945 resultados para Continuous-time Markov Chain


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This article presents a probabilistic method for vehicle detection and tracking through the analysis of monocular images obtained from a vehicle-mounted camera. The method is designed to address the main shortcomings of traditional particle filtering approaches, namely Bayesian methods based on importance sampling, for use in traffic environments. These methods do not scale well when the dimensionality of the feature space grows, which creates significant limitations when tracking multiple objects. Alternatively, the proposed method is based on a Markov chain Monte Carlo (MCMC) approach, which allows efficient sampling of the feature space. The method involves important contributions in both the motion and the observation models of the tracker. Indeed, as opposed to particle filter-based tracking methods in the literature, which typically resort to observation models based on appearance or template matching, in this study a likelihood model that combines appearance analysis with information from motion parallax is introduced. Regarding the motion model, a new interaction treatment is defined based on Markov random fields (MRF) that allows for the handling of possible inter-dependencies in vehicle trajectories. As for vehicle detection, the method relies on a supervised classification stage using support vector machines (SVM). The contribution in this field is twofold. First, a new descriptor based on the analysis of gradient orientations in concentric rectangles is dened. This descriptor involves a much smaller feature space compared to traditional descriptors, which are too costly for real-time applications. Second, a new vehicle image database is generated to train the SVM and made public. The proposed vehicle detection and tracking method is proven to outperform existing methods and to successfully handle challenging situations in the test sequences.

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En esta tesis se aborda la detección y el seguimiento automático de vehículos mediante técnicas de visión artificial con una cámara monocular embarcada. Este problema ha suscitado un gran interés por parte de la industria automovilística y de la comunidad científica ya que supone el primer paso en aras de la ayuda a la conducción, la prevención de accidentes y, en última instancia, la conducción automática. A pesar de que se le ha dedicado mucho esfuerzo en los últimos años, de momento no se ha encontrado ninguna solución completamente satisfactoria y por lo tanto continúa siendo un tema de investigación abierto. Los principales problemas que plantean la detección y seguimiento mediante visión artificial son la gran variabilidad entre vehículos, un fondo que cambia dinámicamente debido al movimiento de la cámara, y la necesidad de operar en tiempo real. En este contexto, esta tesis propone un marco unificado para la detección y seguimiento de vehículos que afronta los problemas descritos mediante un enfoque estadístico. El marco se compone de tres grandes bloques, i.e., generación de hipótesis, verificación de hipótesis, y seguimiento de vehículos, que se llevan a cabo de manera secuencial. No obstante, se potencia el intercambio de información entre los diferentes bloques con objeto de obtener el máximo grado posible de adaptación a cambios en el entorno y de reducir el coste computacional. Para abordar la primera tarea de generación de hipótesis, se proponen dos métodos complementarios basados respectivamente en el análisis de la apariencia y la geometría de la escena. Para ello resulta especialmente interesante el uso de un dominio transformado en el que se elimina la perspectiva de la imagen original, puesto que este dominio permite una búsqueda rápida dentro de la imagen y por tanto una generación eficiente de hipótesis de localización de los vehículos. Los candidatos finales se obtienen por medio de un marco colaborativo entre el dominio original y el dominio transformado. Para la verificación de hipótesis se adopta un método de aprendizaje supervisado. Así, se evalúan algunos de los métodos de extracción de características más populares y se proponen nuevos descriptores con arreglo al conocimiento de la apariencia de los vehículos. Para evaluar la efectividad en la tarea de clasificación de estos descriptores, y dado que no existen bases de datos públicas que se adapten al problema descrito, se ha generado una nueva base de datos sobre la que se han realizado pruebas masivas. Finalmente, se presenta una metodología para la fusión de los diferentes clasificadores y se plantea una discusión sobre las combinaciones que ofrecen los mejores resultados. El núcleo del marco propuesto está constituido por un método Bayesiano de seguimiento basado en filtros de partículas. Se plantean contribuciones en los tres elementos fundamentales de estos filtros: el algoritmo de inferencia, el modelo dinámico y el modelo de observación. En concreto, se propone el uso de un método de muestreo basado en MCMC que evita el elevado coste computacional de los filtros de partículas tradicionales y por consiguiente permite que el modelado conjunto de múltiples vehículos sea computacionalmente viable. Por otra parte, el dominio transformado mencionado anteriormente permite la definición de un modelo dinámico de velocidad constante ya que se preserva el movimiento suave de los vehículos en autopistas. Por último, se propone un modelo de observación que integra diferentes características. En particular, además de la apariencia de los vehículos, el modelo tiene en cuenta también toda la información recibida de los bloques de procesamiento previos. El método propuesto se ejecuta en tiempo real en un ordenador de propósito general y da unos resultados sobresalientes en comparación con los métodos tradicionales. ABSTRACT This thesis addresses on-road vehicle detection and tracking with a monocular vision system. This problem has attracted the attention of the automotive industry and the research community as it is the first step for driver assistance and collision avoidance systems and for eventual autonomous driving. Although many effort has been devoted to address it in recent years, no satisfactory solution has yet been devised and thus it is an active research issue. The main challenges for vision-based vehicle detection and tracking are the high variability among vehicles, the dynamically changing background due to camera motion and the real-time processing requirement. In this thesis, a unified approach using statistical methods is presented for vehicle detection and tracking that tackles these issues. The approach is divided into three primary tasks, i.e., vehicle hypothesis generation, hypothesis verification, and vehicle tracking, which are performed sequentially. Nevertheless, the exchange of information between processing blocks is fostered so that the maximum degree of adaptation to changes in the environment can be achieved and the computational cost is alleviated. Two complementary strategies are proposed to address the first task, i.e., hypothesis generation, based respectively on appearance and geometry analysis. To this end, the use of a rectified domain in which the perspective is removed from the original image is especially interesting, as it allows for fast image scanning and coarse hypothesis generation. The final vehicle candidates are produced using a collaborative framework between the original and the rectified domains. A supervised classification strategy is adopted for the verification of the hypothesized vehicle locations. In particular, state-of-the-art methods for feature extraction are evaluated and new descriptors are proposed by exploiting the knowledge on vehicle appearance. Due to the lack of appropriate public databases, a new database is generated and the classification performance of the descriptors is extensively tested on it. Finally, a methodology for the fusion of the different classifiers is presented and the best combinations are discussed. The core of the proposed approach is a Bayesian tracking framework using particle filters. Contributions are made on its three key elements: the inference algorithm, the dynamic model and the observation model. In particular, the use of a Markov chain Monte Carlo method is proposed for sampling, which circumvents the exponential complexity increase of traditional particle filters thus making joint multiple vehicle tracking affordable. On the other hand, the aforementioned rectified domain allows for the definition of a constant-velocity dynamic model since it preserves the smooth motion of vehicles in highways. Finally, a multiple-cue observation model is proposed that not only accounts for vehicle appearance but also integrates the available information from the analysis in the previous blocks. The proposed approach is proven to run near real-time in a general purpose PC and to deliver outstanding results compared to traditional methods.

