26,694 research outputs found
Sigma Point Belief Propagation
The sigma point (SP) filter, also known as unscented Kalman filter, is an
attractive alternative to the extended Kalman filter and the particle filter.
Here, we extend the SP filter to nonsequential Bayesian inference corresponding
to loopy factor graphs. We propose sigma point belief propagation (SPBP) as a
low-complexity approximation of the belief propagation (BP) message passing
scheme. SPBP achieves approximate marginalizations of posterior distributions
corresponding to (generally) loopy factor graphs. It is well suited for
decentralized inference because of its low communication requirements. For a
decentralized, dynamic sensor localization problem, we demonstrate that SPBP
can outperform nonparametric (particle-based) BP while requiring significantly
less computations and communications.Comment: 5 pages, 1 figur
Belief Consensus Algorithms for Fast Distributed Target Tracking in Wireless Sensor Networks
In distributed target tracking for wireless sensor networks, agreement on the
target state can be achieved by the construction and maintenance of a
communication path, in order to exchange information regarding local likelihood
functions. Such an approach lacks robustness to failures and is not easily
applicable to ad-hoc networks. To address this, several methods have been
proposed that allow agreement on the global likelihood through fully
distributed belief consensus (BC) algorithms, operating on local likelihoods in
distributed particle filtering (DPF). However, a unified comparison of the
convergence speed and communication cost has not been performed. In this paper,
we provide such a comparison and propose a novel BC algorithm based on belief
propagation (BP). According to our study, DPF based on metropolis belief
consensus (MBC) is the fastest in loopy graphs, while DPF based on BP consensus
is the fastest in tree graphs. Moreover, we found that BC-based DPF methods
have lower communication overhead than data flooding when the network is
sufficiently sparse
GP-SUM. Gaussian Processes Filtering of non-Gaussian Beliefs
This work studies the problem of stochastic dynamic filtering and state
propagation with complex beliefs. The main contribution is GP-SUM, a filtering
algorithm tailored to dynamic systems and observation models expressed as
Gaussian Processes (GP), and to states represented as a weighted sum of
Gaussians. The key attribute of GP-SUM is that it does not rely on
linearizations of the dynamic or observation models, or on unimodal Gaussian
approximations of the belief, hence enables tracking complex state
distributions. The algorithm can be seen as a combination of a sampling-based
filter with a probabilistic Bayes filter. On the one hand, GP-SUM operates by
sampling the state distribution and propagating each sample through the dynamic
system and observation models. On the other hand, it achieves effective
sampling and accurate probabilistic propagation by relying on the GP form of
the system, and the sum-of-Gaussian form of the belief. We show that GP-SUM
outperforms several GP-Bayes and Particle Filters on a standard benchmark. We
also demonstrate its use in a pushing task, predicting with experimental
accuracy the naturally occurring non-Gaussian distributions.Comment: WAFR 2018, 16 pages, 7 figure
Cooperative Localization for Mobile Networks:A Distributed Belief Propagation – Mean Field Message Passing Algorithm
We propose a hybrid message passing method for distributed cooperative
localization and tracking of mobile agents. Belief propagation and mean field
message passing are employed for, respectively, the motion-related and
measurement-related part of the factor graph. Using a Gaussian belief
approximation, only three real values per message passing iteration have to be
broadcast to neighboring agents. Despite these very low communication
requirements, the estimation accuracy can be comparable to that of
particle-based belief propagation.Comment: 5 pages, 1 figur
Nonparametric Belief Propagation and Facial Appearance Estimation
In many applications of graphical models arising in computer vision, the hidden variables of interest are most naturally specified by continuous, non-Gaussian distributions. There exist inference algorithms for discrete approximations to these continuous distributions, but for the high-dimensional variables typically of interest, discrete inference becomes infeasible. Stochastic methods such as particle filters provide an appealing alternative. However, existing techniques fail to exploit the rich structure of the graphical models describing many vision problems. Drawing on ideas from regularized particle filters and belief propagation (BP), this paper develops a nonparametric belief propagation (NBP) algorithm applicable to general graphs. Each NBP iteration uses an efficient sampling procedure to update kernel-based approximations to the true, continuous likelihoods. The algorithm can accomodate an extremely broad class of potential functions, including nonparametric representations. Thus, NBP extends particle filtering methods to the more general vision problems that graphical models can describe. We apply the NBP algorithm to infer component interrelationships in a parts-based face model, allowing location and reconstruction of occluded features
Simultaneous Distributed Sensor Self-Localization and Target Tracking Using Belief Propagation and Likelihood Consensus
We introduce the framework of cooperative simultaneous localization and
tracking (CoSLAT), which provides a consistent combination of cooperative
self-localization (CSL) and distributed target tracking (DTT) in sensor
networks without a fusion center. CoSLAT extends simultaneous localization and
tracking (SLAT) in that it uses also intersensor measurements. Starting from a
factor graph formulation of the CoSLAT problem, we develop a particle-based,
distributed message passing algorithm for CoSLAT that combines nonparametric
belief propagation with the likelihood consensus scheme. The proposed CoSLAT
algorithm improves on state-of-the-art CSL and DTT algorithms by exchanging
probabilistic information between CSL and DTT. Simulation results demonstrate
substantial improvements in both self-localization and tracking performance.Comment: 10 pages, 5 figure
- …