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In this work, we revisit the discrete-time Schr\"{o}dinger Bridge (SB) and Density Steering (DS) problems for Gaussian mixture model (GMM) boundary distributions. Building on the existing literature, we construct a set of feasible Markovian…

Systems and Control · Electrical Eng. & Systems 2026-04-02 George Rapakoulias , Fengjiao Liu , Panagiotis Tsiotras

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

Functional Analysis · Mathematics 2022-03-24 Neal Hermer , D. Russell Luke , Anja Sturm

In this paper, a novel feedback control-based particle filter algorithm for the continuous-time stochastic hybrid system estimation problem is presented. This particle filter is referred to as the interacting multiple model-feedback…

Numerical Analysis · Mathematics 2013-05-28 Tao Yang , Henk A. P. Blom , Prashant G. Mehta

An efficient method is introduced in this paper to find the intrinsic mode function (IMF) components of time series data. This method is faster and more predictable than the Empirical Mode Decomposition (EMD) method devised by the author of…

Numerical Analysis · Computer Science 2007-11-14 Louis Yu Lu

An iterative scheme can be used to find a steady-state solution to the Boltzmann equation, however, it is very slow to converge in the near-continuum flow regime. In this paper, a synthetic iterative scheme is developed to speed up the…

Computational Physics · Physics 2017-04-05 Lei Wu , Jun Zhang , Haihu Liu , Yonghao Zhang , Jason Reese

Iterative proportional fitting (IPF) is a widely used method for spatial microsimulation. The technique results in non-integer weights for individual rows of data. This is problematic for certain applications and has led many researchers to…

Methodology · Statistics 2013-03-22 Robin Lovelace , Dimitris Ballas

We consider inference (filtering) problems over probabilistic graphical models with aggregate data generated by a large population of individuals. We propose a new efficient belief propagation type algorithm over tree-structured graphs with…

Machine Learning · Computer Science 2020-10-06 Rahul Singh , Isabel Haasler , Qinsheng Zhang , Johan Karlsson , Yongxin Chen

In Spectrally Efficient Frequency Division Multiplexing systems the input data stream is divided into several adjacent subchannels where the distance of the subchannels is less than that of Orthogonal Frequency Division…

Information Theory · Computer Science 2013-04-16 Seyed Javad Heydari , Mahmoud Ferdosizade Naeiny , Farokh Marvasti

Interval Markov decision processes (IMDPs) generalise classical MDPs by having interval-valued transition probabilities. They provide a powerful modelling tool for probabilistic systems with an additional variation or uncertainty that…

Systems and Control · Computer Science 2017-07-07 Ernst Moritz Hahn , Vahid Hashemi , Holger Hermanns , Morteza Lahijanian , Andrea Turrini

A fast and scalable iterative methodology for solving the security-constrained optimal power flow (SCOPF) problem is proposed using problem decomposition and the inverse matrix modification lemma. The SCOPF formulation tackles system…

Optimization and Control · Mathematics 2024-07-22 Matias Vistnes , Vijay Venu Vadlamudi , Oddbjørn Gjerde

In this paper, we propose a new algorithm, the irrational-window-filter projection method (IWFPM), for quasiperiodic systems with concentrated spectral point distribution. Based on the projection method (PM), IWFPM filters out dominant…

Numerical Analysis · Mathematics 2024-11-25 Kai Jiang , Xueyang Li , Yao Ma , Juan Zhang , Pingwen Zhang , Qi Zhou

Bregman iterations are known to yield excellent results for denoising, deblurring and compressed sensing tasks, but so far this technique has rarely been used for other image processing problems. In this paper we give a thorough description…

Optimization and Control · Mathematics 2016-09-28 Laurent Hoeltgen , Michael Breuß

We study generative modeling for time series using entropic optimal transport and the Schr\"odinger bridge (SB) framework, with a focus on applications in finance and energy modeling. Extending the diffusion-based approach of Hamdouche,…

Mathematical Finance · Quantitative Finance 2026-02-24 Stefano De Marco , Huyên Pham , Davide Zanni

The general inverse kinematics (IK) problem of a manipulator, namely that of acquiring the self-motion manifold (SMM) of all admissible joint angles for a desired end-effector pose, plays a vital role in robotics modeling, planning and…

Robotics · Computer Science 2021-04-27 Yajue Yang , Yuanqing Wu , Jia Pan

The analysis of the time-frequency content of a signal is a classical problem in signal processing, with a broad number of applications in real life. Many different approaches have been developed over the decades, which provide alternative…

Numerical Analysis · Mathematics 2022-06-02 Antonio Cicone , Wing Suet Li , Haomin Zhou

Machine learning-based unfolding has enabled unbinned and high-dimensional differential cross section measurements. Two main approaches have emerged in this research area: one based on discriminative models and one based on generative…

High Energy Physics - Phenomenology · Physics 2026-03-27 Sascha Diefenbacher , Guan-Horng Liu , Vinicius Mikuni , Benjamin Nachman , Weili Nie

We present a novel feature matching algorithm that systematically utilizes the geometric properties of features such as position, scale, and orientation, in addition to the conventional descriptor vectors. In challenging scenes with the…

Computer Vision and Pattern Recognition · Computer Science 2017-01-23 Sehyung Lee , Jongwoo Lim , Il Hong Suh

Diffusion model-based inverse problem solvers have shown impressive performance, but are limited in speed, mostly as they require reverse diffusion sampling starting from noise. Several recent works have tried to alleviate this problem by…

Computer Vision and Pattern Recognition · Computer Science 2023-10-26 Hyungjin Chung , Jeongsol Kim , Jong Chul Ye

The Information Bottleneck (IB) method is an information theoretical framework to design a parsimonious and tunable feature-extraction mechanism, such that the extracted features are maximally relevant to a specific learning or inference…

Signal Processing · Electrical Eng. & Systems 2024-04-17 Francesco Binucci , Paolo Banelli , Paolo Di Lorenzo , Sergio Barbarossa

Diffusion models (DMs) have recently shown outstanding capabilities in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2024-11-08 Zihui Wu , Yu Sun , Yifan Chen , Bingliang Zhang , Yisong Yue , Katherine L. Bouman