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Parallel recordings of spike trains of several single cortical neurons in behaving monkeys were analyzed as a hidden Markov process. The parallel spike trains were considered as a multivariate Poisson process whose vector firing rates change with time. As a consequence of this approach, the complete recording can be segmented into a sequence of a few statistically discriminated hidden states, whose dynamics are modeled as a first-order Markov chain. The biological validity and benefits of this approach were examined in several independent ways: (i) the statistical consistency of the segmentation and its correspondence to the behavior of the animals; (ii) direct measurement of the collective flips of activity, obtained by the model; and (iii) the relation between the segmentation and the pair-wise short-term cross-correlations between the recorded spike trains. Comparison with surrogate data was also carried out for each of the above examinations to assure their significance. Our results indicated the existence of well-separated states of activity, within which the firing rates were approximately stationary. With our present data we could reliably discriminate six to eight such states. The transitions between states were fast and were associated with concomitant changes of firing rates of several neurons. Different behavioral modes and stimuli were consistently reflected by different states of neural activity. Moreover, the pair-wise correlations between neurons varied considerably between the different states, supporting the hypothesis that these distinct states were brought about by the cooperative action of many neurons.

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Aims. We present a detailed study of the two Sun-like stars KIC 7985370 and KIC 7765135, to determine their activity level, spot distribution, and differential rotation. Both stars were previously discovered by us to be young stars and were observed by the NASA Kepler mission. Methods. The fundamental stellar parameters (vsini, spectral type, T_eff, log g, and [Fe/H]) were derived from optical spectroscopy by comparison with both standard-star and synthetic spectra. The spectra of the targets allowed us to study the chromospheric activity based on the emission in the core of hydrogen Hα and Ca ii infrared triplet (IRT) lines, which was revealed by the subtraction of inactive templates. The high-precision Kepler photometric data spanning over 229 days were then fitted with a robust spot model. Model selection and parameter estimation were performed in a Bayesian manner, using a Markov chain Monte Carlo method. Results. We find that both stars are Sun-like (of G1.5 V spectral type) and have an age of about 100–200 Myr, based on their lithium content and kinematics. Their youth is confirmed by their high level of chromospheric activity, which is comparable to that displayed by the early G-type stars in the Pleiades cluster. The Balmer decrement and flux ratio of their Ca ii-IRT lines suggest that the formation of the core of these lines occurs mainly in optically thick regions that are analogous to solar plages. The spot model applied to the Kepler photometry requires at least seven persistent spots in the case of KIC 7985370 and nine spots in the case of KIC 7765135 to provide a satisfactory fit to the data. The assumption of the longevity of the star spots, whose area is allowed to evolve with time, is at the heart of our spot-modelling approach. On both stars, the surface differential rotation is Sun-like, with the high-latitude spots rotating slower than the low-latitude ones. We found, for both stars, a rather high value of the equator-to-pole differential rotation (dΩ ≈ 0.18 rad d^-1), which disagrees with the predictions of some mean-field models of differential rotation for rapidly rotating stars. Our results agree instead with previous works on solar-type stars and other models that predict a higher latitudinal shear, increasing with equatorial angular velocity, that can vary during the magnetic cycle.

