Search Results (8)

The free Meixner family ($\mathbb{FMF}$) is the family of measures that produces quadratic Cauchy–Stieltjes Kernel (CSK) families (i.e., meaning that the associated variance function (VF) is a polynomial with degree $\le 2$ in the mean). Furthermore, a cubic class is introduced in the context of CSK families and is connected to the quadratic class via a reciprocity relation. The associated probability measures are the so-called free analog of the Letac–Mora class (with VF of degree 3). In free probability theory, these two classes of probabilities are crucial. However, a novel transformation of measures is introduced in the setting of free probability, known as the $T_a$-transformation of probability measures. Denote by $\mathcal{P}$ the set of (non-degenerate) real probabilities. For $\nu \in \mathcal{P}$ and $a\in \mathbb{R}$, consider the transformation of measure $\nu$, denoted $T_a\left(\nu \right)$, defined by ${\mathcal{F}}_{T_a\left(\nu \right)}\left(w\right)={\mathcal{F}}_{\nu }(w-a)+a,$ where ${\mathcal{F}}_{\nu }(·)$ is the inverse of the Cauchy–Stieltjes transformation of $\nu$. In this study, we provide important insights into the notion of the $T_a$-transformation of probabilities. We demonstrate that the $\mathbb{FMF}$ (respectively, the free counterpart of the Letac–Mora class of measures) is invariant under the $T_a$-transformation. Furthermore, we develop additional characteristics of the $T_a$-transformation, which yield intriguing findings for significant free probability distributions such as the free Poisson and free Gamma distributions. Full article

This paper focuses on the problem of joint detection, tracking, and classification (JDTC) for multiple extended objects (EOs) within a Poisson multi-Bernoulli (MB) mixture (PMBM) filter, where an EO is described as an ellipse, and the ellipse is modeled by a random matrix. The EOs are classified according to the size information of the ellipse. Usually, detection, tracking, and classification are processed step-by-step. However, step-by-step processing ignores the coupling relationship between detection, tracking, and classification, resulting in information loss. In fact, detection, tracking, and classification affect each other, and JDTC is expected to be beneficial for achieving better overall performance. In the multi-target tracking problem based on RFS, the overall performance of the PMBM filter satisfying the conjugate priors has been verified to be superior to other filters. Specifically, the PMBM filter propagates multiple MB simultaneously during iterative updates and model the distribution of hitherto undetected EOs. At present, the PMBM filter is only applied to multiple extended objects tracking problem. Therefore, we consider using the PMBM filter to solve the JDTC problem of multiple EOs and further improve JDTC performance. Furthermore, the closed-form implementation based on the product of a gamma Gaussian inverse Wishart (GGIW) and class probability mass function (PMF) is proposed. The details of parameters calculation in the implementation process and the derivation of class PMF are presented in this paper. Simulation experiments verify that the proposed algorithm, named the JDTC-PMBM-GGIW filter, performs well in comparison to the existing JDTC strategies for multiple extended objects. Full article

The Poisson multi-Bernoulli Mixture (PMBM) filter, as well as its variants, is a popular and practical multitarget tracking algorithm. There are some pending problems for the standard PMBM filter, such as unknown detection probability, random target newborn distribution, and high energy consumption for limited computational and processing capacity in sensor networks. For the sake of accommodating these existing problems, an improved multitarget tracking method based on a PMBM filter with adaptive detection probability and adaptive newborn distribution is proposed, accompanied by an associated distributed fusion strategy to reduce the computational complexities. Firstly, gamma (GAM) distribution is introduced to present the augmented state of unknown and changing target detection probability. Secondly, the intensity of newborn targets is adaptively derived from the inverse gamma (IG) distribution based on this augmented state. Then, the measurement likelihood is presented as a gamma distribution for the augmented state. On these bases, the detailed recursion and closed-form solutions to the proposed filter are derived by means of approximating the intensity of target birth and potential targets to an inverse gamma Gaussian mixture (IGGM) form and the density of existing Bernoulli components to a single IGGM form. Moreover, the associated distributed fusion strategy generalized covariance intersection (GCI), whose target states are measured by multiple sensors according to their respective fusion weights, is applied to a large-scale aquaculture tracking network. Comprehensive experiments are presented to verify the effectiveness of this IGGM–PMBM method, and comparisons with other multitarget tracking filters also demonstrate that tracking behaviors are largely improved; in particular, tracking energy consumption is reduced sharply, and tracking accuracy is relatively enhanced. Full article

