Behavioural models in sequential inference about spatio-temporal structures

项目摘要：该项目将涉及新的模型和可扩展的推理方法，用于动态学习多个相互作用对象的行为和意图，例如狩猎猎物的动物，在学校/浅滩中相互作用的海洋哺乳动物/鱼类，编队中相互作用的飞机或鸟类以及多个订单簿的高频金融建模。我们将为希望测试/开发有关行为交互的假设的科学家和动物学家提供新方法，改进一般跟踪应用（民用或军事）中的态势感知/意图预测的新方法，以及比目前可管理的更大规模问题的可扩展推理。该项目的主要目标是改进当前最先进的跟踪算法（粒子滤波器），以分析多个对象之间的相互作用。一个特别的问题是，以减少算法模型的复杂性，使大组的相互作用的对象可以分析有限的计算成本，其中目前的方法是太慢。基本原则将是动态演变对象的贝叶斯更新，使用顺序蒙特卡罗，消息传递和机器学习算法的新的可扩展组合来实现。将在现有的追踪框架内采用新的行为相互作用概率模型，以纳入对意图、未来行为、健康和领导能力等特征的推断，这一项目可应用于许多具有国家和国际重要性的领域，包括监测野生动物（北极海豹行为/种群、海洋哺乳动物、鱼类的变化）、监测气候变化的大规模时空影响、增强国防应用中的态势感知。

Project Summary: The project will involve new models and scalable inference methods for dynamic learning of behaviours and intentionality in multiple interacting objects, e.g. animals hunting prey, sea mammals/fish interacting in schools/shoals, aircraft or birds interacting in formation and high frequency financial modelling of multiple order books. We will provide new methodologies for scientists and zoologists wishing to test/develop hypotheses about behavioural interactions, new methods for improved situational awareness/intent prediction in general tracking applications (civilian or military), and scalable inference in larger scale problems than currently manageable. The key objective of the project is to improve upon current state-of-the-art tracking algorithms (particle filters) for analysing interactions between multiple objects. One particular problem of interest is to reduce the complexity of the algorithm model such that large groups of interacting objects can be analysed with limited computational cost, where current methods are too slow.The methodology will use multiple dimensional stochastic processes in continuous time. The underlying principles will be Bayesian updating of dynamically evolving objects, implemented using novel scalable combinations of Sequential Monte Carlo, message passing and machine learning algorithms. New probabilistic models of behavioural interactions will be employed within the existing tracking framework to incorporate inference of characteristics such as intention, future behaviour, health and leadership.This project has applications in many domains of national and international importance, including the monitoring of wildlife (changes in arctic seal behaviours/ populations, sea mammals, fish), monitoring of large scale spatio-temporal effects in climate change, enhanced situational awareness in defense applications.