Photo-z Estimation: An Example of Nonparametric Conditional Density Estimation under Selection Bias
Izbicki, Rafael; Freeman, Peter E
2016-01-01
Redshift is a key quantity for inferring cosmological model parameters. In photometric redshift estimation, cosmologists use the coarse data collected from the vast majority of galaxies to predict the redshift of individual galaxies. To properly quantify the uncertainty in the predictions, however, one needs to go beyond standard regression and instead estimate the full conditional density f(z|x) of a galaxy's redshift z given its photometric covariates x. The problem is further complicated by selection bias: usually only the rarest and brightest galaxies have known redshifts, and these galaxies have characteristics and measured covariates that do not necessarily match those of more numerous and dimmer galaxies of unknown redshift. Unfortunately, there is not much research on how to best estimate complex multivariate densities in such settings. Here we describe a general framework for properly constructing and assessing nonparametric conditional density estimators under selection bias, and for combining two o...
Nonparametric estimation of ultrasound pulses
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt; Leeman, Sidney
1994-01-01
An algorithm for nonparametric estimation of 1D ultrasound pulses in echo sequences from human tissues is derived. The technique is a variation of the homomorphic filtering technique using the real cepstrum, and the underlying basis of the method is explained. The algorithm exploits a priori...
Bootstrap Estimation for Nonparametric Efficiency Estimates
1995-01-01
This paper develops a consistent bootstrap estimation procedure to obtain confidence intervals for nonparametric measures of productive efficiency. Although the methodology is illustrated in terms of technical efficiency measured by output distance functions, the technique can be easily extended to other consistent nonparametric frontier models. Variation in estimated efficiency scores is assumed to result from variation in empirical approximations to the true boundary of the production set. ...
Asymptotic theory of nonparametric regression estimates with censored data
Institute of Scientific and Technical Information of China (English)
施沛德; 王海燕; 张利华
2000-01-01
For regression analysis, some useful Information may have been lost when the responses are right censored. To estimate nonparametric functions, several estimates based on censored data have been proposed and their consistency and convergence rates have been studied in literat黵e, but the optimal rates of global convergence have not been obtained yet. Because of the possible Information loss, one may think that it is impossible for an estimate based on censored data to achieve the optimal rates of global convergence for nonparametric regression, which were established by Stone based on complete data. This paper constructs a regression spline estimate of a general nonparametric regression f unction based on right-censored response data, and proves, under some regularity condi-tions, that this estimate achieves the optimal rates of global convergence for nonparametric regression. Since the parameters for the nonparametric regression estimate have to be chosen based on a data driven criterion, we also obtai
NONPARAMETRIC ESTIMATION OF CHARACTERISTICS OF PROBABILITY DISTRIBUTIONS
Directory of Open Access Journals (Sweden)
Orlov A. I.
2015-10-01
Full Text Available The article is devoted to the nonparametric point and interval estimation of the characteristics of the probabilistic distribution (the expectation, median, variance, standard deviation, variation coefficient of the sample results. Sample values are regarded as the implementation of independent and identically distributed random variables with an arbitrary distribution function having the desired number of moments. Nonparametric analysis procedures are compared with the parametric procedures, based on the assumption that the sample values have a normal distribution. Point estimators are constructed in the obvious way - using sample analogs of the theoretical characteristics. Interval estimators are based on asymptotic normality of sample moments and functions from them. Nonparametric asymptotic confidence intervals are obtained through the use of special output technology of the asymptotic relations of Applied Statistics. In the first step this technology uses the multidimensional central limit theorem, applied to the sums of vectors whose coordinates are the degrees of initial random variables. The second step is the conversion limit multivariate normal vector to obtain the interest of researcher vector. At the same considerations we have used linearization and discarded infinitesimal quantities. The third step - a rigorous justification of the results on the asymptotic standard for mathematical and statistical reasoning level. It is usually necessary to use the necessary and sufficient conditions for the inheritance of convergence. This article contains 10 numerical examples. Initial data - information about an operating time of 50 cutting tools to the limit state. Using the methods developed on the assumption of normal distribution, it can lead to noticeably distorted conclusions in a situation where the normality hypothesis failed. Practical recommendations are: for the analysis of real data we should use nonparametric confidence limits
Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations
Gugushvili, S.; Spreij, P.
2014-01-01
We consider nonparametric Bayesian estimation of the drift coefficient of a multidimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions, we establish posterior consistency in this context.
Nonparametric Maximum Entropy Estimation on Information Diagrams
Martin, Elliot A; Meinke, Alexander; Děchtěrenko, Filip; Davidsen, Jörn
2016-01-01
Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of random discrete variables when conditioning on bivariate mutual informations and univariate entropies. Specifically, we show how to apply the concept to continuous random variables and vastly expand the types of information-theoretic quantities one can condition on. This allows us to establish a number of significant advantages of our approach over existing ones. Not only does our method perform favorably in the undersampled regime, where existing methods fail, but it also can be dramatically less computationally expensive as the cardinality of the variables increases. In addition, we propose a nonparametric formulation of connected informations and give an illustrative example showing how this agrees with the existing parametric formulation in cases of interest. We furthe...
Nonparametric estimation of employee stock options
Institute of Scientific and Technical Information of China (English)
FU Qiang; LIU Li-an; LIU Qian
2006-01-01
We proposed a new model to price employee stock options (ESOs). The model is based on nonparametric statistical methods with market data. It incorporates the kernel estimator and employs a three-step method to modify BlackScholes formula. The model overcomes the limits of Black-Scholes formula in handling option prices with varied volatility. It disposes the effects of ESOs self-characteristics such as non-tradability, the longer term for expiration, the early exercise feature, the restriction on shorting selling and the employee's risk aversion on risk neutral pricing condition, and can be applied to ESOs valuation with the explanatory variable in no matter the certainty case or random case.
Nonparametric estimation for contamination distribution
Institute of Scientific and Technical Information of China (English)
HUI Jun; MIAO Bai-qi; NING Jing; PENG Heng
2008-01-01
In the paper, for the contamination distribution model F(x)=(1-α)F1(x)+αF2(x), the estimates of α and F1(x) are studied using two different ways when F2(x) is known and the strong consistency of the two estimates is proved. At the same time the consistency rate of estimate α is also given.
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
DEFF Research Database (Denmark)
Gao, Jiti; Kanaya, Shin; Li, Degui
2015-01-01
This paper establishes uniform consistency results for nonparametric kernel density and regression estimators when time series regressors concerned are nonstationary null recurrent Markov chains. Under suitable regularity conditions, we derive uniform convergence rates of the estimators. Our...... results can be viewed as a nonstationary extension of some well-known uniform consistency results for stationary time series....
