A Monte Carlo and Kernel Density Estimation based virtual sample generation method for small data modeling problem

Author(s):  
Qun-Xiong Zhu ◽  
Zhi-Hui Wang ◽  
Yan-Lin He ◽  
Yuan Xu
2021 ◽  
Vol 10 (12) ◽  
pp. 3515-3531
Author(s):  
H. Bouredji ◽  
A. Sayah

In this paper, we propose a new approach of boundary correction for kernel density estimation with the support $[0,1]$, in particular at the right endpoints and we derive the theoretical properties of this new estimator and show that it asymptotically reduce the order of bias at the boundary region, whereas the order of variance remains unchanged. Our Monte Carlo simulations demonstrate the good finite sample performance of our proposed estimator. Two examples with real data are provided.


Author(s):  
Jungen Zhang

Following Mahler’s framework forinformation fusion, this paper develops a implementationof cardinalized probability hypothesis density (CPHD)filter for bearings-only multitarget tracking.Rao-Blackwellized method is introduced in the CPHDfiltering framework for mixed linear/nonlinear state spacemodels. The sequential Monte Carlo (SMC) method is usedto predict and estimate the nonlinear state of targets.Kalman filter (KF) is adopted to estimate the linear stateswith the information embedded in the estimated nonlinearstates. The multitarget state estimates are extracted byutilizing the kernel density estimation (KDE) theory andmean-shift algorithm to enhance tracking performance.Moreover, the computational load of the filter is analyzedby introducing equivalent flop measure. Finally, theperformance of the proposed Rao-Blackwellized particleCPHD filter is evaluated through a challengingbearings-only multitarget tracking simulation experiment.


2021 ◽  
Vol 4 (1) ◽  
Author(s):  
Wenzhong Shi ◽  
Chengzhuo Tong ◽  
Anshu Zhang ◽  
Bin Wang ◽  
Zhicheng Shi ◽  
...  

A Correction to this paper has been published: https://doi.org/10.1038/s42003-021-01924-6


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