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The use of moving averages is pervasive in macroeconomic monitoring, particularly for tracking noisy series such as inflation. The choice of the look-back window is crucial. Too long of a moving average is not timely enough when faced with…
Multiple Object Tracking (MOT) focuses on modeling the relationship of detected objects among consecutive frames and merge them into different trajectories. MOT remains a challenging task as noisy and confusing detection results often…
Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…
Movement disorders, such as Parkinson's disease, affect more than 10 million people worldwide. Gait analysis is a critical step in the diagnosis and rehabilitation of these disorders. Specifically, step length provides valuable insights…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the…
Measurement error is an important problem that has not been very well studied in the context of Functional Data Analysis. To the best of our knowledge, there are no existing methods that address the presence of functional measurement errors…
The paper is devoted to the study of the asymptotic behaviour of Moran process in random environment, say random selection. In finite population, the Moran process may be degenerate in finite time, thus we will study its limiting process in…
Nonergodicity observed in single-particle tracking experiments is usually modeled by transient trapping rather than spatial disorder. We introduce models of a particle diffusing in a medium consisting of regions with random sizes and random…
This work presents a non-parametric spatio-temporal model for mapping human activity by mobile autonomous robots in a long-term context. Based on Variational Gaussian Process Regression, the model incorporates prior information of spatial…
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…
Hidden Markov models (HMMs) are popular tools for analysing animal behaviour based on movement, acceleration and other sensor data. In particular, these models allow to infer how the animal's decision-making process interacts with internal…
Wearable devices are often used in clinical and epidemiological studies to monitor physical activity behavior and its influence on health outcomes. These devices are worn over multiple days to record activity patterns, such as step counts…
In this paper we present the distribution of the telegraph meander, a random function obtained by conditioning the telegraph process to stay above the zero level. The reflection principle for finite-velocity random motions allows the law of…
In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…
In tracking multiple objects, it is often assumed that each observation (measurement) is originated from one and only one object. However, we may encounter a situation that each measurement may or may not be associated with multiple objects…
While the fat tailed jump size and the waiting time distributions characterizing individual human trajectories strongly suggest the relevance of the continuous time random walk (CTRW) models of human mobility, no one seriously believes that…
There is a lack of methodological results for continuous time change detection due to the challenges of noninformative prior specification and efficient posterior inference in this setting. Most methodologies to date assume data are…
In this work, we study the target detection and tracking problem in mobile sensor networks, where the performance metrics of interest are probability of detection and tracking coverage, when the target can be stationary or mobile and its…
Inertial motion capture is a promising approach for capturing motion outside the laboratory. However, as one major drawback, most of the current methods require different quantities to be calibrated or computed offline as part of the setup…