Upload
others
View
7
Download
0
Embed Size (px)
Citation preview
Conditional Joint DistributionsChris Piech
CS109, Stanford University
Tracking in 2D Space?
Joint Random Variables
Use a joint table, density function or CDF to solve probability question
Use and find independence of random variables
Think about conditional probabilities with joint variables (which might be continuous)
What happens when you add random variables?
Use and find expectation of random variables
Joint Random Variables
Use a joint table, density function or CDF to solve probability question
Use and find independence of random variables
Think about conditional probabilities with joint variables (which might be continuous)
What happens when you add random variables?
Use and find expectation of random variables
Joint Probability Table
Roommates 2RoomDblShared Partner Single
Frosh 0.30 0.07 0.00 0.00 0.37Soph 0.12 0.18 0.00 0.03 0.32Junior 0.04 0.01 0.00 0.10 0.15Senior 0.01 0.02 0.02 0.01 0.05
5+ 0.02 0.00 0.05 0.04 0.110.49 0.27 0.07 0.18 1.00
Prob
abili
ty
Continuous Joint Random Variables
0
y
x900
900
A joint probability density function gives the relative likelihood of more than one continuous random variable each taking on a specific value.
ò ò=£<£<2
1
2
1
),( ) ,(P ,2121
a
a
b
bYX dxdyyxfbYbaXa
Joint Probability Density Function
0
y
x 900
900
0 900
900
Four Prototypical Trajectories
End Review
• Cumulative Density Function (CDF):
ò ò¥- ¥-
=a b
YXYX dxdyyxfbaF ),( ),( ,,
),(),( ,
2
, baFbaf YXYX ba ¶¶¶=
Jointly Continuous
ò ò=£<£<2
1
2
1
),( ) ,(P ,2121
a
a
b
bYX dxdyyxfbYbaXa
!",$ %, & = ( ) ≤ %, + ≤ &
%
&
to 0 asx → -∞,y → -∞,
to 1 asx → +∞,y → +∞,
plot by Academo
Jointly CDF
! "# < % ≤ "',)# < * ≤ )' = ,-,. "',)'
a1
a2
b1
b2
Probabilities from Joint CDF
! "# < % ≤ "',)# < * ≤ )' = ,-,. "',)'
a1
a2
b1
b2
Probabilities from Joint CDF
! "# < % ≤ "',)# < * ≤ )' = ,-,. "',)'
a1
a2
b1
b2
Probabilities from Joint CDF
! "# < % ≤ "',)# < * ≤ )' = ,-,. "',)'
−,-,. "#,)'
a1
a2
b1
b2
Probabilities from Joint CDF
! "# < % ≤ "',)# < * ≤ )' = ,-,. "',)'
−,-,. "#,)'
a1
a2
b1
b2
Probabilities from Joint CDF
! "# < % ≤ "',)# < * ≤ )' = ,-,. "',)'
−,-,. "#,)'
−,-,. "',)#
a1
a2
b1
b2
Probabilities from Joint CDF
! "# < % ≤ "',)# < * ≤ )' = ,-,. "',)'
−,-,. "#,)'
−,-,. "',)#
a1
a2
b1
b2
Probabilities from Joint CDF
! "# < % ≤ "',)# < * ≤ )' = ,-,. "',)'
−,-,. "#,)'
−,-,. "',)#
+,-,. "#,)#
a1
a2
b1
b2
Probabilities from Joint CDF
! "# < % ≤ "',)# < * ≤ )' = ,-,. "',)'
−,-,. "#,)'
−,-,. "',)#
+,-,. "#,)#
a1
a2
b1
b2
Probabilities from Joint CDF
Probability for Instagram!
Gaussian BlurIn image processing, a Gaussian blur is the result of blurring an image by a Gaussian function. It is a widely used effect in graphics software, typically to reduce image noise.
