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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)
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)
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)
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)
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)
We consider the input variable selection in complex Bayesian hierarchical models. Our goal is to find a model with the smallest number of input variables having statistically or practically at least the same expected utility as the full model with all the available inputs. A good estimate for the expected utility can be computed using cross-validation(More)
– We propose a new Rao-Blackwellized sequential Monte Carlo method for tracking multiple targets in presence of clutter and false alarm measurements. The advantage of the new approach is that Rao-Blackwellization allows the estimation algorithm to be partitioned into single target tracking and data association sub-problems, where the single target tracking(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)
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)
— This article presents a classical type of solution to the time series prediction competition, the CATS benchmark, which is organized as a special session of the IJCNN 2004 conference. The solution is based on sequential application of the Kalman smoother, which is a classical statistical tool for estimation and prediction of time series. The Kalman(More)