Results 1  10
of
978
A tutorial on particle filters for online nonlinear/nonGaussian Bayesian tracking
 IEEE TRANSACTIONS ON SIGNAL PROCESSING
, 2002
"... Increasingly, for many application areas, it is becoming important to include elements of nonlinearity and nonGaussianity in order to model accurately the underlying dynamics of a physical system. Moreover, it is typically crucial to process data online as it arrives, both from the point of view o ..."
Abstract

Cited by 1974 (2 self)
 Add to MetaCart
(Show Context)
Increasingly, for many application areas, it is becoming important to include elements of nonlinearity and nonGaussianity in order to model accurately the underlying dynamics of a physical system. Moreover, it is typically crucial to process data online as it arrives, both from the point of view of storage costs as well as for rapid adaptation to changing signal characteristics. In this paper, we review both optimal and suboptimal Bayesian algorithms for nonlinear/nonGaussian tracking problems, with a focus on particle filters. Particle filters are sequential Monte Carlo methods based on point mass (or “particle”) representations of probability densities, which can be applied to any statespace model and which generalize the traditional Kalman filtering methods. Several variants of the particle filter such as SIR, ASIR, and RPF are introduced within a generic framework of the sequential importance sampling (SIS) algorithm. These are discussed and compared with the standard EKF through an illustrative example.
Prediction of complete gene structures in human genomic DNA
 J. Mol. Biol
, 1997
"... The problem of identifying genes in genomic DNA sequences by computational methods has attracted considerable research attention in recent years. From one point of view, the problem is closely ..."
Abstract

Cited by 1160 (9 self)
 Add to MetaCart
(Show Context)
The problem of identifying genes in genomic DNA sequences by computational methods has attracted considerable research attention in recent years. From one point of view, the problem is closely
Quantization
 IEEE TRANS. INFORM. THEORY
, 1998
"... The history of the theory and practice of quantization dates to 1948, although similar ideas had appeared in the literature as long ago as 1898. The fundamental role of quantization in modulation and analogtodigital conversion was first recognized during the early development of pulsecode modula ..."
Abstract

Cited by 877 (12 self)
 Add to MetaCart
The history of the theory and practice of quantization dates to 1948, although similar ideas had appeared in the literature as long ago as 1898. The fundamental role of quantization in modulation and analogtodigital conversion was first recognized during the early development of pulsecode modulation systems, especially in the 1948 paper of Oliver, Pierce, and Shannon. Also in 1948, Bennett published the first highresolution analysis of quantization and an exact analysis of quantization noise for Gaussian processes, and Shannon published the beginnings of rate distortion theory, which would provide a theory for quantization as analogtodigital conversion and as data compression. Beginning with these three papers of fifty years ago, we trace the history of quantization from its origins through this decade, and we survey the fundamentals of the theory and many of the popular and promising techniques for quantization.
Maximum a posteriori estimation for multivariate Gaussian mixture observations of Markov chains
 IEEE Transactions on Speech and Audio Processing
, 1994
"... ..."
(Show Context)
Constructing Free Energy Approximations and Generalized Belief Propagation Algorithms
 IEEE Transactions on Information Theory
, 2005
"... Important inference problems in statistical physics, computer vision, errorcorrecting coding theory, and artificial intelligence can all be reformulated as the computation of marginal probabilities on factor graphs. The belief propagation (BP) algorithm is an efficient way to solve these problems t ..."
Abstract

Cited by 586 (13 self)
 Add to MetaCart
(Show Context)
Important inference problems in statistical physics, computer vision, errorcorrecting coding theory, and artificial intelligence can all be reformulated as the computation of marginal probabilities on factor graphs. The belief propagation (BP) algorithm is an efficient way to solve these problems that is exact when the factor graph is a tree, but only approximate when the factor graph has cycles. We show that BP fixed points correspond to the stationary points of the Bethe approximation of the free energy for a factor graph. We explain how to obtain regionbased free energy approximations that improve the Bethe approximation, and corresponding generalized belief propagation (GBP) algorithms. We emphasize the conditions a free energy approximation must satisfy in order to be a “valid ” or “maxentnormal ” approximation. We describe the relationship between four different methods that can be used to generate valid approximations: the “Bethe method, ” the “junction graph method, ” the “cluster variation method, ” and the “region graph method.” Finally, we explain how to tell whether a regionbased approximation, and its corresponding GBP algorithm, is likely to be accurate, and describe empirical results showing that GBP can significantly outperform BP.
Parameterisation of a Stochastic Model for Human Face Identification
, 1994
"... Recent work on face identification using continuous density Hidden Markov Models (HMMs) has shown that stochastic modelling can be used successfully to encode feature information. When frontal images of faces are sampled using topbottom scanning, there is a natural order in which the features appe ..."
Abstract

