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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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23466992 · Jun 202019922001200920172026
48 results for GPS trajectory

GP-ND avoids obstacles in trajectory planning using Gaussian Process regression.

problem Avoiding obstacles in trajectory planning for real-world systems.
method GP-ND models negative data pairs using Gaussian distributions and maximizes their KL divergence from the GP to avoid them.
result GP-ND outperforms traditional GP learning in obstacle-aware trajectory planning.

cvHM framework speeds up GP inference for neural spike train analysis.

problem Scalability issue in approximate inference for latent GP models.
method cvHM framework using Hida-Matérn kernels and conjugate computation variational inference (CVI).
result Linear time inference for latent neural trajectories.

Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable problem. While approximation methods exist, they do not come with guarantees, mak…

2019-11-29abs ↗pdf ↗

Semi-supervised Generative Adversarial Networks (GANs) are developed in the context of travel mode inference with uni-dimensional smartphone trajectory data. We use data from a large-scale smartphone travel survey in Montreal, Canada. We convert GPS trajectories into fixed-sized segments with five channels (variables).…

2019-02-27abs ↗pdf ↗

A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tension parameter can be chosen a priori from physical reasoning. We also show how to allow for non-Gaussian noise and outliers which are typical…

2019-04-26abs ↗pdf ↗

A large GPS dataset reveals that a single route often covers 60% of travel observations.

problem Limited insights from small GPS datasets on route choice behavior.
method Evaluation of path generation algorithms including link penalty, link elimination, simulation, and via-node methods.
result Modified link penalty method achieves 97% coverage, significantly higher than previous studies.

Bayesian Neural ODEs improve vessel trajectory prediction with better uncertainty estimates.

problem Challenges in predicting vessel trajectories from irregular AIS data.
method Adopted a Gaussian process (GP) kernel-based prior on the vector field evaluated at measurement points, combined with probabilistic multiple shooting for long trajectories.
result Improved accuracy and uncertainty quantification in vessel trajectory predictions.

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error and underestimation of the prediction uncertainty, potentially leading to failur…

2019-12-23abs ↗pdf ↗

This work presents a methodology to design trajectory tracking feedback control laws, which embed non-parametric statistical models, such as Gaussian Processes (GPs). The aim is to minimize unmodeled dynamics such as undesired slippages. The proposed approach has the benefit of avoiding complex terramechanics analysis …

2018-10-08abs ↗pdf ↗

This work proposes a new feature for transportation mode classification using GPS trajectories.

problem Classifying transportation modes from GPS trajectories to optimize urban mobility.
method The Ordinal Pattern Transition Graph and its self-transition probability are used for classification.
result The proposed feature outperforms existing methods in transportation mode classification.

Predicting transportation modes from GPS (Global Positioning System) records is a hot topic in the trajectory mining domain. Each GPS record is called a trajectory point and a trajectory is a sequence of these points. Trajectory mining has applications including but not limited to transportation mode detection, tourism…

2018-07-28abs ↗pdf ↗

We present the first treatment of the arc length of the Gaussian Process (GP) with more than a single output dimension. GPs are commonly used for tasks such as trajectory modelling, where path length is a crucial quantity of interest. Previously, only paths in one dimension have been considered, with no theoretical con…

2017-03-23abs ↗pdf ↗

More than two thirds of mental health problems have their onset during childhood or adolescence. Identifying children at risk for mental illness later in life and predicting the type of illness is not easy. We set out to develop a platform to define subtypes of childhood social-emotional development using longitudinal,…

2016-12-04abs ↗pdf ↗

Predicts destinations and routes from partial trajectory data.

problem Predicting destinations and routes from partial trajectory data for applications like parking suggestions and ride-sharing.
method Three-step procedure: k-d tree-based space discretization, recurrent neural network for destination prediction, and route calculation.
result Best models predict destinations with a mean error of 1.3 km and 1.43 km.

We consider robust optimization problems, where the goal is to optimize an unknown objective function against the worst-case realization of an uncertain parameter. For this setting, we design a novel sample-efficient algorithm GP-MRO, which sequentially learns about the unknown objective from noisy point evaluations. G…

2020-02-28abs ↗pdf ↗

BALLAST optimizes Lagrangian observer placement for ocean vector fields.

problem Optimizing Lagrangian observer placement for time-dependent ocean vector fields.
method Bayesian active learning with look-ahead amendment for sea-drifter trajectories using a physics-informed spatio-temporal Gaussian process surrogate model.
result Noticeable benefits of BALLAST-aided observer placement strategies on synthetic and high-fidelity ocean models.