Asymptotic theory of nonparametric regression estimates with censored data
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
For regression analysis, some useful information may have been lost when the responses are right censored. To estimate nonparametric functions, several estimates based on censored data have been proposed and their consistency and convergence rates have been studied in literature, but the optimal rates of global convergence have not been obtained yet. Because of the possible information loss, one may think that it is impossible for an estimate based on censored data to achieve the optimal rates of global convergence for nonparametric regression, which were established by Stone based on complete data. This paper constructs a regression spline estimate of a general nonparametric regression function based on right_censored response data, and proves, under some regularity conditions, that this estimate achieves the optimal rates of global convergence for nonparametric regression. Since the parameters for the nonparametric regression estimate have to be chosen based on a data driven criterion, we also obtain the asymptotic optimality of AIC, AICC, GCV, Cp and FPE criteria in the process of selecting the parameters.
Non-Parametric Estimation of Correlation Functions
DEFF Research Database (Denmark)
Brincker, Rune; Rytter, Anders; Krenk, Steen
In this paper three methods of non-parametric correlation function estimation are reviewed and evaluated: the direct method, estimation by the Fast Fourier Transform and finally estimation by the Random Decrement technique. The basic ideas of the techniques are reviewed, sources of bias are pointed...... out, and methods to prevent bias are presented. The techniques are evaluated by comparing their speed and accuracy on the simple case of estimating auto-correlation functions for the response of a single degree-of-freedom system loaded with white noise....
Estimation of Stochastic Volatility Models by Nonparametric Filtering
DEFF Research Database (Denmark)
Kanaya, Shin; Kristensen, Dennis
2016-01-01
/estimated volatility process replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps and market microstructure noise. The resulting estimators of the stochastic volatility model will carry additional biases......A two-step estimation method of stochastic volatility models is proposed: In the first step, we nonparametrically estimate the (unobserved) instantaneous volatility process. In the second step, standard estimation methods for fully observed diffusion processes are employed, but with the filtered...... and variances due to the first-step estimation, but under regularity conditions we show that these vanish asymptotically and our estimators inherit the asymptotic properties of the infeasible estimators based on observations of the volatility process. A simulation study examines the finite-sample properties...
Bayesian nonparametric estimation for Quantum Homodyne Tomography
Naulet, Zacharie; Barat, Eric
2016-01-01
We estimate the quantum state of a light beam from results of quantum homodyne tomography noisy measurements performed on identically prepared quantum systems. We propose two Bayesian nonparametric approaches. The first approach is based on mixture models and is illustrated through simulation examples. The second approach is based on random basis expansions. We study the theoretical performance of the second approach by quantifying the rate of contraction of the posterior distribution around ...
Nonparametric k-nearest-neighbor entropy estimator.
Lombardi, Damiano; Pant, Sanjay
2016-01-01
A nonparametric k-nearest-neighbor-based entropy estimator is proposed. It improves on the classical Kozachenko-Leonenko estimator by considering nonuniform probability densities in the region of k-nearest neighbors around each sample point. It aims to improve the classical estimators in three situations: first, when the dimensionality of the random variable is large; second, when near-functional relationships leading to high correlation between components of the random variable are present; and third, when the marginal variances of random variable components vary significantly with respect to each other. Heuristics on the error of the proposed and classical estimators are presented. Finally, the proposed estimator is tested for a variety of distributions in successively increasing dimensions and in the presence of a near-functional relationship. Its performance is compared with a classical estimator, and a significant improvement is demonstrated.
portfolio optimization based on nonparametric estimation methods
Directory of Open Access Journals (Sweden)
mahsa ghandehari
2017-03-01
Full Text Available One of the major issues investors are facing with in capital markets is decision making about select an appropriate stock exchange for investing and selecting an optimal portfolio. This process is done through the risk and expected return assessment. On the other hand in portfolio selection problem if the assets expected returns are normally distributed, variance and standard deviation are used as a risk measure. But, the expected returns on assets are not necessarily normal and sometimes have dramatic differences from normal distribution. This paper with the introduction of conditional value at risk ( CVaR, as a measure of risk in a nonparametric framework, for a given expected return, offers the optimal portfolio and this method is compared with the linear programming method. The data used in this study consists of monthly returns of 15 companies selected from the top 50 companies in Tehran Stock Exchange during the winter of 1392 which is considered from April of 1388 to June of 1393. The results of this study show the superiority of nonparametric method over the linear programming method and the nonparametric method is much faster than the linear programming method.
Nonparametric estimation of location and scale parameters
Potgieter, C.J.
2012-12-01
Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal assumptions regarding the form of the distribution functions of X and Y. We discuss an approach to the estimation problem that is based on asymptotic likelihood considerations. Our results enable us to provide a methodology that can be implemented easily and which yields estimators that are often near optimal when compared to fully parametric methods. We evaluate the performance of the estimators in a series of Monte Carlo simulations. © 2012 Elsevier B.V. All rights reserved.
Directory of Open Access Journals (Sweden)
Akhtar R. Siddique
2000-03-01
Full Text Available This paper develops a filtering-based framework of non-parametric estimation of parameters of a diffusion process from the conditional moments of discrete observations of the process. This method is implemented for interest rate data in the Eurodollar and long term bond markets. The resulting estimates are then used to form non-parametric univariate and bivariate interest rate models and compute prices for the short term Eurodollar interest rate futures options and long term discount bonds. The bivariate model produces prices substantially closer to the market prices. This paper develops a filtering-based framework of non-parametric estimation of parameters of a diffusion process from the conditional moments of discrete observations of the process. This method is implemented for interest rate data in the Eurodollar and long term bond markets. The resulting estimates are then used to form non-parametric univariate and bivariate interest rate models and compute prices for the short term Eurodollar interest rate futures options and long term discount bonds. The bivariate model produces prices substantially closer to the market prices.
Nonparametric inferences for kurtosis and conditional kurtosis
Institute of Scientific and Technical Information of China (English)
XIE Xiao-heng; HE You-hua
2009-01-01
Under the assumption of strictly stationary process, this paper proposes a nonparametric model to test the kurtosis and conditional kurtosis for risk time series. We apply this method to the daily returns of S&P500 index and the Shanghai Composite Index, and simulate GARCH data for verifying the efficiency of the presented model. Our results indicate that the risk series distribution is heavily tailed, but the historical information can make its future distribution light-tailed. However the far future distribution's tails are little affected by the historical data.
Nonparametric Regression Estimation for Multivariate Null Recurrent Processes
Directory of Open Access Journals (Sweden)
Biqing Cai
2015-04-01
Full Text Available This paper discusses nonparametric kernel regression with the regressor being a \\(d\\-dimensional \\(\\beta\\-null recurrent process in presence of conditional heteroscedasticity. We show that the mean function estimator is consistent with convergence rate \\(\\sqrt{n(Th^{d}}\\, where \\(n(T\\ is the number of regenerations for a \\(\\beta\\-null recurrent process and the limiting distribution (with proper normalization is normal. Furthermore, we show that the two-step estimator for the volatility function is consistent. The finite sample performance of the estimate is quite reasonable when the leave-one-out cross validation method is used for bandwidth selection. We apply the proposed method to study the relationship of Federal funds rate with 3-month and 5-year T-bill rates and discover the existence of nonlinearity of the relationship. Furthermore, the in-sample and out-of-sample performance of the nonparametric model is far better than the linear model.
