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Online Change Detection with Sequential Marginal Likelihook : Particle Filter Approach

Research Project

Project/Area Number 17560352
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Communication/Network engineering
Research InstitutionWaseda University

Principal Investigator

MATSUMOTO Takashi  Waseda University, Faculty of Science and Engineering, Professor (80063767)

Co-Investigator(Kenkyū-buntansha) MURATA Noboru  Waseda University, Faculty of Science and Engineering, Professor (60242038)
Project Period (FY) 2005 – 2007
Project Status Completed (Fiscal Year 2007)
Budget Amount *help
¥2,980,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥180,000)
Fiscal Year 2007: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2006: ¥600,000 (Direct Cost: ¥600,000)
Fiscal Year 2005: ¥1,600,000 (Direct Cost: ¥1,600,000)
Keywordsonline change detection / Bayesian framework / Sequential Monte Carlo Methods / non-linear feature extraction / marginal entropy minimization / Sequential Marginal Likelihood / 変化検出 / 粒子フィルタ
Research Abstract

1. Online change detection is referred to as detecting abrupt changes behind give data online. Explicit functional form of the target behind given data is often unavailable. In addition, target system is often nonlinear so that linear algorithms are often unsatisfactory. This project proposed two online change detection algorithms within online Bayesian framework. One uses Sequential Marginal Likelihood while the other introduces a latent variable indicating abrupt changes. Both of them are implemented via Sequential Monte Carlo methods. The algorithms are verified with several examples.
2. Another algorithm is proposed in detecting faces in a video sequences. The algorithm is also based on an online Bayesian framework where it partly utilizes the Viola-Jones static score in a sequential manner. This is also implemented via Sequential Monte Carlo. It also checks Sequential Marginal Likelihood to detect any changes in which case the proposal distribution is reset. The algorithm is verified against real data.
3. In order to deal with complex features of data such as discontinuity of time series and deformation of images, a new non-linear feature extraction method is investigated based on the notion of marginal entropy minimization. The validity of the method is confirmed by neumerical experiments with real face data.

Report

(4 results)
  • 2007 Annual Research Report   Final Research Report Summary
  • 2006 Annual Research Report
  • 2005 Annual Research Report
  • Research Products

    (56 results)

All 2008 2007 2006 2005 Other

All Journal Article (49 results) (of which Peer Reviewed: 21 results) Presentation (3 results) Book (3 results) Remarks (1 results)

  • [Journal Article] 自然逐次事前分布によるオンラインベイズ学習2008

    • Author(s)
      中田 洋平, 若原 牧生, 松本 隆
    • Journal Title

      電子情報通信学会論文誌 A J91-A(2)

      Pages: 243-259

    • NAID

      110007384604

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] GibbsBoost 顔検出と映像監視業務への応用2008

    • Author(s)
      松井 淳, 後藤 祐, 木村 彰夫, 中田 洋平, 松本 隆, クリッピングデルサイモン, 藤井 真人, 八木 伸行
    • Journal Title

      映像情報メディア学会誌 62(3)

      Pages: 408-413

    • NAID

      110006855160

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] ベイズ的手法による動画像顔検出の高速化と高精度化2008

    • Author(s)
      松井 淳, サイモン クリピングデル, 八木 伸行, 松本 隆
    • Journal Title

      電子情報通信学会2008年総合大会論文集 D-12-26

      Pages: 157-157

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Natural Sequential Prior for On-Line Bayesian Learning2008

    • Author(s)
      Y. Nakada, M. Wakahara, T. Matsumoto
    • Journal Title

      IEICE Transactions A J91-A(2)

      Pages: 243-259

    • NAID

      110007384604

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] A Gibbs Boost Face Detector and its Application to Facial Occlusion Spotting2008

    • Author(s)
      A. Matsui, Y. Goto, A. Kimura, Y. Nakada, T. Matsumoto, S. Clippingdale, M. Fujii, N. Yagi
    • Journal Title

      ITE Transactions 62(3)

      Pages: 408-413

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Bayesian Approaches for Fast and Accurate Face Detection in Video2008

    • Author(s)
      A. Matsui, S. Clippingdale, N. Yagi, T. Matsumoto
    • Journal Title

