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Title: Uncertainty modelling and computational aspects of data association
Authors: Houssineau, Jeremie
Zeng, Jiajie 
Jasra, Ajay
Keywords: Markov chain Monte Carlo
Multi-target tracking
Possibility theory
Simulated annealing
Issue Date: 14-Aug-2021
Publisher: Springer
Citation: Houssineau, Jeremie, Zeng, Jiajie, Jasra, Ajay (2021-08-14). Uncertainty modelling and computational aspects of data association. Statistics and Computing 31 (5) : 59. ScholarBank@NUS Repository.
Rights: Attribution 4.0 International
Abstract: A novel solution to the smoothing problem for multi-object dynamical systems is proposed and evaluated. The systems of interest contain an unknown and varying number of dynamical objects that are partially observed under noisy and corrupted observations. In order to account for the lack of information about the different aspects of this type of complex system, an alternative representation of uncertainty based on possibility theory is considered. It is shown how analogues of usual concepts such as Markov chains and hidden Markov models (HMMs) can be introduced in this context. In particular, the considered statistical model for multiple dynamical objects can be formulated as a hierarchical model consisting of conditionally independent HMMs. This structure is leveraged to propose an efficient method in the context of Markov chain Monte Carlo (MCMC) by relying on an approximate solution to the corresponding filtering problem, in a similar fashion to particle MCMC. This approach is shown to outperform existing algorithms in a range of scenarios. © 2021, The Author(s).
Source Title: Statistics and Computing
ISSN: 0960-3174
DOI: 10.1007/s11222-021-10039-1
Rights: Attribution 4.0 International
Appears in Collections:Staff Publications

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