Nonparametric TOA estimators for low-resolution IR-UWB digital receiver
Institute of Scientific and Technical Information of China (English)
Yanlong Zhang; Weidong Chen
2015-01-01
Nonparametric time-of-arrival (TOA) estimators for im-pulse radio ultra-wideband (IR-UWB) signals are proposed. Non-parametric detection is obviously useful in situations where de-tailed information about the statistics of the noise is unavailable or not accurate. Such TOA estimators are obtained based on condi-tional statistical tests with only a symmetry distribution assumption on the noise probability density function. The nonparametric es-timators are attractive choices for low-resolution IR-UWB digital receivers which can be implemented by fast comparators or high sampling rate low resolution analog-to-digital converters (ADCs), in place of high sampling rate high resolution ADCs which may not be available in practice. Simulation results demonstrate that nonparametric TOA estimators provide more effective and robust performance than typical energy detection (ED) based estimators.
Rediscovery of Good-Turing estimators via Bayesian nonparametrics.
Favaro, Stefano; Nipoti, Bernardo; Teh, Yee Whye
2016-03-01
The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising in genetics, bioinformatics, linguistics, designs of experiments, machine learning, etc. A full range of statistical approaches, parametric and nonparametric as well as frequentist and Bayesian, has been proposed for estimating discovery probabilities. In this article, we investigate the relationships between the celebrated Good-Turing approach, which is a frequentist nonparametric approach developed in the 1940s, and a Bayesian nonparametric approach recently introduced in the literature. Specifically, under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptotically equivalent, for a large sample size, to suitably smoothed Good-Turing estimators. As a by-product of this result, we introduce and investigate a methodology for deriving exact and asymptotic credible intervals to be associated with the Bayesian nonparametric estimators of discovery probabilities. The proposed methodology is illustrated through a comprehensive simulation study and the analysis of Expressed Sequence Tags data generated by sequencing a benchmark complementary DNA library.
Nonparametric estimation of a convex bathtub-shaped hazard function.
Jankowski, Hanna K; Wellner, Jon A
2009-11-01
In this paper, we study the nonparametric maximum likelihood estimator (MLE) of a convex hazard function. We show that the MLE is consistent and converges at a local rate of n(2/5) at points x(0) where the true hazard function is positive and strictly convex. Moreover, we establish the pointwise asymptotic distribution theory of our estimator under these same assumptions. One notable feature of the nonparametric MLE studied here is that no arbitrary choice of tuning parameter (or complicated data-adaptive selection of the tuning parameter) is required.
Nonparametric estimation for hazard rate monotonously decreasing system
Institute of Scientific and Technical Information of China (English)
Han Fengyan; Li Weisong
2005-01-01
Estimation of density and hazard rate is very important to the reliability analysis of a system. In order to estimate the density and hazard rate of a hazard rate monotonously decreasing system, a new nonparametric estimator is put forward. The estimator is based on the kernel function method and optimum algorithm. Numerical experiment shows that the method is accurate enough and can be used in many cases.
Nonparametric estimation of Fisher information from real data
Har-Shemesh, Omri; Quax, Rick; Miñano, Borja; Hoekstra, Alfons G.; Sloot, Peter M. A.
2016-02-01
The Fisher information matrix (FIM) is a widely used measure for applications including statistical inference, information geometry, experiment design, and the study of criticality in biological systems. The FIM is defined for a parametric family of probability distributions and its estimation from data follows one of two paths: either the distribution is assumed to be known and the parameters are estimated from the data or the parameters are known and the distribution is estimated from the data. We consider the latter case which is applicable, for example, to experiments where the parameters are controlled by the experimenter and a complicated relation exists between the input parameters and the resulting distribution of the data. Since we assume that the distribution is unknown, we use a nonparametric density estimation on the data and then compute the FIM directly from that estimate using a finite-difference approximation to estimate the derivatives in its definition. The accuracy of the estimate depends on both the method of nonparametric estimation and the difference Δ θ between the densities used in the finite-difference formula. We develop an approach for choosing the optimal parameter difference Δ θ based on large deviations theory and compare two nonparametric density estimation methods, the Gaussian kernel density estimator and a novel density estimation using field theory method. We also compare these two methods to a recently published approach that circumvents the need for density estimation by estimating a nonparametric f divergence and using it to approximate the FIM. We use the Fisher information of the normal distribution to validate our method and as a more involved example we compute the temperature component of the FIM in the two-dimensional Ising model and show that it obeys the expected relation to the heat capacity and therefore peaks at the phase transition at the correct critical temperature.
Fusion of Hard and Soft Information in Nonparametric Density Estimation
2015-06-10
estimation exploiting, in concert, hard and soft information. Although our development, theoretical and numerical, makes no distinction based on sample...Fusion of Hard and Soft Information in Nonparametric Density Estimation∗ Johannes O. Royset Roger J-B Wets Department of Operations Research...univariate density estimation in situations when the sample ( hard information) is supplemented by “soft” information about the random phenomenon. These
Kernel bandwidth estimation for non-parametric density estimation: a comparative study
CSIR Research Space (South Africa)
Van der Walt, CM
2013-12-01
Full Text Available We investigate the performance of conventional bandwidth estimators for non-parametric kernel density estimation on a number of representative pattern-recognition tasks, to gain a better understanding of the behaviour of these estimators in high...
Non-parametric estimation of Fisher information from real data
Shemesh, Omri Har; Miñano, Borja; Hoekstra, Alfons G; Sloot, Peter M A
2015-01-01
The Fisher Information matrix is a widely used measure for applications ranging from statistical inference, information geometry, experiment design, to the study of criticality in biological systems. Yet there is no commonly accepted non-parametric algorithm to estimate it from real data. In this rapid communication we show how to accurately estimate the Fisher information in a nonparametric way. We also develop a numerical procedure to minimize the errors by choosing the interval of the finite difference scheme necessary to compute the derivatives in the definition of the Fisher information. Our method uses the recently published "Density Estimation using Field Theory" algorithm to compute the probability density functions for continuous densities. We use the Fisher information of the normal distribution to validate our method and as an example we compute the temperature component of the Fisher Information Matrix in the two dimensional Ising model and show that it obeys the expected relation to the heat capa...
Wavelet Estimators in Nonparametric Regression: A Comparative Simulation Study
Directory of Open Access Journals (Sweden)
Anestis Antoniadis
2001-06-01
Full Text Available Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as observations of a signal contaminated with additive Gaussian noise, and provide an extensive review of the vast literature of wavelet shrinkage and wavelet thresholding estimators developed to denoise such data. These estimators arise from a wide range of classical and empirical Bayes methods treating either individual or blocks of wavelet coefficients. We compare various estimators in an extensive simulation study on a variety of sample sizes, test functions, signal-to-noise ratios and wavelet filters. Because there is no single criterion that can adequately summarise the behaviour of an estimator, we use various criteria to measure performance in finite sample situations. Insight into the performance of these estimators is obtained from graphical outputs and numerical tables. In order to provide some hints of how these estimators should be used to analyse real data sets, a detailed practical step-by-step illustration of a wavelet denoising analysis on electrical consumption is provided. Matlab codes are provided so that all figures and tables in this paper can be reproduced.
Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach
Cotter, John; dowd, kevin
2011-01-01
This paper presents non-parametric estimates of spectral risk measures applied to long and short positions in 5 prominent equity futures contracts. It also compares these to estimates of two popular alternative measures, the Value-at-Risk (VaR) and Expected Shortfall (ES). The spectral risk measures are conditioned on the coefficient of absolute risk aversion, and the latter two are conditioned on the confidence level. Our findings indicate that all risk measures increase dramatically and the...
Genomic breeding value estimation using nonparametric additive regression models
Directory of Open Access Journals (Sweden)
Solberg Trygve
2009-01-01
Full Text Available Abstract Genomic selection refers to the use of genomewide dense markers for breeding value estimation and subsequently for selection. The main challenge of genomic breeding value estimation is the estimation of many effects from a limited number of observations. Bayesian methods have been proposed to successfully cope with these challenges. As an alternative class of models, non- and semiparametric models were recently introduced. The present study investigated the ability of nonparametric additive regression models to predict genomic breeding values. The genotypes were modelled for each marker or pair of flanking markers (i.e. the predictors separately. The nonparametric functions for the predictors were estimated simultaneously using additive model theory, applying a binomial kernel. The optimal degree of smoothing was determined by bootstrapping. A mutation-drift-balance simulation was carried out. The breeding values of the last generation (genotyped was predicted using data from the next last generation (genotyped and phenotyped. The results show moderate to high accuracies of the predicted breeding values. A determination of predictor specific degree of smoothing increased the accuracy.
A non-parametric framework for estimating threshold limit values
Directory of Open Access Journals (Sweden)
Ulm Kurt
2005-11-01
Full Text Available Abstract Background To estimate a threshold limit value for a compound known to have harmful health effects, an 'elbow' threshold model is usually applied. We are interested on non-parametric flexible alternatives. Methods We describe how a step function model fitted by isotonic regression can be used to estimate threshold limit values. This method returns a set of candidate locations, and we discuss two algorithms to select the threshold among them: the reduced isotonic regression and an algorithm considering the closed family of hypotheses. We assess the performance of these two alternative approaches under different scenarios in a simulation study. We illustrate the framework by analysing the data from a study conducted by the German Research Foundation aiming to set a threshold limit value in the exposure to total dust at workplace, as a causal agent for developing chronic bronchitis. Results In the paper we demonstrate the use and the properties of the proposed methodology along with the results from an application. The method appears to detect the threshold with satisfactory success. However, its performance can be compromised by the low power to reject the constant risk assumption when the true dose-response relationship is weak. Conclusion The estimation of thresholds based on isotonic framework is conceptually simple and sufficiently powerful. Given that in threshold value estimation context there is not a gold standard method, the proposed model provides a useful non-parametric alternative to the standard approaches and can corroborate or challenge their findings.
Nonparametric Estimation of Distributions in Random Effects Models
Hart, Jeffrey D.
2011-01-01
We propose using minimum distance to obtain nonparametric estimates of the distributions of components in random effects models. A main setting considered is equivalent to having a large number of small datasets whose locations, and perhaps scales, vary randomly, but which otherwise have a common distribution. Interest focuses on estimating the distribution that is common to all datasets, knowledge of which is crucial in multiple testing problems where a location/scale invariant test is applied to every small dataset. A detailed algorithm for computing minimum distance estimates is proposed, and the usefulness of our methodology is illustrated by a simulation study and an analysis of microarray data. Supplemental materials for the article, including R-code and a dataset, are available online. © 2011 American Statistical Association.
DEFF Research Database (Denmark)
Effraimidis, Georgios; Dahl, Christian Møller
In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed nonparametric...... estimator. A simulation study that serves two purposes is provided. First, it illustrates in details how to implement our proposed nonparametric estimator. Secondly, it facilitates a comparison of the nonparametric estimator to a parametric counterpart based on the estimator of Lu and Liang (2008...
Nonparametric estimation of stochastic differential equations with sparse Gaussian processes
García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.
2017-08-01
The application of stochastic differential equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we introduce a nonparametric method for estimating the drift and diffusion terms of SDEs from a densely observed discrete time series. The use of Gaussian processes as priors permits working directly in a function-space view and thus the inference takes place directly in this space. To cope with the computational complexity that requires the use of Gaussian processes, a sparse Gaussian process approximation is provided. This approximation permits the efficient computation of predictions for the drift and diffusion terms by using a distribution over a small subset of pseudosamples. The proposed method has been validated using both simulated data and real data from economy and paleoclimatology. The application of the method to real data demonstrates its ability to capture the behavior of complex systems.
Nonparametric estimation of quantum states, processes and measurements
Lougovski, Pavel; Bennink, Ryan
Quantum state, process, and measurement estimation methods traditionally use parametric models, in which the number and role of relevant parameters is assumed to be known. When such an assumption cannot be justified, a common approach in many disciplines is to fit the experimental data to multiple models with different sets of parameters and utilize an information criterion to select the best fitting model. However, it is not always possible to assume a model with a finite (countable) number of parameters. This typically happens when there are unobserved variables that stem from hidden correlations that can only be unveiled after collecting experimental data. How does one perform quantum characterization in this situation? We present a novel nonparametric method of experimental quantum system characterization based on the Dirichlet Process (DP) that addresses this problem. Using DP as a prior in conjunction with Bayesian estimation methods allows us to increase model complexity (number of parameters) adaptively as the number of experimental observations grows. We illustrate our approach for the one-qubit case and show how a probability density function for an unknown quantum process can be estimated.
LSTA, Rawane Samb
2010-01-01
This thesis deals with the nonparametric estimation of density f of the regression error term E of the model Y=m(X)+E, assuming its independence with the covariate X. The difficulty linked to this study is the fact that the regression error E is not observed. In a such setup, it would be unwise, for estimating f, to use a conditional approach based upon the probability distribution function of Y given X. Indeed, this approach is affected by the curse of dimensionality, so that the resulting estimator of the residual term E would have considerably a slow rate of convergence if the dimension of X is very high. Two approaches are proposed in this thesis to avoid the curse of dimensionality. The first approach uses the estimated residuals, while the second integrates a nonparametric conditional density estimator of Y given X. If proceeding so can circumvent the curse of dimensionality, a challenging issue is to evaluate the impact of the estimated residuals on the final estimator of the density f. We will also at...
Pivotal Estimation of Nonparametric Functions via Square-root Lasso
Belloni, Alexandre; Wang, Lie
2011-01-01
In a nonparametric linear regression model we study a variant of LASSO, called square-root LASSO, which does not require the knowledge of the scaling parameter $\\sigma$ of the noise or bounds for it. This work derives new finite sample upper bounds for prediction norm rate of convergence, $\\ell_1$-rate of converge, $\\ell_\\infty$-rate of convergence, and sparsity of the square-root LASSO estimator. A lower bound for the prediction norm rate of convergence is also established. In many non-Gaussian noise cases, we rely on moderate deviation theory for self-normalized sums and on new data-dependent empirical process inequalities to achieve Gaussian-like results provided log p = o(n^{1/3}) improving upon results derived in the parametric case that required log p = O(log n). In addition, we derive finite sample bounds on the performance of ordinary least square (OLS) applied tom the model selected by square-root LASSO accounting for possible misspecification of the selected model. In particular, we provide mild con...
