where the object is modelled as a continuously updated bag of affine subspaces, with each subspace constructed from the object's appearance over several consecutive frames. In contrast to linear subspaces, affine subspaces explicitly model the origin of subspaces. Furthermore, instead of using a brittle point-to-subspace distance during the search for the object in a new frame, we propose to use a subspace-to-subspace distance by representing candidate image areas also as affine subspaces. Distances between subspaces are then obtained by exploiting the non-Euclidean geometry of Grassmann manifolds. Experiments on challenging videos (containing object occlusions, deformations, as well as variations in pose and illumination) indicate that the proposed method achieves higher tracking accuracy than several recent discriminative trackers.Comment: in International Conference on Digital Image Computing: Techniques and Applications, 201

Machine Learning for Fluid Mechanics

The field of fluid mechanics is rapidly advancing, driven by unprecedented volumes of data from field measurements, experiments and large-scale simulations at multiple spatiotemporal scales. Machine learning offers a wealth of techniques to extract information from data that could be translated into knowledge about the underlying fluid mechanics. Moreover, machine learning algorithms can augment domain knowledge and automate tasks related to flow control and optimization. This article presents an overview of past history, current developments, and emerging opportunities of machine learning for fluid mechanics. It outlines fundamental machine learning methodologies and discusses their uses for understanding, modeling, optimizing, and controlling fluid flows. The strengths and limitations of these methods are addressed from the perspective of scientific inquiry that considers data as an inherent part of modeling, experimentation, and simulation. Machine learning provides a powerful information processing framework that can enrich, and possibly even transform, current lines of fluid mechanics research and industrial applications.Comment: To appear in the Annual Reviews of Fluid Mechanics, 202

Learning Models for Following Natural Language Directions in Unknown Environments

Natural language offers an intuitive and flexible means for humans to communicate with the robots that we will increasingly work alongside in our homes and workplaces. Recent advancements have given rise to robots that are able to interpret natural language manipulation and navigation commands, but these methods require a prior map of the robot's environment. In this paper, we propose a novel learning framework that enables robots to successfully follow natural language route directions without any previous knowledge of the environment. The algorithm utilizes spatial and semantic information that the human conveys through the command to learn a distribution over the metric and semantic properties of spatially extended environments. Our method uses this distribution in place of the latent world model and interprets the natural language instruction as a distribution over the intended behavior. A novel belief space planner reasons directly over the map and behavior distributions to solve for a policy using imitation learning. We evaluate our framework on a voice-commandable wheelchair. The results demonstrate that by learning and performing inference over a latent environment model, the algorithm is able to successfully follow natural language route directions within novel, extended environments.Comment: ICRA 201

Inference via low-dimensional couplings

We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used to couple a tractable "reference" measure (e.g., a standard Gaussian) with a target measure of interest. Direct simulation from the desired measure can then be achieved by pushing forward reference samples through the map. Yet characterizing such a map---e.g., representing and evaluating it---grows challenging in high dimensions. The central contribution of this paper is to establish a link between the Markov properties of the target measure and the existence of low-dimensional couplings, induced by transport maps that are sparse and/or decomposable. Our analysis not only facilitates the construction of transformations in high-dimensional settings, but also suggests new inference methodologies for continuous non-Gaussian graphical models. For instance, in the context of nonlinear state-space models, we describe new variational algorithms for filtering, smoothing, and sequential parameter inference. These algorithms can be understood as the natural generalization---to the non-Gaussian case---of the square-root Rauch-Tung-Striebel Gaussian smoother.Comment: 78 pages, 25 figure