Related papers: Dynamics on Lie groups with applications to attitu…
Classical discriminant analysis assumes identically distributed training data, yet in many applications observations are collected over time and the class-conditional distributions drift. This population drift renders stationary classifiers…
Bayesian model selection, with precedents in George and McCulloch (1993) and Abramovich et al. (1998), support credibility measures that relate model uncertainty, but computation can be costly when sparse priors are approximate. We design…
This work proposes a nonlinear stochastic filter evolved on the Special Orthogonal Group SO(3) as a solution to the attitude filtering problem. One of the most common potential functions for nonlinear deterministic attitude observers is…
We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classical problem setting in which the variance of noise is…
Large-eddy simulations (LES) are widely-used for computing high Reynolds number turbulent flows. Spatial filtering theory for LES is not without its shortcomings, including how to define filtering for wall-bounded flows, commutation errors…
We consider panel data models where coefficients change smoothly over time and follow a latent group structure, being homogeneous within but heterogeneous across groups. To jointly estimate the group membership and group-specific…
Legged robots require knowledge of pose and velocity in order to maintain stability and execute walking paths. Current solutions either rely on vision data, which is susceptible to environmental and lighting conditions, or fusion of…
Transformers, which are state-of-the-art in most machine learning tasks, represent the data as sequences of vectors called tokens. This representation is then exploited by the attention function, which learns dependencies between tokens and…
In this paper we consider the behavior of Kalman Filter state estimates in the case of distribution with heavy tails .The simulated linear state space models with Gaussian measurement noises were used. Gaussian noises in state equation are…
The article considers smooth optimization of functions on Lie groups. By generalizing NAG variational principle in vector space (Wibisono et al., 2016) to Lie groups, continuous Lie-NAG dynamics which are guaranteed to converge to local…
Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density function (PDF) from a chosen family that is in some sense…
Dynamic structural equation models (DSEMs) combine time-series modeling of within-person processes with hierarchical modeling of between-person differences and differences between timepoints, and have become very popular for the analysis of…
Using Bayesian decision theory, we modify the perfect-information, differential game-based guidance law (DGL1) to address the inevitable estimation error occurring when driving this guidance law with a separately-designed state estimator.…
This paper focuses on designing a consistent and efficient filter for map-based visual-inertial localization. First, we propose a new Lie group with its algebra, based on which a novel invariant extended Kalman filter (invariant EKF) is…
Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…
This paper concerns the estimation problem of attitude, position, and linear velocity of a rigid-body autonomously navigating with six degrees of freedom (6 DoF). The navigation dynamics are highly nonlinear and are modeled on the matrix…
Diffusion or score-based models recently showed high performance in image generation. They rely on a forward and a backward stochastic differential equations (SDE). The sampling of a data distribution is achieved by numerically solving the…
Modelling extreme events and heavy-tailed phenomena is central to building reliable predictive systems in domains such as finance, climate science, and safety-critical AI. While L\'evy processes provide a natural mathematical framework for…
A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic…
We propose a gate-based quantum algorithm for the prediction step of Bayesian state estimation based on the Fokker-Planck equation on a discretized position-velocity state space. The probability density is encoded in the amplitudes of a…