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The sigma-point filters, such as the UKF, which exploit numerical quadrature to obtain an additional order of accuracy in the moment transformation step, are popular alternatives to the ubiquitous EKF. The classical quadrature rules used in…

Machine Learning · Statistics 2020-02-25 Jakub Prüher , Toni Karvonen , Chris J. Oates , Ondřej Straka , Simo Särkkä

In this paper, low-complexity distributed fusion filtering algorithm for mixed continuous-discrete multisensory dynamic systems is proposed. To implement the algorithm a new recursive equations for local cross-covariances are derived. To…

Other Computer Science · Computer Science 2010-02-26 Seokhyoung Lee , Vladimir Shin

This paper presents two realizations of linear quantum systems for covariance assignment corresponding to pure Gaussian states. The first one is called a cascade realization; given any covariance matrix corresponding to a pure Gaussian…

Quantum Physics · Physics 2018-03-05 Shan Ma , Matthew J. Woolley , Ian R. Petersen , Naoki Yamamoto

We consider change-point estimation in a sequence of high-dimensional signals given noisy observations. Classical approaches to this problem such as the filtered derivative method are useful for sequences of scalar-valued signals, but they…

Statistics Theory · Mathematics 2015-01-08 Yong Sheng Soh , Venkat Chandrasekaran

A cascaded iterative Fourier transform (CIFT) algorithm is presented for optical security applications. Two phase-masks are designed and located in the input and the Fourier domains of a 4-f correlator respectively, in order to implement…

Optics · Physics 2009-11-10 Guohai Situ , Jingjuan Zhang

Consider a linear model $Y=X\beta+z$, where $X=X_{n,p}$ and $z\sim N(0,I_n)$. The vector $\beta$ is unknown but is sparse in the sense that most of its coordinates are $0$. The main interest is to separate its nonzero coordinates from the…

Statistics Theory · Mathematics 2015-03-20 Zheng Tracy Ke , Jiashun Jin , Jianqing Fan

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

Structured prediction tasks pose a fundamental trade-off between the need for model complexity to increase predictive power and the limited computational resources for inference in the exponentially-sized output spaces such models require.…

Machine Learning · Statistics 2012-08-17 David Weiss , Benjamin Sapp , Ben Taskar

This work addresses the problem of state estimation in multivariable dynamic systems with quantized outputs, a common scenario in applications involving low-resolution sensors or communication constraints. A novel method is proposed to…

Systems and Control · Electrical Eng. & Systems 2025-09-10 Angel L. Cedeño , Rodrigo A. González , Boris I. Godoy , Juan C. Agüero

The distributed filtering problem sequentially estimates a global state variable using observations from a network of local sensors with different measurement models. In this work, we introduce a novel methodology for distributed nonlinear…

Multiagent Systems · Computer Science 2023-10-31 Daniel Grange , Ricardo Baptista , Amirhossein Taghvaei , Allen Tannenbaum , Sean Phillips

We propose a divide-and-conquer approach to filtering which decomposes the state variable into low-dimensional components to which standard particle filtering tools can be successfully applied and recursively merges them to recover the full…

Methodology · Statistics 2022-11-28 Francesca R. Crucinio , Adam M. Johansen

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Machine Learning · Computer Science 2025-06-16 Aamir Hussain Chughtai

The paper deals with decentralized state estimation for spatially distributed systems described by linear partial differential equations from discrete in-space-and-time noisy measurements provided by sensors deployed over the spatial domain…

Systems and Control · Computer Science 2016-04-11 Giorgio Battistelli , Luigi Chisci , Nicola Forti , Stefano Selleri , Giuseppe Pelosi

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector…

Statistics Theory · Mathematics 2020-01-14 Ansgar Steland

Whole-Slide Imaging allows for the capturing and digitization of high-resolution images of histological specimen. An automated analysis of such images using deep learning models is therefore of high demand. The transformer architecture has…

Computer Vision and Pattern Recognition · Computer Science 2023-05-12 Firas Khader , Jakob Nikolas Kather , Tianyu Han , Sven Nebelung , Christiane Kuhl , Johannes Stegmaier , Daniel Truhn

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

This paper presents the novel combination of a visual transformer style patch classifier with saccaded local attention. A novel optimisation paradigm for training object models is also presented, rather than the optimisation function…

Computer Vision and Pattern Recognition · Computer Science 2022-10-18 Willem. T. Pye , David. A. Sinclair

The task of accurately locating fluid phase boundaries by means of computer simulation is hampered by problems associated with sampling both coexisting phases in a single simulation run. We explain the physical background to these problems…

Statistical Mechanics · Physics 2009-11-07 N. B. Wilding

We consider the problem of multivariate location and scatter matrix estimation when the data contain cellwise and casewise outliers. Agostinelli et al. (2015) propose a two-step approach to deal with this problem: first, apply a univariate…

Statistics Theory · Mathematics 2016-12-28 Andy Leung , Victor J. Yohai , Ruben H. Zamar