In application domains such as robotics, it is useful to represent the uncertainty related to the robot's belief about the state of its environment. Algorithms that only yield a single "best guess" as a result are not sufficient. In this paper, we propose object proposal generation based on non-parametric Bayesian inference that allows quantification of the likelihood of the proposals. We apply Markov chain Monte Carlo to draw samples of image segmentations via the distance dependent Chinese restaurant process. Our method achieves state-of-the-art performance on an indoor object discovery data set, while additionally providing a likelihood term for each proposal. We show that the likelihood term can effectively be used to rank proposals according to their quality.
In our work, similarly to @cite_5 , we apply Markov chain Monte Carlo (MCMC) sampling from a ddCRP posterior to generate clusters of superpixels. However, in contrast to earlier work our main aim is object discovery. We tune our method especially towards this aim by setting the model hyperparameters to produce clusters of superpixels that have a strong link to human object perception as described by the Gestalt principles of human object perception @cite_13 .
@cite_5 @cite_13
2376316332 2529970009 2674709473 2394967154
Markov chain Monte Carlo (MCMC) methods have been used in many fields (physics, chemistry, biology, and computer science) for simulation, inference, and optimization. In many applications, Markov chains are simulated for sampling from target probabilities π(X) defined on graphs G. The graph vertices represent elements of the system, the edges represent spatial relationships, while X is a vector of variables on the vertices which often take discrete values called labels or colors. Designing efficient Markov chains is a challenging task when the variables are strongly coupled. Because of this, methods such as the single-site Gibbs sampler often experience suboptimal performance. A well-celebrated algorithm, the Swendsen–Wang (SW) method, can address the coupling problem. It clusters the vertices as connected components after turning off some edges probabilistically, and changes the color of one cluster as a whole. It is known to mix rapidly under certain conditions. Unfortunately, the SW method has limited ... In this paper, we propose a real-time image superpixel segmentation method with 50 frames s by using the density-based spatial clustering of applications with noise (DBSCAN) algorithm. In order to decrease the computational costs of superpixel algorithms, we adopt a fast two-step framework. In the first clustering stage, the DBSCAN algorithm with color-similarity and geometric restrictions is used to rapidly cluster the pixels, and then, small clusters are merged into superpixels by their neighborhood through a distance measurement defined by color and spatial features in the second merging stage. A robust and simple distance function is defined for obtaining better superpixels in these two steps. The experimental results demonstrate that our real-time superpixel algorithm (50 frames s) by the DBSCAN clustering outperforms the state-of-the-art superpixel segmentation methods in terms of both accuracy and efficiency. Existing Markov Chain Monte Carlo (MCMC) methods are either based on general-purpose and domain-agnostic schemes which can lead to slow convergence, or hand-crafting of problem-specific proposals by an expert. We propose A-NICE-MC, a novel method to train flexible parametric Markov chain kernels to produce samples with desired properties. First, we propose an efficient likelihood-free adversarial training method to train a Markov chain and mimic a given data distribution. Then, we leverage flexible volume preserving flows to obtain parametric kernels for MCMC. Using a bootstrap approach, we show how to train efficient Markov chains to sample from a prescribed posterior distribution by iteratively improving the quality of both the model and the samples. A-NICE-MC provides the first framework to automatically design efficient domain-specific MCMC proposals. Empirical results demonstrate that A-NICE-MC combines the strong guarantees of MCMC with the expressiveness of deep neural networks, and is able to significantly outperform competing methods such as Hamiltonian Monte Carlo. Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC might suffer from poor mixing rates when random variables exhibit strong couplings under the target densities or big scale differences. In this study, we propose a novel SG-MCMC method that takes the local geometry into account by using ideas from Quasi-Newton optimization methods. These second order methods directly approximate the inverse Hessian by using a limited history of samples and their gradients. Our method uses dense approximations of the inverse Hessian while keeping the time and memory complexities linear with the dimension of the problem. We provide a formal theoretical analysis where we show that the proposed method is asymptotically unbiased and consistent with the posterior expectations. We illustrate the effectiveness of the approach on both synthetic and real datasets. Our experiments on two challenging applications show that our method achieves fast convergence rates similar to Riemannian approaches while at the same time having low computational requirements similar to diagonal preconditioning approaches.