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Graphical modeling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this translates into detecting the support of the precision…

Methodology · Statistics 2018-02-16 Shota Katayama , Hironori Fujisawa , Mathias Drton

Likelihood functions evaluated using particle filters are typically noisy, computationally expensive, and non-differentiable due to Monte Carlo variability. These characteristics make conventional optimization methods difficult to apply…

Methodology · Statistics 2026-01-13 Genshiro Kitagawa

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

This paper deals with adaptive radar detection of a subspace signal competing with two sources of interference. The former is Gaussian with unknown covariance matrix and accounts for the joint presence of clutter plus thermal noise. The…

Applications · Statistics 2016-04-20 Antonio De Maio , Danilo Orlando

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

In this paper, we present a real-time robust multi-view pedestrian detection and tracking system for video surveillance using neural networks which can be used in dynamic environments. The proposed system consists of two phases: multi-view…

Computer Vision and Pattern Recognition · Computer Science 2017-04-24 Md Zahangir Alom , Tarek M. Taha

We derive streamlined mean field variational Bayes algorithms for fitting linear mixed models with crossed random effects. In the most general situation, where the dimensions of the crossed groups are arbitrarily large, streamlining is…

Methodology · Statistics 2022-04-15 Marianne Menictas , Gioia Di Credico , Matt P. Wand

This work proposes a new, online algorithm for estimating the local scale correction to apply to the output of a monocular SLAM system and obtain an as faithful as possible metric reconstruction of the 3D map and of the camera trajectory.…

Robotics · Computer Science 2017-11-09 Edgar Sucar , Jean-Bernard Hayet

We derive and present explicit algorithms to facilitate streamlined computing for variational inference for models containing higher level random effects. Existing literature, such as Lee and Wand (2016), is such that streamlined…

Computation · Statistics 2020-07-07 Tui H. Nolan , Marianne Menictas , Matt P. Wand

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

Robust and accurate perception of dynamic objects and map elements is crucial for autonomous vehicles performing safe navigation in complex traffic scenarios. While vision-only methods have become the de facto standard due to their…

Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as…

Machine Learning · Statistics 2024-02-16 Théophile Cantelobre , Carlo Ciliberto , Benjamin Guedj , Alessandro Rudi

Gravitational wave data from ground-based detectors is dominated by instrument noise. Signals will be comparatively weak, and our understanding of the noise will influence detection confidence and signal characterization. Mis-modeled noise…

General Relativity and Quantum Cosmology · Physics 2015-04-22 Tyson B. Littenberg , Neil J. Cornish

In this paper, we address the vision-based detection and tracking problems of multiple aerial vehicles using a single camera and Inertial Measurement Unit (IMU) as well as the corresponding perception consensus problem (i.e., uniqueness and…

Robotics · Computer Science 2022-07-19 Rundong Ge , Moonyoung Lee , Vivek Radhakrishnan , Yang Zhou , Guanrui Li , Giuseppe Loianno

State estimation is a fundamental problem in control and signal processing, for which the Kalman Filter provides an optimal solution under linear dynamics, Gaussian noise, and known noise covariances. However, these assumptions often fail…

Machine Learning · Computer Science 2026-05-27 Vasileios Saketos , Ming Xiao

We consider the problem of estimating the state transition matrix of a linear time-invariant (LTI) system, given access to multiple independent trajectories sampled from the system. Several recent papers have conducted a non-asymptotic…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Vinay Kanakeri , Aritra Mitra

The Bayesian smoothing equations are generally intractable for systems described by nonlinear stochastic differential equations and discrete-time measurements. Gaussian approximations are a computationally efficient way to approximate the…

Dynamical Systems · Mathematics 2016-04-05 Juha Ala-Luhtala , Simo Särkkä , Robert Piché

Complex simulator-based models are now routinely used to perform inference across the sciences and engineering, but existing inference methods are often unable to account for outliers and other extreme values in data which occur due to…

Machine Learning · Statistics 2026-02-18 Ayush Bharti , Charita Dellaporta , Yuga Hikida , François-Xavier Briol

This article proposes numerically robust algorithms for Gaussian state estimation with singular observation noise. Our approach combines a series of basis changes with Bayes' rule, transforming the singular estimation problem into a…

Methodology · Statistics 2025-03-14 Nicholas Krämer , Filip Tronarp

Active Search and Tracking for search and rescue missions or collaborative mobile robotics relies on the actuation of a sensing platform to detect and localize a target. In this paper we focus on visually detecting a radio-emitting target…

Robotics · Computer Science 2021-04-13 L. Varotto , A. Cenedese , A. Cavallaro
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