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We study the problem of estimating the source of a network cascade. The cascade starts from a single vertex at time 0 and spreads over time, but only a noisy version of the propagation is observable. The goal is then to design a stopping…

统计理论 · 数学 2020-10-23 Anirudh Sridhar , H. Vincent Poor

The typical central limit theorems in high-frequency asymptotics for semimartingales are results on stable convergence to a mixed normal limit with an unknown conditional variance. Estimating this conditional variance usually is a hard…

概率论 · 数学 2020-03-25 Mathias Vetter

The aim of this paper is to study the convergence of the primal-dual dynamics pertaining to Support Vector Machines (SVM). The optimization routine, used for determining an SVM for classification, is first formulated as a dynamical system.…

系统与控制 · 计算机科学 2018-05-03 Krishna Chaitanya Kosaraju , Shravan Mohan , Ramkrishna Pasumarthy

Accurate velocity estimation is critical in mobile robotics, particularly for driver assistance systems and autonomous driving. Wheel odometry fused with Inertial Measurement Unit (IMU) data is a widely used method for velocity estimation;…

机器人学 · 计算机科学 2025-05-19 Liam Boyle , Jonas Kühne , Nicolas Baumann , Niklas Bastuck , Michele Magno

We develop a new approach to robust adaptive beamforming in the presence of signal steering vector errors. Since the signal steering vector is known imprecisely, its presumed (prior) value is used to find a more accurate estimate of the…

信息论 · 计算机科学 2012-05-15 Arash Khabbazibasmenj , Sergiy A. Vorobyov , Aboulnasr Hassanien

We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust…

统计方法学 · 统计学 2022-07-04 Shouto Yonekura , Shonosuke Sugasawa

The vertical heated-pipe is widely used in thermal engineering applications, as buoyancy can help drive a flow, but several flow regimes are possible: shear-driven turbulence, laminarised flow, and convective turbulence. Steady velocity…

流体动力学 · 物理学 2025-09-24 Shijun Chu , Elena Marensi , Ashley P. Willis

We present a framework for adaptive-stepsize MCMC sampling based on time-rescaled Langevin dynamics, in which the stepsize variation is dynamically driven by an additional degree of freedom. Our approach augments the phase space by an…

统计计算 · 统计学 2025-05-27 Benedict Leimkuhler , René Lohmann , Peter Whalley

We investigated a cost-constrained static ergodic control problem of the variance of measure-valued affine processes and its application in streamflow management. The controlled system is a jump-driven mixed moving average process that…

最优化与控制 · 数学 2025-11-24 Hidekazu Yoshioka , Tomohiro Tanaka , Yumi Yoshioka , Ayumi Hashiguchi

Performance of optimization on quadratic problems sensitively depends on the low-lying part of the spectrum. For large (effectively infinite-dimensional) problems, this part of the spectrum can often be naturally represented or approximated…

最优化与控制 · 数学 2024-03-26 Maksim Velikanov , Dmitry Yarotsky

A new method for learning variational autoencoders (VAEs) is developed, based on Stein variational gradient descent. A key advantage of this approach is that one need not make parametric assumptions about the form of the encoder…

机器学习 · 计算机科学 2017-11-20 Yunchen Pu , Zhe Gan , Ricardo Henao , Chunyuan Li , Shaobo Han , Lawrence Carin

We investigate the wake dynamics of an optimally designed wavy cylinder that completely suppresses the K\'arm\'an vortex shedding. Such a wavy cylinder is forced to oscillate with a sinusoidal motion in the crossflow direction. Examination…

流体动力学 · 物理学 2019-09-13 Kai Zhang , Dai Zhou , Hiroshi Katsuchi , Hitoshi Yamada , Zhaolong Han , Yan Bao

We consider a general optimal control problem in the setting of gradient flows. Two approximations of the problem are presented, both relying on the variational reformulation of gradient-flow dynamics via the Weighted-Energy-Dissipation…

最优化与控制 · 数学 2024-03-25 Takeshi Fukao , Ulisse Stefanelli , Riccardo Voso

A novel method to estimate unsteady aerodynamic force coefficients from pointwise velocity measurements is presented. The methodology is based on a resolvent-based reduced-order model which requires the mean flow to obtain physical flow…

流体动力学 · 物理学 2016-09-21 F. Gómez , A. S. Sharma , H. M. Blackburn

The classical problem of the brachistochrone asks for the curve down which a body sliding from rest and accelerated by gravity will slip (without friction) from one point to another in least time. In undergraduate courses on classical…

经典物理 · 物理学 2008-10-06 Stephan Mertens , Sebastian Mingramm

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

We consider gradient descent with `momentum', a widely used method for loss function minimization in machine learning. This method is often used with `Nesterov acceleration', meaning that the gradient is evaluated not at the current…

机器学习 · 计算机科学 2020-01-20 Goran Nakerst , John Brennan , Masudul Haque

Event cameras open up new possibilities for robotic perception due to their low latency and high dynamic range. On the other hand, developing effective event-based vision algorithms that fully exploit the beneficial properties of event…

计算机视觉与模式识别 · 计算机科学 2022-03-03 Daqi Liu , Alvaro Parra , Yasir Latif , Bo Chen , Tat-Jun Chin , Ian Reid

Visual anemometry (VA) leverages observations of fluid-structure interactions to infer incident flow characteristics. Recent work has demonstrated the concept of VA using both data-driven and physical modelling approaches applied to natural…

流体动力学 · 物理学 2022-09-07 Roni H. Goldshmid , John O. Dabiri

Event cameras have recently gained significant traction since they open up new avenues for low-latency and low-power solutions to complex computer vision problems. To unlock these solutions, it is necessary to develop algorithms that can…

计算机视觉与模式识别 · 计算机科学 2023-09-28 Federico Paredes-Vallés , Kirk Y. W. Scheper , Christophe De Wagter , Guido C. H. E. de Croon