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.

Filtering via approximate Bayesian computation

Approximate Bayesian computation (ABC) has become a popular technique to facilitate Bayesian inference from complex models. In this article we present an ABC approximation designed to perform biased filtering for a Hidden Markov Model when the likelihood function is intractable. We use a sequential Monte Carlo (SMC) algorithm to both fit and sample from our ABC approximation of the target probability density. This approach is shown to, empirically, be more accurate w.r.t.~the original filter than competing methods. The theoretical bias of our method is investigated; it is shown that the bias goes to zero at the expense of increased computational effort. Our approach is illustrated on a constrained sequential lasso for portfolio allocation to 15 constituents of the FTSE 100 share index.

Sequential Monte Carlo computation of the score and observed information matrix in state-space models with application to parameter estimation

Sequential Monte Carlo (SMC) methods are popular computational tools for Bayesian inference in non-linear non-Gaussian state-space models. For this class of models, we propose SMC algorithms to compute the score vector and observed information matrix recursively in time. We propose two different SMC implementations, one with computational complexity $\mathcal{O}(N)$ and the other with complexity $\mathcal{O}(N^{2})$ where $N$ is the number of importance sampling draws. Although cheaper, the performance of the $\mathcal{O}(N)$ method degrades quickly in time as it inherently relies on the SMC approximation of a sequence of probability distributions whose dimension is increasing linearly with time. In particular, even under strong \textit{mixing} assumptions, the variance of the estimates computed with the $\mathcal{O}(N)$ method increases at least quadratically in time. The $\mathcal{O}(N^{2})$ is a non-standard SMC implementation that does not suffer from this rapid degrade. We then show how both methods can be used to perform batch and recursive parameter estimation.