The increasing availability of sensing techniques provides a great opportunity for engineers to design state estimation methods, which are optimal for the system under observation and the observed noise patterns. However, these patterns often do not fulfil ...
Outliers in discrete choice response data may result from misclassification and misreporting of the response variable and from choice behaviour that is inconsistent with modelling assumptions (e.g. random utility maximisation). In the presence of outliers, ...
We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...
We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of Rd. Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...
We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...
We address the problem of segmenting anomalies and unusual obstacles in road scenes for the purpose of self-driving safety.
The objects in question are not present in the common training sets as it is not feasible to collect and annotate examples for every ...
In this paper we propose a Monte Carlo maximum likelihood estimation strategy for discretely observed Wright–Fisher diffusions. Our approach provides an unbiased estimator of the likelihood function and is based on exact simulation techniques that are of s ...
Many research questions concern treatment effects on outcomes that can recur several times in the same individual. For example, medical researchers are interested in treatment effects on hospitalizations in heart failure patients and sports injuries in ath ...
Visual perception is indispensable for many real-world applications. However, perception models deployed in the real world will encounter numerous and unpredictable distribution shifts, for example, changes in geographic locations, motion blur, and adverse ...
Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and imperfect observations ...
This work presents a new computational optimization framework for the robust control of parks of Wave Energy Converters (WEC) in irregular waves. The power of WEC parks is maximized with respect to the individual control damping and stiffness coefficients ...