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Parallel subspace sampling for particle filtering in dynamic bayesian networks

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Besada Portas, Eva and Cruz García, Jesús Manuel de la and Plis, Sergey M. and Lane, Terran (2009) Parallel subspace sampling for particle filtering in dynamic bayesian networks. In Machine learning and knowledge discovery in databases, PT I. Springer-Verlag Berlin, pp. 131-146. ISBN 978-3-642-04179-2

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Official URL: http://link.springer.com/content/pdf/10.1007%2F978-3-642-04180-8_26




Abstract

Monitoring the variables of real world dynamic systems is a difficult task due to their inherent complexity and uncertainty. Particle Filters (PF) perform that task, yielding probability distribution over the unobserved variables. However, they suffer from the Curse of dimensionality problem: the number of particles grows exponentially with the dimensionality of the hidden state space. The problem is aggravated when the initial distribution of the variables is not well known, as happens in global localization problems. We present a new parallel PF for systems whose variable dependencies can be factored into a Dynamic Bayesian Network. The new algorithms significantly reduce the number of particles, while independently exploring different subspaces of hidden variables to build particles consistent with past history and measurements. We demonstrate this new PF approach on some complex dynamical system estimation problems, showing that our method successfully localizes and tracks hidden states in cases where traditional PFs fail.


Item Type:Book Section
Additional Information:

© Springer-Verlag Berlin Heidelberg 2009.
This work was supported by the Spanish Grants DPI2006-15661-C02-01 and CAM S-0505/DPI 0391. Further, Dr. Besada-Portas was supported by the Spanish post-doctoral Grant EX-2007-0915, Dr. Plis by NIMH Grant 1 R01 MH076282-01, and Dr. Lane
by NSF Grant IIS-0705681. The authors also thank the Aula Sun-UCM for providing access to their computational resources for doing parts of the experiments.
Joint European Conference on Machine Learnin(ECML)/European Conference on Principles and Practice of Knowledge Discovery in Databases (PKDD)(2009. Bled, ESLOVENIA)

Uncontrolled Keywords:Computer Science-Artificial Intelligence,Computer Science- Information Systems, Computer Science-Theory & Methods
Subjects:Sciences > Computer science
ID Code:21812
Deposited On:02 Jul 2013 07:38
Last Modified:04 Mar 2015 09:22

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