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We show that under mild assumptions, the total value of information to informed traders in the market can be measured by the covariance between price changes and order flow. This covariance captures noise trader losses, which equal informed…
We present a variational message passing (VMP) approach to detect the presence of a person based on their respiratory chest motion using multistatic ultra-wideband (UWB) radar. In the process, the respiratory motion is estimated for…
Many Stated Preference studies conducted in developing countries provide a low willingness to pay (WTP) for a wide range of goods and services. However, recent studies in these countries indicate that this may partly be a result of the…
Elevated levels of PM10 are known to cause severe respiratory and cardiovascular diseases, and, in extreme cases, cancer and mortality. Despite various reduction policies implemented across different sectors, PM10 concentrations in South…
Uncertain partially observable Markov decision processes (uPOMDPs) allow the probabilistic transition and observation functions of standard POMDPs to belong to a so-called uncertainty set. Such uncertainty, referred to as epistemic…
Machine-learning models of atomic-scale interactions achieve the accuracy of the quantum mechanical calculations on which they are trained, but at a dramatically lower computational cost. Their predictions can be made trustworthy by…
Optical spectrometers are fundamental across numerous disciplines in science and technology. However, miniaturized versions, while essential for in situ measurements, are often restricted to coarse identification of signature peaks and…
In big data era, the collected data usually contains rich information and hidden knowledge. Utility-oriented pattern mining and analytics have shown a powerful ability to explore these ubiquitous data, which may be collected from various…
As machine learning (ML) models are increasingly deployed in high-stakes domains, trustworthy uncertainty quantification (UQ) is critical for ensuring the safety and reliability of these models. Traditional UQ methods rely on specifying a…
Practical aspects of orthogonal time frequency space (OTFS), such as channel estimation and its performance in fractional delay-Doppler (DD) channels, are a lively topic in the OTFS community. Oversampling and pulse shaping are also…
A method to obtain particle sizes from images that are used for particle tracking velocimetry is proposed. This is an open source method, developed to use together with the open source software OpenPTV. First, the analysis of different…
Exposure to fine particulate matter ($PM_{2.5}$) poses significant health risks and accurately determining the shape of the relationship between $PM_{2.5}$ and health outcomes has crucial policy ramifications. While various statistical…
We investigate a pricing rule that is applicable for streams of income or contingent claim liabilities and study how this rule changes under additional insider-type information that an investor might obtain. Considering a model where the…
Calculation of the centre of mass of a group of particles in a periodically-repeating cell is an important aspect of chemical and physical simulation. One popular approach calculates the centre of mass via the projection of the individual…
Air pollution is a major public health problem worldwide although the lack of data is a global issue for most low and middle income countries. Ambient air pollution in the form of fine particulate matter (PM2.5) exceeds the World Health…
Accurate state estimation of large-scale lithium-ion battery packs is necessary for the advanced control of batteries, which could potentially increase their lifetime through e.g. reconfiguration. To tackle this problem, an enhanced…
The weighted entropy $H^{\rm w}_\phi (X)=H^{\rm w}_\phi (f)$ of a random variable $X$ with values $x$ and a probability-mass/density function $f$ is defined as the mean value ${\mathbb E} I^{\rm w}_\phi(X)$ of the weighted information…
Information value, a measure for decision sensitivity, can provide essential information in engineering and environmental assessments. It quantifies the potential for improved decision-making when reducing uncertainty in specific inputs. By…
The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. These uncertainties have to be accommodated by flexible re- sources (i.e. upward and downward generation reserves). In this…
This paper focuses on designing a particle filter for randomly delayed measurements with an unknown latency probability. A generalized measurement model is adopted which includes measurements that are delayed randomly by an arbitrary but…