Related papers: Stochastic Nonparametric Estimation of the Density…
The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not…
The dynamics of systems of many degrees of freedom evolving on multiple scales are often modeled in terms of stochastic differential equations. Usually the structural form of these equations is unknown and the only manifestation of the…
This paper focuses on the problem of unbounded density ratio estimation -- an understudied yet critical challenge in statistical learning -- and its application to covariate shift adaptation. Much of the existing literature assumes that the…
Numerous applications of machine learning involve representing probability distributions over high-dimensional data. We propose autoregressive quantile flows, a flexible class of normalizing flow models trained using a novel objective based…
A new vehicular traffic flow model based on a stochastic jump process in vehicle acceleration and braking is introduced. It is based on a master equation for the single car probability density in space, velocity and acceleration with an…
Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…
A macroscopic model-based approach for estimation of the traffic state, specifically of the (total) density and flow of vehicles, is developed for the case of "mixed" traffic, i.e., traffic comprising both ordinary and connected vehicles.…
Rectified flow (Liu et al., 2022; Liu, 2022; Wu et al., 2023) is a method for defining a transport map between two distributions, and enjoys popularity in machine learning, although theoretical results supporting the validity of these…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
We propose an efficient method for reconstructing traffic density with low penetration rate of probe vehicles. Specifically, we rely on measuring only the initial and final positions of a small number of cars which are generated using…
Multivariate density estimation and graphical models play important roles in statistical learning. The estimated density can be used to construct a graphical model that reveals conditional relationships whereas a graphical structure can be…
Scene flow estimation is an essential ingredient for a variety of real-world applications, especially for autonomous agents, such as self-driving cars and robots. While recent scene flow estimation approaches achieve a reasonable accuracy,…
By means of microscopic simulations we show that non-instantaneous adaptation of the driving behaviour to the traffic situation together with the conventional measurement method of flow-density data can explain the observed…
Random processes play a crucial role in scientific research, often characterized by distribution functions or probability density functions (PDFs). These PDFs serve as essential approximations of the actual and frequently undisclosed…
Connected vehicles (CVs) can provide numerous new data via vehicle-to-vehicle or vehicle-to-infrastructure communication. These data can in turn be used to facilitate real-time traffic state estimation. In this paper, we focus on ramp queue…
Analyzing large-scale data from simulations of turbulent flows is memory intensive, requiring significant resources. This major challenge highlights the need for data compression techniques. In this study, we apply a physics-informed Deep…
Density Estimation is one of the central areas of statistics whose purpose is to estimate the probability density function underlying the observed data. It serves as a building block for many tasks in statistical inference, visualization,…
We propose the tensorizing flow method for estimating high-dimensional probability density functions from the observed data. The method is based on tensor-train and flow-based generative modeling. Our method first efficiently constructs an…
This paper offers an integrative data-driven physics-inspired approach to model and control traffic congestion in a resilient and efficient manner. While existing physics-based approaches commonly assign density and flow traffic states by…
We study traffic flow on roads with a localized periodic inhomogeneity such as traffic signals, using a stochastic car-following model. We find that in cases of congestion, traffic flow can be optimized by controlling the inhomogeneity's…