Related papers: Stochastic Nonparametric Estimation of the Density…

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

The stochastic variational approach for geophysical fluid dynamics was introduced by Holm (Proc Roy Soc A, 2015) as a framework for deriving stochastic parameterisations for unresolved scales. This paper applies the variational stochastic…

Statistical inference based on optimal transport offers a different perspective from that of maximum likelihood, and has increasingly gained attention in recent years. In this paper, we study univariate nonparametric shape-constrained…

Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…

Autoregressive models are among the best performing neural density estimators. We describe an approach for increasing the flexibility of an autoregressive model, based on modelling the random numbers that the model uses internally when…

We study nonparametric clustering of smooth random curves on the basis of the L2 gradient flow associated to a pseudo-density functional and we show that the clustering is well-defined both at the population and at the sample level. We…

This paper provides a new methodology to analyze unobserved heterogeneity when observed characteristics are modeled nonlinearly. The proposed model builds on varying random coefficients (VRC) that are determined by nonlinear functions of…

An understanding of pedestrian dynamics is indispensable for numerous urban applications including the design of transportation networks and planing for business development. Pedestrian counting often requires utilizing manual or technical…

This study addresses the challenge of estimating traffic states for road links. We propose an innovative approach that leverages partial trajectory data captured by camera-equipped probe vehicles traveling in the opposite lane. The…

Tabular regression is a well-studied problem with numerous industrial applications, yet most existing approaches focus on point estimation, often leading to overconfident predictions. This issue is particularly critical in industrial…

Given a random sample of points from some unknown density, we propose a data-driven method for estimating density level sets under the r-convexity assumption. This shape condition generalizes the convexity property. However, the main…

This paper studies the non-parametric estimation and uniform inference for the conditional quantile regression function (CQRF) with covariates exposed to measurement errors. We consider the case that the distribution of the measurement…

Accurate and real-time traffic state prediction is of great practical importance for urban traffic control and web mapping services. With the support of massive data, deep learning methods have shown their powerful capability in capturing…

In online applications with streaming data, awareness of how far the training or test set has shifted away from the original dataset can be crucial to the performance of the model. However, we may not have access to historical samples in…

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical…

Macroscopic traffic flow models are essential for analysing traffic dynamics in highways and urban roads. While second-order models like METANET capture non-equilibrium traffic states, they often produce unrealistic speed predictions, such…

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

In modern transportation systems, traffic congestion is inevitable. To minimize the loss caused by congestion, various control strategies have been developed most of which rely on observing real-time traffic conditions. As vintage traffic…