Institute of Scientific and Technical Information of China (English)
LINGNeng-xiang; DUXue-qiao
2005-01-01
In this paper, we study the strong consistency for partitioning estimation of regression function under samples that axe φ-mixing sequences with identically distribution.Key words: nonparametric regression function; partitioning estimation; strong convergence;φ-mixing sequences.
A Critical Evaluation of the Nonparametric Approach to Estimate Terrestrial Evaporation
Directory of Open Access Journals (Sweden)
Yongmin Yang
2016-01-01
Full Text Available Evapotranspiration (ET estimation has been one of the most challenging problems in recent decades for hydrometeorologists. In this study, a nonparametric approach to estimate terrestrial evaporation was evaluated using both model simulation and measurements from three sites. Both the model simulation and the in situ evaluation at the Tiger Bush Site revealed that this approach would greatly overestimate ET under dry conditions (evaporative fraction smaller than 0.4. For the evaluation at the Tiger Bush Site, the difference between ET estimates and site observations could be as large as 130 W/m2. However, this approach provided good estimates over the two crop sites. The Nash-Sutcliffe coefficient (E was 0.9 and 0.94, respectively, for WC06 and Yingke. A further theoretical analysis indicates the nonparametric approach is very close to the equilibrium evaporation equation under wet conditions, and this can explain the good performance of this approach at the two crop sites in this study. The evaluation indicates that this approach needs more careful appraisal and that its application in dry conditions should be avoided.
Nonparametric Least Squares Estimation of a Multivariate Convex Regression Function
Seijo, Emilio
2010-01-01
This paper deals with the consistency of the least squares estimator of a convex regression function when the predictor is multidimensional. We characterize and discuss the computation of such an estimator via the solution of certain quadratic and linear programs. Mild sufficient conditions for the consistency of this estimator and its subdifferentials in fixed and stochastic design regression settings are provided. We also consider a regression function which is known to be convex and componentwise nonincreasing and discuss the characterization, computation and consistency of its least squares estimator.
Estimation of Spatial Dynamic Nonparametric Durbin Models with Fixed Effects
Qian, Minghui; Hu, Ridong; Chen, Jianwei
2016-01-01
Spatial panel data models have been widely studied and applied in both scientific and social science disciplines, especially in the analysis of spatial influence. In this paper, we consider the spatial dynamic nonparametric Durbin model (SDNDM) with fixed effects, which takes the nonlinear factors into account base on the spatial dynamic panel…
Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
De Blasi, Pierpaolo; Lau, John W; 10.3150/09-BEJ233
2011-01-01
This paper develops nonparametric estimation for discrete choice models based on the mixed multinomial logit (MMNL) model. It has been shown that MMNL models encompass all discrete choice models derived under the assumption of random utility maximization, subject to the identification of an unknown distribution $G$. Noting the mixture model description of the MMNL, we employ a Bayesian nonparametric approach, using nonparametric priors on the unknown mixing distribution $G$, to estimate choice probabilities. We provide an important theoretical support for the use of the proposed methodology by investigating consistency of the posterior distribution for a general nonparametric prior on the mixing distribution. Consistency is defined according to an $L_1$-type distance on the space of choice probabilities and is achieved by extending to a regression model framework a recent approach to strong consistency based on the summability of square roots of prior probabilities. Moving to estimation, slightly different te...
Efficient robust nonparametric estimation in a semimartingale regression model
Konev, Victor
2010-01-01
The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unknown distribution. An example of such a noise is non-gaussian Ornstein-Uhlenbeck process with the L\\'evy process subordinator, which is used to model the financial Black-Scholes type markets with jumps. An adaptive model selection procedure, based on the weighted least square estimates, is proposed. Under general moment conditions on the noise distribution, sharp non-asymptotic oracle inequalities for the robust risks have been derived and the robust efficiency of the model selection procedure has been shown.
Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood.
Davenport, Clemontina A; Maity, Arnab; Wu, Yichao
2015-04-01
Varying coefficient models allow us to generalize standard linear regression models to incorporate complex covariate effects by modeling the regression coefficients as functions of another covariate. For nonparametric varying coefficients, we can borrow the idea of parametrically guided estimation to improve asymptotic bias. In this paper, we develop a guided estimation procedure for the nonparametric varying coefficient models. Asymptotic properties are established for the guided estimators and a method of bandwidth selection via bias-variance tradeoff is proposed. We compare the performance of the guided estimator with that of the unguided estimator via both simulation and real data examples.
Panel data nonparametric estimation of production risk and risk preferences
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
We apply nonparametric panel data kernel regression to investigate production risk, out-put price uncertainty, and risk attitudes of Polish dairy farms based on a firm-level unbalanced panel data set that covers the period 2004–2010. We compare different model specifications and different...... approaches for obtaining firm-specific measures of risk attitudes. We found that Polish dairy farmers are risk averse regarding production risk and price uncertainty. According to our results, Polish dairy farmers perceive the production risk as being more significant than the risk related to output price...
MAP estimators and their consistency in Bayesian nonparametric inverse problems
Dashti, M.; Law, K. J. H.; Stuart, A. M.; Voss, J.
2013-09-01
We consider the inverse problem of estimating an unknown function u from noisy measurements y of a known, possibly nonlinear, map {G} applied to u. We adopt a Bayesian approach to the problem and work in a setting where the prior measure is specified as a Gaussian random field μ0. We work under a natural set of conditions on the likelihood which implies the existence of a well-posed posterior measure, μy. Under these conditions, we show that the maximum a posteriori (MAP) estimator is well defined as the minimizer of an Onsager-Machlup functional defined on the Cameron-Martin space of the prior; thus, we link a problem in probability with a problem in the calculus of variations. We then consider the case where the observational noise vanishes and establish a form of Bayesian posterior consistency for the MAP estimator. We also prove a similar result for the case where the observation of {G}(u) can be repeated as many times as desired with independent identically distributed noise. The theory is illustrated with examples from an inverse problem for the Navier-Stokes equation, motivated by problems arising in weather forecasting, and from the theory of conditioned diffusions, motivated by problems arising in molecular dynamics.
MAP estimators and their consistency in Bayesian nonparametric inverse problems
Dashti, M.
2013-09-01
We consider the inverse problem of estimating an unknown function u from noisy measurements y of a known, possibly nonlinear, map applied to u. We adopt a Bayesian approach to the problem and work in a setting where the prior measure is specified as a Gaussian random field μ0. We work under a natural set of conditions on the likelihood which implies the existence of a well-posed posterior measure, μy. Under these conditions, we show that the maximum a posteriori (MAP) estimator is well defined as the minimizer of an Onsager-Machlup functional defined on the Cameron-Martin space of the prior; thus, we link a problem in probability with a problem in the calculus of variations. We then consider the case where the observational noise vanishes and establish a form of Bayesian posterior consistency for the MAP estimator. We also prove a similar result for the case where the observation of can be repeated as many times as desired with independent identically distributed noise. The theory is illustrated with examples from an inverse problem for the Navier-Stokes equation, motivated by problems arising in weather forecasting, and from the theory of conditioned diffusions, motivated by problems arising in molecular dynamics. © 2013 IOP Publishing Ltd.