      IEICE Trand. Of General Conference D-12-26

      Pages: 157-157

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article]2008

    • Author(s)
      中田 洋平, 若原 牧生、松本 隆
    • Journal Title

      電子情報通信学会論文誌A Vol.J91-ANo.2

      Pages: 243-259

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 12008

    • Author(s)
      松井 淳, 中田 洋平, 松本 隆, 他
    • Journal Title

      Vol.62,No.3

      Pages: 408-413

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 12008

    • Author(s)
      松井 淳, サイモン クリピングデル, 八木 伸行, 松本 隆
    • Journal Title

      D-12-26

      Pages: 157-157

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bayesian Online Classification using Rao-BlackWellised SMC and its Application2007

    • Author(s)
      T.Kudo, Y.Nakada, T.Matsumoto
    • Journal Title

      4th IASTED Int'l Conference on Signal Processing, Pattern Recognition, and Applications

      Pages: 222-227

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Online Bayesian Modeling and Prediction of Nonlinear Systems:Sequential Monte Carlo Approach2007

    • Author(s)
      T.Matsumoto
    • Journal Title

      Method of Information in Medicine 46

      Pages: 96-101

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Adaptation and Change Detection with a Sequential Monte Carlo Scheme2007

    • Author(s)
      T.Matsumoto, K.Yosui
    • Journal Title

      IEEE Trans. on Systems, Man and Cybernetics 37(3)

      Pages: 592-606

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Pruned Resampling:Probabilistic Model Selection Schemes for Sequential Face Recognition2007

    • Author(s)
      A.Matsui, S.Clippingdale, T.Matsumoto
    • Journal Title

      IEICE Transactions on Information and Systems E90-D(8)

      Pages: 1151-1159

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Tutorial Series on Brain-Inspired Computing,Part 6:Geometrical Structure of Boosting Algorithm2007

    • Author(s)
      T.Kanamori, T.Takenouchi, N.Murata
    • Journal Title

      New Generation Computing 25(1)

      Pages: 117-141

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] A modified EM Algorithm for mixture models based on Bregman divergence2007

    • Author(s)
      Yu Fujimoto, Noboru Murata
    • Journal Title

      Annals of the Institute of Statistical Mathematics 59(1)

      Pages: 3-25

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Robust Loss Functions for Boosting2007

    • Author(s)
      T.Kanamori, T.Takenouchi, S.Eguchi, N.Murata
    • Journal Title

      Neural Computation 19(8)

      Pages: 2183-2244

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Bayesian Online Classification using Rao-Black Wellised SMC and its Application2007

    • Author(s)
      T. Kudo, Y. Nakada, T. Matsumoto
    • Journal Title

      4th IASTED Int'l Conference on Signal Processing, Pattern Recognition & Applications

      Pages: 222-227

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Online Bayesian Modeling and Prediction of Nonlinear Systems : Sequential Monte Carlo Approach2007

    • Author(s)
      T. Matsumoto
    • Journal Title

      Method of Information in Medicine 46

      Pages: 96-101

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Adaptation and Change Detection with a Sequential Monte Carlo Scheme2007

    • Author(s)
      T. Matsumoto, K. Yosui
    • Journal Title

      IEEE Trans. On Systems, Man and Cybernetics 37(3)

      Pages: 592-606

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Pruned Resampling : probabilistic Model Selection Schemes for Sequential Face Recognition2007

    • Author(s)
      A. Matsui, S. Clippingdale, T. Matsumotd
    • Journal Title

      IEICE Transactions on Information and Systems E90-D(8)

      Pages: 1151-1159

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Tutorial Series on Brain-Inspired Computing, Part 6 : Geometrical Structure Of Boosting Algorithm2007

    • Author(s)
      T. Kanamori, T. Takenouchi, N. Murata
    • Journal Title

      New Generation Computing 25(1)

      Pages: 117-141

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Robust Loss Functions for Boosting2007

    • Author(s)
      T. Kanamori, T. Takenouchi, S. Eguchi, N. Murata
    • Journal Title

      Neural Computation 19(8)

      Pages: 2183-2244

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Pruned Resampling: Probabilistic Model Selection Schemes for Sequential Face Recognition2007

    • Author(s)
      A.Matsui, S.Clippingdale, T.Matsumoto
    • Journal Title

      E90-D(8)

      Pages: 1151-1159

    • NAID

      110007538639

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 12007

    • Author(s)
      T.Kanamori, T.Takenouchi, S.Esuchi, N.Murata
    • Journal Title

      19(8)

      Pages: 2183-2244

    • Related Report
      2007 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Adaptation and Change Detection with a Sequential Monte Carlo Scheme2007

