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Nonlinear filtering is the problem of online estimation of a dynamic hidden variable from incoming data and has vast applications in different fields, ranging from engineering, machine learning, economic science and natural sciences. We…

Methodology · Statistics 2019-11-19 Anna Kutschireiter , Simone Carlo Surace , Jean-Pascal Pfister

We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

Computation · Statistics 2015-04-03 Ashkan Panahi , Mats Viberg

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…

Systems and Control · Computer Science 2016-11-17 Tong Zhou

Consider the random Dirichlet partition of the interval into $n$ fragments with parameter $\theta >0$. We recall the unordered Ewens sampling formulae from finite Dirichlet partitions. As this is a key variable for estimation purposes,…

Methodology · Statistics 2008-09-25 Thierry Huillet , Christian Paroissin

A common approach to analyze count time series is to fit models based on random sum operators. As an alternative, this paper introduces time series models based on a random multiplication operator, which is simply the multiplication of a…

Methodology · Statistics 2023-12-19 Abdelhakim Aknouche , Sonia Gouveia , Manuel Scotto

In the classical setting of self-selection, the goal is to learn $k$ models, simultaneously from observations $(x^{(i)}, y^{(i)})$ where $y^{(i)}$ is the output of one of $k$ underlying models on input $x^{(i)}$. In contrast to mixture…

Statistics Theory · Mathematics 2022-12-13 Yeshwanth Cherapanamjeri , Constantinos Daskalakis , Andrew Ilyas , Manolis Zampetakis

The increasing availability of population-level allele frequency data across one or more related populations necessitates the development of methods that can efficiently estimate population genetics parameters, such as the strength of…

Computation · Statistics 2017-11-09 Jeffrey J. Gory , Radu Herbei , Laura S. Kubatko

To study population dynamics, ecologists and wildlife biologists use relative abundance data, which are often subject to temporal preferential sampling. Temporal preferential sampling occurs when sampling effort varies across time. To…

Methodology · Statistics 2022-12-14 Michael R. Schwob , Mevin B. Hooten , Travis McDevitt-Galles

A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Analogously, a tolerance interval covers a…

Methodology · Statistics 2022-01-19 Geoffrey S Johnson

We study a generalization of the Wright--Fisher model in which some individuals adopt a behavior that is harmful to others without any direct advantage for themselves. This model is motivated by studies of spiteful behavior in nature,…

Probability · Mathematics 2015-03-18 Ludovic Goudenège , Pierre-André Zitt

Random fields are useful mathematical tools for representing natural phenomena with complex dependence structures in space and/or time. In particular, the Gaussian random field is commonly used due to its attractive properties and…

In the context of population genetics, active information can be extended to measure the change of information of a given event (e.g., fixation of an allele) from a neutral model in which only genetic drift is taken into account to a…

Information Theory · Computer Science 2022-02-24 Daniel Andrés Díaz-Pachón , Robert J. Marks

Consider two forms of sampling from a population: (i) drawing $s$ samples of $n$ elements with replacement and (ii) drawing a single sample of $ns$ elements. In this paper, under the setting where the descending order population frequency…

Statistics Theory · Mathematics 2018-02-05 Koji Tsukuda , Shuhei Mano

Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…

Methodology · Statistics 2022-06-13 Yichen Cheng , Yichuan Zhao

In tasks such as tracking, time-series data inevitably carry missing observations. While traditional tracking approaches can handle missing observations, recurrent neural networks (RNNs) are designed to receive input data in every step.…

Computer Vision and Pattern Recognition · Computer Science 2021-11-02 Stefan Becker , Ronny Hug , Wolfgang Hübner , Michael Arens , Brendan T. Morris

We propose a new approach that combines multiple non-parametric likelihood-type components to build a data-driven approximation of the true likelihood function. Our approach is built on empirical likelihood, a non-parametric approximation…

Methodology · Statistics 2017-12-15 Adam Jaeger , Nicole Lazar

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

Systems and Control · Electrical Eng. & Systems 2019-12-06 Yu Xing , Xingkang He , Haitao Fang , Karl Henrik Johansson

A number of discrete time, finite population size models in genetics describing the dynamics of allele frequencies are known to converge (subject to suitable scaling) to a diffusion process in the infinite population limit, termed the…

Probability · Mathematics 2021-09-14 Jaromir Sant , Paul A. Jenkins , Jere Koskela , Dario Spano

A model of the dynamics of natural rotifer populations is described as a discrete nonlinear map depending on three parameters, which reflect characteristics of the population and environment. Model dynamics and their change by variation of…

Subcellular Processes · Quantitative Biology 2007-05-23 Faina S. Berezovskaya , Georgy P. Karev , Terry W. Snell