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In this paper, we propose a quadratic programming-based filter for safe and stable controller design, via a Control Barrier Function (CBF) and a Control Lyapunov Function (CLF). Our method guarantees safety and local asymptotic stability…

A stochastic model predictive control (MPC) framework is presented in this paper for nonlinear affine systems with stability and feasibility guarantee. We first introduce the concept of stochastic control Lyapunov-barrier function (CLBF)…

We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…

With efficient appearance learning models, Discriminative Correlation Filter (DCF) has been proven to be very successful in recent video object tracking benchmarks and competitions. However, the existing DCF paradigm suffers from two major…

Concatenation is a method of building long codes out of shorter ones, it attempts to meet the problem of decoding complexity by breaking the required computation into manageable segments. Concatenated Continuous Phase Frequency Shift Keying…

The feedback particle filter (FPF) is an innovative, control-oriented and resampling-free adaptation of the traditional particle filter (PF). In the FPF, individual particles are regulated via a feedback gain, and the corresponding gain…

While counterfactual fairness of point predictors is well studied, its extension to prediction sets--central to fair decision-making under uncertainty--remains underexplored. On the other hand, conformal prediction (CP) provides efficient,…

We use Markov categories to generalize the basic theory of Markov chains and hidden Markov models to an abstract setting. This comprises characterizations of hidden Markov models in terms of conditional independences and algorithms for…

In the context of Bayesian inversion for scientific and engineering modeling, Markov chain Monte Carlo sampling strategies are the benchmark due to their flexibility and robustness in dealing with arbitrary posterior probability density…

Existing generative models for time series forecasting often transform simple priors (typically Gaussian) into complex data distributions. However, their sampling initialization, independent of historical data, hinders the capture of…

We propose a new extension of Kalman filtering for continuous-discrete systems with nonlinear state-space models that we name as the level set Kalman filter (LSKF). The LSKF assumes the probability distribution can be approximated as a…

Recent advancements in generative modeling, particularly diffusion models, have opened new directions for time series modeling, achieving state-of-the-art performance in forecasting and synthesis. However, the reliance of diffusion-based…

It is crucially important to estimate unknown parameters in earth system models by integrating observation and numerical simulation. For many applications in earth system sciences, an optimization method which allows parameters to…

Discriminative correlation filters (DCF) with deep convolutional features have achieved favorable performance in recent tracking benchmarks. However, most of existing DCF trackers only consider appearance features of current frame, and…

In this paper, we model the dependencies among the items that are recommended to a user in a collaborative-filtering problem via a Gaussian Markov Random Field (MRF). We build upon Besag's auto-normal parameterization and pseudo-likelihood,…

We present an efficient particle filtering algorithm for multiscale systems, that is adapted for simple atmospheric dynamics models which are inherently chaotic. Particle filters represent the posterior conditional distribution of the state…

We present the Bayesian consensus filter (BCF) for tracking a moving target using a networked group of sensing agents and achieving consensus on the best estimate of the probability distributions of the target's states. Our BCF framework…

For challenging state estimation problems arising in domains like vision and robotics, particle-based representations attractively enable temporal reasoning about multiple posterior modes. Particle smoothers offer the potential for more…

We develop a (nearly) unbiased particle filtering algorithm for a specific class of continuous-time state-space models, such that (a) the latent process $X_t$ is a linear Gaussian diffusion; and (b) the observations arise from a Poisson…

We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…