0.0000 0.0000 0.0000 0.0001 0.0001 0.0001 0.0000 0.0000 0.00000.0000 0.0001 0.0005 0.0020 0.0032 0.0020 0.0005 0.0001 0.00000.0000 0.0005 0.0052 0.0206 0.0326 0.0206 0.0052 0.0005 0.00000.0001 0.0020 0.0206 0.0821 0.1300 0.0821 0.0206 0.0020 0.00010.0001 0.0032 0.0326 0.1300 0.2060 0.1300 0.0326 0.0032 0.00010.0001 0.0020 0.0206 0.0821 0.1300 0.0821 0.0206 0.0020 0.00010.0000 0.0005 0.0052 0.0206 0.0326 0.0206 0.0052 0.0005 0.00000.0000 0.0001 0.0005 0.0020 0.0032 0.0020 0.0005 0.0001 0.00000.0000 0.0000 0.0000 0.0001 0.0001 0.0001 0.0000 0.0000 0.0000
Gaussian BlurIn image processing, a Gaussian blur is the result of blurring an image by a Gaussian function. It is a widely used effect in graphics software, typically to reduce image noise.
Gaussian blurring with StDev = 3, is based on a joint probability distribution:
fX,Y (x, y) =1
2⇡ · 32 e� x2+y2
2·32
FX,Y (x, y) = �⇣x3
⌘· �
⇣y3
⌘
Joint PDF
Joint CDF
Used to generate this weight matrix
Gaussian Blur
fX,Y (x, y) =1
2⇡ · 32 e� x2+y2
2·32
FX,Y (x, y) = �⇣x3
⌘· �
⇣y3
⌘
Joint PDF
Joint CDF
Each pixel is given a weight equal to the probability that X and Y are both within the pixel bounds. The center pixel covers the area where
-0.5 ≤ x ≤ 0.5 and -0.5 ≤ y ≤ 0.5What is the weight of the center pixel?
P (�0.5 < X < 0.5,�0.5 < Y < 0.5)
=P (X < 0.5, Y < 0.5)� P (X < 0.5, Y < �0.5)
� P (X < �0.5, Y < 0.5) + P (X < �0.5, Y < �0.5)
=�
✓0.5
3
◆· �
✓0.5
3
◆� 2�
✓0.5
3
◆· �
✓�0.5
3
◆
+ �
✓�0.5
3
◆· �
✓�0.5
3
◆
=0.56622 � 2 · 0.5662 · 0.4338 + 0.43382 = 0.206
P (�0.5 < X < 0.5,�0.5 < Y < 0.5)
=P (X < 0.5, Y < 0.5)� P (X < 0.5, Y < �0.5)
� P (X < �0.5, Y < 0.5) + P (X < �0.5, Y < �0.5)
=�
✓0.5
3
◆· �
✓0.5
3
◆� 2�
✓0.5
3
◆· �
✓�0.5
3
◆
+ �
✓�0.5
3
◆· �
✓�0.5
3
◆
=0.56622 � 2 · 0.5662 · 0.4338 + 0.43382 = 0.206
P (�0.5 < X < 0.5,�0.5 < Y < 0.5)
=P (X < 0.5, Y < 0.5)� P (X < 0.5, Y < �0.5)
� P (X < �0.5, Y < 0.5) + P (X < �0.5, Y < �0.5)
=�
✓0.5
3
◆· �
✓0.5
3
◆� 2�
✓0.5
3
◆· �
✓�0.5
3
◆
+ �
✓�0.5
3
◆· �
✓�0.5
3
◆
=0.56622 � 2 · 0.5662 · 0.4338 + 0.43382 = 0.206
P (�0.5 < X < 0.5,�0.5 < Y < 0.5)
=P (X < 0.5, Y < 0.5)� P (X < 0.5, Y < �0.5)
� P (X < �0.5, Y < 0.5) + P (X < �0.5, Y < �0.5)
=�
✓0.5
3
◆· �
✓0.5
3
◆� 2�
✓0.5
3
◆· �
✓�0.5
3
◆
+ �
✓�0.5
3
◆· �
✓�0.5
3
◆
=0.56622 � 2 · 0.5662 · 0.4338 + 0.43382 = 0.206
P (�0.5 < X < 0.5,�0.5 < Y < 0.5)
=P (X < 0.5, Y < 0.5)� P (X < 0.5, Y < �0.5)
� P (X < �0.5, Y < 0.5) + P (X < �0.5, Y < �0.5)
=�
✓0.5
3
◆· �
✓0.5
3
◆� 2�
✓0.5
3
◆· �
✓�0.5
3
◆
+ �
✓�0.5
3
◆· �
✓�0.5
3
◆
=0.56622 � 2 · 0.5662 · 0.4338 + 0.43382 = 0.206
P (�0.5 < X < 0.5,�0.5 < Y < 0.5)
