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In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…

Methodology · Statistics 2020-06-26 David T. Frazier

In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…

Statistics Theory · Mathematics 2020-05-04 Sucharita Roy , Sourabh Bhattacharya

To control how a robot moves, motion planning algorithms must compute paths in high-dimensional state spaces while accounting for physical constraints related to motors and joints, generating smooth and stable motions, avoiding obstacles,…

The essential of navigation, perception, and decision-making which are basic tasks for intelligent robots, is to estimate necessary system states. Among them, navigation is fundamental for other upper applications, providing precise…

Robotics · Computer Science 2024-01-12 Feng Zhu , Zhuo Xu , Xveqing Zhang , Yuantai Zhang , Weijie Chen , Xiaohong Zhang

We implement Bayesian model selection and parameter estimation for the case of fractional Brownian motion with measurement noise and a constant drift. The approach is tested on artificial trajectories and shown to make estimates that match…

Data Analysis, Statistics and Probability · Physics 2018-04-05 Jens Krog , Lars H. Jacobsen , Frederik W. Lund , Daniel Wüstner , Michael A. Lomholt

Accurate estimation of the position of network nodes is essential, e.g., in localization, geographic routing, and vehicular networks. Unfortunately, typical positioning techniques based on ranging or on velocity and angular measurements are…

Information Theory · Computer Science 2016-11-17 Alessio De Angelis , Carlo Fischione

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

An algorithm for the estimation of multiple targets from partial and corrupted observations is introduced based on the concept of partially-distinguishable multi-target system. It combines the advantages of engineering solutions like MHT…

Probability · Mathematics 2017-12-05 J. Houssineau , D. E. Clark

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…

Applications · Statistics 2021-05-19 Matti Raitoharju , Henri Nurminen , Demet Cilden-Guler , Simo Särkkä

In this work, we consider a sensor selection drawn at random by a sampling with replacement policy for a linear time-invariant dynamical system subject to process and measurement noise. We employ the Kalman filter to estimate the state of…

Systems and Control · Electrical Eng. & Systems 2023-03-15 Christopher I. Calle , Shaunak D. Bopardikar

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

Visual object tracking is an important computer vision problem with numerous real-world applications including human-computer interaction, autonomous vehicles, robotics, motion-based recognition, video indexing, surveillance and security.…

Computer Vision and Pattern Recognition · Computer Science 2018-02-15 Mustansar Fiaz , Arif Mahmood , Soon Ki Jung

Extended object tracking considers the simultaneous estimation of the kinematic state and the shape parameters of a moving object based on a varying number of noisy detections. A main challenge in extended object tracking is the…

Systems and Control · Computer Science 2019-09-05 Shishan Yang , Marcus Baum

As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for inference in empirical models with large information sets. This…

Computation · Statistics 2020-04-27 Dimitris Korobilis , Davide Pettenuzzo

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Christopher I. Calle , Shaunak D. Bopardikar

Marginalization techniques are presented for the Bayesian filtering problem under the assumption of Gaussian priors and posteriors and a set of sequentially more constraining state space model assumptions. The techniques provide the…

Statistics Theory · Mathematics 2016-07-12 John-Olof Nilsson

Control of systems of automated guided vehicles involves action planning at many levels. For efficient control of these systems, accurate estimation of cost parameters (speed, energy, task completion performance, \textit{et~cetera} is…

Robotics · Computer Science 2018-08-24 Pragna Das , Lluís Ribas Xirgo

Real-world autonomous systems operate under uncertainty about both their pose and dynamics. Autonomous control systems must simultaneously perform estimation and control tasks to maintain robustness to changing dynamics or modeling errors.…

Systems and Control · Computer Science 2018-08-03 Patrick Slade , Zachary N. Sunberg , Mykel J. Kochenderfer

We develop a fully Bayesian, logistic tracking algorithm with the purpose of providing classification results that are unbiased when applied uniformly to individuals with differing sensitive variable values. Here, we consider bias in the…

Applications · Statistics 2020-12-02 Martin B. Short , George O. Mohler

Active perception systems maximizing information gain to support both monitoring and decision making have seen considerable application in recent work. In this paper, we propose and demonstrate a method of acquiring and extrapolating…

Robotics · Computer Science 2020-05-04 Martin A. Sehr , Wei Xi Xia , Prithvi Akella , Juan Aparicio Ojea , Eugen Solowjow