Many nonlinear dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switc...
Emily B. Fox, Erik B. Sudderth, Michael I. Jordan,...
Abstract. Switching linear dynamic systems (SLDS) attempt to describe a complex nonlinear dynamic system with a succession of linear models indexed by a switching variable. Unfortu...
Object tracking is a challenging problems in real-time computer vision due to variations of lighting condition, pose, scale, and view-point over time. However, it is exceptionally...
Rao–Blackwellization is an approximation technique for probabilistic inference that flexibly combines exact inference with sampling. It is useful in models where conditioning o...
We present an algorithm for fast posterior inference in penalized high-dimensional state-space models, suitable in the case where a few measurements are taken in each time step. W...