=P (X < 0.5, Y < 0.5)� P (X < 0.5, Y < �0.5)
� P (X < �0.5, Y < 0.5) + P (X < �0.5, Y < �0.5)
=�
✓0.5
3
◆· �
✓0.5
3
◆� 2�
✓0.5
3
◆· �
✓�0.5
3
◆
+ �
✓�0.5
3
◆· �
✓�0.5
3
◆
=0.56622 � 2 · 0.5662 · 0.4338 + 0.43382 = 0.206
Weight Matrix
Four Prototypical Trajectories
Pedagogic Pause
Four Prototypical Trajectories
Properties of Joint Distributions
Boolean Operation on Variable = Event
P (X 5)
P (Y = 6)
Recall: any boolean question about a random variable makes for an event. For example:
P (5 Z 10)
Four Prototypical Trajectories
Conditionals with multiple variables
• Recall that for events E and F:
0)( )()()|( >= FP
FPEFPFEP where
Discrete Conditional Distribution
EF F
FE
• Recall that for events E and F:
• Now, have X and Y as discrete random variables§ Conditional PMF of X given Y:
0)( )()()|( >= FP
FPEFPFEP where
)(),(
)(),()|()|( ,
| ypyxp
yYPyYxXP
yYxXPyxPY
YXYX =
===
====
Discrete Conditional Distributions
Different notations, same idea.
Joint Probability Table
Roommates 2RoomDblShared Partner Single
Frosh 0.30 0.07 0.00 0.00 0.37Soph 0.12 0.18 0.00 0.03 0.32Junior 0.04 0.01 0.00 0.10 0.15Senior 0.01 0.02 0.02 0.01 0.05
5+ 0.02 0.00 0.05 0.04 0.110.49 0.27 0.07 0.18 1.00
Prob
ability
Room | Year
Transport | Year
Lunch | Year
Relationship Status | Year
Number or Function?
Number
Function(or 1D table)
Number or Function?
Number or Function?
2D Function(or 2D table)
P(Buy Book Y | Bought Book X)
And It Applies to Books Too
P (X = x|Y = y) =P (X = x, Y = y)
P (Y = y)
fX|Y (x|y) · ✏x =
fX|Y (x|y) · ✏x · ✏y
fY (y) · ✏y
fX|Y (x|y) =
fX|Y (x|y)fY (y)
Continuous Conditional DistributionsLet X and Y be continuous random variables
P (X = x|Y = y) =P (X = x, Y = y)
P (Y = y)
fX|Y (x|y) · ✏x =
fX,Y (x, y) · ✏x · ✏yfY (y) · ✏y
fX|Y (x|y) =
fX,Y (x, y)
fY (y)
P (X = x|Y = y) =P (X = x, Y = y)
P (Y = y)
fX|Y (x|y) · ✏x =
fX,Y (x, y) · ✏x · ✏yfY (y) · ✏y
fX|Y (x|y) =
fX,Y (x, y)
fY (y)
Warmup: Bayes Revisited
P(B|E) = P(E|B) P(B)
P(E)
Posterior b
eliefPrior belief
Likelihood of evidence
Normalization constant
Mixing Discrete and ContinuousLet X be a continuous random variable
Let N be a discrete random variable
P (X = x|N = n) =P (N = n|X = x)P (X = x)
P (N = n)
PX|N (x|n) =
PN|X (n|x)PX (x)
PN (n)
fX|N (x|n) · ✏x =
PN|X (n|x)fX (x) · ✏x
PN (n)
fX|N (x|n) =
PN|X (n|x)fX (x)
PN (n)
P (X = x|N = n) =P (N = n|X = x)P (X = x)
P (N = n)
PX|N (x|n) =
PN|X (n|x)PX (x)
PN (n)
fX|N (x|n) · ✏x =
PN|X (n|x)fX (x) · ✏x
PN (n)
fX|N (x|n) =
PN|X (n|x)fX (x)
PN (n)
P (X = x|N = n) =P (N = n|X = x)P (X = x)
P (N = n)
PX|N (x|n) =
