Overlapping Mixtures of Gaussian Processes for the data association problem
Accepted version
Peer-reviewed
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Authors
Lázaro-Gredilla, M
Van Vaerenbergh, S
Lawrence, ND
Abstract
In this work we introduce a mixture of GPs to address the data association problem, i.e. to label a group of observations according to the sources that generated them. Unlike several previously proposed GP mixtures, the novel mixture has the distinct characteristic of using no gating function to determine the association of samples and mixture components. Instead, all the GPs in the mixture are global and samples are clustered following "trajectories" across input space. We use a non-standard variational Bayesian algorithm to efficiently recover sample labels and learn the hyperparameters. We show how multi-object tracking problems can be disambiguated and also explore the characteristics of the model in traditional regression settings.
Description
Keywords
Gaussian Processes, Marginalized variational inference, Bayesian models
Journal Title
Pattern Recognition
Conference Name
Journal ISSN
0031-3203
1873-5142
1873-5142
Volume Title
45
Publisher
Elsevier BV