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747
Dynamic Bayesian Networks: Representation, Inference and Learning
, 2002
"... Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and biosequence analysis, and KFMs have bee ..."
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Cited by 565 (3 self)
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Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and biosequence analysis, and KFMs have been used for problems ranging from tracking planes and missiles to predicting the economy. However, HMMs
and KFMs are limited in their “expressive power”. Dynamic Bayesian Networks (DBNs) generalize HMMs by allowing the state space to be represented in factored form, instead of as a single discrete random variable. DBNs generalize KFMs by allowing arbitrary probability distributions, not just (unimodal) linearGaussian. In this thesis, I will discuss how to represent many different kinds of models as DBNs, how to perform exact and approximate inference in DBNs, and how to learn DBN models from sequential data.
In particular, the main novel technical contributions of this thesis are as follows: a way of representing
Hierarchical HMMs as DBNs, which enables inference to be done in O(T) time instead of O(T 3), where T is the length of the sequence; an exact smoothing algorithm that takes O(log T) space instead of O(T); a simple way of using the junction tree algorithm for online inference in DBNs; new complexity bounds on exact online inference in DBNs; a new deterministic approximate inference algorithm called factored frontier; an analysis of the relationship between the BK algorithm and loopy belief propagation; a way of
applying RaoBlackwellised particle filtering to DBNs in general, and the SLAM (simultaneous localization
and mapping) problem in particular; a way of extending the structural EM algorithm to DBNs; and a variety of different applications of DBNs. However, perhaps the main value of the thesis is its catholic presentation of the field of sequential data modelling.
Robotic mapping: A survey
 Exploring Artificial Intelligence in the New Millenium
"... This article provides a comprehensive introduction into the field of robotic mapping, with a focus on indoor mapping. It describes and compares various probabilistic techniques, as they are presently being applied to a vast array of mobile robot mapping problems. The history of robotic mapping is al ..."
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Cited by 289 (9 self)
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This article provides a comprehensive introduction into the field of robotic mapping, with a focus on indoor mapping. It describes and compares various probabilistic techniques, as they are presently being applied to a vast array of mobile robot mapping problems. The history of robotic mapping is also described, along with an extensive list of open research problems.
An Introduction to MCMC for Machine Learning
, 2003
"... This purpose of this introductory paper is threefold. First, it introduces the Monte Carlo method with emphasis on probabilistic machine learning. Second, it reviews the main building blocks of modern Markov chain Monte Carlo simulation, thereby providing and introduction to the remaining papers of ..."
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Cited by 226 (2 self)
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This purpose of this introductory paper is threefold. First, it introduces the Monte Carlo method with emphasis on probabilistic machine learning. Second, it reviews the main building blocks of modern Markov chain Monte Carlo simulation, thereby providing and introduction to the remaining papers of this special issue. Lastly, it discusses new interesting research horizons.
Nonparametric Belief Propagation
 IN CVPR
, 2002
"... In applications of graphical models arising in fields such as computer vision, the hidden variables of interest are most naturally specified by continuous, nonGaussian distributions. However, due to the limitations of existing inf#6F6F3 algorithms, it is of#]k necessary tof#3# coarse, ..."
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Cited by 213 (24 self)
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In applications of graphical models arising in fields such as computer vision, the hidden variables of interest are most naturally specified by continuous, nonGaussian 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 kernelbased 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.
Sequential Monte Carlo Samplers
, 2002
"... In this paper, we propose a general algorithm to sample sequentially from a sequence of probability distributions known up to a normalizing constant and de ned on a common space. A sequence of increasingly large arti cial joint distributions is built; each of these distributions admits a marginal ..."
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Cited by 147 (25 self)
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In this paper, we propose a general algorithm to sample sequentially from a sequence of probability distributions known up to a normalizing constant and de ned on a common space. A sequence of increasingly large arti cial joint distributions is built; each of these distributions admits a marginal which is a distribution of interest. To sample from these distributions, we use sequential Monte Carlo methods. We show that these methods can be interpreted as interacting particle approximations of a nonlinear FeynmanKac ow in distribution space. One interpretation of the FeynmanKac ow corresponds to a nonlinear Markov kernel admitting a speci ed invariant distribution and is a natural nonlinear extension of the standard MetropolisHastings algorithm. Many theoretical results have already been established for such ows and their particle approximations. We demonstrate the use of these algorithms through simulation.
The Unscented Particle Filter
, 2000
"... In this paper, we propose a new particle filter based on sequential importance sampling. The algorithm uses a bank of unscented filters to obtain the importance proposal distribution. This proposal has two very "nice" properties. Firstly, it makes efficient use of the latest available information an ..."