PN|X (n|x)PX (x)
PN (n)
fX|N (x|n) · ✏x =
PN|X (n|x)fX (x) · ✏x
PN (n)
fX|N (x|n) =
PN|X (n|x)fX (x)
PN (n)
P (X = x|N = n) =P (N = n|X = x)P (X = x)
P (N = n)
PX|N (x|n) =
PN|X (n|x)PX (x)
PN (n)
fX|N (x|n) · ✏x =
PN|X (n|x)fX (x) · ✏x
PN (n)
fX|N (x|n) =
PN|X (n|x)fX (x)
PN (n)
pN|X (n|x) =
fX|N (x|n)pN (n)
fX (x)
P (X = x|N = n) =P (N = n|X = x)P (X = x)
P (N = n)
PX|N (x|n) =
PN|X (n|x)PX (x)
PN (n)
fX|N (x|n) · ✏x =
PN|X (n|x)fX (x) · ✏x
PN (n)
fX|N (x|n) =
PN|X (n|x)fX (x)
PN (n)
All the Bayes Belong to Us
pM|N (m|n) =
PN|M (n|m)pM (m)
pN (n)
M,N are discrete. X, Y are continuous
OG Bayes
Mix Bayes
#1
Mix Bayes
#2
All Continu
ous fX|Y (x|y) =
fY |X (y|x)fX (x)
fY (y)
Warmup: Bayes Revisited
P(B|E) = P(E|B) P(B)
P(E)
Posterior b
eliefPrior belief
Likelihood of evidence
Normalization constant
• X, Y follow a symmetric bivariate normal distribution if they have joint PDF:
Warmup: Bivariate Normal
fX,Y (x, y) =1
2⇡�2· e�
[(x�µx)2+(y�µy)2]
2·�2
Here is an example where:
µx = 3
µy = 3
� = 2
x
y
fX,Y (x, y)
fX,Y (x, y)
-5 53-5
5
3
33xy(top view)
(side view)
Tracking in 2D Space?
You have a prior belief about the 2D location of an object.
What is your updated belief about the 2D location of the object after
observing a noisy distance measurement?
Tracking in 2D Space?
Tracking in 2D Space: Prior
fX,Y (x, y) = K · e�[(x�3)2+(y�3)2]
8
fX,Y (x, y) =1
2⇡�2· e�
[(x�µx)2+(y�µy)2]
2·�2
x
y
fX,Y (x, y)
-5 53-5
5
3
Prior belief:
Prior belief with K:
µx = 3
µy = 3
� = 2
Relative to Satellite at (0, 0)
You will observe a noisy distance reading. It will say that your object is distance D away
We can say how likely that reading is if we know the
actual location of the object…
P(D | X, Y) is knowable!
µ = actual distance
σ = 1
Tracking in 2D Space: Observation!
Observe a ping of the object that is distance D away from satellite!
Know that the distance of a ping is normal with respect to the true distance.
µ = actual distance
σ = 1
D|X,Y ⇠ N(µ =p
x2 + y2,�2 = 1)
Tracking in 2D Space: Observation!
Tracking in 2D Space: Observation!Observe a ping of the object that is distance D = 4 away!
Know that the distance of a ping is normal with respect to the true distance
px2 + y2 = 4 µ = actual distance
σ = 1
Tracking in 2D Space: Observation!Observe a ping of the object that is distance D = 4 away!
Know that the distance of a ping is normal with respect to the true distance
px2 + y2 = 4 µ = actual distance
σ = 1
Observe a ping of the object that is distance D = 4 away from satellite!
D|X,Y ⇠ N(µ =p
x2 + y2,�2 = 1)
Tracking in 2D Space: Observation!
