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https://doi.org/10.1007/s11222-021-10039-1
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. https://doi.org/10.1007/s11222-021-10039-1 | 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 | URI: | https://scholarbank.nus.edu.sg/handle/10635/232909 | ISSN: | 0960-3174 | DOI: | 10.1007/s11222-021-10039-1 | Rights: | Attribution 4.0 International |
Appears in Collections: | Staff Publications |
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