An official website of the United States government
In many multiobject tracking applications, including radar and sonar tracking, after prefiltering the received signal, measurement data is typically structured in cells. The cells, e.g., represent different range and bearing values. However, conventional multiobject tracking methods use so-called point measurements. Point measurements are provided by a preprocessing stage that applies a threshold or detector and breaks up the cell’s structure by converting cell indexes into, e.g., range and bearing measurements. We here propose a Bayesian multiobject tracking method that processes measurements that have been thresholded but are still cell-structured. We first derive a likelihood function that systematically incorporates an adjustable detection threshold which makes it possible to control the number of cell measurements. We then propose a Poisson Multi-Bernoulli (PMB) filter based on the likelihood function for cell measurements. Furthermore, we establish a link to the conventional point measurement model by deriving the likelihood function for point measurements with amplitude information (AM) and discuss the PMB filter that uses point measurements with AM. Our numerical results demonstrate the advantages of the proposed PMB filter for thresholded cell measurements compared to the conventional PMB filter for point measurements with and without AM.
more »
« less
Scattering Statistics of Generalized Spatial Poisson Point Processes
We present a machine learning model for the analysis of randomly generated discrete signals, modeled as the points of an inhomogeneous, compound Poisson point process. Like the wavelet scattering transform introduced by Mallat, our construction is naturally invariant to translations and reflections, but it decouples the roles of scale and frequency, replacing wavelets with Gabor-type measurements. We show that, with suitable nonlinearities, our measurements distinguish Poisson point processes from common self-similar processes, and separate different types of Poisson point processes.
more »
« less
- Award ID(s):
- 1845856
- PAR ID:
- 10336640
- Date Published:
- Journal Name:
- ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
- Page Range / eLocation ID:
- 5528 - 5532
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Point processes provide a powerful framework for modeling the distribution and interactions of events in time or space. Their flexibility has given rise to a variety of sophisticated models in statistics and machine learning, yet model diagnostic and criticism techniques re- main underdeveloped. In this work, we pro- pose a general Stein operator for point pro- cesses based on the Papangelou conditional intensity function. We then establish a kernel goodness-of-fit test by defining a Stein dis- crepancy measure for general point processes. Notably, our test also applies to non-Poisson point processes whose intensity functions con- tain intractable normalization constants due to the presence of complex interactions among points. We apply our proposed test to sev- eral point process models, and show that it outperforms a two-sample test based on the maximum mean discrepancy.more » « less
-
Abstract Network dynamics with point-process-based interactions are of paramount modeling interest. Unfortunately, most relevant dynamics involve complex graphs of interactions for which an exact computational treatment is impossible. To circumvent this difficulty, the replica-mean-field approach focuses on randomly interacting replicas of the networks of interest. In the limit of an infinite number of replicas, these networks become analytically tractable under the so-called ‘Poisson hypothesis’. However, in most applications this hypothesis is only conjectured. In this paper we establish the Poisson hypothesis for a general class of discrete-time, point-process-based dynamics that we propose to call fragmentation-interaction-aggregation processes, and which are introduced here. These processes feature a network of nodes, each endowed with a state governing their random activation. Each activation triggers the fragmentation of the activated node state and the transmission of interaction signals to downstream nodes. In turn, the signals received by nodes are aggregated to their state. Our main contribution is a proof of the Poisson hypothesis for the replica-mean-field version of any network in this class. The proof is obtained by establishing the propagation of asymptotic independence for state variables in the limit of an infinite number of replicas. Discrete-time Galves–Löcherbach neural networks are used as a basic instance and illustration of our analysis.more » « less
-
We propose a new estimation procedure for general spatio-temporal point processes that include a self-exciting feature. Estimating spatio-temporal self-exciting point processes with observed data is challenging, partly because of the difficulty in computing and optimizing the likelihood function. To circumvent this challenge, we employ a Poisson cluster representation for spatio-temporal self-exciting point processes to simplify the likelihood function and develop a new estimation procedure called “clustering-then-estimation” (CTE), which integrates clustering algorithms with likelihood-based estimation methods. Compared with the widely used expectation-maximization (EM) method, our approach separates the cluster structure inference of the data from the model selection. This has the benefit of reducing the risk of model misspecification. Our approach is computationally more efficient because it does not need to recursively solve optimization problems, which would be needed for EM. We also present asymptotic statistical results for our approach as theoretical support. Experimental results on several synthetic and real data sets illustrate the effectiveness of the proposed CTE procedure.more » « less
-
Abstract We develop a prior probability model for temporal Poisson process intensities through structured mixtures of Erlang densities with common scale parameter, mixing on the integer shape parameters. The mixture weights are constructed through increments of a cumulative intensity function which is modeled nonparametrically with a gamma process prior. Such model specification provides a novel extension of Erlang mixtures for density estimation to the intensity estimation setting. The prior model structure supports general shapes for the point process intensity function, and it also enables effective handling of the Poisson process likelihood normalizing term resulting in efficient posterior simulation. The Erlang mixture modeling approach is further elaborated to develop an inference method for spatial Poisson processes. The methodology is examined relative to existing Bayesian nonparametric modeling approaches, including empirical comparison with Gaussian process prior based models, and is illustrated with synthetic and real data examples.more » « less
- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Conference Paper:
- https://doi.org/10.1109/ICASSP43922.2022.9746382
