Related papers: Stochastic Nonparametric Estimation of the Density…
The fundamental relationship of traffic flow is empirically estimated by fitting a regression curve to a cloud of observations of traffic variables. Such estimates, however, may suffer from the confounding/endogeneity bias due to omitted…
Monitoring and control of traffic networks represent alternative, inexpensive strategies to minimize traffic congestion. As the number of traffic sensors is naturally constrained by budgetary requirements, real-time estimation of traffic…
In this paper, we investigate a nonlocal traffic flow model based on a scalar conservation law, where a stochastic velocity function is assumed. In addition to the modeling, theoretical properties of the stochastic nonlocal model are…
The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…
Due to the complexity of the traffic flow dynamics in urban road networks, most quantitative descriptions of city traffic so far are based on computer simulations. This contribution pursues a macroscopic (fluid-dynamic) simulation approach,…
The goal of this project is to introduce and present a machine learning application that aims to improve the quality of life of people in Singapore. In particular, we investigate the use of machine learning solutions to tackle the problem…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
The main motivation of this work is to assess the validity of a LWR traffic flow model to model measurements obtained from trajectory data, and propose extensions of this model to improve it. A formulation for a discrete dynamical system is…
Many traffic prediction applications rely on uncertainty estimates instead of the mean prediction. Statistical traffic prediction literature has a complete subfield devoted to uncertainty modelling, but recent deep learning traffic…
We propose a way of transforming the problem of conditional density estimation into a single nonparametric regression task via the introduction of auxiliary samples. This allows leveraging regression methods that work well in high…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…
We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…
Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the…
For highly skewed or fat-tailed distributions, mean or median-based methods often fail to capture the central tendencies in the data. Despite being a viable alternative, estimating the conditional mode given certain covariates (or mode…
The continuous expansion of the urban traffic sensing infrastructure has led to a surge in the volume of widely available road related data. Consequently, increasing effort is being dedicated to the creation of intelligent transportation…
We consider a generalization of the classifier-based density-ratio estimation task to a quasiprobabilistic setting where probability densities can be negative. The problem with most loss functions used for this task is that they implicitly…
This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…
Traffic volume is an indispensable ingredient to provide fine-grained information for traffic management and control. However, due to limited deployment of traffic sensors, obtaining full-scale volume information is far from easy. Existing…
This paper proposes a new stochastic model of traffic dynamics in Lagrangian coordinates. The source of uncertainty is heterogeneity in driving behavior, captured using driver-specific speed-spacing relations, i.e., parametric uncertainty.…
The ability to predict traffic flow over time for crowded areas during rush hours is increasingly important as it can help authorities make informed decisions for congestion mitigation or scheduling of infrastructure development in an area.…