Related papers: Multivariate Trend Filtering for Lattice Data

We consider the Kalman-filtering problem with multiple sensors which are connected through a communication network. If all measurements are delivered to one place called fusion center and processed together, we call the process centralized…

Observers for systems with Lie group symmetries are an active area of research that is seeing significant impact in a number of practical domains, including aerospace, robotics, and mechatronics. This paper builds on the theory of the…

Nonnegative Tucker Factorization (NTF) minimizes the euclidean distance or Kullback-Leibler divergence between the original data and its low-rank approximation which often suffers from grossly corruptions or outliers and the neglect of…

We study the real-time dynamics retrieval from a time series via the time-frequency (TF) analysis with the minimal latency guarantee. While different from the well-known intrinsic latency definition in the filter design, a rigorous…

We propose one-at-a-time knockoffs (OATK), a new methodology for detecting important explanatory variables in linear regression models while controlling the false discovery rate (FDR). For each explanatory variable, OATK generates a…

Barber and Candes recently introduced a feature selection method called knockoff+ that controls the false discovery rate (FDR) among the selected features in the classical linear regression problem. Knockoff+ uses the competition between…

We formulate the discrete-time inverse optimal control problem of inferring unknown parameters in the objective function of an optimal control problem from measurements of optimal states and controls as a nonlinear filtering problem. This…

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…

A Multiple Target, Multiple Type Filtering (MTMTF) algorithm is developed using Random Finite Set (RFS) theory. First, we extend the standard Probability Hypothesis Density (PHD) filter for multiple types of targets, each with distinct…

Inspired by the use of adaptive kernel-based Cohen's class time-frequency distributions (CCTFDs) for cross-term suppression, this paper aims to explore novel adaptive kernel functions for denoising. We integrate Wiener filter principle and…

Many real-world applications generate continuous data streams for regression. Hoeffding trees and their variants have a long-standing tradition due to their effectiveness, either alone or as base models in broader ensembles. Recent…

We present an innovative interpretation of Kalman Filter (KF, for short) combining the ideas of Schwarz Domain Decomposition (DD) and Parallel in Time (PinT) approaches. Thereafter we call it DD-KF. In contrast to standard DD approaches…

In this paper we obtain second- and first-order optimality conditions of Kuhn-Tucker type and Fritz John one for weak efficiency in the vector problem with inequality constraints. In the necessary conditions we suppose that the objective…

Feed-forward neural networks can be understood as a combination of an intermediate representation and a linear hypothesis. While most previous works aim to diversify the representations, we explore the complementary direction by performing…

Anomalous diffusion is often modelled in terms of the subdiffusion equation, which can involve a weakly singular source term. For this case, many predominant time stepping methods, including the correction of high-order BDF schemes [{\sc…

A multi-way factor analysis model is introduced for tensor-variate data of any order. Each data item is represented as a (sparse) sum of Kruskal decompositions, a Kruskal-factor analysis (KFA). KFA is nonparametric and can infer both the…

Symmetry under time-reversal appears in the microscopic description of many physical systems. In a quantum mechanical setting it acts as an anti-unitary operator, so does not fall under general analyses based on unitary symmetries. In…

Policymakers often use recursive binary split rules to partition populations based on binary outcomes and target subpopulations whose probability of the binary event exceeds a threshold. We call such problems Latent Probability…

We study the matrix-variate regression problem $Y_i = \sum_{k} \beta_{1k} X_i \beta_{2k}^{\top} + E_i$ for $i=1,2\dots,n$ in the high dimensional regime wherein the response $Y_i$ are matrices whose dimensions $p_{1}\times p_{2}$ outgrow…

Kernelized Correlation Filter (KCF) is one of the state-of-the-art object trackers. However, it does not reasonably model the distribution of correlation response during tracking process, which might cause the drifting problem, especially…