Cited by 388 (0 self)
 Add to MetaCart
Recent work on face identification using continuous density Hidden Markov Models (HMMs) has shown that stochastic modelling can be used successfully to encode feature information. When frontal images of faces are sampled using topbottom scanning, there is a natural order in which the features appear and this can be conveniently modelled using a topbottom HMM. However, a topbottom HMM is characterised by different parameters, the choice of which has so far been based on subjective intuition. This paper presents a set of experimental results in which various HMM parameterisations are analysed.
Closest Point Search in Lattices
 IEEE TRANS. INFORM. THEORY
, 2000
"... In this semitutorial paper, a comprehensive survey of closestpoint search methods for lattices without a regular structure is presented. The existing search strategies are described in a unified framework, and differences between them are elucidated. An efficient closestpoint search algorithm, ba ..."
Abstract

Cited by 324 (2 self)
 Add to MetaCart
(Show Context)
In this semitutorial paper, a comprehensive survey of closestpoint search methods for lattices without a regular structure is presented. The existing search strategies are described in a unified framework, and differences between them are elucidated. An efficient closestpoint search algorithm, based on the SchnorrEuchner variation of the Pohst method, is implemented. Given an arbitrary point x 2 R m and a generator matrix for a lattice , the algorithm computes the point of that is closest to x. The algorithm is shown to be substantially faster than other known methods, by means of a theoretical comparison with the Kannan algorithm and an experimental comparison with the Pohst algorithm and its variants, such as the recent ViterboBoutros decoder. The improvement increases with the dimension of the lattice. Modifications of the algorithm are developed to solve a number of related search problems for lattices, such as finding a shortest vector, determining the kissing number, compu...
Hidden Markov processes
 IEEE Trans. Inform. Theory
, 2002
"... Abstract—An overview of statistical and informationtheoretic aspects of hidden Markov processes (HMPs) is presented. An HMP is a discretetime finitestate homogeneous Markov chain observed through a discretetime memoryless invariant channel. In recent years, the work of Baum and Petrie on finite ..."
Abstract

Cited by 258 (5 self)
 Add to MetaCart
(Show Context)
Abstract—An overview of statistical and informationtheoretic aspects of hidden Markov processes (HMPs) is presented. An HMP is a discretetime finitestate homogeneous Markov chain observed through a discretetime memoryless invariant channel. In recent years, the work of Baum and Petrie on finitestate finitealphabet HMPs was expanded to HMPs with finite as well as continuous state spaces and a general alphabet. In particular, statistical properties and ergodic theorems for relative entropy densities of HMPs were developed. Consistency and asymptotic normality of the maximumlikelihood (ML) parameter estimator were proved under some mild conditions. Similar results were established for switching autoregressive processes. These processes generalize HMPs. New algorithms were developed for estimating the state, parameter, and order of an HMP, for universal coding and classification of HMPs, and for universal decoding of hidden Markov channels. These and other related topics are reviewed in this paper. Index Terms—Baum–Petrie algorithm, entropy ergodic theorems, finitestate channels, hidden Markov models, identifiability, Kalman filter, maximumlikelihood (ML) estimation, order estimation, recursive parameter estimation, switching autoregressive processes, Ziv inequality. I.
Learning String Edit Distance
, 1997
"... In many applications, it is necessary to determine the similarity of two strings. A widelyused notion of string similarity is the edit distance: the minimum number of insertions, deletions, and substitutions required to transform one string into the other. In this report, we provide a stochastic mo ..."
Abstract

Cited by 248 (2 self)
 Add to MetaCart
In many applications, it is necessary to determine the similarity of two strings. A widelyused notion of string similarity is the edit distance: the minimum number of insertions, deletions, and substitutions required to transform one string into the other. In this report, we provide a stochastic model for string edit distance. Our stochastic model allows us to learn a string edit distance function from a corpus of examples. We illustrate the utility of our approach by applying it to the difficult problem of learning the pronunciation of words in conversational speech. In this application, we learn a string edit distance with nearly one fifth the error rate of the untrained Levenshtein distance. Our approach is applicable to any string classification problem that may be solved using a similarity function against a database of labeled prototypes.
Continuous Speech Recognition by Statistical Methods
 Proceedings of the IEEE 64
, 1976
"... HIS PAPER DESCRIBES statistical methods of automatic recognition (transcription) of continuous speech that have been used successfully by the Speech Processing Group at the IBM Thomas J. Watson Research Center. The ..."
Abstract

Cited by 243 (1 self)
 Add to MetaCart
HIS PAPER DESCRIBES statistical methods of automatic recognition (transcription) of continuous speech that have been used successfully by the Speech Processing Group at the IBM Thomas J. Watson Research Center. The