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Cited by 146 (9 self)
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In this paper, we propose a new particle filter based on sequential importance sampling. The algorithm uses a bank of unscented filters to obtain the importance proposal distribution. This proposal has two very "nice" properties. Firstly, it makes efficient use of the latest available information and, secondly, it can have heavy tails. As a result, we find that the algorithm outperforms standard particle filtering and other nonlinear filtering methods very substantially. This experimental finding is in agreement with the theoretical convergence proof for the algorithm. The algorithm also includes resampling and (possibly) Markov chain Monte Carlo (MCMC) steps.
Robust mapping and localization in indoor environments using sonar data
 Int. J. Robotics Research
, 2002
"... In this paper we describe a new technique for the creation of featurebased stochastic maps using standard Polaroid sonar sensors. The fundamental contributions of our proposal are: (1) a perceptual grouping process that permits the robust identification and localization of environmental features, su ..."
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Cited by 138 (29 self)
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In this paper we describe a new technique for the creation of featurebased stochastic maps using standard Polaroid sonar sensors. The fundamental contributions of our proposal are: (1) a perceptual grouping process that permits the robust identification and localization of environmental features, such as straight segments and corners, from the sparse and noisy sonar data; (2) a map joining technique that allows the system to build a sequence of independent limitedsize stochastic maps and join them in a globally consistent way; (3) a robust mechanism to determine which features in a stochastic map correspond to the same environment feature, allowing the system to update the stochastic map accordingly, and perform tasks such as revisiting and loop closing. We demonstrate the practicality of this approach by building a geometric map of a medium size, real indoor environment, with several people moving around the robot. Maps built from laser data for the same experiment are provided for comparison. Key words
Visual Tracking and Recognition Using AppearanceAdaptive Models in Particle Filters
 IEEE Transactions on Image Processing
, 2004
"... We present an approach that incorporates appearanceadaptive models in a particle filter to realize robust visual tracking and recognition algorithms. Tracking needs modeling interframe motion and appearance changes whereas recognition needs modeling appearance changes between frames and gallery ..."
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Cited by 129 (12 self)
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We present an approach that incorporates appearanceadaptive models in a particle filter to realize robust visual tracking and recognition algorithms. Tracking needs modeling interframe motion and appearance changes whereas recognition needs modeling appearance changes between frames and gallery images. In conventional tracking algorithms, the appearance model is either fixed or rapidly changing, and the motion model is simply a random walk with fixed noise variance. Also, the number of particles is typically fixed. All these factors make the visual tracker unstable. To stabilize the tracker, we propose the following modifications: an observation model arising from an adaptive appearance model, an adaptive velocity motion model with adaptive noise variance, and an adaptive number of particles. The adaptivevelocity model is derived using a firstorder linear predictor based on the appearance difference between the incoming observation and the previous particle configuration. Occlusion analysis is implemented using robust statistics. Experimental results on tracking visual objects in long outdoor and indoor video sequences demonstrate the effectiveness and robustness of our tracking algorithm. We then perform simultaneous tracking and recognition by embedding them in a particle filter. For recognition purposes, we model the appearance changes between frames and gallery images by constructing the intra and extrapersonal spaces. Accurate recognition is achieved when confronted by pose and view variations.
People Tracking Using Hybrid Monte Carlo Filtering
, 2001
"... Particle filters are used for hidden state estimation with nonlinear dynamical systems. The inference of 3d human motion is a natural application, given the nonlinear dynamics of the body and the nonlinear relation between states and image observations. However, the application of particle filters ..."
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Cited by 97 (6 self)
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Particle filters are used for hidden state estimation with nonlinear dynamical systems. The inference of 3d human motion is a natural application, given the nonlinear dynamics of the body and the nonlinear relation between states and image observations. However, the application of particle filters has been limited to cases where the number of state variables is relatively small, because the number of samples needed with high dimensional problems can be prohibitive. We describe a filter that uses hybrid Monte Carlo (HMC) to obtain samples in high dimensional spaces. It uses multiple Markov chains that use posterior gradients to rapidly explore the state space, yielding fair samples from the posterior. We find that the HMC filter is several thousand times faster than a conventional particle filter on a 28D people tracking problem.
A Multilevel Relaxation Algorithm for Simultaneous Localisation and Mapping
, 2004
"... This paper addresses the problem of simultaneous localisation and mapping (SLAM) by a mobile robot. An incremental SLAM algorithm is introduced that is derived from multigrid methods used for solving partial differential equations. The approach improves on the performance of previous relaxation meth ..."
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Cited by 88 (5 self)
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This paper addresses the problem of simultaneous localisation and mapping (SLAM) by a mobile robot. An incremental SLAM algorithm is introduced that is derived from multigrid methods used for solving partial differential equations. The approach improves on the performance of previous relaxation methods for robot mapping because it optimizes the map at multiple levels of resolution. The resulting algorithm has an update time that is linear in the number of estimated features for typical indoor environments, even when closing very large loops, and offers advantages in handling nonlinearities compared to other SLAM algorithms. Experimental comparisons with alternative algorithms using two wellknown data sets and mapping results on a real robot are also presented.