This paper presents a novel context-based approach for pedestrian motion prediction in crowded, urban intersections, with the additional flexibility of prediction in similar, but new, environments. Previously, Chen et. al. combined Markovian-based and clustering-based approaches to learn motion primitives in a grid-bas…

2018-06-25abs ↗pdf ↗

In this paper we propose a new method to predict the final destination of vehicle trips based on their initial partial trajectories. We first review how we obtained clustering of trajectories that describes user behaviour. Then, we explain how we model main traffic flow patterns by a mixture of 2d Gaussian distribution…

2016-05-10abs ↗pdf ↗

AdaScale-TuRBO improves high-dimensional Bayesian optimization by dynamically scaling the GP lengthscale.

problem Inappropriate lengthscale design in TuRBO's local GP model causes suboptimal performance in high dimensions.
method Proposes AdaScale-TuRBO, which scales the GP lengthscale with both problem dimension and trust region size.
result AdaScale-TuRBO robustly outperforms standard TuRBO and other methods on synthetic and real-world tasks.

We consider the problem of recovering an expert's reward function with inverse reinforcement learning (IRL) when there are missing/incomplete state-action pairs or observations in the demonstrated trajectories. This issue of missing trajectory data or information occurs in many situations, e.g., GPS signals from vehicl…

2019-11-16abs ↗pdf ↗

TraLFM models human mobility patterns from traffic trajectories.

problem Understanding human mobility patterns from traffic data.
method Latent factor modeling of sequential, personal, and temporal factors.
result TraLFM significantly outperforms state-of-the-art methods in latent factor analysis and next location prediction.

Generative model captures repetitive industrial processes with varying durations and dynamics.

problem Capturing repetitive industrial processes with varying durations and dynamics using Gaussian Processes.
method Posterior-weighted Gaussian Process with a novel kernel to decouple intra-repetition and inter-repetition variability.
result Generative model produces realistic synthetic trajectories from toy datasets.

Bayesian modelling of dynamic systems must achieve a compromise between providing a complete mechanistic specification of the process while retaining the flexibility to handle those situations in which data is sparse relative to model complexity, or a full specification is hard to motivate. Latent force models achieve …

2018-11-01abs ↗pdf ↗

Study uses vehicle trajectory data to predict traffic incidents on highways.

problem Early detection of traffic incidents to reduce secondary crashes.
method Machine learning algorithms (Logistic Regression, Random Forest, Extreme Gradient Boost, Artificial Neural Network) applied to vehicle trajectory data.
result Random Forest model performs best for incident prediction.

TOO optimizes stochastic epidemiological models by finding both parameter settings and random seeds.

problem Calibrating stochastic epidemiological models to match empirical observations.
method Gaussian process surrogates and Thompson sampling for optimization.
result Produces actual trajectories consistent with ground truth.

This study models target trajectories using stochastic processes for efficient tracking.

problem Efficiently modeling and predicting target trajectories in continuous time.
method Decomposes trajectory modeling into deterministic and stochastic components using Gaussian or Student's-tt processes.
result Demonstrates superior performance in tracking maneuvering targets compared to existing methods.

StrADiff separates sources from mixtures without labels, using structured priors.

problem Blind source separation of linear and nonlinear mixtures without labeled data.
method Structured Source-Wise Adaptive Diffusion Framework with Gaussian process priors.
result StrADiff can recover latent source trajectories in an unsupervised manner, especially stable in linear mixtures.

We consider the problem of learning to behave optimally in a Markov Decision Process when a reward function is not specified, but instead we have access to a set of demonstrators of varying performance. We assume the demonstrators are classified into one of k ranks, and use ideas from ordinal regression to find a rewar…

2019-07-31abs ↗pdf ↗

Gaussian Processes enhance financial forecasting by predicting mean-reverting time series with probability distributions.

problem Accurate long-term financial predictions with probability distributions.
method Functional and augmented data structures for Gaussian Processes.
result Gaussian Processes offer improved long-term predictions with probability distributions.

A novel approach uses an ensemble of Gaussian processes for robust and adaptive reinforcement learning.

problem Adaptive reinforcement learning in large or continuous state spaces.
method Online scalable (OS) approach with a weighted ensemble of Gaussian processes.
result The ensemble approach improves performance in adversarial settings.

Kernel-based machine learning approaches are gaining increasing interest for exploring and modeling large dataset in recent years. Gaussian process (GP) is one example of such kernel-based approaches, which can provide very good performance for nonlinear modeling problems. In this work, we first propose a grey-box mode…

2019-07-05abs ↗pdf ↗