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We perform a detailed modelling of the post-outburst surface emission of the low magnetic field magnetar SGR 0418+5729. The dipolar magnetic field of this source, B=6×1012G estimated from its spin-down rate, is in the observed range of magnetic fields for normal pulsars. The source is further characterized by a high pulse fraction and a single-peak profile. Using synthetic temperature distribution profiles, and fully accounting for the general-relativistic effects of light deflection and gravitational redshift, we generate synthetic X-ray spectra and pulse profiles that we fit to the observations. We find that asymmetric and symmetric surface temperature distributions can reproduce equally well the observed pulse profiles and spectra of SGR 0418. None the less, the modelling allows us to place constraints on the system geometry (i.e. the angles ψ and ξ that the rotation axis makes with the line of sight and the dipolar axis, respectively), as well as on the spot size and temperature contrast on the neutron star surface. After performing an analysis iterating between the pulse profile and spectra, as done in similar previous works, we further employed, for the first time in this context, a Markov-Chain Monte Carlo approach to extract constraints on the model parameters from the pulse profiles and spectra, simultaneously. We find that, to reproduce the observed spectrum and flux modulation: (a) the angles must be restricted to 65° ≲ ψ + ξ ≲ 125° or 235° ≲ ψ + ξ ≲ 295°; (b) the temperature contrast between the poles and the equator must be at least a factor of ∼6, and (c) the size of the hottest region ranges between 0.2 and 0.7 km (including uncertainties on the source distance). Lastly, we interpret our findings within the context of internal and external heating models.

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A recent development of the Markov chain Monte Carlo (MCMC) technique is the emergence of MCMC samplers that allow transitions between different models. Such samplers make possible a range of computational tasks involving models, including model selection, model evaluation, model averaging and hypothesis testing. An example of this type of sampler is the reversible jump MCMC sampler, which is a generalization of the Metropolis-Hastings algorithm. Here, we present a new MCMC sampler of this type. The new sampler is a generalization of the Gibbs sampler, but somewhat surprisingly, it also turns out to encompass as particular cases all of the well-known MCMC samplers, including those of Metropolis, Barker, and Hastings. Moreover, the new sampler generalizes the reversible jump MCMC. It therefore appears to be a very general framework for MCMC sampling. This paper describes the new sampler and illustrates its use in three applications in Computational Biology, specifically determination of consensus sequences, phylogenetic inference and delineation of isochores via multiple change-point analysis.

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We investigate whether relative contributions of genetic and shared environmental factors are associated with an increased risk in melanoma. Data from the Queensland Familial Melanoma Project comprising 15,907 subjects arising from 1912 families were analyzed to estimate the additive genetic, common and unique environmental contributions to variation in the age at onset of melanoma. Two complementary approaches for analyzing correlated time-to-onset family data were considered: the generalized estimating equations (GEE) method in which one can estimate relationship-specific dependence simultaneously with regression coefficients that describe the average population response to changing covariates; and a subject-specific Bayesian mixed model in which heterogeneity in regression parameters is explicitly modeled and the different components of variation may be estimated directly. The proportional hazards and Weibull models were utilized, as both produce natural frameworks for estimating relative risks while adjusting for simultaneous effects of other covariates. A simple Markov Chain Monte Carlo method for covariate imputation of missing data was used and the actual implementation of the Bayesian model was based on Gibbs sampling using the free ware package BUGS. In addition, we also used a Bayesian model to investigate the relative contribution of genetic and environmental effects on the expression of naevi and freckles, which are known risk factors for melanoma.

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The estimated parameters of output distance functions frequently violate the monotonicity, quasi-convexity and convexity constraints implied by economic theory, leading to estimated elasticities and shadow prices that are incorrectly signed, and ultimately to perverse conclusions concerning the effects of input and output changes on productivity growth and relative efficiency levels. We show how a Bayesian approach can be used to impose these constraints on the parameters of a translog output distance function. Implementing the approach involves the use of a Gibbs sampler with data augmentation. A Metropolis-Hastings algorithm is also used within the Gibbs to simulate observations from truncated pdfs. Our methods are developed for the case where panel data is available and technical inefficiency effects are assumed to be time-invariant. Two models-a fixed effects model and a random effects model-are developed and applied to panel data on 17 European railways. We observe significant changes in estimated elasticities and shadow price ratios when regularity restrictions are imposed. (c) 2004 Elsevier B.V. All rights reserved.

