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We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional distribution from the joint distribution of parameters and…

Methodology · Statistics 2023-08-29 Paul-Baptiste Rubio , Youssef Marzouk , Matthew Parno

In Part I of this two-part series, the reverse perturbation method for shearing simple liquids [Phys. Rev. E 59, 4894 (1999)] was extended to systems of interacting particles with time-discrete stochastic dynamics. For verification, in this…

Soft Condensed Matter · Physics 2019-10-16 Arash Nikoubashman , Thomas Ihle

We consider the mixing behaviour of the solutions of the continuity equation associated with a divergence-free velocity field. In this announcement we sketch two explicit examples of exponential decay of the mixing scale of the solution, in…

Analysis of PDEs · Mathematics 2014-09-22 Giovanni Alberti , Gianluca Crippa , Anna L. Mazzucato

We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertain problem parameters by reshaping a prescribed reference…

Optimization and Control · Mathematics 2025-10-16 Soroosh Shafiee , Liviu Aolaritei , Florian Dörfler , Daniel Kuhn

We present a new approach to convergence rate results for variational regularization. Avoiding Bregman distances and using image space approximation rates as source conditions we prove a nearly minimax theorem showing that the modulus of…

Numerical Analysis · Mathematics 2021-07-07 Philip Miller

Uncertainty is an essential consideration for time series forecasting tasks. In this work, we specifically focus on quantifying the uncertainty of traffic forecasting. To achieve this, we develop Deep Spatio-Temporal Uncertainty…

Machine Learning · Computer Science 2022-08-12 Weizhu Qian , Dalin Zhang , Yan Zhao , Kai Zheng , James J. Q. Yu

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

Optimization and Control · Mathematics 2023-06-22 Stephan Eckstein , Marcel Nutz

Within finite element models of fluids, vector-valued fields such as velocity or momentum variables are commonly discretised using the Raviart-Thomas elements. However, when using the lowest-order quadrilateral Raviart-Thomas elements,…

Numerical Analysis · Mathematics 2022-12-28 Thomas M Bendall , Golo A Wimmer

Accurately forecasting bus travel time and passenger occupancy with uncertainty is essential for both travelers and transit agencies/operators. However, existing approaches to forecasting bus travel time and passenger occupancy mainly rely…

Applications · Statistics 2024-12-12 Xiaoxu Chen , Zhanhong Cheng , Alexandra M. Schmidt , Lijun Sun

We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…

Probability · Mathematics 2013-10-04 Xiaolu Tan , Nizar Touzi

In this work, we propose an optimization-based trajectory planner for tractor-trailer vehicles on curvy roads. The lack of analytical expression for the trailer's errors to the center line pose a great challenge to the trajectory planning…

Robotics · Computer Science 2025-05-27 Zehao Wang , Han Zhang , Jingchuan Wang , Weidong Chen

In this work we propose a batch version of the Greenkhorn algorithm for multimarginal regularized optimal transport problems. Our framework is general enough to cover, as particular cases, some existing algorithms like Sinkhorn and…

Machine Learning · Statistics 2021-12-07 Vladimir Kostic , Saverio Salzo , Massimilano Pontil

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…

Statistics Theory · Mathematics 2014-03-12 Dave Zachariah , Nafiseh Shariati , Mats Bengtsson , Magnus Jansson , Saikat Chatterjee

We consider a non-parametric Bayesian model for conditional densities. The model is a finite mixture of normal distributions with covariate dependent multinomial logit mixing probabilities. A prior for the number of mixture components is…

Statistics Theory · Mathematics 2016-01-21 Andriy Norets , Debdeep Pati

The horseshoe prior, defined as a half Cauchy scale mixture of normal, provides a state of the art approach to Bayesian sparse signal recovery. We provide a new representation of the horseshoe density as a scale mixture of the Laplace…

Methodology · Statistics 2023-01-04 Ksheera Sagar , Anindya Bhadra

Transport phenomena are studied for a binary (AB) alloy on a rigid square lattice with nearest-neighbor attraction between unlike particles, assuming a small concentration $c_v$ of vacancies $V$ being present, to which $A(B)$ particles can…

Statistical Mechanics · Physics 2007-05-23 A. De Virgiliis , K. Binder

Inspired by patterns observed in mixtures of microtubules and molecular motors, we propose continuum equations for the evolution of motor density, and microtubule orientation. The chief ingredients are the transport of motors along tubules,…

Statistical Mechanics · Physics 2019-05-15 Ha Youn Lee , Mehran Kardar

Systematically simulating specular light transport requires an exhaustive search for primitive tuples containing admissible paths. Given the extreme inefficiency of enumerating all combinations, we propose to significantly reduce the search…

Graphics · Computer Science 2025-04-29 Zhimin Fan , Chen Wang , Yiming Wang , Boxuan Li , Yuxuan Guo , Ling-Qi Yan , Yanwen Guo , Jie Guo

The existing methods for trajectory prediction are difficult to describe trajectory of moving objects in complex and uncertain environment accurately. In order to solve this problem, this paper proposes an adaptive trajectory prediction…

Robotics · Computer Science 2022-12-14 Hu Jin

We consider the problem of enumeration of planar maps and revisit its one-matrix model solution in the light of recent combinatorial techniques involving conjugated trees. We adapt and generalize these techniques so as to give an…

Statistical Mechanics · Physics 2007-05-23 J. Bouttier , P. Di Francesco , E. Guitter