相关论文: Bayesian inference for continuous time animal move…

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

A new Bayesian state and parameter learning algorithm for multiple target tracking (MTT) models with image observations is proposed. Specifically, a Markov chain Monte Carlo algorithm is designed to sample from the posterior distribution of…

Animal telemetry data are often analysed with discrete time movement models assuming rotation in the movement. These models are defined with equidistant distant time steps. However, telemetry data from marine animals are observed…

1. Understanding the mechanisms underlying biological systems, and ultimately, predicting their behaviours in a changing environment requires overcoming the gap between mathematical models and experimental or observational data.…

Bayesian computational algorithms tend to scale poorly as data size increases. This has motivated divide-and-conquer-based approaches for scalable inference. These divide the data into subsets, perform inference for each subset in parallel,…

In tracking multiple objects, it is often assumed that each observation (measurement) is originated from one and only one object. However, we may encounter a situation that each measurement may or may not be associated with multiple objects…

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

We describe an approach for identifying groups of dynamically similar locations in spatial time-series data based on a simple Markov transition model. We give maximum-likelihood, empirical Bayes, and fully Bayesian formulations of the…

Statistical modeling of animal movement is of critical importance. The continuous trajectory of an animal's movements is only observed at discrete, often irregularly spaced time points. Most existing models cannot handle the unequal…

1. The utilisation distribution describes the relative probability of use of a spatial unit by an animal. It is natural to think of it as the long-term consequence of the animal's short-term movement decisions: it is the accumulation of…

Characterizing the movement patterns of animals is crucial to improve our understanding of their behavior and thus develop adequate conservation strategies. Such investigations, which could not have been implemented in practice only a few…

1. Spatial memory plays a role in the way animals perceive their environments, resulting in memory-informed movement patterns that are observable to ecologists. Developing mathematical techniques to understand how animals use memory in…

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

The use of accelerometers in wildlife tracking provides a fine-scale data source for understanding animal behavior and decision-making. Current methods in movement ecology focus on behavior as a driver of movement mechanisms. Our Markov…

Circular time series has received relatively little attention in statistics and modeling complex circular time series using the state space approach is non-existent in the literature. In this article we introduce a flexible Bayesian…

In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden process and then to design Markov chain Monte Carlo (MCMC)…

This paper proposes a methodology to estimate uncertainty in automated vehicle (AV) dynamics in real time via Bayesian inference. Based on the estimated uncertainty, the method aims to continuously monitor the car-following (CF) performance…

We develop a new Bayesian modelling framework for the class of higher-order, variable-memory Markov chains, and introduce an associated collection of methodological tools for exact inference with discrete time series. We show that a version…

This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…

The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in competition. In Bayesian inference, first and foremost, MCMC…