相关论文: Spatio-temporal Inversion using the Selection Kalm…

In audio signal processing, probabilistic time-frequency models have many benefits over their non-probabilistic counterparts. They adapt to the incoming signal, quantify uncertainty, and measure correlation between the signal's amplitude…

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Multi-modal test-time adaptation (TTA) enhances the resilience of benchmark multi-modal models against distribution shifts by leveraging the unlabeled target data during inference. Despite the documented success, the advancement of…

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Very large spatio-temporal lattice data are becoming increasingly common across a variety of disciplines. However, estimating interdependence across space and time in large areal datasets remains challenging, as existing approaches are…

We consider the problem of learning time-varying functions in a distributed fashion, where agents collect local information to collaboratively achieve a shared estimate. This task is particularly relevant in control applications, whenever…

Spatio-temporal systems exhibiting multi-scale behaviour are common in applications ranging from cyber-physical systems to systems biology, yet they present formidable challenges for computational modelling and analysis. Here we consider a…

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Converting neutron scattering data to real-space time-dependent structures can only be achieved through suitable models, which is particularly challenging for geometrically disordered structures. We address this problem by introducing…

Discrete time spatial time series data arise routinely in meteorological and environmental studies. Inference and prediction associated with them are mostly carried out using any of the several variants of the linear state space model that…

This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…

This paper presents a data-driven model for Linear Time-Invariant (LTI) stochastic systems by sampling from the conditional probability distribution of future outputs given past input-outputs and future inputs. It operates in a fully…

Atmospheric trace-gas inversion is the procedure by which the sources and sinks of a trace gas are identified from observations of its mole fraction at isolated locations in space and time. This is inherently a spatio-temporal bivariate…

This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…

Forecasting driving behavior or other sensor measurements is an essential component of autonomous driving systems. Often real-world multivariate time series data is hard to model because the underlying dynamics are nonlinear and the…

We present a novel Kalman filter for spatiotemporal systems called the numerical Gaussian process Kalman filter (GPKF). Numerical Gaussian processes have recently been introduced as a physics informed machine learning method for simulating…

This paper introduces a linear state-space model with time-varying dynamics. The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices. The time dependency of the weights…

Spatiotemporal imaging has applications in e.g. cardiac diagnostics, surgical guidance, and radiotherapy monitoring, In this paper, we explain the temporal motion by identifying the underlying dynamics, only based on the sequential images.…

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's…