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We show the application of an optimal transportation approach to estimate stochastic volatility process by using the flow that optimally transports the set of particles from the prior to a posterior distribution. We also show how to direct…

数值分析 · 数学 2017-09-06 Raphael Douady , Shohruh Miryusupov

Predicting how distributions over discrete variables vary over time is a common task in time series forecasting. But whereas most approaches focus on merely predicting the distribution at subsequent time steps, a crucial piece of…

机器学习 · 计算机科学 2023-03-15 Mukul Bhutani , J. Zico Kolter

Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

计算机视觉与模式识别 · 计算机科学 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch

The systems monitoring the location of public transport vehicles rely on wireless transmission. The location readings from GPS-based devices are received with some latency caused by periodical data transmission and temporal problems…

网络与互联网体系结构 · 计算机科学 2018-02-28 Maciej Grzenda , Karolina Kwasiborska , Tomasz Zaremba

Traffic flow prediction is an important part of smart transportation. The goal is to predict future traffic conditions based on historical data recorded by sensors and the traffic network. As the city continues to build, parts of the…

机器学习 · 统计学 2022-12-27 Yanan Xiao , Minyu Liu , Zichen Zhang , Lu Jiang , Minghao Yin , Jianan Wang

Educational policymakers often lack data on student outcomes where standardized tests were not administered. Machine learning can predict unobserved outcomes in target populations using source population data. However, covariate…

The deployment of modern network applications is increasing the network size and traffic volumes at an unprecedented pace. Storing network-related information (e.g., traffic traces) is key to enable efficient network management. However,…

网络与互联网体系结构 · 计算机科学 2023-01-24 Paul Almasan , Krzysztof Rusek , Shihan Xiao , Xiang Shi , Xiangle Cheng , Albert Cabellos-Aparicio , Pere Barlet-Ros

This article introduces Transformer Quantile Regression Neural Networks (TQRNNs), a novel data-driven solution for real-time machine failure prediction in manufacturing contexts. Our objective is to develop an advanced predictive…

信号处理 · 电气工程与系统科学 2024-11-25 David J Poland , Lemuel Puglisi , Daniele Ravi

The availability of historical data related to electricity day-ahead prices and to the underlying price formation process is limited. In addition, the electricity market in Europe is facing a rapid transformation, which limits the…

应用统计 · 统计学 2023-06-27 Raffaele Sgarlato

Statistical traffic data analysis is a hot topic in traffic management and control. In this field, current research progresses focus on analyzing traffic flows of individual links or local regions in a transportation network. Less attention…

计算工程、金融与科学 · 计算机科学 2012-12-24 Yufei Han , Fabien Moutarde

Stationarity transformations are standard preprocessing in time series forecasting, yet their actual impact on accuracy across different non-stationarity types and model families has received little controlled evaluation. We construct…

统计方法学 · 统计学 2026-05-19 Bhanu Suraj Malla , Yuqing Hu

The signature transform is a 'universal nonlinearity' on the space of continuous vector-valued paths, and has received attention for use in machine learning on time series. However, real-world temporal data is typically observed at discrete…

机器学习 · 计算机科学 2020-06-09 Michael Moor , Max Horn , Christian Bock , Karsten Borgwardt , Bastian Rieck

Motion prediction is crucial for autonomous driving systems to understand complex driving scenarios and make informed decisions. However, this task is challenging due to the diverse behaviors of traffic participants and complex…

计算机视觉与模式识别 · 计算机科学 2024-03-12 Shaoshuai Shi , Li Jiang , Dengxin Dai , Bernt Schiele

We investigate the use of path signatures in a machine learning context for hedging exotic derivatives under non-Markovian stochastic volatility models. In a deep learning setting, we use signatures as features in feedforward neural…

机器学习 · 统计学 2025-08-12 Eduardo Abi Jaber , Louis-Amand Gérard

This paper tackles critical challenges in traffic sign recognition (TSR), which is essential for road safety -- specifically, class imbalance and instance scarcity in datasets. We introduce tailored data augmentation techniques, including…

计算机视觉与模式识别 · 计算机科学 2024-06-07 Ulan Alsiyeu , Zhasdauren Duisebekov

The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…

机器学习 · 计算机科学 2025-06-17 Zahra Shahrooei , Ali Baheri

Electrification of transport compounded with climate change will transform hourly load profiles and their response to weather. Power system operators and EV charging stakeholders require such high-resolution load profiles for their planning…

系统与控制 · 电气工程与系统科学 2024-03-08 Samrat Acharya , Malini Ghosal , Travis Thurber , Casey D. Burleyson , Yang Ou , Allison Campbell , Gokul Iyer , Nathalie Voisin , Jason Fuller

Forecasting load in power transmission networks is essential across various hierarchical levels, from the system level down to individual points of delivery (PoD). While intuitive and locally accurate, traditional local forecasting models…

机器学习 · 计算机科学 2025-07-17 Amirhossein Ahmadi , Hamidreza Zareipour , Henry Leung

Autonomous trucks are expected to fundamentally transform the freight transportation industry, and the technology is advancing rapidly. According to some of the major players, the Autonomous Transfer Hub Network (ATHN) business model is the…

最优化与控制 · 数学 2021-10-26 Kevin Dalmeijer , Pascal Van Hentenryck

We introduce a new method for predicting the formation of links in real-world networks, which we refer to as the method of effective transitions. This method relies on the theory of isospectral matrix reductions to compute the probability…

社会与信息网络 · 计算机科学 2019-09-04 Bryn Balls-Barker , Benjamin Webb