In applications of graphical models arising in fields such as computer vision, the hidden variables of interest are most naturally specified by continuous, non--Gaussian distributions. However, due to the limitations of existing inf#6F6F3 algorithms, it is of#]k necessary tof#3# coarse, discrete approximations to such models. In this paper, we develop a nonparametric belief propagation (NBP) algorithm, which uses stochastic methods to propagate kernel--based approximations to the true continuous messages. Each NBP message update is based on an efficient sampling procedure which can accomodate an extremely broad class of potentialf#l3]k[[z3 allowing easy adaptation to new application areas. We validate our method using comparisons to continuous BP for Gaussian networks, and an application to the stereo vision problem.

Automatic self-calibration of ad-hoc sensor networks is a critical need for their use in military or civilian applications. In general, self-calibration involves the combination of absolute location information (e.g. GPS) with relative calibration information (e.g. time delay or received signal strength between sensors) over regions of the network. Furthermore, it is generally desirable to distribute the computational burden across the network and minimize the amount of inter-sensor communication. We demonstrate that the information used for sensor calibration is fundamentally local with regard to the network topology and use this observation to reformulate the problem within a graphical model framework. We then demonstrate the utility of nonparametric belief propagation (NBP), a recent generalization of particle filtering, for both estimating sensor locations and representing location uncertainties. NBP has the advantage that it is easily implemented in a distributed fashion, admits a wide variety of statistical models, and can represent multi-modal uncertainty. We illustrate the performance of NBP on several example networks while comparing to a previously published nonlinear least squares method.

Probabilistic models have been adopted for many computer vision applications, however inference in highdimensional spaces remains problematic. As the statespace of a model grows, the dependencies between the dimensions lead to an exponential growth in computation when performing inference. Many common computer vision problems naturally map onto the graphical model framework; the representation is a graph where each node contains a portion of the state-space and there is an edge between two nodes only if they are not independent conditional on the other nodes in the graph. When this graph is sparsely connected, belief propagation algorithms can turn an exponential inference computation into one which is linear in the size of the graph. However belief propagation is only applicable when the variables in the nodes are discrete-valued or jointly represented by a single multivariate Gaussian distribution, and this rules out many computer vision applications.

Belief propagation (BP) is an increasingly popular method of performing approximate inference on arbitrary graphical models. At times, even further approximations are required, whether due to quantization of the messages or model parameters, from other simplified message or model representations, or from stochastic approximation methods. The introduction of such errors into the BP message computations has the potential to affect the solution obtained adversely. We analyze the effect resulting from message approximation under two particular measures of error, and show bounds on the accumulation of errors in the system. This analysis leads to convergence conditions for traditional BP message passing, and both strict bounds and estimates of the resulting error in systems of approximate BP message passing.

We describe a three–dimensional geometric hand model suitable for visual tracking applications. The kinematic constraints implied by the model’s joints have a probabilistic structure which is well described by a graphical model. Inference in this model is complicated by the hand’s many degrees of freedom, as well as multimodal likelihoods caused by ambiguous image measurements. We use nonparametric belief propagation (NBP) to develop a tracking algorithm which exploits the graph’s structure to control complexity, while avoiding costly discretization. While kinematic constraints naturally have a local structure, self– occlusions created by the imaging process lead to complex interpendencies in color and edge–based likelihood functions. However, we show that local structure may be recovered by introducing binary hidden variables describing the occlusion state of each pixel. We augment the NBP algorithm to infer these occlusion variables in a distributed fashion, and then analytically marginalize over them to produce hand position estimates which properly account for occlusion events. We provide simulations showing that NBP may be used to refine inaccurate model initializations, as well as track hand motion through extended image sequences. 1

Abstract — This paper develops probabilistic methods for visual tracking of a three-dimensional geometric hand model from monocular image sequences. We consider a redundant representation in which each model component is described by its position and orientation in the world coordinate frame. A prior model is then defined which enforces the kinematic constraints implied by the model’s joints. We show that this prior has a local structure, and is in fact a pairwise Markov random field. Furthermore, our redundant representation allows color and edge-based likelihood measures, such as the Chamfer distance, to be similarly decomposed in cases where there is no self–occlusion. Given this graphical model of hand kinematics, we may track the hand’s motion using the recently proposed nonparametric belief propagation (NBP) algorithm. Like particle filters, NBP approximates the posterior distribution over hand configurations as a collection of samples. However, NBP uses the graphical structure to greatly reduce the dimensionality of these distributions, providing improved robustness. Several methods are used to improve NBP’s computational efficiency, including a novel KD-tree based method for fast Chamfer distance evaluation. We provide simulations showing that NBP may be used to refine inaccurate model initializations, as well as track hand motion through extended image sequences. I.

This paper presents and demonstrates a new approach to the problem of planning under uncertainty. Actions are treated as hidden variables, with their own prior distributions, in a probabilistic generative model involving actions and states. Planning is done by computing the posterior distribution over actions, conditioned on reaching the goal state within a specified number of steps. Under the new formulation, the toolbox of inference techniques be brought to bear on the planning problem. This paper focuses on problems with discrete actions and states, and discusses some extensions.

Automatic self-localization is a critical need for the effective use of ad-hoc sensor networks in military or civilian applications. In general, self-localization involves the combination of absolute location information (e.g. GPS) with relative calibration information (e.g. distance measurements between sensors) over regions of the network. Furthermore, it is generally desirable to distribute the computational burden across the network and minimize the amount of inter-sensor communication. We demonstrate that the information used for sensor localization is fundamentally local with regard to the network topology and use this observation to reformulate the problem within a graphical model framework. We then present and demonstrate the utility of nonparametric belief propagation (NBP), a recent generalization of particle filtering, for both estimating sensor locations and representing location uncertainties. NBP has the advantage that it is easily implemented in a distributed fashion, admits a wide variety of statistical models, and can represent multi-modal uncertainty. Using simulations of small- to moderately-sized sensor networks, we show that NBP may be made robust to outlier measurement errors by a simple model augmentation, and that judicious message construction can result in better estimates. Furthermore, we provide an analysis of NBP’s communications requirements, showing that typically only a few messages per sensor are required, and that even low bit-rate approximations of these messages can have little or no performance impact.

Many real life domains contain a mixture of discrete and continuous variables and can be modeled as hybrid Bayesian Networks (BNs). An important subclass of hybrid BNs are conditional linear Gaussian (CLG) networks, where the conditional distribution of the continuous variables given an assignment to the discrete variables is a multivariate Gaussian. Lauritzen’s extension to the clique tree algorithm can be used for exact inference in CLG networks. However, many domains include discrete variables that depend on continuous ones, and CLG networks do not allow such dependencies to be represented. In this paper, we propose the first “exact ” inference algorithm for augmented CLG networks — CLG networks augmented by allowing discrete children of continuous parents. Our algorithm is based on Lauritzen’s algorithm, and is exact in a similar sense: it computes the exact distributions over the discrete nodes, and the exact first and second moments of the continuous ones, up to inaccuracies resulting from numerical integration used within the algorithm. In the special case of softmax CPDs, we show that integration can often be done efficiently, and that using the first two moments leads to a particularly accurate approximation. We show empirically that our algorithm achieves substantially higher accuracy at lower cost than previous algorithms for this task. 1

this paper, we have examined this issue in the context of two realistic systems --- one discrete and one hybrid. Our results indicate that particle filters are surprisingly robust, even for complex systems. Nevertheless, we feel that the curse of dimensionality that plagues instance-based methods is also an issue for particle filtering in high-dimensional spaces. Therefore, we are currently exploring approaches that address this concern. Two ideas seem particularly useful in this setting: