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We present a general mathematical framework for trajectory stratification for simulating rare events. Trajectory stratification involves decomposing trajectories of the underlying process into fragments limited to restricted regions of…

Statistical Mechanics · Physics 2017-11-15 Aaron R. Dinner , Jonathan C. Mattingly , Jeremy O. B. Tempkin , Brian Van Koten , Jonathan Weare

This paper considers the problem of online trajectory design under time-varying environments. We formulate the general trajectory optimization problem within the framework of time-varying constrained convex optimization and proposed a novel…

Optimization and Control · Mathematics 2020-01-09 Mohan Krishna Nutalapati , Amrit Singh Bedi , Ketan Rajawat , Marceau Coupechoux

We study the problem of estimating latent population flows from aggregated count data. This problem arises when individual trajectories are not available due to privacy issues or measurement fidelity. Instead, the aggregated observations…

Machine Learning · Computer Science 2023-01-02 Sikun Yang , Hongyuan Zha

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment are powerful frameworks for geometrically driven matching of probability distributions, yet their large-scale usage is hampered by high statistical and computational costs.…

Statistics Theory · Mathematics 2026-02-04 Tao Wang , Ziv Goldfeld

Under the prevalent potential outcome model in causal inference, each unit is associated with multiple potential outcomes but at most one of which is observed, leading to many causal quantities being only partially identified. The inherent…

Methodology · Statistics 2024-09-16 Zijun Gao , Shu Ge , Jian Qian

Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…

Machine Learning · Computer Science 2021-01-07 Silvia Chiappa , Aldo Pacchiano

Stochastic gradient descent in continuous time (SGDCT) provides a computationally efficient method for the statistical learning of continuous-time models, which are widely used in science, engineering, and finance. The SGDCT algorithm…

Probability · Mathematics 2017-10-31 Justin Sirignano , Konstantinos Spiliopoulos

Computing shortest paths is one of the most researched topics in algorithm engineering. Currently available algorithms compute shortest paths in mere fractions of a second on continental sized road networks. In the presence of…

Data Structures and Algorithms · Computer Science 2014-08-01 Moritz Kobitzsch , Samitha Samaranayake , Dennis Schieferdecker

Stochastic models of diffusion are routinely used to study dispersal of populations, including populations of animals, plants, seeds and cells. Advances in imaging and field measurement technologies mean that data are often collected across…

Cellular Automata and Lattice Gases · Physics 2026-05-18 Matthew J Simpson , Michael J Plank

We systematically develop beneficial and practical velocity measures for accurate and efficient statistical simulations of the Langevin equation with direct applications to computational statistical mechanics and molecular dynamics…

Statistical Mechanics · Physics 2024-10-25 Niels Grønbech-Jensen

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…

Machine Learning · Statistics 2020-11-09 Ievgen Redko , Titouan Vayer , Rémi Flamary , Nicolas Courty

In this paper, we present a novel optimization-based framework for autonomous excavator trajectory generation under various objectives, including minimum joint displacement and minimum time. Traditional methods on excavation trajectory…

Robotics · Computer Science 2020-10-28 Yajue Yang , Pinxin Long , Jia Pan , Xinbin Song , Liangjun Zhang

This paper considers a trajectory planning problem for a robot navigating complex terrains, which arises in applications ranging from autonomous mining vehicles to planetary rovers. The problem seeks to find a low-cost dynamically feasible…

Robotics · Computer Science 2024-07-04 Yilin Cai , Zhongqiang Ren

This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer…

Applications · Statistics 2017-03-16 Adam M. Sykulski , Sofia C. Olhede , Jonathan M. Lilly , Eric Danioux

We study the problem of recovery of matrices that are simultaneously low rank and row and/or column sparse. Such matrices appear in recent applications in cognitive neuroscience, imaging, computer vision, macroeconomics, and genetics. We…

Machine Learning · Statistics 2019-04-11 Ming Yu , Varun Gupta , Mladen Kolar

This paper focuses on the efficient numerical algorithms of a three-field Biot's consolidation model. The approach begins with the introduction of innovative monolithic and global-in-time iterative decoupled algorithms, which incorporate…

Numerical Analysis · Mathematics 2025-08-07 Huipeng Gu , Francesco Ballarin , Mingchao Cai , Jingzhi Li

Given samples from two joint distributions, we consider the problem of Optimal Transportation (OT) between them when conditioned on a common variable. We focus on the general setting where the conditioned variable may be continuous, and the…

Machine Learning · Computer Science 2024-06-12 Piyushi Manupriya , Rachit Keerti Das , Sayantan Biswas , Saketha Nath Jagarlapudi

The ability to generate artificial human movement patterns while meeting location and time constraints is an important problem in the security community, particularly as it enables the study of the analog problem of detecting such patterns…

Logic in Computer Science · Computer Science 2025-02-14 Divyagna Bavikadi , Dyuman Aditya , Devendra Parkar , Paulo Shakarian , Graham Mueller , Chad Parvis , Gerardo I. Simari

Trajectory generation has recently drawn growing interest in privacy-preserving urban mobility studies and location-based service applications. Although many studies have used deep learning or generative AI methods to model trajectories and…

Machine Learning · Computer Science 2026-03-25 Yuanbo Tang , Yan Tang , Zixuan Zhang , Zihui Zhao , Yang Li
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