相关论文: Multi-resolution filters for massive spatio-tempor…

We present a general nonlinear Bayesian filter for high-dimensional state estimation using the theory of reproducing kernel Hilbert space (RKHS). Applying kernel method and the representer theorem to perform linear quadratic estimation in a…

Because physical phenomena on Earth's surface occur on many different length scales, it makes sense when seeking an efficient approximation to start with a crude global approximation, and then make a sequence of corrections on finer and…

In this paper, we address the problem of predicting complex, nonlinear spatiotemporal dynamics when available data is recorded at irregularly-spaced sparse spatial locations. Most of the existing deep learning models for modeling…

We consider learning a sparse pairwise Markov Random Field (MRF) with continuous-valued variables from i.i.d samples. We adapt the algorithm of Vuffray et al. (2019) to this setting and provide finite-sample analysis revealing sample…

Gaussian Markov random fields (GMRFs) are extensively used in statistics to model area-based data and usually depend on several parameters in order to capture complex spatial correlations. In this context, it is important to determine the…

This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…

Multivariate analysis of fMRI data has benefited substantially from advances in machine learning. Most recently, a range of probabilistic latent variable models applied to fMRI data have been successful in a variety of tasks, including…

Camera pipelines receive raw Bayer-format frames that need to be denoised, demosaiced, and often super-resolved. Multiple frames are captured to utilize natural hand tremors and enhance resolution. Multi-frame super-resolution is therefore…

Recently, global pulsar timing arrays have released results from searching for a nano-Hertz gravitational wave background signal. Although there has not been any definite evidence of the presence of such a signal in residuals of pulsar…

This article presents the Labeled Random Finite Set (LRFS) framework for multi-object systems-systems in which the number of objects and their states are unknown and vary randomly with time. In particular, we focus on state and trajectory…

We consider the filtering of continuous-time finite-state hidden Markov models, where the rate and observation matrices depend on unknown time-dependent parameters, for which no prior or stochastic model is available. We quantify and…

This paper proposes a spatiotemporal (ST) fusion framework robust against diverse noise for satellite images, named Temporally-Similar Structure-Aware ST fusion (TSSTF). ST fusion is a promising approach to address the trade-off between the…

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

FastSLAM is a framework for simultaneous localization using a Rao-Blackwellized particle filter. In FastSLAM, particle filter is used for the mobile robot pose (position and orientation) estimation, and an Extended Kalman Filter (EKF) is…

We present optimality results for robust Kalman filtering where robustness is understood in a distributional sense, i.e.; we enlarge the distribution assumptions made in the ideal model by suitable neighborhoods. This allows for outliers…

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

Semiparametric forecasting and filtering are introduced as a method of addressing model errors arising from unresolved physical phenomena. While traditional parametric models are able to learn high-dimensional systems from small data sets,…

The fusion of camera sensor and inertial data is a leading method for ego-motion tracking in autonomous and smart devices. State estimation techniques that rely on non-linear filtering are a strong paradigm for solving the associated…

Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class of Localized Particle Filters (LPFs) that exploit spatial…

In this work we study the non-parametric reconstruction of spatio-temporal dynamical Gaussian processes (GPs) via GP regression from sparse and noisy data. GPs have been mainly applied to spatial regression where they represent one of the…