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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.

168,695 papers · 148 categories

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210419629838 · Jun 202019922001200920172026
48 results for trajectory sets

We present CoverNet, a new method for multimodal, probabilistic trajectory prediction for urban driving. Previous work has employed a variety of methods, including multimodal regression, occupancy maps, and 1-step stochastic policies. We instead frame the trajectory prediction problem as classification over a diverse s…

2019-11-23abs ↗pdf ↗

Study on Heisenberg group's Lorentzian problems using Pontryagin's principle.

problem Lorentzian problems on the Heisenberg group.
method Applied Pontryagin's maximum principle to obtain extremal trajectories.
result Parameterization of abnormal and normal extremal trajectories, investigation of reachability sets and existence of optimal trajectories.

Improved motion prediction for self-driving cars using trajectory sets and auxiliary losses.

problem Accurately predicting future vehicle motion for self-driving cars.
method Classification over trajectory sets with an auxiliary loss for off-road predictions and spatial-temporal relationships.
result Significant improvement in motion prediction performance on small datasets using map information.

We present a method for learning options from segmented demonstration trajectories. The trajectories are first segmented into skills using nonparametric Bayesian clustering and a reward function for each segment is then learned using inverse reinforcement learning. From this, a set of inferred trajectories for the demo…

2020-01-19abs ↗pdf ↗

We address the problem of abnormal event detection from trajectory data. In this paper, a new adversarial approach is proposed for building a deep neural network binary classifier, trained in an unsupervised fashion, that can distinguish normal from abnormal trajectory-based events without the need for setting manual d…

2019-03-26abs ↗pdf ↗

New method improves learning from multiple correlated data trajectories.

problem Learning from multiple correlated data trajectories without mixing assumptions.
method Hellinger localization framework for maximum likelihood estimation.
result Instance-optimal bounds that scale with full data budget under broad conditions.

A method for representing and comparing categorical trajectories using multivariate functional principal components.

problem Statistical description and comparison of categorical trajectories.
method Transforming categorical trajectories into binary indicator functions and applying multivariate functional principal components analysis.
result Consistent estimators of mean trajectories and covariance functions are obtained under weak regularity assumptions.

Analyzing the urban trajectory in cities has become an important topic in data mining. How can we model the human mobility consisting of stay and travel from the raw trajectory data? How can we infer such a mobility model from the single trajectory information? How can we further generalize the mobility inference to ac…

2020-01-21abs ↗pdf ↗

Trajectory optimization using a learned model of the environment is one of the core elements of model-based reinforcement learning. This procedure often suffers from exploiting inaccuracies of the learned model. We propose to regularize trajectory optimization by means of a denoising autoencoder that is trained on the …

2019-03-28abs ↗pdf ↗

Two flat sub-Lorentzian problems on Martinet distribution differ in attainable set intersections.

problem Flat sub-Lorentzian structures on Martinet distribution.
method Analysis of attainable sets, optimal trajectories, sub-Lorentzian distances and spheres.
result The attainable set for the first problem intersects with the Martinet plane, while for the second it does not.

The vision of automated driving is to increase both road safety and efficiency, while offering passengers a convenient travel experience. This requires that autonomous systems correctly estimate the current traffic scene and its likely evolution. In highway scenarios early recognition of cut-in maneuvers is essential f…

2019-07-25abs ↗pdf ↗

End-to-end model predicts multiagent trajectories using game theory and neural nets.

problem Predicting trajectories of interacting agents in complex scenarios.
method Hybrid neural net with game-theoretic reasoning, using implicit layers to map preferences to Nash equilibria.
result Trains an interpretable model that predicts future trajectories and transfers to decision making.

Learning to solve complex goal-oriented tasks with sparse terminal-only rewards often requires an enormous number of samples. In such cases, using a set of expert trajectories could help to learn faster. However, Imitation Learning (IL) via supervised pre-training with these trajectories may not perform as well and gen…

2019-11-03abs ↗pdf ↗

New algorithm infers trajectories from partial observations using optimal transport.

problem Inferring trajectories from partial observations of coupled systems.
method Extends MFL algorithm to latent SDEs using observable state space models and partial observations.
result Experiments show significant outperformance over latent-free baseline.

A new neural network captures and explains trajectory patterns.

problem Analyzing complex spatial trajectories in urban planning and neuroscience.
method Composite Signal Neural Networks (CompSNN) combining three interpretable ANN modules.
result CompSNN outperforms individual modules and visualizes useful signal parts.

Study of supervised learning from multiple non-independent sequences.

problem Efficient learning from many non-independent sequences.
method Generalizes conditions for efficient learning from independent examples and single auto-correlated sequences.
result Error rate changes from Θ(n/mT)Θ(n / m T) to Ω(n2/m2T)Ω(n^2 / m^2 T) as the number of trajectories increases.

New method detects metastable basins in high dimensions using trajectory sampling.

problem Identifying distinct basins in high-dimensional Markov processes.
method Discriminative approach based on marginal trajectory distribution comparison.
result Bayes-optimal classifier achieves high accuracy distinguishing between basins.

