Elliptical slice sampling

Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with multivariate Gaussian priors. Its key properties are: 1) it has simple, generic code applicable to many models, 2) it has no free parameters, 3) it works well for a variety of Gaussian process based models. These properties make our method ideal for use while model building, removing the need to spend time deriving and tuning updates for more complex algorithms.

Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

Vision-based global localization using a visual vocabular

This paper presents a novel coarse-to-fine global localization approach that is inspired by object recognition and text retrieval techniques. Harris-Laplace interest points characterized by SIFT descriptors are used as natural land-marks. These descriptors are indexed into two databases: an inverted index and a location database. The inverted index is built based on a visual vocabulary learned from the feature descriptors. In the location database, each location is directly represented by a set of scale invariant descriptors. The localization process consists of two stages: coarse localization and fine localization. Coarse localization from the inverted index is fast but not accurate enough; whereas localization from the location database using voting algorithm is relatively slow but more accurate. The combination of coarse and fine stages makes fast and reliable localization possible. In addition, if necessary, the localization result can be verified by epipolar geometry between the representative view in database and the view to be localized. Experimental results show that our approach is efficient and reliable. ©2005 IEEE.