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In this letter, we consider Gaussian approximations of the optimal importance density in sequential importance sampling for nonlinear, non-Gaussian state-space models. The proposed method is based on generalized statistical linear regression and posterior linearization using conditional expectations. Simulation results show that the method outperforms the compared methods in terms of the effective

In this article, we address the problem of estimating the state and learning of the parameters in a linear dynamic system with generalized L 1 -regularization. Assuming a sparsity prior on the state, the joint state estimation and parameter learning problem is cast as an unconstrained optimization problem. However, when the dimensionality of state or parameters is large, memory requirements and co

In this paper, we develop a novel method for approximate continuous-discrete Bayesian filtering. The projection filtering framework is exploited to develop accurate approximations of posterior distributions within parametric classes of probability distributions. This is done by formulating an ordinary differential equation for the posterior distribution that has the prior as initial value and hits

In this paper, the connection between the Matérn kernel and scale mixtures of squared exponential kernels is explored. It is shown that the Matérn kernel can be approximated by a finite scale mixture of squared exponential kernels through a quadrature approximation which in turn allows for (i) state space approximations of the Matérn kernel for arbitrary smoothness parameters using established sta

In this paper, we propose a Gaussian process-based nonlinear, time-varying drift model for stochastic differential equations. In particular, we combine eigenfunction expansion of the Gaussian process’ covariance kernel in the spatial input variables with spectral decomposition in the time domain to obtain a reduced rank state space representation of the drift model, which avoids the growing comple

In this paper the issue of filtering and smoothing in continuous discrete time is studied when the state variable evolves in some submanifold of Euclidean space, which may not have the usual Lebesgue measure. Formal expressions for prediction and smoothing problems are reviewed, which agree with the classical results except that the formal adjoint of the generator is different in general. These re

Many problems in science and engineering involve estimating a dynamic signal from indirect measurements subject to noise, where points can either evolve in continuous time or in discrete time. These problems are often formalised as inference in probabilistic state-space models, which are also frequently assumed to be Markovian. For inferring the value of the signal at a particular point in time, m

Microelectromechanical-systems-based inertial sensors and magnetometers are low-cost, off-the-shelf sensors that are widely used in both consumer and industrial applications. However, these sensors suffer from biases and effects such as axis misalignment or scale errors, which require careful system design and periodic sensor calibration. In this paper, we propose a fast calibration method for joi

This paper is concerned with inferring the state of a Itô stochastic differential equation (SDE) from noisy discrete-time measurements. The problem is approached by considering basis function expansions of Brownian motion, that as a consequence give approximations to the underlying stochastic differential equation in terms of an ordinary differential equation with random coefficients. This allows

Alla blir vi rädda någon gång, både människor och djur. Ibland är det samma saker som skrämmer och ibland är det något helt annat som djuren tycker är läskigt.Vad gör djuren när de blir skrämda? Kanske gömmer de sig? Försöker de springa därifrån? Eller försöker djuren lura den som skräms att titta åt ett helt annat håll? Ska vi kolla hur djuren gör?Vad gör djuren när de blir rädda? är en bok som g

This extended abstract compiles statistics and information regarding the process of gathering water damage statistics. A questionnaire wasused to determine similarities, differences, and tendencies in the water damage statistics, in the Nordic countries Sweden, Norway, Denmark,Finland and Iceland. The study aimed to answer what lessons were learned and what knowledge could be shared between the No

Third Party Funding (TPF) is presented as a tool to help fund the cost of expensive litigation. In the context of Investment Arbitration, however, TPF has instead led to the commodification of justice, and raises concerns around its assetization. Arbitration often comes at a net loss for States, and the extraordinary expenditures required my pique the interest of third party funders who wish to pr

This article explores how football players and scouts in Sweden narrate their stories of transfers within the Swedish football system. This article presents first-person narrations as male players as well as scouts from elite clubs were interviewed in connection to transfer patters to, from and within Sweden. The aim is to analyse how the transfer system takes shape in stories presented by scouts

With ongoing climate change, aridity is increasing worldwide, affecting biodiversity and ecosystem function in drylands. However, how the depth-profile microbial community structure and metabolic limitations change along aridity gradients are still poorly explored. Here, 16S rRNA and ITS amplicon sequencing and ecoenzymatic stoichiometry analysis were used to investigate both bacterial and fungal

The present paper describes a method for non-destructive testing of the glass strength. Square 10 × 10 cm2 samples of annealed float glass was inflicted with a controlled defect in the centre of the atmospheric side using Vickers microindentation-induced cracking with a force of 2 N, 5 N and 10 N and compared to an un-indented reference. The samples were non-destructively tested using a nonlinear

Floods threaten urban infrastructure, especially in residential neighborhoods and fast-growing regions. Flood hydrodynamic modeling helps identify flood-prone locations and improve mitigation plans' resilience. Urban floods pose special issues due to changing land cover and a lack of raw data. Using a GIS-based modeling interface, input files for the hydrodynamic model were developed. The physical

The CryoGrid community model is a flexible toolbox for simulating the ground thermal regime and the ice-water balance for permafrost and glaciers, extending a well-established suite of permafrost models (CryoGrid 1, 2, and 3). The CryoGrid community model can accommodate a wide variety of application scenarios, which is achieved by fully modular structures through object-oriented programming. Diff

Cities are the pinnacle of human change to the environment, creating unique types of ecosystems which present many challenges to local organisms: habitat fragmentation, introduced species, and various pollutants. Being crucibles of anthropogenic effects, urban ecosystems offer opportunities to understand how humans impact nature. Moreover, since a majority of the world’s population resides in citiCities are the pinnacle of human change to the environment, creating unique types of ecosystems which present many challenges to local organisms: habitat fragmentation, introduced species, and various pollutants. Being crucibles of anthropogenic effects, urban ecosystems offer opportunities to understand how humans impact nature. Moreover, since a majority of the world’s population resides in citi