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2002

Kim, Surrey, Kouritzin, Michael, Ballantyne, David

Particle-based nonlinear filters have proven to be effective and versatile methods for computing approximations to difficult filtering problems. We introduce a novel hybrid particle method, thought to possess an excellent compromise between the unadaptive nature of the weighted particle methods...

2001

Chan, Hubert, Kouritzin, Michael

Filtering is a method of estimating the conditional probability distribution of a signal based upon a noisy, partial, corrupted sequence of observations of the signal. Particle filters are a method of filtering in which the conditional distribution of the signal state is approximated by the...

2003

Kouritzin, Michael, Ma, Xinjian, Long, Hongwei, Sun, Wei

Nonlinear filtering is an important and effective tool for handling estimation of signals when observations are incomplete, distorted, and corrupted. Quite often in real world applications, the signals to be estimated contain unknown parameters which need to be determined. Herein, we develop and...

2005

Kouritzin, Michael, Kim, H., Hu, Y., Ballantyne, D.

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...

2004

Kouritzin, Michael, Kim, Surrey, Sun, Wei, Kim, Hyukjoon

In this note, we consider the problem of detecting network portscans through the use of anomaly detection. First, we introduce some static tests for analyzing traffic rates. Then, we make use of two dynamic chi-square tests to detect anomalous packets. Further, we model network traffic as a...

2008

Kouritzin, Michael, Long, H.

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...

2015

Kouritzin, Michael A., Newton, Fraser, Wu, Biao

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...

2016-06-13

Vlastimil Kˇrivan, Mark Lewis, Barbara J. Bentz, Sharon Bewick, Suzanne M. Lenhart, Andrew Liebhold

Tree-killing bark beetles are major disturbance agents affecting coniferous forest ecosystems. The role of environmental conditions on driving beetle outbreaks is becoming increasingly important as global climatic change alters environmental factors, such as drought stress, that, in turn, govern...

2020-01-01

S. M. Fischer, M. Beck, L.-M. Herborg, M. A. Lewis

Human traffic along roads can be a major vector for infectious diseases and invasive species. Though most road traffic is local, a small number of long-distance trips can suffice to move an invasion or disease front forward. Therefore, understanding how many agents travel over long distances and...

2020-07-31

Dean Koch, Subhash Lele, Mark A. Lewis

When working with contemporary spatial ecological datasets, statistical modellers are often confronted by two major challenges: (I) the need for covariance models with the flexibility to accomodate directional patterns of anisotropy; and (II) the computational effort demanded by high-dimensional...