Application of the LSQR algorithm in non-parametric estimation of aerosol size distribution
He, Zhenzong; Qi, Hong; Lew, Zhongyuan; Ruan, Liming; Tan, Heping; Luo, Kun
2016-05-01
Based on the Least Squares QR decomposition (LSQR) algorithm, the aerosol size distribution (ASD) is retrieved in non-parametric approach. The direct problem is solved by the Anomalous Diffraction Approximation (ADA) and the Lambert-Beer Law. An optimal wavelength selection method is developed to improve the retrieval accuracy of the ASD. The proposed optimal wavelength set is selected by the method which can make the measurement signals sensitive to wavelength and decrease the degree of the ill-condition of coefficient matrix of linear systems effectively to enhance the anti-interference ability of retrieval results. Two common kinds of monomodal and bimodal ASDs, log-normal (L-N) and Gamma distributions, are estimated, respectively. Numerical tests show that the LSQR algorithm can be successfully applied to retrieve the ASD with high stability in the presence of random noise and low susceptibility to the shape of distributions. Finally, the experimental measurement ASD over Harbin in China is recovered reasonably. All the results confirm that the LSQR algorithm combined with the optimal wavelength selection method is an effective and reliable technique in non-parametric estimation of ASD.
Carroll, Raymond J.
2011-03-01
In many applications we can expect that, or are interested to know if, a density function or a regression curve satisfies some specific shape constraints. For example, when the explanatory variable, X, represents the value taken by a treatment or dosage, the conditional mean of the response, Y , is often anticipated to be a monotone function of X. Indeed, if this regression mean is not monotone (in the appropriate direction) then the medical or commercial value of the treatment is likely to be significantly curtailed, at least for values of X that lie beyond the point at which monotonicity fails. In the case of a density, common shape constraints include log-concavity and unimodality. If we can correctly guess the shape of a curve, then nonparametric estimators can be improved by taking this information into account. Addressing such problems requires a method for testing the hypothesis that the curve of interest satisfies a shape constraint, and, if the conclusion of the test is positive, a technique for estimating the curve subject to the constraint. Nonparametric methodology for solving these problems already exists, but only in cases where the covariates are observed precisely. However in many problems, data can only be observed with measurement errors, and the methods employed in the error-free case typically do not carry over to this error context. In this paper we develop a novel approach to hypothesis testing and function estimation under shape constraints, which is valid in the context of measurement errors. Our method is based on tilting an estimator of the density or the regression mean until it satisfies the shape constraint, and we take as our test statistic the distance through which it is tilted. Bootstrap methods are used to calibrate the test. The constrained curve estimators that we develop are also based on tilting, and in that context our work has points of contact with methodology in the error-free case.
Prior processes and their applications nonparametric Bayesian estimation
Phadia, Eswar G
2016-01-01
This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the past four decades for dealing with Bayesian approach to solving selected nonparametric inference problems. This revised edition has been substantially expanded to reflect the current interest in this area. After an overview of different prior processes, it examines the now pre-eminent Dirichlet process and its variants including hierarchical processes, then addresses new processes such as dependent Dirichlet, local Dirichlet, time-varying and spatial processes, all of which exploit the countable mixture representation of the Dirichlet process. It subsequently discusses various neutral to right type processes, including gamma and extended gamma, beta and beta-Stacy processes, and then describes the Chinese Restaurant, Indian Buffet and infinite gamma-Poisson processes, which prove to be very useful in areas such as machine learning, information retrieval and featural modeling. Tailfree and P...
Nonparametric estimation of population density for line transect sampling using FOURIER series
Crain, B.R.; Burnham, K.P.; Anderson, D.R.; Lake, J.L.
1979-01-01
A nonparametric, robust density estimation method is explored for the analysis of right-angle distances from a transect line to the objects sighted. The method is based on the FOURIER series expansion of a probability density function over an interval. With only mild assumptions, a general population density estimator of wide applicability is obtained.
Stahel-Donoho kernel estimation for fixed design nonparametric regression models
Institute of Scientific and Technical Information of China (English)
LIN; Lu
2006-01-01
This paper reports a robust kernel estimation for fixed design nonparametric regression models.A Stahel-Donoho kernel estimation is introduced,in which the weight functions depend on both the depths of data and the distances between the design points and the estimation points.Based on a local approximation,a computational technique is given to approximate to the incomputable depths of the errors.As a result the new estimator is computationally efficient.The proposed estimator attains a high breakdown point and has perfect asymptotic behaviors such as the asymptotic normality and convergence in the mean squared error.Unlike the depth-weighted estimator for parametric regression models,this depth-weighted nonparametric estimator has a simple variance structure and then we can compare its efficiency with the original one.Some simulations show that the new method can smooth the regression estimation and achieve some desirable balances between robustness and efficiency.
A Nonparametric Approach to Estimate Classification Accuracy and Consistency
Lathrop, Quinn N.; Cheng, Ying
2014-01-01
When cut scores for classifications occur on the total score scale, popular methods for estimating classification accuracy (CA) and classification consistency (CC) require assumptions about a parametric form of the test scores or about a parametric response model, such as item response theory (IRT). This article develops an approach to estimate CA…
Nonparametric estimation of the stationary M/G/1 workload distribution function
DEFF Research Database (Denmark)
Hansen, Martin Bøgsted
2005-01-01
In this paper it is demonstrated how a nonparametric estimator of the stationary workload distribution function of the M/G/1-queue can be obtained by systematic sampling the workload process. Weak convergence results and bootstrap methods for empirical distribution functions for stationary associ...
Non-parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods
DEFF Research Database (Denmark)
Høg, Esben
In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean-reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...
Non-Parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods
DEFF Research Database (Denmark)
Høg, Esben
2003-01-01
In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean--reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...
Nonparametric estimation in an "illness-death" model when all transition times are interval censored
DEFF Research Database (Denmark)
Frydman, Halina; Gerds, Thomas; Grøn, Randi
2013-01-01
We develop nonparametric maximum likelihood estimation for the parameters of an irreversible Markov chain on states {0,1,2} from the observations with interval censored times of 0 → 1, 0 → 2 and 1 → 2 transitions. The distinguishing aspect of the data is that, in addition to all transition times ...
Non-Parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods
DEFF Research Database (Denmark)
Høg, Esben
2003-01-01
In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean--reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...
Non-parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods
DEFF Research Database (Denmark)
Høg, Esben
In continuous time, diffusion processes have been used for modelling financial dynamics for a long time. For example the Ornstein-Uhlenbeck process (the simplest mean-reverting process) has been used to model non-speculative price processes. We discuss non--parametric estimation of these processes...