    • Author(s)
      T.Matsumoto, K.Yosui
    • Journal Title

      IEEE Transactions on Systems, Man and Cybernetics in press

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Online Bayesian Modeling and Prediction of Nonlinear Systems : Sequential Monte Carlo Approach2007

    • Author(s)
      T.Matsumoto
    • Journal Title

      Methods of Information in Medicine 46

      Pages: 96-101

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Bayesian Online Classification using Rao-BlackWellised SMC and Its Application2007

    • Author(s)
      T.Kubo, Y.Nakada, T.Matsumoto
    • Journal Title

      Proc.4th IASTED International Conference on Signal Processing, Pattern Recognition, and Applications

      Pages: 222-227

    • Related Report
      2006 Annual Research Report
  • [Journal Article] A Bayesian Change Detection for Unknown Nonlinear Systems:On-line Sequential Monte Carlo Approach2006

    • Author(s)
      Y.Nakada, T.Matsumoto
    • Journal Title

      SCIS & ISIS

      Pages: 1872-1877

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] EM法を用いた逐次更新型ブースティング2006

    • Author(s)
      西野 亮太郎、村田 昇
    • Journal Title

      電子情報通信学会技術研究報告, NC 106(102)

      Pages: 25-30

    • NAID

      110004751566

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] 時間依存型隠れマルコフモデルを用いた睡眠段階の判別2006

    • Author(s)
      吉村 昌子、村田 昇
    • Journal Title

      電子情報通信学会技術研究報告, NC 106(101)

      Pages: 7-12

    • NAID

      110004751550

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] A Bayesian Change Detection for Unknown Nonlinear Systems : On-line Sequential Monte Carlo Approach2006

    • Author(s)
      Y. Nakada, T. Matsumoto
    • Journal Title

      SCIS & ISIS

      Pages: 1872-1877

    • NAID

      130004672451

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] On-line boosting method based on EM Algorithm2006

    • Author(s)
      R, Nishino, N. Murata
    • Journal Title

      IEICE technical report. NC 106(102)

      Pages: 25-30

    • NAID

      110004751566

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Predicting sleep stages based on Time-dependent hidden Markov model2006

    • Author(s)
      M. Yoshimura, N. Murata
    • Journal Title

      IEICE technical report. NC 106(102)

      Pages: 7-12

    • NAID

      110004751550

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] A Bayesian Change Detection for Unknown Nonlinear Systems : On-line Sequential Monte Carlo Approach2006

    • Author(s)
      Yohei Nakada, Takeshi Matsumoto
    • Journal Title

      SCIS & ISIS 2006

      Pages: 1872-1877

    • NAID

      130004672451

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Tutorial Series on Brain-Inspired Computing, Part6 : Geometrical Structure of Boosting Algorithm.2006

    • Author(s)
      Takafumi Kanamori, Takashi Takenouchi, Noboru Murata
    • Journal Title

      New Generation Computing 25(1)

      Pages: 117-141

    • Related Report
      2006 Annual Research Report
  • [Journal Article] EM法を用いた逐次更新型ブースティング2006

    • Author(s)
      西野 亮太郎, 村田 昇
    • Journal Title

      電子情報通信学会技術研究報告 106(102)

      Pages: 25-30

    • NAID

      110004751566

    • Related Report
      2006 Annual Research Report
  • [Journal Article] 時間依存型隠れマルコフモデルを用いた睡眠段階の判別2006

    • Author(s)
      吉村 昌子, 村田 昇
    • Journal Title

      電子情報通信学会技術研究報告 106(101)

      Pages: 7-12

    • NAID

      110004751550

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Marginal Likelihood Change Detection:Particle Filter Approach2005

    • Author(s)
      T.Matsumoto
    • Journal Title

      AIP Conference Proceeding 803(1)

      Pages: 129-136

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] An On-line Change Detection Scheme for Nonlinear Time Series Data from,Unknown Dynamical Systems:A Bayesian Approach Using Sequential Monte Carlo2005

    • Author(s)
      Y.Nakada, T.Matsumoto
    • Journal Title

      MLSP2005

      Pages: 323-328

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] On-line Bayesian change detection scheme for unknown nonlinear systems via Sequential Monte Carlo2005

    • Author(s)
      Y.Nakada, T.Matsumoto
    • Journal Title

      Int'l Joint Conference on Neural Networks 4

      Pages: 2207-2212

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
    • Peer Reviewed
  • [Journal Article] Marginal Likekihood Change Detection : Particle Filter Approach2005

    • Author(s)
      T. Matsumoto
    • Journal Title

      AIP Conference Proceeding 803(1)

