18,588 research outputs found
Autonomous search for a diffusive source in an unknown environment
The paper presents an approach to olfactory search for a diffusive emitting
source of tracer (e.g. aerosol, gas) in an environment with unknown map of
randomly placed and shaped obstacles.
The measurements of tracer concentration are sporadic, noisy and without
directional information. The search domain is discretised and modelled by a
finite two-dimensional lattice. The links is the lattice represent the
traversable paths for emitted particles and for the searcher. A missing link in
the lattice indicates a blocked paths, due to the walls or obstacles. The
searcher must simultaneously estimate the source parameters, the map of the
search domain and its own location within the map. The solution is formulated
in the sequential Bayesian framework and implemented as a Rao-Blackwellised
particle filter with information-driven motion control. The numerical results
demonstrate the concept and its performance.Comment: 11 pages, 7 figure
Automatic Feature-Based Stabilization of Video with Intentional Motion through a Particle Filter
Video sequences acquired by a camera mounted on a hand held device or a mobile platform are affected by unwanted shakes and jitters. In this situation, the performance of video applications, such us motion segmentation and tracking, might dramatically be decreased. Several digital video stabilization approaches have been proposed to overcome this problem. However, they are mainly based on motion estimation techniques that are prone to errors, and thus affecting the stabilization performance. On the other hand, these techniques can only obtain a successfully stabilization if the intentional camera motion is smooth, since they incorrectly filter abrupt changes in the intentional motion. In this paper a novel video stabilization technique that overcomes the aforementioned problems is presented. The motion is estimated by means of a sophisticated feature-based technique that is robust to errors, which could bias the estimation. The unwanted camera motion is filtered, while the intentional motion is successfully preserved thanks to a Particle Filter framework that is able to deal with abrupt changes in the intentional motion. The obtained results confirm the effectiveness of the proposed algorith
Ecological non-linear state space model selection via adaptive particle Markov chain Monte Carlo (AdPMCMC)
We develop a novel advanced Particle Markov chain Monte Carlo algorithm that
is capable of sampling from the posterior distribution of non-linear state
space models for both the unobserved latent states and the unknown model
parameters. We apply this novel methodology to five population growth models,
including models with strong and weak Allee effects, and test if it can
efficiently sample from the complex likelihood surface that is often associated
with these models. Utilising real and also synthetically generated data sets we
examine the extent to which observation noise and process error may frustrate
efforts to choose between these models. Our novel algorithm involves an
Adaptive Metropolis proposal combined with an SIR Particle MCMC algorithm
(AdPMCMC). We show that the AdPMCMC algorithm samples complex, high-dimensional
spaces efficiently, and is therefore superior to standard Gibbs or Metropolis
Hastings algorithms that are known to converge very slowly when applied to the
non-linear state space ecological models considered in this paper.
Additionally, we show how the AdPMCMC algorithm can be used to recursively
estimate the Bayesian Cram\'er-Rao Lower Bound of Tichavsk\'y (1998). We derive
expressions for these Cram\'er-Rao Bounds and estimate them for the models
considered. Our results demonstrate a number of important features of common
population growth models, most notably their multi-modal posterior surfaces and
dependence between the static and dynamic parameters. We conclude by sampling
from the posterior distribution of each of the models, and use Bayes factors to
highlight how observation noise significantly diminishes our ability to select
among some of the models, particularly those that are designed to reproduce an
Allee effect
Statistical Inference for Partially Observed Markov Processes via the R Package pomp
Partially observed Markov process (POMP) models, also known as hidden Markov
models or state space models, are ubiquitous tools for time series analysis.
The R package pomp provides a very flexible framework for Monte Carlo
statistical investigations using nonlinear, non-Gaussian POMP models. A range
of modern statistical methods for POMP models have been implemented in this
framework including sequential Monte Carlo, iterated filtering, particle Markov
chain Monte Carlo, approximate Bayesian computation, maximum synthetic
likelihood estimation, nonlinear forecasting, and trajectory matching. In this
paper, we demonstrate the application of these methodologies using some simple
toy problems. We also illustrate the specification of more complex POMP models,
using a nonlinear epidemiological model with a discrete population,
seasonality, and extra-demographic stochasticity. We discuss the specification
of user-defined models and the development of additional methods within the
programming environment provided by pomp.Comment: In press at the Journal of Statistical Software. A version of this
paper is provided at the pomp package website: http://kingaa.github.io/pom
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