=1p2⇡
e�(d�µ)2
2
<latexit sha1_base64="4SnrN16Y+uPTmZpCJFAP6keLM0Q=">AAACHXicbVDLSsNAFJ34rPUVdelmsAh10ZKEgt0IBTcuK9gHNGmZTCbt0MnDmYlQhvyIG3/FjQtFXLgR/8bpY6GtBy4czrmXe+/xU0aFtKxvY219Y3Nru7BT3N3bPzg0j47bIsk4Ji2csIR3fSQIozFpSSoZ6aacoMhnpOOPr6d+54FwQZP4Tk5S4kVoGNOQYiS1NDBrV9ANOcLKzpUr7rlUDnRTmueQwL6aW5VyACvQjbKLvpMrJ88HZsmqWjPAVWIvSAks0ByYn26Q4CwiscQMCdGzrVR6CnFJMSN50c0ESREeoyHpaRqjiAhPzb7L4blWAhgmXFcs4Uz9PaFQJMQk8nVnhORILHtT8T+vl8mw7ikap5kkMZ4vCjMGZQKnUcGAcoIlm2iCMKf6VohHSCcidaBFHYK9/PIqaTtV26rat7VSo76IowBOwRkoAxtcgga4AU3QAhg8gmfwCt6MJ+PFeDc+5q1rxmLmBPyB8fUDpgSg9g==</latexit><latexit sha1_base64="4SnrN16Y+uPTmZpCJFAP6keLM0Q=">AAACHXicbVDLSsNAFJ34rPUVdelmsAh10ZKEgt0IBTcuK9gHNGmZTCbt0MnDmYlQhvyIG3/FjQtFXLgR/8bpY6GtBy4czrmXe+/xU0aFtKxvY219Y3Nru7BT3N3bPzg0j47bIsk4Ji2csIR3fSQIozFpSSoZ6aacoMhnpOOPr6d+54FwQZP4Tk5S4kVoGNOQYiS1NDBrV9ANOcLKzpUr7rlUDnRTmueQwL6aW5VyACvQjbKLvpMrJ88HZsmqWjPAVWIvSAks0ByYn26Q4CwiscQMCdGzrVR6CnFJMSN50c0ESREeoyHpaRqjiAhPzb7L4blWAhgmXFcs4Uz9PaFQJMQk8nVnhORILHtT8T+vl8mw7ikap5kkMZ4vCjMGZQKnUcGAcoIlm2iCMKf6VohHSCcidaBFHYK9/PIqaTtV26rat7VSo76IowBOwRkoAxtcgga4AU3QAhg8gmfwCt6MJ+PFeDc+5q1rxmLmBPyB8fUDpgSg9g==</latexit><latexit sha1_base64="4SnrN16Y+uPTmZpCJFAP6keLM0Q=">AAACHXicbVDLSsNAFJ34rPUVdelmsAh10ZKEgt0IBTcuK9gHNGmZTCbt0MnDmYlQhvyIG3/FjQtFXLgR/8bpY6GtBy4czrmXe+/xU0aFtKxvY219Y3Nru7BT3N3bPzg0j47bIsk4Ji2csIR3fSQIozFpSSoZ6aacoMhnpOOPr6d+54FwQZP4Tk5S4kVoGNOQYiS1NDBrV9ANOcLKzpUr7rlUDnRTmueQwL6aW5VyACvQjbKLvpMrJ88HZsmqWjPAVWIvSAks0ByYn26Q4CwiscQMCdGzrVR6CnFJMSN50c0ESREeoyHpaRqjiAhPzb7L4blWAhgmXFcs4Uz9PaFQJMQk8nVnhORILHtT8T+vl8mw7ikap5kkMZ4vCjMGZQKnUcGAcoIlm2iCMKf6VohHSCcidaBFHYK9/PIqaTtV26rat7VSo76IowBOwRkoAxtcgga4AU3QAhg8gmfwCt6MJ+PFeDc+5q1rxmLmBPyB8fUDpgSg9g==</latexit><latexit sha1_base64="4SnrN16Y+uPTmZpCJFAP6keLM0Q=">AAACHXicbVDLSsNAFJ34rPUVdelmsAh10ZKEgt0IBTcuK9gHNGmZTCbt0MnDmYlQhvyIG3/FjQtFXLgR/8bpY6GtBy4czrmXe+/xU0aFtKxvY219Y3Nru7BT3N3bPzg0j47bIsk4Ji2csIR3fSQIozFpSSoZ6aacoMhnpOOPr6d+54FwQZP4Tk5S4kVoGNOQYiS1NDBrV9ANOcLKzpUr7rlUDnRTmueQwL6aW5VyACvQjbKLvpMrJ88HZsmqWjPAVWIvSAks0ByYn26Q4CwiscQMCdGzrVR6CnFJMSN50c0ESREeoyHpaRqjiAhPzb7L4blWAhgmXFcs4Uz9PaFQJMQk8nVnhORILHtT8T+vl8mw7ikap5kkMZ4vCjMGZQKnUcGAcoIlm2iCMKf6VohHSCcidaBFHYK9/PIqaTtV26rat7VSo76IowBOwRkoAxtcgga4AU3QAhg8gmfwCt6MJ+PFeDc+5q1rxmLmBPyB8fUDpgSg9g==</latexit>
