OccluTrack: Rethinking Awareness of Occlusion for Enhancing Multiple Pedestrian Tracking

Multiple pedestrian tracking faces the challenge of tracking pedestrians in the presence of occlusion. Existing methods suffer from inaccurate motion estimation, appearance feature extraction, and association due to occlusion, leading to inadequate Identification F1-Score (IDF1), excessive ID switches (IDSw), and insufficient association accuracy and recall (AssA and AssR). We found that the main reason is abnormal detections caused by partial occlusion. In this paper, we suggest that the key insight is explicit motion estimation, reliable appearance features, and fair association in occlusion scenes. Specifically, we propose an adaptive occlusion-aware multiple pedestrian tracker, OccluTrack. We first introduce an abnormal motion suppression mechanism into the Kalman Filter to adaptively detect and suppress outlier motions caused by partial occlusion. Second, we propose a pose-guided re-ID module to extract discriminative part features for partially occluded pedestrians. Last, we design a new occlusion-aware association method towards fair IoU and appearance embedding distance measurement for occluded pedestrians. Extensive evaluation results demonstrate that our OccluTrack outperforms state-of-the-art methods on MOT-Challenge datasets. Particularly, the improvements on IDF1, IDSw, AssA, and AssR demonstrate the effectiveness of our OccluTrack on tracking and association performance.

Price Interpretability of Prediction Markets: A Convergence Analysis

Prediction markets are long known for prediction accuracy. However, there is still a lack of systematic understanding of how prediction markets aggregate information and why they work so well. This work proposes a multivariate utility (MU)-based mechanism that unifies several existing prediction market-making schemes. Based on this mechanism, we derive convergence results for markets with myopic, risk-averse traders who repeatedly interact with the market maker. We show that the resulting limiting wealth distribution lies on the Pareto efficient frontier defined by all market participants' utilities. With the help of this result, we establish both analytical and numerical results for the limiting price for different market models. We show that the limiting price converges to the geometric mean of agents' beliefs for exponential utility-based markets. For risk measure-based markets, we construct a risk measure family that meets the convergence requirements and show that the limiting price can converge to a weighted power mean of agent beliefs. For markets based on hyperbolic absolute risk aversion (HARA) utilities, we show that the limiting price is also a risk-adjusted weighted power mean of agent beliefs, even though the trading order will affect the aggregation weights. We further propose an approximation scheme for the limiting price under the HARA utility family. We show through numerical experiments that our approximation scheme works well in predicting the convergent prices.