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• Resampled Branching Particle Filters

2015-04-20

A large class of discrete-time branching particle ﬁlters with Bayesian model selection ca-pabilities and eﬀective resampling is introduced in algorithmic form, shown empirically to outperform the popular bootstrap algorithm and analyzed mathematically. The particles interact weakly in the...

• Invariance Principles for Parabolic Equations with Random Coefficients

1997

A general Hilbert-space-based stochastic averaging theory is brought forth herein for arbitrary-order parabolic equations with (possibly long range dependent) random coefficients. We use regularity conditions onView the MathML sourcewhich are slightly stronger than those required to prove...

• Quick Simulation Random Field Properties

2015

A real-time algorithm to produce correlated random fields on general undirected graphs has been used in CAPTCHA generation and optical character recognition. This algorithm can not simulate all possible joint graph distributions but does match all marginal vertex distributions as well as...

• On extending classical filtering equations.

2008

In this paper, we give a direct derivation of the Duncan–Mortensen–Zakai filtering equation, without assuming right continuity of the signal, nor its filtration, and without the usual finite energy condition. As a consequence, the Fujisaki–Kallianpur–Kunita equation is also derived. Our results...

• Averaging for Fundamental Solutions of Parabolic Equations.

1997

Herein, an averaging theory for the solutions to Cauchy initial value problems of arbitrary order,ε-dependent parabolic partial differential equations is developed. Indeed, by directly developing bounds between the derivatives of the fundamental solution to such an equation and derivatives of the...

• A Strong Law of Large Numbers for Super-stable Processes.

2014

Let ℓ be Lebesgue measure and X=(Xt,t≥0;Pμ) be a supercritical, super-stable process corresponding to the operator −(−Δ)α/2u+βu−ηu2 on Rd with constants β,η>0 and α∈(0,2]. Put View the MathML source, which for each smallθ is an a.s. convergent complex-valued martingale with limit View the MathML...

• On Detecting Fake Coin Flip Sequences

2008

Classification of data as true or fabricated has applications in fraud detection and verification of data samples. In this paper, we apply nonlinear filtering to a simplified fraud-detection problem: classifying coin flip sequences as either real or faked. On the way, we propose a method for...

• On sonobuoy placement for submarine tracking.

2005

This paper addresses the problem of detecting and tracking an unknown number of submarines in a body of water using a known number of moving sonobuoys. Indeed, we suppose there are N submarines collectively maneuvering as a weakly interacting stochastic dynamical system, where N is a random...

• Artificial learning approaches for multi-target tracking.

2004

A hybrid weighted/interacting particle filter, the selectively resampling particle (SERP) filter, is used to detect and track an unknown number of independent targets on a one-dimensional \"racetrack\" domain. The targets evolve in a nonlinear manner. The observations model a sensor positioned...

• Evaluation of machine learning methods for predicting eradication of aquatic invasive species

2018-03-27

In the work, we evaluate the performance of machine learning approaches for predicting successful eradication of aquatic invasive species (AIS) and assess the extent to which eradication of an invasive species depends on the certain specified ecological features of the target ecosystem...

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