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State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

Machine Learning · Computer Science 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen

In this paper, we propose a numerical method to solve the classic $L^2$-optimal transport problem. Our algorithm is based on use of multiple shooting, in combination with a continuation procedure, to solve the boundary value problem…

Numerical Analysis · Mathematics 2021-05-21 Jianbo Cui , Luca Dieci , Haomin Zhou

In this paper, we introduce a Gaussian process based moving horizon estimation (MHE) framework. The scheme is based on offline collected data and offline hyperparameter optimization. In particular, compared to standard MHE schemes, we…

Systems and Control · Electrical Eng. & Systems 2023-06-16 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

Terrain analysis is critical for the practical ap- plication of ground mobile robots in real-world tasks, espe- cially in outdoor unstructured environments. In this paper, we propose a novel spatial-temporal traversability assessment…

Robotics · Computer Science 2025-10-21 Zhenyu Hou , Senming Tan , Zhihao Zhang , Long Xu , Mengke Zhang , Zhaoqi He , Chao Xu , Fei Gao , Yanjun Cao

This letter describes an incremental multimodal surface mapping methodology, which represents the environment as a continuous probabilistic model. This model enables high-resolution reconstruction while simultaneously compressing spatial…

Robotics · Computer Science 2024-04-18 Kshitij Goel , Wennie Tabib

A theoretical justification of the empirical surface hopping method for the laser-driven molecular dynamics is given utilizing the formalism of the exact factorization of the molecular wavefunction [Abedi et al., PRL $\textbf{105}$, 123002…

Chemical Physics · Physics 2017-07-05 T. Fiedlschuster , J. Handt , E. K. U. Gross , R. Schmidt

We present a dynamic subspace approach for efficiently approximating large-scale systems by learning time-continuous trajectories on the Grassmannian manifold. By parameterizing a low-dimensional basis as a geodesic path, the method allows…

Numerical Analysis · Mathematics 2026-05-26 Jack DeChant , Rudy Geelen , Shane A. McQuarrie , Johann Guilleminot

Nonadiabatic dynamics methods are an essential tool for investigating photochemical processes. In the context of employing first principles electronic structure techniques, such simulations can be carried out in a practical manner using…

Chemical Physics · Physics 2024-05-08 Jonathan R. Mannouch , Aaron Kelly

We propose a volumetric formulation for computing the Optimal Transport problem defined on surfaces in $\mathbb{R}^3$, found in disciplines like optics, computer graphics, and computational methodologies. Instead of directly tackling the…

Numerical Analysis · Mathematics 2024-05-16 Richard Tsai , Axel G. R. Turnquist

We propose a Gaussian variational inference framework for the motion planning problem. In this framework, motion planning is formulated as an optimization over the distribution of the trajectories to approximate the desired trajectory…

Robotics · Computer Science 2023-03-27 Hongzhe Yu , Yongxin Chen

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

Sequential optimization methods are often confronted with the curse of dimensionality in high-dimensional spaces. Current approaches under the Gaussian process framework are still burdened by the computational complexity of tracking…

Machine Learning · Computer Science 2024-01-08 Zeji Yi , Yunyue Wei , Chu Xin Cheng , Kaibo He , Yanan Sui

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian L\'evy noise. Among these complex phenomena, the most…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Ting Gao , Jinqiao Duan , Xiaoli Chen

We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we…

Numerical Analysis · Mathematics 2015-09-11 Gabriela Malenova , Mohammad Motamed , Olof Runborg , Raul Tempone

To control how a robot moves, motion planning algorithms must compute paths in high-dimensional state spaces while accounting for physical constraints related to motors and joints, generating smooth and stable motions, avoiding obstacles,…

Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…

Methodology · Statistics 2023-11-21 Paul F. V. Wiemann , Matthias Katzfuss

Heterogeneous nature of the vehicular networks, which results from the co-existence of human-driven, semi-automated, and fully autonomous vehicles, is a challenging phenomenon toward the realization of the intelligent transportation systems…

Signal Processing · Electrical Eng. & Systems 2018-07-12 Hossein Nourkhiz Mahjoub , Behrad Toghi , Yaser P. Fallah

We propose a real-time decision framework for multimodal freight dispatch through a system of hierarchical hubs, using a probabilistic model for transit times. Instead of assigning a fixed time to each transit, we advocate using historical…

Optimization and Control · Mathematics 2019-12-10 Roozbeh Yousefzadeh , Dianne P. O'Leary

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…

Systems and Control · Computer Science 2012-08-13 Marc Peter Deisenroth , Ryan Turner , Marco F. Huber , Uwe D. Hanebeck , Carl Edward Rasmussen