Related papers: Uncertainty Propagation Using Hybrid Methods
This paper introduces a novel method for the automatic detection and handling of nonlinearities in a generic transformation. A nonlinearity index that exploits second order Taylor expansions and polynomial bounding techniques is first…
This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian mixture models, has shown interesting properties when…
Constraining a numerical weather prediction (NWP) model with observations via 4D variational (4D-Var) data assimilation is often difficult to implement in practice due to the need to develop and maintain a software-based tangent linear…
Composite likelihoods are increasingly used in applications where the full likelihood is analytically unknown or computationally prohibitive. Although the maximum composite likelihood estimator has frequentist properties akin to those of…
3D Gaussian splatting has demonstrated impressive performance in real-time novel view synthesis. However, achieving successful reconstruction from RGB images generally requires multiple input views captured under static conditions. To…
Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…
Estimating the probability of collision between spacecraft is crucial for risk management and collision-avoidance strategies. Current methods often rely on Gaussian assumptions and simplifications, which can be inaccurate in highly…
Numerical integration of orbit trajectories for a large number of initial conditions and for long time spans is computationally expensive. Semi-analytical methods were developed to reduce the computational burden. An elegant and widely used…
To improve the off-sample generalization of classical procedures minimizing the empirical risk under potentially heavy-tailed data, new robust learning algorithms have been proposed in recent years, with generalized median-of-means…
This paper addresses uncertainty propagation on unimodular matrix Lie groups that have a surjective exponential map. We derive the exact formula for the propagation of mean and covariance in a continuous-time setting from the governing…
When a large body of data from diverse experiments is analyzed using a theoretical model with many parameters, the standard error matrix method and the general tools for evaluating errors may become inadequate. We present an iterative…
This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…
Reliable spatial uncertainty evaluation of object detection models is of special interest and has been subject of recent work. In this work, we review the existing definitions for uncertainty calibration of probabilistic regression tasks.…
One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…
Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications these models are incomplete, which both reduces the prospects of…
This study explores the use of historical data from Global Navigation Satellite System (GNSS) scintillation monitoring receivers to predict the severity of amplitude scintillation, a phenomenon where electron density irregularities in the…
We address the stochastic transmission expansion planning (STEP) problem under uncertainty in renewable generation capacity and demand. STEP's objective is to minimize total transmission investment and generation costs. To tackle the…
Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior…
In this paper, we address the efficient implementation of moving horizon state estimation of constrained discrete-time linear systems. We propose a novel iteration scheme which employs a proximity-based formulation of the underlying…
Hybrid localization in GNSS-challenged environments using measured ranges and angles is becoming increasingly popular, in particular with the advent of multimodal communication systems. Here, we address the hybrid network localization…