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By exact projection in phase space we derive the generalized Langevin equation (GLE) for time-filtered observables. We employ a general convolution filter that directly acts on arbitrary phase-space observables and can involve low-pass,…

Statistical Mechanics · Physics 2024-09-20 Roland R. Netz

The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…

Optimization and Control · Mathematics 2024-06-24 Asmaa Eldesoukey , Olga Movilla Miangolarra , Tryphon T. Georgiou

This work introduces an adaptive Bayesian algorithm for real-time trajectory prediction via intention inference, where a target's intentions and motion characteristics are unknown and subject to change. The method concurrently estimates two…

Robotics · Computer Science 2025-09-30 Shunan Yin , Zehui Lu , Shaoshuai Mou

In this paper, we consider the problem of controlling a partially observed Markov decision process (POMDP) in order to actively estimate its state trajectory over a fixed horizon with minimal uncertainty. We pose a novel active smoothing…

Systems and Control · Electrical Eng. & Systems 2021-04-06 Timothy L. Molloy , Girish N. Nair

We develop a framework for the analysis of deep neural networks and neural ODE models that are trained with stochastic gradient algorithms. We do that by identifying the connections between control theory, deep learning and theory of…

Probability · Mathematics 2021-03-18 Jean-François Jabir , David Šiška , Łukasz Szpruch

Partial observability is a common challenge in many reinforcement learning applications, which requires an agent to maintain memory, infer latent states, and integrate this past information into exploration. This challenge leads to a number…

Machine Learning · Computer Science 2020-10-27 Chi Jin , Sham M. Kakade , Akshay Krishnamurthy , Qinghua Liu

Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are…

Artificial Intelligence · Computer Science 2023-10-20 Michael H. Lim , Tyler J. Becker , Mykel J. Kochenderfer , Claire J. Tomlin , Zachary N. Sunberg

Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…

Statistical Mechanics · Physics 2024-07-01 Julius Degünther , Jann van der Meer , Udo Seifert

The number of resident space objects is rising at an alarming rate. Mega-constellations and breakup events are proliferating in most orbital regimes, and safe navigation is becoming increasingly problematic. It is important to be able to…

Instrumentation and Methods for Astrophysics · Physics 2025-04-11 Yannick Sztamfater Garcia , Joaquin Miguez , Manuel Sanjurjo-Rivo

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

The partially observable generalized linear model (POGLM) is a powerful tool for understanding neural connectivity under the assumption of existing hidden neurons. With spike trains only recorded from visible neurons, existing works use…

Machine Learning · Computer Science 2024-02-08 Chengrui Li , Weihan Li , Yule Wang , Anqi Wu

We study the problem of recovering the relative positions of objects moving along the real line based only on pairwise collision data. While interaction-based sensing systems arise naturally in a variety of practical settings, a systematic…

Discrete Mathematics · Computer Science 2026-05-25 Yun-Han Li , Ilan Shomorony , Olgica Milenkovic

This paper leverages macroscopic models and multi-source spatiotemporal data collected from automatic traffic counters and probe vehicles to accurately estimate traffic flow and travel time in links where these measurements are unavailable.…

Machine Learning · Computer Science 2024-01-31 Pablo Guarda , Sean Qian

Pedestrian trajectory prediction is essential for collision avoidance in autonomous driving and robot navigation. However, predicting a pedestrian's trajectory in crowded environments is non-trivial as it is influenced by other pedestrians'…

Computer Vision and Pattern Recognition · Computer Science 2019-02-15 Sirin Haddad , Meiqing Wu , He Wei , Siew Kei Lam

We develop an unsupervised machine learning algorithm for the automated discovery and identification of traveling waves in spatio-temporal systems governed by partial differential equations (PDEs). Our method uses sparse regression and…

Computational Physics · Physics 2020-05-20 Ariana Mendible , Steven L. Brunton , Aleksandr Y. Aravkin , Wes Lowrie , J. Nathan Kutz

Missing data is an inevitable and common problem in data-driven intelligent transportation systems (ITS). In the past decade, scholars have done many research on the recovery of missing traffic data, however how to make full use of…

Signal Processing · Electrical Eng. & Systems 2022-08-17 Yuting Ding , Di Wu

Anticipating the motion of other road users is crucial for automated driving systems (ADS), as it enables safe and informed downstream decision-making and motion planning. Unfortunately, contemporary learning-based approaches for motion…

Machine Learning · Computer Science 2023-09-21 MReza Alipour Sormoli , Amir Samadi , Sajjad Mozaffari , Konstantinos Koufos , Mehrdad Dianati , Roger Woodman

Sparsity is a common issue in many trajectory datasets, including human mobility data. This issue frequently brings more difficulty to relevant learning tasks, such as trajectory imputation and prediction. Nowadays, little existing work…

Machine Learning · Computer Science 2023-01-13 Kyle K. Qin , Yongli Ren , Wei Shao , Brennan Lake , Filippo Privitera , Flora D. Salim

We present a new data-driven reduced-order modeling approach to efficiently solve parametrized partial differential equations (PDEs) for many-query problems. This work is inspired by the concept of implicit neural representation (INR),…

Numerical Analysis · Mathematics 2023-11-30 Tianshu Wen , Kookjin Lee , Youngsoo Choi

Detecting drifts in data is essential for machine learning applications, as changes in the statistics of processed data typically has a profound influence on the performance of trained models. Most of the available drift detection methods…

Machine Learning · Computer Science 2024-10-28 Andrea Castellani , Sebastian Schmitt , Barbara Hammer