Models and algorithms for detection and tracking of coordinated groups

In this paper, we describe models and algorithms for detection and tracking of group and individual targets. We develop two novel group dynamical models, within a continuous time setting, that aim to mimic behavioural properties of groups. We also describe two possible ways of modeling interactions between closely using Markov Random Field (MRF) and repulsive forces. These can be combined together with a group structure transition model to create realistic evolving group models. We use a Markov Chain Monte Carlo (MCMC)-Particles Algorithm to perform sequential inference. Computer simulations demonstrate the ability of the algorithm to detect and track targets within groups, as well as infer the correct group structure over time. ©2008 IEEE.

Models and algorithms for tracking of maneuvering objects using variable rate particle filters

Standard algorithms in tracking and other state-space models assume identical and synchronous sampling rates for the state and measurement processes. However, real trajectories of objects are typically characterized by prolonged smooth sections, with sharp, but infrequent, changes. Thus, a more parsimonious representation of a target trajectory may be obtained by direct modeling of maneuver times in the state process, independently from the observation times. This is achieved by assuming the state arrival times to follow a random process, typically specified as Markovian, so that state points may be allocated along the trajectory according to the degree of variation observed. The resulting variable dimension state inference problem is solved by developing an efficient variable rate particle filtering algorithm to recursively update the posterior distribution of the state sequence as new data becomes available. The methodology is quite general and can be applied across many models where dynamic model uncertainty occurs on-line. Specific models are proposed for the dynamics of a moving object under internal forcing, expressed in terms of the intrinsic dynamics of the object. The performance of the algorithms with these dynamical models is demonstrated on several challenging maneuvering target tracking problems in clutter. © 2006 IEEE.

A FEniCS-based programming framework for modeling turbulent flow by the Reynolds-averaged Navier-Stokes equations

Finding an appropriate turbulence model for a given flow case usually calls for extensive experimentation with both models and numerical solution methods. This work presents the design and implementation of a flexible, programmable software framework for assisting with numerical experiments in computational turbulence. The framework targets Reynolds-averaged Navier-Stokes models, discretized by finite element methods. The novel implementation makes use of Python and the FEniCS package, the combination of which leads to compact and reusable code, where model- and solver-specific code resemble closely the mathematical formulation of equations and algorithms. The presented ideas and programming techniques are also applicable to other fields that involve systems of nonlinear partial differential equations. We demonstrate the framework in two applications and investigate the impact of various linearizations on the convergence properties of nonlinear solvers for a Reynolds-averaged Navier-Stokes model. © 2011 Elsevier Ltd.

Modeling natural sounds with modulation cascade processes

Natural sounds are structured on many time-scales. A typical segment of speech, for example, contains features that span four orders of magnitude: Sentences ($\sim1$s); phonemes ($\sim10$−$1$ s); glottal pulses ($\sim 10$−$2$s); and formants ($\sim 10$−$3$s). The auditory system uses information from each of these time-scales to solve complicated tasks such as auditory scene analysis [1]. One route toward understanding how auditory processing accomplishes this analysis is to build neuroscience-inspired algorithms which solve similar tasks and to compare the properties of these algorithms with properties of auditory processing. There is however a discord: Current machine-audition algorithms largely concentrate on the shorter time-scale structures in sounds, and the longer structures are ignored. The reason for this is two-fold. Firstly, it is a difficult technical problem to construct an algorithm that utilises both sorts of information. Secondly, it is computationally demanding to simultaneously process data both at high resolution (to extract short temporal information) and for long duration (to extract long temporal information). The contribution of this work is to develop a new statistical model for natural sounds that captures structure across a wide range of time-scales, and to provide efficient learning and inference algorithms. We demonstrate the success of this approach on a missing data task.

Advanced modeling of periodic structures in SEA

The SEA properties of a periodic structure are computed from the FE analysis of a single periodic cell. The periodic theory is used in conjunction with FE so that any geometry can be considered. Some efficient algorithms have been implemented to get the subsystems intrinsic properties (modal density, damping, and equivalent mass), as well as the coupling properties of the subsystem with acoustic subsystems (radiation and transmission). Comparisons with analytical results validate the method. © (2006) by the Katholieke Universiteit Leuven Department of Mechanical Engineering All rights reserved.

Nonparametric Bayesian Density Modeling with Gaussian Processes

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution defined by a density that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We describe two such MCMC methods. Both methods also allow inference of the hyperparameters of the Gaussian process.

Simulating dynamic covariance structures for testing the adaptive behavior of variable selection algorithms (Invited Paper)

Variable selection for regression is a classical statistical problem, motivated by concerns that too large a number of covariates may bring about overfitting and unnecessarily high measurement costs. Novel difficulties arise in streaming contexts, where the correlation structure of the process may be drifting, in which case it must be constantly tracked so that selections may be revised accordingly. A particularly interesting phenomenon is that non-selected covariates become missing variables, inducing bias on subsequent decisions. This raises an intricate exploration-exploitation tradeoff, whose dependence on the covariance tracking algorithm and the choice of variable selection scheme is too complex to be dealt with analytically. We hence capitalise on the strength of simulations to explore this problem, taking the opportunity to tackle the difficult task of simulating dynamic correlation structures. © 2008 IEEE.