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This work deals with uncertainty quantification for a generic input distribution to some resource-intensive simulation, e.g., requiring the solution of a partial differential equation. While efficient numerical methods exist to compute…

Numerical Analysis · Mathematics 2025-06-16 Oliver G. Ernst , Hanno Gottschalk , Toni Kowalewitz , Patrick Krüger

In this work, we explore modeling change points in time-series data using neural stochastic differential equations (neural SDEs). We propose a novel model formulation and training procedure based on the variational autoencoder (VAE)…

Machine Learning · Computer Science 2025-06-16 Yousef El-Laham , Zhongchang Sun , Haibei Zhu , Tucker Balch , Svitlana Vyetrenko

We study the problem of learning mixtures of $k$ Gaussians in $d$ dimensions. We make no separation assumptions on the underlying mixture components: we only require that the covariance matrices have bounded condition number and that the…

Data Structures and Algorithms · Computer Science 2024-11-20 Sitan Chen , Vasilis Kontonis , Kulin Shah

We propose to utilize a variational autoencoder (VAE) for data-driven channel estimation. The underlying true and unknown channel distribution is modeled by the VAE as a conditional Gaussian distribution in a novel way, parameterized by the…

Signal Processing · Electrical Eng. & Systems 2023-04-07 Michael Baur , Benedikt Fesl , Michael Koller , Wolfgang Utschick

Weather forecasting is a crucial task for meteorologic research, with direct social and economic impacts. Recently, data-driven weather forecasting models based on deep learning have shown great potential, achieving superior performance…

Atmospheric and Oceanic Physics · Physics 2024-08-26 Lihao Gan , Xin Man , Chenghong Zhang , Jie Shao

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Learning and understanding car-following (CF) behaviors are crucial for microscopic traffic simulation. Traditional CF models, though simple, often lack generalization capabilities, while many data-driven methods, despite their robustness,…

Applications · Statistics 2024-04-25 Chengyuan Zhang , Kehua Chen , Meixin Zhu , Hai Yang , Lijun Sun

The existing methods for trajectory prediction are difficult to describe trajectory of moving objects in complex and uncertain environment accurately. In order to solve this problem, this paper proposes an adaptive trajectory prediction…

Robotics · Computer Science 2022-12-14 Hu Jin

Modeling of headway/spacing between two consecutive vehicles has many applications in traffic flow theory and transport practice. Most known approaches only study the vehicles running on freeways. In this paper, we propose a model to…

Data Analysis, Statistics and Probability · Physics 2009-05-08 Xuexiang Jin , Yuelong Su , Yi Zhang , Li Li

This paper proposes a novel safety specification tool, called the distributionally robust risk map (DR-risk map), for a mobile robot operating in a learning-enabled environment. Given the robot's position, the map aims to reliably assess…

Robotics · Computer Science 2021-05-04 Astghik Hakobyan , Insoon Yang

Accurate univariate forecasting remains a pressing need in real-world systems, such as energy markets, hydrology, retail demand, and IoT monitoring, where signals are often intermittent and horizons span both short- and long-term. While…

Machine Learning · Computer Science 2025-08-26 Kyrylo Yemets , Mykola Lukashchuk , Ivan Izonin

This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key challenges in computational efficiency and accuracy for modeling…

Machine Learning · Computer Science 2024-10-07 Yanfang Liu , Yuan Chen , Dongbin Xiu , Guannan Zhang

This work aims efficiently estimating the posterior distribution of kinetic parameters for dynamic positron emission tomography (PET) imaging given a measurement of time of activity curve. Considering the inherent information loss from…

Medical Physics · Physics 2023-10-25 Xiaofeng Liu , Thibault Marin , Tiss Amal , Jonghye Woo , Georges El Fakhri , Jinsong Ouyang

Estimating probabilistic deformable template models is a new approach in the fields of computer vision and probabilistic atlases in computational anatomy. A first coherent statistical framework modelling the variability as a hidden random…

Computation · Statistics 2009-01-16 Stéphanie Allassonnière , Estelle Kuhn

This paper proposes a cooperative environmental learning algorithm working in a fully distributed manner. A multi-robot system is more effective for exploration tasks than a single robot, but it involves the following challenges: 1) online…

Robotics · Computer Science 2021-12-30 Dohyun Jang , Jaehyun Yoo , Clark Youngdong Son , H. Jin Kim

Calibration and validation techniques are crucial in assessing the descriptive and predictive power of car-following models and their suitability for analyzing traffic flow. Using real and generated floating-car and trajectory data, we…

Physics and Society · Physics 2014-03-21 Martin Treiber , Arne Kesting

Diffusion coefficients are key thermophysical properties for modeling mass transport in liquids, but experimental data are scarce, making reliable prediction methods indispensable. In the present work, we introduce a new method for…

Spatio-temporal forecasting is crucial in transportation, logistics, and supply chain management. However, current methods struggle with large, complex datasets. We propose a dynamic, multi-modal approach that integrates the strengths of…

Machine Learning · Computer Science 2024-08-27 Sagar Srinivas Sakhinana , Geethan Sannidhi , Chidaksh Ravuru , Venkataramana Runkana

Accurate forecasting of bus travel time and its uncertainty is critical to service quality and operation of transit systems; for example, it can help passengers make better decisions on departure time, route choice, and even transport mode…

Applications · Statistics 2022-06-15 Xiaoxu Chen , Zhanhong Cheng , Jian Gang Jin , Martin Trepanier , Lijun Sun

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock