Search results for "Particle Filtering"
showing 3 items of 3 documents
Tracking your detector performance: How to grow an effective training set in tracking-by-detection methods
2015
In many tracking-by-detection approaches, a self-learning strategy is adopted to augment the training set with new positive and negative instances, and to refine the classifier weights. Previous works focus mainly on the learning algorithm and assume the detector is never wrong while classifying samples at the current frame; the most confident sample is chosen as the target, and the training set is augmented with samples selected in its surrounding area. A wrong choice of such samples may degrade the classifier parameters and cause drifting during tracking. In this paper, the focus is on how samples are chosen while retraining the classifier. A particle filtering framework is used to infer …
Compressed Particle Methods for Expensive Models With Application in Astronomy and Remote Sensing
2021
In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model selection or uncertainty quantification. Bayesian inference requires the approximation of complicated integrals involving (often costly) posterior distributions. Generally, this approximation is obtained by means of Monte Carlo (MC) methods. In order to reduce the computational cost of the corresponding technique, surrogate models (also called emulators) are often employed. Another alternative approach is the so-called Approximate Bayesian Computation (ABC) sc…
Particle Group Metropolis Methods for Tracking the Leaf Area Index
2020
Monte Carlo (MC) algorithms are widely used for Bayesian inference in statistics, signal processing, and machine learning. In this work, we introduce an Markov Chain Monte Carlo (MCMC) technique driven by a particle filter. The resulting scheme is a generalization of the so-called Particle Metropolis-Hastings (PMH) method, where a suitable Markov chain of sets of weighted samples is generated. We also introduce a marginal version for the goal of jointly inferring dynamic and static variables. The proposed algorithms outperform the corresponding standard PMH schemes, as shown by numerical experiments.