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We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

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We describe methods for estimating the parameters of Markovian population processes in continuous time, thus increasing their utility in modelling real biological systems. A general approach, applicable to any finite-state continuous-time Markovian model, is presented, and this is specialised to a computationally more efficient method applicable to a class of models called density-dependent Markov population processes. We illustrate the versatility of both approaches by estimating the parameters of the stochastic SIS logistic model from simulated data. This model is also fitted to data from a population of Bay checkerspot butterfly (Euphydryas editha bayensis), allowing us to assess the viability of this population. (c) 2006 Elsevier Inc. All rights reserved.

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The ERS-1 Satellite was launched in July 1991 by the European Space Agency into a polar orbit at about 800 km, carrying a C-band scatterometer. A scatterometer measures the amount of backscatter microwave radiation reflected by small ripples on the ocean surface induced by sea-surface winds, and so provides instantaneous snap-shots of wind flow over large areas of the ocean surface, known as wind fields. Inherent in the physics of the observation process is an ambiguity in wind direction; the scatterometer cannot distinguish if the wind is blowing toward or away from the sensor device. This ambiguity implies that there is a one-to-many mapping between scatterometer data and wind direction. Current operational methods for wind field retrieval are based on the retrieval of wind vectors from satellite scatterometer data, followed by a disambiguation and filtering process that is reliant on numerical weather prediction models. The wind vectors are retrieved by the local inversion of a forward model, mapping scatterometer observations to wind vectors, and minimising a cost function in scatterometer measurement space. This thesis applies a pragmatic Bayesian solution to the problem. The likelihood is a combination of conditional probability distributions for the local wind vectors given the scatterometer data. The prior distribution is a vector Gaussian process that provides the geophysical consistency for the wind field. The wind vectors are retrieved directly from the scatterometer data by using mixture density networks, a principled method to model multi-modal conditional probability density functions. The complexity of the mapping and the structure of the conditional probability density function are investigated. A hybrid mixture density network, that incorporates the knowledge that the conditional probability distribution of the observation process is predominantly bi-modal, is developed. The optimal model, which generalises across a swathe of scatterometer readings, is better on key performance measures than the current operational model. Wind field retrieval is approached from three perspectives. The first is a non-autonomous method that confirms the validity of the model by retrieving the correct wind field 99% of the time from a test set of 575 wind fields. The second technique takes the maximum a posteriori probability wind field retrieved from the posterior distribution as the prediction. For the third technique, Markov Chain Monte Carlo (MCMC) techniques were employed to estimate the mass associated with significant modes of the posterior distribution, and make predictions based on the mode with the greatest mass associated with it. General methods for sampling from multi-modal distributions were benchmarked against a specific MCMC transition kernel designed for this problem. It was shown that the general methods were unsuitable for this application due to computational expense. On a test set of 100 wind fields the MAP estimate correctly retrieved 72 wind fields, whilst the sampling method correctly retrieved 73 wind fields.

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The aims of the project were twofold: 1) To investigate classification procedures for remotely sensed digital data, in order to develop modifications to existing algorithms and propose novel classification procedures; and 2) To investigate and develop algorithms for contextual enhancement of classified imagery in order to increase classification accuracy. The following classifiers were examined: box, decision tree, minimum distance, maximum likelihood. In addition to these the following algorithms were developed during the course of the research: deviant distance, look up table and an automated decision tree classifier using expert systems technology. Clustering techniques for unsupervised classification were also investigated. Contextual enhancements investigated were: mode filters, small area replacement and Wharton's CONAN algorithm. Additionally methods for noise and edge based declassification and contextual reclassification, non-probabilitic relaxation and relaxation based on Markov chain theory were developed. The advantages of per-field classifiers and Geographical Information Systems were investigated. The conclusions presented suggest suitable combinations of classifier and contextual enhancement, given user accuracy requirements and time constraints. These were then tested for validity using a different data set. A brief examination of the utility of the recommended contextual algorithms for reducing the effects of data noise was also carried out.

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We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of sojourn time that are translated negative binomial laws and the second class, suggested by Green is deduced from alternating renewal process in continuous time with sojourn time laws which are exponential laws with parameters α^0 and α^1 respectively.

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2002 Mathematics Subject Classification: 62M10.

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2010 Mathematics Subject Classification: Primary 60J80; Secondary 92D30.