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Poyiadjis et al. (2011) show how particle methods can be used to estimate both the score and the observed information matrix for state space models. These methods either suffer from a computational cost that is quadratic in the number of…

Computation · Statistics 2015-09-07 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

With an increase in the application of ultra-wideband (UWB) electromagnetic pulses in the communications industry, radar, biotechnology and medicine, comes an interest in UWB exposure safety standards. Despite an increase of the scientific…

Medical Physics · Physics 2007-11-07 Neven Simicevic

The demand for voluntary insurance against low-probability, high-impact risks is lower than expected. To assess the magnitude of the demand, we conduct a meta-analysis of contingent valuation studies using a dataset of experimentally…

Risk Management · Quantitative Finance 2024-02-27 Selim Mankaï , Sébastien Marchand , Ngoc Ha Le

Since Particulate Matters (PMs) are closely related to people's living and health, it has become one of the most important indicator of air quality monitoring around the world. But the existing sensor-based methods for PM monitoring have…

Image and Video Processing · Electrical Eng. & Systems 2020-04-07 Yonghui Zhang , Ke Gu

Efficient monitoring of airborne particulate matter (PM), especially particles with aerodynamic diameter less than 2.5 um (PM2.5), is crucial for improving public health. Reliable information on the concentration, size distribution and…

Applied Physics · Physics 2020-01-08 Abhinav Sharma , Shangran Xie , Richard Zeltner , Philip St. J. Russell

The causal effects of continuous treatments are often characterized through the average dose response function, which is challenging to estimate from observational data due to confounding and positivity violations. Modified treatment…

Methodology · Statistics 2025-01-22 Ziren Jiang , Jared D. Huling

The general sequential decision-making problem, which includes Markov decision processes (MDPs) and partially observable MDPs (POMDPs) as special cases, aims at maximizing a cumulative reward by making a sequence of decisions based on a…

Machine Learning · Computer Science 2024-02-07 Ruiquan Huang , Yingbin Liang , Jing Yang

This tutorial focuses on efficient methods to predictive monitoring (PM), the problem of detecting at runtime future violations of a given requirement from the current state of a system. While performing model checking at runtime would…

Artificial Intelligence · Computer Science 2023-12-05 Francesca Cairoli , Luca Bortolussi , Nicola Paoletti

Exposure assessment is fundamental to air pollution cohort studies. The objective is to predict air pollution exposures for study subjects at locations without data in order to optimize our ability to learn about health effects of air…

Applications · Statistics 2024-06-05 Si Cheng , Magali N. Blanco , Lianne Sheppard , Ali Shojaie , Adam Szpiro

The first part of this paper introduces a portfolio approach for quantifying the risk measures of pollution risk in the presence of dependence of PM$_{2.5}$ concentration of cities. The model is based on a copula dependence structure. For…

Applications · Statistics 2016-02-18 Halis Sak , Guanyu Yang , Bailiang Li , Weifeng Li

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

Artificial Intelligence · Computer Science 2011-06-02 M. Hauskrecht

A physically unclonable function (PUF) is an electronic circuit that produces an intrinsic identifier in response to a challenge. These identifiers depend on uncontrollable variations of the manufacturing process, which make them hard to…

Information Theory · Computer Science 2019-07-15 Alexander Schaub , Olivier Rioul , Joseph , Joseph J. Boutros

Forecasting PM$_{2.5}$ concentration is important to solving air pollution problems in Wuhan. This paper proposes a PM$_{2.5}$ concentration forecast model based on nonlinear regression, including a single-value forecast model and an…

Applications · Statistics 2023-03-01 Jinghong Zeng

We make modifications to the unscented Kalman filter (UKF) which bestow almost complete practical identifiability upon a lumped-parameter cardiovascular model with 10 parameters and 4 output observables - a highly non-linear, stiff problem…

Information Theory · Computer Science 2026-01-07 Alex Thornton , Ian Halliday , Harry Saxton , Xu Xu

Particulate matter pollution is one of the deadliest types of air pollution worldwide due to its significant impacts on the global environment and human health. Particulate Matter (PM2.5) is one of the important particulate pollutants to…

Signal Processing · Electrical Eng. & Systems 2020-02-27 Jalpa Shah , Biswajit Mishra

We propose Bayesian random effect functional time series models to model the impact of engine idling on ultrafine particle (UFP) counts inside school buses. UFPs are toxic to humans with health effects strongly linked to particle size.…

Applications · Statistics 2014-12-08 Heidi J. Fischer , Qunfang Zhang , Yifang Zhu , Robert E. Weiss

Knowledge on the temporal and size distribution of particulate matter (PM) in air as well as on its elemental composition is a key information for source appointment, for the investigation of their influence on environmental processes and…

Atmospheric and Oceanic Physics · Physics 2021-09-08 Yves Kayser , János Osán , Philipp Hönicke , Burkhard Beckhoff

Particle filters (PFs), which are successful methods for approximating the solution of the filtering problem, can be divided into two types: weighted and unweighted PFs. It is well known that weighted PFs suffer from the weight degeneracy…

Optimization and Control · Mathematics 2022-03-15 Ehsan Abedi , Simone Carlo Surace , Jean-Pascal Pfister

The main purpose of data mining and analytics is to find novel, potentially useful patterns that can be utilized in real-world applications to derive beneficial knowledge. For identifying and evaluating the usefulness of different kinds of…

We consider the problem of state estimation in dynamical systems and propose a different mechanism for handling unmodeled system uncertainties. Instead of injecting random process noise, we assign different weights to measurements so that…

Information Theory · Computer Science 2020-09-08 Yaron Shulami , Daniel Sigalov
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