The paper develops no arbitrage results for trajectory based models by imposing general constraints on the trading portfolios. The main condition imposed, in order to avoid arbitrage opportunities, is a local continuity requirement on the final portfolio value considered as a functional on the trajectory space. The pap…

2014-03-22abs ↗pdf ↗

Study uses trajectory embedding to measure place function similarity at fine spatial granularity.

problem Measuring place function similarity at fine spatial granularity.
method Trajectory embedding to reduce dimensions and measure similarity of place functions.
result Embedding similarity can be a metric proxy for place functions at fine spatial granularity.

Navigating complex urban environments safely is a key to realize fully autonomous systems. Predicting future locations of vulnerable road users, such as pedestrians and cyclists, thus, has received a lot of attention in the recent years. While previous works have addressed modeling interactions with the static (obstacl…

2019-10-15abs ↗pdf ↗

The paper studies sub and super-replication price bounds for contingent claims defined on general trajectory based market models. No prior probabilistic or topological assumptions are placed on the trajectory space, trading is assumed to take place at a finite number of occasions but not bounded in number nor necessari…

2015-11-04abs ↗pdf ↗

Recently, clustering moving object trajectories kept gaining interest from both the data mining and machine learning communities. This problem, however, was studied mainly and extensively in the setting where moving objects can move freely on the euclidean space. In this paper, we study the problem of clustering trajec…

2015-11-04abs ↗pdf ↗

SafeMIL learns safer policies by avoiding risky behavior from non-preferred trajectories.

problem Learning safe imitation policies from non-preferred trajectories in risky environments.
method SafeMIL uses Multiple Instance Learning to learn a cost function from non-preferred trajectories.
result SafeMIL learns a safer policy that avoids non-preferred behaviors without sacrificing reward performance.

The fact that every human has a distinctive walking style has prompted a proposal to use gait recognition as an identification criterion. Using end-to-end learning, I investigated whether the center-of-pressure trajectory is sufficiently unique to identify a person with a high certainty. Thirty-six adults walked on a t…

2019-07-24abs ↗pdf ↗

Improves neural relational inference for dynamic multi-agent trajectories.

problem Limited accuracy of NRI in short output sequences for relational inference in multi-agent trajectories.
method Proposes DYnamic multi-AgentRelational Inference (DYARI) model to handle changing interactions over time.
result DYARI model outperforms NRI in dynamic relational inference tasks.

Algorithm recovers graph from Glauber dynamics trajectory without mixing.

problem Learning Gaussian graphical models from a single Glauber dynamics trajectory.
method Three components: conditional variance estimation, pairwise influence test, robust median aggregation.
result Polynomial-time recovery of conditional independence graph from a single trajectory.

EviTrack improves sequential prediction in delayed disambiguation scenarios.

problem Challenges in sequential prediction with delayed disambiguation where early observations are ambiguous.
method EviTrack operates over latent trajectories, applying evidence- and likelihood-ratio-based selection to delay commitment until supported by data.
result EviTrack outperforms sampling-based baselines in a controlled synthetic benchmark, achieving faster post-disambiguation recovery.

Paper analyzes EM algorithm's trajectory in 2MLR, revealing cycloid behavior.

problem Understanding the convergence and trajectory of EM algorithm in 2MLR.
method Explicit closed-form expressions for EM updates, recurrence relation derivation at population level.
result EM iterations lie on a cycloid trajectory, leading to theoretical estimate of convergence exponent.

Study risk-controlling prediction sets for single trajectory data from dynamical systems.

problem Performance guarantees for risk-controlling prediction sets in single trajectory data from unknown stochastic dynamical systems.
method Used blocking and decoupling techniques to analyze performance guarantees under different data generating processes.
result Performance guarantees similar to iid setting when data is stationary and contractive, with graceful degradation otherwise.

End-to-end framework optimizes constrained trajectories using data-driven methods.

problem Optimizing trajectories under constraints with limited dynamics knowledge.
method Data-driven approach decomposes trajectories into function basis, uses maximum a posteriori for optimization, and incorporates linear constraints.
result Commanding results in aeronautics and sailing route optimization.

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.

Algorithm generates private continuous-time data for sensitive domains.

problem Private generation of continuous-time data for sensitive domains.
method Mean-field Langevin dynamics and noisy particle gradient descent.
result Strong privacy guarantees for one-time data contributions.

We provide lower bounds on the number of periodic Finsler billiard trajectories inside a quadratically convex smooth closed hypersurface MM in a dd-dimensional Finsler space with possibly irreversible Finsler metric. An example of such a system is a billiard in a sufficiently weak magnetic field. The rr-periodic Fin…

2017-12-21abs ↗pdf ↗

Proposes SSC for estimating counterfactual survival trajectories from observational data.

problem Challenges in estimating causal effects on time-to-event outcomes from observational data.
method Synthetic Survival Control (SSC) framework for estimating counterfactual hazard trajectories in panel data settings.
result SSC estimates counterfactual hazard trajectories as a weighted combination of observed trajectories from other units.