f(D = d|X = x, Y = y) =1
�p2⇡
e�(d�µ)2
2�2
<latexit sha1_base64="vSROJqGflsZ8+4lPVod8nZk6Tjw=">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</latexit><latexit sha1_base64="vSROJqGflsZ8+4lPVod8nZk6Tjw=">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</latexit><latexit sha1_base64="vSROJqGflsZ8+4lPVod8nZk6Tjw=">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</latexit><latexit sha1_base64="vSROJqGflsZ8+4lPVod8nZk6Tjw=">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</latexit>
= K2 · e�(d�µ)2
2<latexit sha1_base64="GoBopu5AfJrX1rOJCi26svjyF2E=">AAACEHicbVDLSsNAFJ34rPUVdelmsIh10ZIEwW6EghvBTQX7gCYNk8mkHTp5MDMRSsgnuPFX3LhQxK1Ld/6N0zYLbT1w4XDOvdx7j5cwKqRhfGsrq2vrG5ulrfL2zu7evn5w2BFxyjFp45jFvOchQRiNSFtSyUgv4QSFHiNdb3w99bsPhAsaR/dykhAnRMOIBhQjqSRXP7uCt64FbezHEhI4yOyAI5zVqj6sQTtMzwdWnll57uoVo27MAJeJWZAKKNBy9S/bj3EakkhihoTom0YinQxxSTEjedlOBUkQHqMh6SsaoZAIJ5s9lMNTpfgwiLmqSMKZ+nsiQ6EQk9BTnSGSI7HoTcX/vH4qg4aT0ShJJYnwfFGQMihjOE0H+pQTLNlEEYQ5VbdCPEIqEakyLKsQzMWXl0nHqptG3by7qDQbRRwlcAxOQBWY4BI0wQ1ogTbA4BE8g1fwpj1pL9q79jFvXdGKmSPwB9rnDxiMmrg=</latexit><latexit sha1_base64="GoBopu5AfJrX1rOJCi26svjyF2E=">AAACEHicbVDLSsNAFJ34rPUVdelmsIh10ZIEwW6EghvBTQX7gCYNk8mkHTp5MDMRSsgnuPFX3LhQxK1Ld/6N0zYLbT1w4XDOvdx7j5cwKqRhfGsrq2vrG5ulrfL2zu7evn5w2BFxyjFp45jFvOchQRiNSFtSyUgv4QSFHiNdb3w99bsPhAsaR/dykhAnRMOIBhQjqSRXP7uCt64FbezHEhI4yOyAI5zVqj6sQTtMzwdWnll57uoVo27MAJeJWZAKKNBy9S/bj3EakkhihoTom0YinQxxSTEjedlOBUkQHqMh6SsaoZAIJ5s9lMNTpfgwiLmqSMKZ+nsiQ6EQk9BTnSGSI7HoTcX/vH4qg4aT0ShJJYnwfFGQMihjOE0H+pQTLNlEEYQ5VbdCPEIqEakyLKsQzMWXl0nHqptG3by7qDQbRRwlcAxOQBWY4BI0wQ1ogTbA4BE8g1fwpj1pL9q79jFvXdGKmSPwB9rnDxiMmrg=</latexit><latexit