Directional statistics and filtering using libDirectional

In this paper, we present libDirectional, a MATLAB library for directional statistics and directional estimation. It supports a variety of commonly used distributions on the unit circle, such as the von Mises, wrapped normal, and wrapped Cauchy distributions. Furthermore, various distributions on higher-dimensional manifolds such as the unit hypersphere and the hypertorus are available. Based on these distributions, several recursive filtering algorithms in libDirectional allow estimation on these manifolds. The functionality is implemented in a clear, well-documented, and object-oriented structure that is both easy to use and easy to extend

On particle filters applied to electricity load forecasting

We are interested in the online prediction of the electricity load, within the Bayesian framework of dynamic models. We offer a review of sequential Monte Carlo methods, and provide the calculations needed for the derivation of so-called particles filters. We also discuss the practical issues arising from their use, and some of the variants proposed in the literature to deal with them, giving detailed algorithms whenever possible for an easy implementation. We propose an additional step to help make basic particle filters more robust with regard to outlying observations. Finally we use such a particle filter to estimate a state-space model that includes exogenous variables in order to forecast the electricity load for the customers of the French electricity company \'Electricit\'e de France and discuss the various results obtained

Dual Quaternion Sample Reduction for SE(2) Estimation

We present a novel sample reduction scheme for random variables belonging to the SE(2) group by means of Dirac mixture approximation. For this, dual quaternions are employed to represent uncertain planar transformations. The Cramér–von Mises distance is modified as a smooth metric to measure the statistical distance between Dirac mixtures on the manifold of planar dual quaternions. Samples of reduced size are then obtained by minimizing the probability divergence via Riemannian optimization while interpreting the correlation between rotation and translation. We further deploy the proposed scheme for nonparametric modeling of estimates for nonlinear SE(2) estimation. Simulations show superior tracking performance of the sample reduction-based filter compared with Monte Carlo-based as well as parametric model-based planar dual quaternion filters

Single Particle Tracking: Analysis Techniques for Live Cell Nanoscopy.

Single molecule experiments are a set of experiments designed specifically to study the properties of individual molecules. It has only been in the last three decades where single molecule experiments have been applied to the life sciences; where they have been successfully implemented in systems biology for probing the behaviors of sub-cellular mechanisms. The advent and growth of super-resolution techniques in single molecule experiments has made the fundamental behaviors of light and the associated nano-probes a necessary concern among life scientists wishing to advance the state of human knowledge in biology. This dissertation disseminates some of the practices learned in experimental live cell microscopy. The topic of single particle tracking is addressed here in a format that is designed for the physicist who embarks upon single molecule studies. Specifically, the focus is on the necessary procedures to generate single particle tracking analysis techniques that can be implemented to answer biological questions. These analysis techniques range from designing and testing a particle tracking algorithm to inferring model parameters once an image has been processed. The intellectual contributions of the author include the techniques in diffusion estimation, localization filtering, and trajectory associations for tracking which will all be discussed in detail in later chapters. The author of this thesis has also contributed to the software development of automated gain calibration, live cell particle simulations, and various single particle tracking packages. Future work includes further evaluation of this laboratory\u27s single particle tracking software, entropy based approaches towards hypothesis validations, and the uncertainty quantification of gain calibration