A Hybrid Index for Characterizing Drought Based on a Nonparametric Kernel Estimator
Energy Technology Data Exchange (ETDEWEB)
Huang, Shengzhi; Huang, Qiang; Leng, Guoyong; Chang, Jianxia
2016-06-01
This study develops a nonparametric multivariate drought index, namely, the Nonparametric Multivariate Standardized Drought Index (NMSDI), by considering the variations of both precipitation and streamflow. Building upon previous efforts in constructing Nonparametric Multivariate Drought Index, we use the nonparametric kernel estimator to derive the joint distribution of precipitation and streamflow, thus providing additional insights in drought index development. The proposed NMSDI are applied in the Wei River Basin (WRB), based on which the drought evolution characteristics are investigated. Results indicate: (1) generally, NMSDI captures the drought onset similar to Standardized Precipitation Index (SPI) and drought termination and persistence similar to Standardized Streamflow Index (SSFI). The drought events identified by NMSDI match well with historical drought records in the WRB. The performances are also consistent with that by an existing Multivariate Standardized Drought Index (MSDI) at various timescales, confirming the validity of the newly constructed NMSDI in drought detections (2) An increasing risk of drought has been detected for the past decades, and will be persistent to a certain extent in future in most areas of the WRB; (3) the identified change points of annual NMSDI are mainly concentrated in the early 1970s and middle 1990s, coincident with extensive water use and soil reservation practices. This study highlights the nonparametric multivariable drought index, which can be used for drought detections and predictions efficiently and comprehensively.
Nonparametric methods for drought severity estimation at ungauged sites
Sadri, S.; Burn, D. H.
2012-12-01
The objective in frequency analysis is, given extreme events such as drought severity or duration, to estimate the relationship between that event and the associated return periods at a catchment. Neural networks and other artificial intelligence approaches in function estimation and regression analysis are relatively new techniques in engineering, providing an attractive alternative to traditional statistical models. There are, however, few applications of neural networks and support vector machines in the area of severity quantile estimation for drought frequency analysis. In this paper, we compare three methods for this task: multiple linear regression, radial basis function neural networks, and least squares support vector regression (LS-SVR). The area selected for this study includes 32 catchments in the Canadian Prairies. From each catchment drought severities are extracted and fitted to a Pearson type III distribution, which act as observed values. For each method-duration pair, we use a jackknife algorithm to produce estimated values at each site. The results from these three approaches are compared and analyzed, and it is found that LS-SVR provides the best quantile estimates and extrapolating capacity.
Jiang, GJ; Knight, JL
1997-01-01
In this paper, we propose a nonparametric identification and estimation procedure for an Ito diffusion process based on discrete sampling observations. The nonparametric kernel estimator for the diffusion function developed in this paper deals with general Ito diffusion processes and avoids any
Jiang, GJ; Knight, JL
1997-01-01
In this paper, we propose a nonparametric identification and estimation procedure for an Ito diffusion process based on discrete sampling observations. The nonparametric kernel estimator for the diffusion function developed in this paper deals with general Ito diffusion processes and avoids any func
Non-Parametric Evolutionary Algorithm for Estimating Root Zone Soil Moisture
Mohanty, B.; Shin, Y.; Ines, A. M.
2013-12-01
Prediction of root zone soil moisture is critical for water resources management. In this study, we explored a non-parametric evolutionary algorithm for estimating root zone soil moisture from a time series of spatially-distributed rainfall across multiple weather locations under two different hydro-climatic regions. A new genetic algorithm-based hidden Markov model (HMMGA) was developed to estimate long-term root zone soil moisture dynamics at different soil depths. Also, we analyzed rainfall occurrence probabilities and dry/wet spell lengths reproduced by this approach. The HMMGA was used to estimate the optimal state sequences (weather states) based on the precipitation history. Historical root zone soil moisture statistics were then determined based on the weather state conditions. To test the new approach, we selected two different soil moisture fields, Oklahoma (130 km x 130 km) and Illinois (300 km x 500 km), during 1995 to 2009 and 1994 to 2010, respectively. We found that the newly developed framework performed well in predicting root zone soil moisture dynamics at both the spatial scales. Also, the reproduced rainfall occurrence probabilities and dry/wet spell lengths matched well with the observations at the spatio-temporal scales. Since the proposed algorithm requires only precipitation and historical soil moisture data from existing, established weather stations, it can serve an attractive alternative for predicting root zone soil moisture in the future using climate change scenarios and root zone soil moisture history.
Nonparametric Divergence Estimation with Applications to Machine Learning on Distributions
Poczos, Barnabas; Schneider, Jeff
2012-01-01
Low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection are among the most important problems in machine learning. The existing methods usually consider the case when each instance has a fixed, finite-dimensional feature representation. Here we consider a different setting. We assume that each instance corresponds to a continuous probability distribution. These distributions are unknown, but we are given some i.i.d. samples from each distribution. Our goal is to estimate the distances between these distributions and use these distances to perform low-dimensional embedding, clustering/classification, or anomaly detection for the distributions. We present estimation algorithms, describe how to apply them for machine learning tasks on distributions, and show empirical results on synthetic data, real word images, and astronomical data sets.
Nonparametric spectral-based estimation of latent structures
Bonhomme, Stéphane; Jochmans, Koen; Robin, Jean-Marc
2014-01-01
We present a constructive identification proof of p-linear decompositions of q-way arrays. The analysis is based on the joint spectral decomposition of a set of matrices. It has applications in the analysis of a variety of latent-structure models, such as q-variate mixtures of p distributions. As such, our results provide a constructive alternative to Allman, Matias and Rhodes [2009]. The identification argument suggests a joint approximate-diagonalization estimator that is easy to implement ...
Dai, Wenlin
2017-09-01
Difference-based methods do not require estimating the mean function in nonparametric regression and are therefore popular in practice. In this paper, we propose a unified framework for variance estimation that combines the linear regression method with the higher-order difference estimators systematically. The unified framework has greatly enriched the existing literature on variance estimation that includes most existing estimators as special cases. More importantly, the unified framework has also provided a smart way to solve the challenging difference sequence selection problem that remains a long-standing controversial issue in nonparametric regression for several decades. Using both theory and simulations, we recommend to use the ordinary difference sequence in the unified framework, no matter if the sample size is small or if the signal-to-noise ratio is large. Finally, to cater for the demands of the application, we have developed a unified R package, named VarED, that integrates the existing difference-based estimators and the unified estimators in nonparametric regression and have made it freely available in the R statistical program http://cran.r-project.org/web/packages/.
Chang, Ju Yong
2016-08-01
We present a new gesture recognition method that is based on the conditional random field (CRF) model using multiple feature matching. Our approach solves the labeling problem, determining gesture categories and their temporal ranges at the same time. A generative probabilistic model is formalized and probability densities are nonparametrically estimated by matching input features with a training dataset. In addition to the conventional skeletal joint-based features, the appearance information near the active hand in an RGB image is exploited to capture the detailed motion of fingers. The estimated likelihood function is then used as the unary term for our CRF model. The smoothness term is also incorporated to enforce the temporal coherence of our solution. Frame-wise recognition results can then be obtained by applying an efficient dynamic programming technique. To estimate the parameters of the proposed CRF model, we incorporate the structured support vector machine (SSVM) framework that can perform efficient structured learning by using large-scale datasets. Experimental results demonstrate that our method provides effective gesture recognition results for challenging real gesture datasets. By scoring 0.8563 in the mean Jaccard index, our method has obtained the state-of-the-art results for the gesture recognition track of the 2014 ChaLearn Looking at People (LAP) Challenge.