sha1_base64="GoBopu5AfJrX1rOJCi26svjyF2E=">AAACEHicbVDLSsNAFJ34rPUVdelmsIh10ZIEwW6EghvBTQX7gCYNk8mkHTp5MDMRSsgnuPFX3LhQxK1Ld/6N0zYLbT1w4XDOvdx7j5cwKqRhfGsrq2vrG5ulrfL2zu7evn5w2BFxyjFp45jFvOchQRiNSFtSyUgv4QSFHiNdb3w99bsPhAsaR/dykhAnRMOIBhQjqSRXP7uCt64FbezHEhI4yOyAI5zVqj6sQTtMzwdWnll57uoVo27MAJeJWZAKKNBy9S/bj3EakkhihoTom0YinQxxSTEjedlOBUkQHqMh6SsaoZAIJ5s9lMNTpfgwiLmqSMKZ+nsiQ6EQk9BTnSGSI7HoTcX/vH4qg4aT0ShJJYnwfFGQMihjOE0H+pQTLNlEEYQ5VbdCPEIqEakyLKsQzMWXl0nHqptG3by7qDQbRRwlcAxOQBWY4BI0wQ1ogTbA4BE8g1fwpj1pL9q79jFvXdGKmSPwB9rnDxiMmrg=</latexit><latexit sha1_base64="GoBopu5AfJrX1rOJCi26svjyF2E=">AAACEHicbVDLSsNAFJ34rPUVdelmsIh10ZIEwW6EghvBTQX7gCYNk8mkHTp5MDMRSsgnuPFX3LhQxK1Ld/6N0zYLbT1w4XDOvdx7j5cwKqRhfGsrq2vrG5ulrfL2zu7evn5w2BFxyjFp45jFvOchQRiNSFtSyUgv4QSFHiNdb3w99bsPhAsaR/dykhAnRMOIBhQjqSRXP7uCt64FbezHEhI4yOyAI5zVqj6sQTtMzwdWnll57uoVo27MAJeJWZAKKNBy9S/bj3EakkhihoTom0YinQxxSTEjedlOBUkQHqMh6SsaoZAIJ5s9lMNTpfgwiLmqSMKZ+nsiQ6EQk9BTnSGSI7HoTcX/vH4qg4aT0ShJJYnwfFGQMihjOE0H+pQTLNlEEYQ5VbdCPEIqEakyLKsQzMWXl0nHqptG3by7qDQbRRwlcAxOQBWY4BI0wQ1ogTbA4BE8g1fwpj1pL9q79jFvXdGKmSPwB9rnDxiMmrg=</latexit>
= K2 · e�(d�
px2+y2)2
2<latexit sha1_base64="Y9dwE6JscUnF9hp6E6AyGpr5Y68=">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</latexit><latexit sha1_base64="Y9dwE6JscUnF9hp6E6AyGpr5Y68=">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</latexit><latexit sha1_base64="Y9dwE6JscUnF9hp6E6AyGpr5Y68=">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</latexit><latexit sha1_base64="Y9dwE6JscUnF9hp6E6AyGpr5Y68=">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</latexit>
px2 + y2 = 4
Tracking in 2D Space: New Belief
What is your new belief for the location of the object being tracked? Your joint probability density function can be expressed with a constant
µ = actual distance
σ = 1
x
y
-5 53-5
5
3
(top view)
Prior
Observation
f(D = d|X = x, Y = y) = K · e�[d�p
x2+y2]2
f(X = x, Y = y) = K · e�[(x�3)2+(y�3)2]
81
2 2
Tracking in 2D Space: New Belief
For your notes…
f(X = x, Y = y|D = 4) =f(D = 4|X = x, Y = y) · f(X = x, Y = y)
f(D = 4)
=K1 · e�
[4�p
x2+y2)2]2 ·K2 · e�
[(x�3)2+(y�3)2]8
f(D = 4)
=K3 · e�
⇥[4�
px2+y2)2]2 + [(x�3)2+(y�3)2]
8
⇤
f(D = 4)
= K4 · e�⇥
(4�p
x2+y2)2
2 + [(x�3)2+(y�3)2]8
⇤
Tracking in 2D Space: Posterior
x
y
-5 5-5
5
(top view)
Prior Posterior
(top view) x
y
-5 5
-5
5fX,Y
fX,Y |D
Tracking in 2D Space: CS221