Related papers: Multi-kernel Correntropy-based Orientation Estimat…
Decades of studies have suggested several criteria to detect Interplanetary coronal mass ejections (ICME) in time series from in-situ spacecraft measurements. Among them the most common are an enhanced and smoothly rotating magnetic field,…
In the present article, novel Coarse-Graining (CG) algorithms for the Eulerian-Lagrangian (EL) simulation of particle-laden flows are proposed. These include different variants of Reproducing Kernel Particle Methods (RKPM) and an extended…
We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…
This paper considers the problem of optimizing the average tracking error for an elliptic partial differential equation with an uncertain lognormal diffusion coefficient. In particular, the application of the multilevel quasi-Monte Carlo…
Reliable odometry for legged robots without cameras or LiDAR remains challenging due to IMU drift and noisy joint velocity sensing. This paper presents a purely proprioceptive state estimator that uses only IMU and motor measurements to…
Employing Bayesian inference to calibrate constitutive model parameters has grown substantially in recent years. Among the available techniques, Markov Chain Monte Carlo (MCMC) sampling remains one of the most widely used approaches for…
Stochastic multi-objective optimization (SMOO) has recently emerged as a powerful framework for addressing machine learning problems with multiple objectives. The bias introduced by the nonlinearity of the subproblem solution mapping…
We present a robust system for state estimation that fuses measurements from multiple lidars and inertial sensors with GNSS data. To initiate the method, we use the prior GNSS pose information. We then perform incremental motion in…
Motivated by the increasing availability of low- and mixed-precision arithmetic on modern hardware, we develop mixed-precision variants of Lloyd's algorithm for k-means clustering. The main ingredient is a family of mixed-precision kernels…
As a well-established adaptation criterion, the maximum correntropy criterion (MCC) has been receiving increasing attention due to its robust against outliers. In this paper, a new complex recursive maximum correntropy (CRMC) algorithm…
In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…
Quadrotors are widely used for surveillance, mapping, and deliveries. In several scenarios the quadrotor operates in pure inertial navigation mode resulting in a navigation solution drift. To handle such situations and bind the navigation…
Deep learning algorithms have been widely used to solve linear Kolmogorov partial differential equations~(PDEs) in high dimensions, where the loss function is defined as a mathematical expectation. We propose to use the randomized…
We derive efficient algorithms to compute weakly Pareto optimal solutions for smooth, convex and unconstrained multiobjective optimization problems in general Hilbert spaces. To this end, we define a novel inertial gradient-like dynamical…
Mobile robot positioning, mapping, and navigation systems generally employ an inertial measurement unit (IMU) to obtain the acceleration and angular velocity of the robot. However, errors in the internal and external parameters of an IMU…
This paper proposes an enhanced coarray transformation model (EDCTM) and a mixed greedy maximum likelihood algorithm called List-Based Maximum Likelihood Orthogonal Matching Pursuit (LBML-OMP) for direction-of-arrival estimation with…
In this paper we propose new approaches to estimating large dimensional monotone index models. This class of models has been popular in the applied and theoretical econometrics literatures as it includes discrete choice, nonparametric…
Distortion Risk Measures (DRMs) capture risk preferences in decision-making and serve as general criteria for managing uncertainty. This paper proposes gradient descent algorithms for DRM optimization based on two dual representations: the…
Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…
In lattice QCD the calculation of disconnected quark loops from the trace of the inverse quark matrix has large noise variance. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials on a…