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In this article we propose a new Rao-Blackwellized particle filtering based algorithm for tracking an unknown number of targets. The algorithm is based on formulating probabilistic stochastic process models for target states, data associations, and birth and death processes. The tracking of these stochastic processes is implemented using sequential Monte… (More)

A multilayer self-organizing map, HSOM, is discussed as an unsupervised clustering method. The HSOM is shown to form arbitrarily complex clusters, in analogy with multilayer feedforward networks. In addition, the HSOM provides a natural measure for the distance of a point from a cluster that weighs all the points belonging to the cluster appropriately. In… (More)

Magnetoencephalography (MEG) provides millisecond-scale temporal resolution for noninvasive mapping of human brain functions, but the problem of reconstructing the underlying source currents from the extracranial data has no unique solution. Several distributed source estimation methods based on different prior assumptions have been suggested for the… (More)

We give a short review on the Bayesian approach for neural network learning and demonstrate the advantages of the approach in three real applications. We discuss the Bayesian approach with emphasis on the role of prior knowledge in Bayesian models and in classical error minimization approaches. The generalization capability of a statistical model, classical… (More)

Magnetoencephalography (MEG) allows millisecond-scale non-invasive measurement of magnetic fields generated by neural currents in the brain. However, localization of the underlying current sources is ambiguous due to the so-called inverse problem. The most widely used source localization methods (i.e., minimum-norm and minimum-current estimates (MNE and… (More)

In recent simulation studies, a hierarchical Variational Bayesian (VB) method, which can be seen as a generalisation of the traditional minimum-norm estimate (MNE), was introduced for reconstructing distributed MEG sources. Here, we studied how nonlinearities in the estimation process and hyperparameter selection affect the inverse solutions, the… (More)

A generic, modular, neural network-based feature extraction and pattern classification system is proposed for finding essentially two-dimensional objects or object parts from digital images in a distortion tolerant manner, The distortion tolerance is built up gradually by successive blocks in a pipeline architecture. The system consists of only feedforward… (More)

In this work, we discuss practical methods for the assessment, comparison, and selection of complex hierarchical Bayesian models. A natural way to assess the goodness of the model is to estimate its future predictive capability by estimating expected utilities. Instead of just making a point estimate, it is important to obtain the distribution of the… (More)

This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method models the long and short term dynamics of the time series as stochastic linear models. The computation is based on a Kalman smoother, in which the noise densities are estimated… (More)