Gibbs Sampling

Python package for an efficient algorithm for truncating the GLMB filtering density based on Gibbs sampling.

1. Gibbs sampler

• gibbs_jointpredupdt initiates solution with output solution from lapjv. The implementation is done in C++ and based on Algorithm 1. Gibbs (and "Algorithm 1a") [1].
• How to use? gibbs_jointpredupdt(negative_log_cost_matrix, number_of_samples).

2. MM-Gibbs (Suboptimal)

• Gibbs sampling based on minimallyMarkovian stationary distributions.
• gibbs_multisensor_approx_cheap is implemented in C++ based on Algorithm 2: MM-Gibbs (Suboptimal) [2], Gaussian Likelihoods.
• How to use? gibbs_multisensor_approx_cheap(death_cost, list_of_cost_matrix, number_of_samples). No negative logarithm for cost.

3. Multi-sensor Adaptive Birth Gibbs Sampler

• sample_adaptive_birth is implemented in C++ based on Algorithm 1 Multi-sensor Adaptive Birth Gibbs Sampler [3].
• How to use? (1) Create new object AdaptiveBirth(), (2) Initiate parameters init_parameters(...), (3) sample_adaptive_birth(list_of_unassigned_probability, list_of_measurement), output mean, covariance, birth probability of new birth targets.

[1] Vo, Ba-Ngu, Ba-Tuong Vo, and Hung Gia Hoang. "An efficient implementation of the generalized labeled multi-Bernoulli filter." IEEE Transactions on Signal Processing 65, no. 8 (2016): 1975-1987.
[2] Vo, B. N., Vo, B. T., & Beard, M. (2019). Multi-sensor multi-object tracking with the generalized labeled multi-Bernoulli filter. IEEE Transactions on Signal Processing, 67(23), 5952-5967.
[3] Trezza, A., Bucci Jr, D. J., & Varshney, P. K. (2021). Multi-sensor Joint Adaptive Birth Sampler for Labeled Random Finite Set Tracking. arXiv preprint arXiv:2109.04355.

Requirements

• Python 3.7
• C++ compiler (eg. Windows: Visual Studio 15 2017, Ubuntu: g++)
• git clone https://github.com/pybind/pybind11.git

Install

python setup.py build develop

Install Eigen for Windows (after the following steps, add include directory C:\eigen-3.4.0 for example.)

1. Download Eigen 3.4.0 (NOT lower than this version) from it official website https://eigen.tuxfamily.org/ or ZIP file here.
2. mkdir build_dir
3. cd build_dir
4. cmake ../
5. make install, this step does not require

Install Eigen for Linux

1. install and use eigen3 on ubuntu 16.04
2. sudo apt-get install libeigen3-dev libeigen3-dev is installed install to /usr/include/eigen3/ and /usr/lib/cmake/eigen3.
3. Thus, we must make a change in CMakeLists.txt SET( EIGEN3_INCLUDE_DIR "/usr/local/include/eigen3" ) to SET( EIGEN3_INCLUDE_DIR "/usr/include/eigen3/" ).

LICENCE

Linh Ma, Machine Learning & Vision Laboratory, GIST, South Korea