This paper provides a solution for multi-target tracking with unknown detection probability. For the standard Poisson Multi-Bernoulli Mixture (PMBM) filter, the detection probability is generally considered a priori. However, affected by sensors, the features used for detection, and other environmental factors, the detection probability is time-varying and unknown in most multi-target tracking scenarios. Therefore, the standard PMBM filter is not feasible in practical scenarios. In order to overcome these practical restrictions, we improve the PMBM filter with unknown detection probability using the feature used for detection. Specifically, the feature is modeled as an inverse gamma distribution and the target kinematic state is modeled as a Gaussian distribution; the feature is integrated into the target kinematic state to iteratively estimate the target detection probability with the motion state. Our experimental results show that the proposed method outperforms the standard PMBM filter and the robust PMBM filter based on Beta distribution in the scenarios with unknown and time-varying detection probability. Further, we apply the proposed filter to a simulated infrared image to confirm the effectiveness and robustness of the filter. Full article

In this paper, we address the problem of activity estimation in passive gamma emission tomography (PGET) of spent nuclear fuel. Two different noise models are considered and compared, namely, the isotropic Gaussian and the Poisson noise models. The problem is formulated within a Bayesian framework as a linear inverse problem and prior distributions are assigned to the unknown model parameters. In particular, a Bernoulli-truncated Gaussian prior model is considered to promote sparse pin configurations. A Markov chain Monte Carlo (MCMC) method, based on a split and augmented Gibbs sampler, is then used to sample the posterior distribution of the unknown parameters. The proposed algorithm is first validated by simulations conducted using synthetic data, generated using the nominal models. We then consider more realistic data simulated using a bespoke simulator, whose forward model is non-linear and not available analytically. In that case, the linear models used are mis-specified and we analyse their robustness for activity estimation. The results demonstrate superior performance of the proposed approach in estimating the pin activities in different assembly patterns, in addition to being able to quantify their uncertainty measures, in comparison with existing methods. Full article

The existence of clutter, unknown measurement sources, unknown number of targets, and undetected probability are problems for multi-extended target tracking, to address these problems; this paper proposes a gamma-Gaussian-inverse Wishart (GGIW) implementation of a marginal distribution Poisson multi-Bernoulli mixture (MD-PMBM) filter. Unlike existing multiple extended target tracking filters, the GGIW-MD-PMBM filter computes the marginal distribution (MD) and the existence probability of each target, which can shorten the computing time while maintaining good tracking results. The simulation results confirm the validity and reliability of the GGIW-MD-PMBM filter. Full article

This article presents the Poisson-Inverse Gamma regression model with varying dispersion for approximating heavy-tailed and overdispersed claim counts. Our main contribution is that we develop an Expectation-Maximization (EM) type algorithm for maximum likelihood (ML) estimation of the Poisson-Inverse Gamma regression model with varying dispersion. The empirical analysis examines a portfolio of motor insurance data in order to investigate the efficiency of the proposed algorithm. Finally, both the a priori and a posteriori, or Bonus-Malus, premium rates that are determined by the Poisson-Inverse Gamma model are compared to those that result from the classic Negative Binomial Type I and the Poisson-Inverse Gaussian distributions with regression structures for their mean and dispersion parameters. Full article

Inverse Rayleigh probability distribution is shown in this paper to constitute a valid model for characterization and estimation of extreme values of wind speed, thus constituting a useful tool of wind power production evaluation and mechanical safety of installations. The first part of this paper illustrates such a model and its validity to interpret real wind speed field data. The inverse Rayleigh model is then adopted as the parent distribution for assessment of a dynamical “risk index” defined in terms of a stochastic Poisson process, based upon crossing a given value with part of the maximum value of wind speed on a certain time horizon. Then, a novel Bayes approach for the estimation of such an index under the above model is proposed. The method is based upon assessment of prior information in a novel way which should be easily feasible for a system engineer, being based upon a model quantile (e.g., the median value) or, alternatively, on the probability that the wind speed is greater than a given value. The results of a large set of numerical simulation—based upon typical values of wind-speed parameters—are reported to illustrate the efficiency and the precision of the proposed method, also with hints to its robustness. The validity of the approach is also verified with respect to the two different methods of assessing the prior information. Full article