相关论文: Stochastic Nonparametric Estimation of the Density…

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent interest. These filters provide approximate solutions to…

Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…

This paper introduces assignment flows for density matrices as state spaces for representing and analyzing data associated with vertices of an underlying weighted graph. Determining an assignment flow by geometric integration of the…

We propose a precise and efficient normal estimation method that can deal with noise and nonuniform density for unstructured 3D point clouds. Unlike existing approaches that directly take patches and ignore the local neighborhood…

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…

We extend our recently introduced stochastic nonlocal traffic flow model to more general random perturbations, including Markovian noise derived from a discretized Jacobi-type stochastic differential equation. Invoking a deterministic…

We tackle the problem of high-dimensional nonparametric density estimation by taking the class of log-concave densities on $\mathbb{R}^p$ and incorporating within it symmetry assumptions, which facilitate scalable estimation algorithms and…

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

We propose a quantitative approach for calibrating and validating key features of traffic instabilities based on speed time series obtained from aggregated data of a series of neighboring stationary detectors. We apply the proposed criteria…

Nonparametric density estimation is an unsupervised learning problem. In this work we propose a two-step procedure that casts the density estimation problem in the first step into a supervised regression problem. The advantage is that we…

Modeling stochastic dynamics from discrete observations is a key interdisciplinary challenge. Existing methods often fail to estimate the continuous evolution of probability densities from trajectories or face the curse of dimensionality.…

Important information concerning a multivariate data set, such as clusters and modal regions, is contained in the derivatives of the probability density function. Despite this importance, nonparametric estimation of higher order derivatives…

We introduce a class of stochastic advection problems amenable to analysis of turbulent transport. The statistics of the flow field are represented as a continuous time Markov process, a choice that captures the intuitive notion of…

The fundamental diagram (FD), also known as the flow--density relation, is one of the most fundamental concepts in the traffic flow theory. It describes the relation between equilibrated flow, density, and speed in traffic flow.…

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Safety-critical applications such as autonomous vehicles and social robots require fast computation and accurate probability density estimation on trajectory prediction. To address both requirements, this paper presents a new normalizing…

In this paper a spatial homogeneous vehicular traffic flow model based on a stochastic master equation of Boltzmann type in the acceleration variable is solved numerically for a special driver interaction model. The solution is done by a…

In this paper we present a non-local numerical scheme based on the Local Discontinuous Galerkin method for a non-local diffusive partial differential equation with application to traffic flow. In this model, the velocity is determined by…