How Can Subsampling Reduce Complexity in Sequential MCMC Methods and Deal with Big Data in Target Tracking?

Allan de Freitas 1 François Septier 2, 3 Lyudmila Mihaylova 1 Simon J. Godsill 4
1 University of Sheffield [Sheffield]
2 Institut TELECOM/TELECOM Lille1
3 CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189
4 CAM - University of Cambridge [UK]
Abstract : Target tracking faces the challenge in coping with large volumes of data which requires efficient methods for real time applications. The complexity considered in this paper is when there is a large number of measurements which are required to be processed at each time step. Sequential Markov chain Monte Carlo (MCMC) has been shown to be a promising approach to target tracking in complex environments, especially when dealing with clutter. However, a large number of mea- surements usually results in large processing requirements. This paper goes beyond the current state-of-the-art and presents a novel Sequential MCMC approach that can overcome this chal- lenge through adaptively subsampling the set of measurements. Instead of using the whole large volume of available data, the proposed algorithm performs a trade off between the number of measurements to be used and the desired accuracy of the estimates to be obtained in the presence of clutter. We show results with large improvements in processing time, more than 40 % with a negligible loss in tracking performance, compared with the solution without subsampling.
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Conference papers
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https://hal-imt.archives-ouvertes.fr/hal-01198419
Contributor : François Septier <>
Submitted on : Saturday, September 12, 2015 - 3:42:30 PM
Last modification on : Thursday, October 17, 2019 - 12:35:47 PM

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  • HAL Id : hal-01198419, version 1

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INSTITUT-TELECOM | CNRS | CRISTAL-SIGMA | IMT-LILLE-DOUAI | CRISTAL | UNIV-LILLE

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Allan de Freitas, François Septier, Lyudmila Mihaylova, Simon J. Godsill. How Can Subsampling Reduce Complexity in Sequential MCMC Methods and Deal with Big Data in Target Tracking?. Int. Conf. on Information Fusion (FUSION), Jul 2015, Washington D.C., United States. ⟨hal-01198419⟩

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