      Pages: 129-136

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] An On-line Change Detection Scheme for Nonlinear Time Series Data from Unknown Dynamical Systems : A Bayesian Approach Using Sequential Monte Carlo2005

    • Author(s)
      Y. Nakada, T. Matsumoto
    • Journal Title

      MLSP 2005

      Pages: 323-328

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] On-line Bayesian change detection scheme for unknown nonlinear systems via Sequential Monte Carlo2005

    • Author(s)
      Y. Nakada, T. Matsumoto
    • Journal Title

      Int'l Joint Conference on Nerural Networks 4

      Pages: 2207-2212

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Journal Article] Marginal Likelihood Change Detection : Particle Filter Approach2005

    • Author(s)
      T.Matsumoto
    • Journal Title

      International Workshop on Bayesian Inference and Maximum Entropy for Science and Engineering, AIP Conference Proceedings Vol.803, Issue 1

      Pages: 129-136

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Online Bayesian Modeling and Prediction of Nonlinear Systems Sequential Monte Carlo Approach2005

    • Author(s)
      T.Matsumoto
    • Journal Title

      5th International Workshop on Biological Interpretation

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Unknown Dynamical Systems A Bayesian Approach Using Sequential Monte Carlo2005

    • Author(s)
      Y.Nakada, T.Matsumoto
    • Journal Title

      IEEE International Workshop on Machine Learning for Signal Processing, Mystic, Connecticut

      Pages: 323-328

    • Related Report
      2005 Annual Research Report
  • [Journal Article] On-line Bayesian change detection scheme for unknown nonlinear systems via sequential Monte Carlo2005

    • Author(s)
      Y.Nakada, T.Matsumoto
    • Journal Title

      International Joint Conference on Neural Networks 2005, Montreal

      Pages: 2207-2212

    • Related Report
      2005 Annual Research Report
  • [Journal Article] 逐次周辺尤度変化検出アルゴリズム-Sequential Monte Carlo的アプローチ-2005

    • Author(s)
      松本隆
    • Journal Title

      電子情報通信学会,ニューロコンピューティング研究会 Vol.104, No.759

      Pages: 95-100

    • NAID

      110003234171

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Information Geometry of Bregman divergence and its application to learning algorithms2005

    • Author(s)
      Noboru Murata
    • Journal Title

      2nd International Symposium on Information Geometry and its Applications

      Pages: 12-16

    • Related Report
      2005 Annual Research Report
  • [Presentation] Information Geometry of Bregman Divergence and its Application to Learning Algorithms2005

    • Author(s)
      N.Murata
    • Organizer
      2nd Int'l Symposium on Information Geometry and its Applications
    • Place of Presentation
      Tokyo
    • Year and Date
      2005-12-16
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Online Bayesian Modeling and Prediction of Nonliner Systems:Sequential Monte Carlo Approach2005

    • Author(s)
      T.Matsumoto
    • Organizer
      5th Int'l Workshop on Biosignal Interpretation
    • Place of Presentation
      Tokyo
    • Year and Date
      2005-09-08
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Presentation] Online Bayesian Modeling and Prediction of Nonliner Systems : Sequential Monte Carlo Approach2005

    • Author(s)
      T. Matsumoto
    • Organizer
      5th Int'l Workshop on Biosignal Interpretation
    • Place of Presentation
      Tokyo
    • Year and Date
      2005-09-05
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] 複雑系叢書 巻1.複雑系の構造と予側2006

    • Author(s)
      時田、太田、輪湖、安部、中村、松本、宮野、生駒
    • Total Pages
      214
    • Publisher
      共立出版
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] Learing and Prediction of Complex Systems In Series on Complex Systems2006

    • Author(s)
      T. Matsumoto, et. al.
    • Total Pages
      214
    • Publisher
      Kyoritsu Shuppan
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2007 Final Research Report Summary
  • [Book] 複雑系叢書(全7巻)1.複雑系の構造と予測2006

    • Author(s)
      時田, 太田, 輪湖, 安部, 中村, 松本, 宮の, 生駒
    • Total Pages
      202
    • Publisher
      共立出版
    • Related Report
      2006 Annual Research Report
  • [Remarks] 「研究成果報告書概要(和文)」より

    • URL

      http://www.matsumoto.elec.waseda.ac.jp/publication/index.html

    • Related Report
      2007 Final Research Report Summary

URL: 

Published: 2005-04-01   Modified: 2016-04-21  

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