Online multiple classifier boosting for object tracking

This paper presents a new online multi-classifier boosting algorithm for learning object appearance models. In many cases the appearance model is multi-modal, which we capture by training and updating multiple strong classifiers. The proposed algorithm jointly learns the classifiers and a soft partitioning of the input space, defining an area of expertise for each classifier. We show how this formulation improves the specificity of the strong classifiers, allowing simultaneous location and pose estimation in a tracking task. The proposed online scheme iteratively adapts the classifiers during tracking. Experiments show that the algorithm successfully learns multi-modal appearance models during a short initial training phase, subsequently updating them for tracking an object under rapid appearance changes. © 2010 IEEE.

Discussion: Widening engineering horizons: Addressing the complexity of sustainable development

The following discussion is from an Institution of Civil Engineers (ICE) prestige lecture based on the original paper and delivered by the authors at the ICE in London on 24 September 2008.1 The event was chaired by Engineering Sustainability editorial panel chair, Professor Chris Rogers from Birmingham University. It was attended by an audience of 130 people as well as being watched by a similar number over a live web-cast. The web-cast can be accessed from the ICE archive for online viewing at http://scenta. interwise.com/etechb/ OnDemand/TH6509.

An Online Expectation-Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online Expectation-Maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme using both simulated and real data originating from DNA analysis.

An Online Expectation-Maximization Algorithm for Changepoint Models

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online Expectation-Maximization (EM) algorithm for estimating the static parameters of such models. The SMC online EM algorithm has a cost per time which is linear in the number of particles and could be particularly important when the data is representable as a long sequence of observations, since it drastically reduces the computational requirements for implementation. We present an asymptotic analysis for the stability of the SMC estimates used in the online EM algorithm and demonstrate the performance of this scheme using both simulated and real data originating from DNA analysis.

Forecasting high-frequency futures returns using online langevin dynamics

Forecasting the returns of assets at high frequency is the key challenge for high-frequency algorithmic trading strategies. In this paper, we propose a jump-diffusion model for asset price movements that models price and its trend and allows a momentum strategy to be developed. Conditional on jump times, we derive closed-form transition densities for this model. We show how this allows us to extract a trend from high-frequency finance data by using a Rao-Blackwellized variable rate particle filter to filter incoming price data. Our results show that even in the presence of transaction costs our algorithm can achieve a Sharpe ratio above 1 when applied across a portfolio of 75 futures contracts at high frequency. © 2011 IEEE.

Integrated online speaker clustering and adaptation

For many applications, it is necessary to produce speech transcriptions in a causal fashion. To produce high quality transcripts, speaker adaptation is often used. This requires online speaker clustering and incremental adaptation techniques to be developed. This paper presents an integrated approach to online speaker clustering and adaptation which allows efficient clustering of speakers using the same accumulated statistics that are normally used for adaptation. Using a consistent criterion for both clustering and adaptation should yield gains for both stages. The proposed approach is evaluated on a meetings transcription task using audio from multiple distant microphones. Consistent gains over standard clustering and adaptation were obtained. Copyright © 2011 ISCA.

An online expectation-maximisation algorithm for nonnegative matrix factorisation models

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other unknown static parameters. We also propose a sequential Monte Carlo approximation of our online EM algorithm. We show the performance of the proposed method with two numerical examples. © 2012 IFAC.