Uncertainty modelling and computational aspects of data association

Jeremie Houssineau, Jiajie Zeng, Ajay Jasra

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


A novel solution to the smoothing problem for multi-object dynamical systems is proposed and evaluated. The systems of interest contain an unknown and varying number of dynamical objects that are partially observed under noisy and corrupted observations. In order to account for the lack of information about the different aspects of this type of complex system, an alternative representation of uncertainty based on possibility theory is considered. It is shown how analogues of usual concepts such as Markov chains and hidden Markov models (HMMs) can be introduced in this context. In particular, the considered statistical model for multiple dynamical objects can be formulated as a hierarchical model consisting of conditionally independent HMMs. This structure is leveraged to propose an efficient method in the context of Markov chain Monte Carlo (MCMC) by relying on an approximate solution to the corresponding filtering problem, in a similar fashion to particle MCMC. This approach is shown to outperform existing algorithms in a range of scenarios.
Original languageEnglish (US)
JournalStatistics and Computing
Issue number5
StatePublished - Aug 14 2021

Bibliographical note

KAUST Repository Item: Exported on 2021-08-23
Acknowledgements: This work was supported by Singapore Ministry of Education tier 1 Grant R-155-000-182-114. AJ was additionally supported by KAUST baseline funding.

ASJC Scopus subject areas

  • Computational Theory and Mathematics
  • Theoretical Computer Science
  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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