Non-Parametric Bayesian State Space Estimator for Negative Information
Directory of Open Access Journals (Sweden)
Guillaume de Chambrier
2017-09-01
Full Text Available Simultaneous Localization and Mapping (SLAM is concerned with the development of filters to accurately and efficiently infer the state parameters (position, orientation, etc. of an agent and aspects of its environment, commonly referred to as the map. A mapping system is necessary for the agent to achieve situatedness, which is a precondition for planning and reasoning. In this work, we consider an agent who is given the task of finding a set of objects. The agent has limited perception and can only sense the presence of objects if a direct contact is made, as a result most of the sensing is negative information. In the absence of recurrent sightings or direct measurements of objects, there are no correlations from the measurement errors that can be exploited. This renders SLAM estimators, for which this fact is their backbone such as EKF-SLAM, ineffective. In addition for our setting, no assumptions are taken with respect to the marginals (beliefs of both the agent and objects (map. From the loose assumptions we stipulate regarding the marginals and measurements, we adopt a histogram parametrization. We introduce a Bayesian State Space Estimator (BSSE, which we name Measurement Likelihood Memory Filter (MLMF, in which the values of the joint distribution are not parametrized but instead we directly apply changes from the measurement integration step to the marginals. This is achieved by keeping track of the history of likelihood functions’ parameters. We demonstrate that the MLMF gives the same filtered marginals as a histogram filter and show two implementations: MLMF and scalable-MLMF that both have a linear space complexity. The original MLMF retains an exponential time complexity (although an order of magnitude smaller than the histogram filter while the scalable-MLMF introduced independence assumption such to have a linear time complexity. We further quantitatively demonstrate the scalability of our algorithm with 25 beliefs having up to
Jang, Eunice Eunhee; Roussos, Louis
2007-01-01
This article reports two studies to illustrate methodologies for conducting a conditional covariance-based nonparametric dimensionality assessment using data from two forms of the Test of English as a Foreign Language (TOEFL). Study 1 illustrates how to assess overall dimensionality of the TOEFL including all three subtests. Study 2 is aimed at…
Nonparametric variance estimation in the analysis of microarray data: a measurement error approach.
Carroll, Raymond J; Wang, Yuedong
2008-01-01
This article investigates the effects of measurement error on the estimation of nonparametric variance functions. We show that either ignoring measurement error or direct application of the simulation extrapolation, SIMEX, method leads to inconsistent estimators. Nevertheless, the direct SIMEX method can reduce bias relative to a naive estimator. We further propose a permutation SIMEX method which leads to consistent estimators in theory. The performance of both SIMEX methods depends on approximations to the exact extrapolants. Simulations show that both SIMEX methods perform better than ignoring measurement error. The methodology is illustrated using microarray data from colon cancer patients.
Essays on parametric and nonparametric modeling and estimation with applications to energy economics
Gao, Weiyu
My dissertation research is composed of two parts: a theoretical part on semiparametric efficient estimation and an applied part in energy economics under different dynamic settings. The essays are related in terms of their applications as well as the way in which models are constructed and estimated. In the first essay, efficient estimation of the partially linear model is studied. We work out the efficient score functions and efficiency bounds under four stochastic restrictions---independence, conditional symmetry, conditional zero mean, and partially conditional zero mean. A feasible efficient estimation method for the linear part of the model is developed based on the efficient score. A battery of specification test that allows for choosing between the alternative assumptions is provided. A Monte Carlo simulation is also conducted. The second essay presents a dynamic optimization model for a stylized oilfield resembling the largest developed light oil field in Saudi Arabia, Ghawar. We use data from different sources to estimate the oil production cost function and the revenue function. We pay particular attention to the dynamic aspect of the oil production by employing petroleum-engineering software to simulate the interaction between control variables and reservoir state variables. Optimal solutions are studied under different scenarios to account for the possible changes in the exogenous variables and the uncertainty about the forecasts. The third essay examines the effect of oil price volatility on the level of innovation displayed by the U.S. economy. A measure of innovation is calculated by decomposing an output-based Malmquist index. We also construct a nonparametric measure for oil price volatility. Technical change and oil price volatility are then placed in a VAR system with oil price and a variable indicative of monetary policy. The system is estimated and analyzed for significant relationships. We find that oil price volatility displays a significant
Blundell, Richard; Horowitz, Joel L.; Parey, Matthias
2011-01-01
This paper develops a new method for estimating a demand function and the welfare consequences of price changes. The method is applied to gasoline demand in the U.S. and is applicable to other goods. The method uses shape restrictions derived from economic theory to improve the precision of a nonparametric estimate of the demand function. Using data from the U.S. National Household Travel Survey, we show that the restrictions are consistent with the data on gasoline demand and remove the anom...
Bayesian Nonparametric Mixture Estimation for Time-Indexed Functional Data in R
Directory of Open Access Journals (Sweden)
Terrance D. Savitsky
2016-08-01
Full Text Available We present growfunctions for R that offers Bayesian nonparametric estimation models for analysis of dependent, noisy time series data indexed by a collection of domains. This data structure arises from combining periodically published government survey statistics, such as are reported in the Current Population Study (CPS. The CPS publishes monthly, by-state estimates of employment levels, where each state expresses a noisy time series. Published state-level estimates from the CPS are composed from household survey responses in a model-free manner and express high levels of volatility due to insufficient sample sizes. Existing software solutions borrow information over a modeled time-based dependence to extract a de-noised time series for each domain. These solutions, however, ignore the dependence among the domains that may be additionally leveraged to improve estimation efficiency. The growfunctions package offers two fully nonparametric mixture models that simultaneously estimate both a time and domain-indexed dependence structure for a collection of time series: (1 A Gaussian process (GP construction, which is parameterized through the covariance matrix, estimates a latent function for each domain. The covariance parameters of the latent functions are indexed by domain under a Dirichlet process prior that permits estimation of the dependence among functions across the domains: (2 An intrinsic Gaussian Markov random field prior construction provides an alternative to the GP that expresses different computation and estimation properties. In addition to performing denoised estimation of latent functions from published domain estimates, growfunctions allows estimation of collections of functions for observation units (e.g., households, rather than aggregated domains, by accounting for an informative sampling design under which the probabilities for inclusion of observation units are related to the response variable. growfunctions includes plot
Testing the Non-Parametric Conditional CAPM in the Brazilian Stock Market
Directory of Open Access Journals (Sweden)
Daniel Reed Bergmann
2014-04-01
Full Text Available This paper seeks to analyze if the variations of returns and systematic risks from Brazilian portfolios could be explained by the nonparametric conditional Capital Asset Pricing Model (CAPM by Wang (2002. There are four informational variables available to the investors: (i the Brazilian industrial production level; (ii the broad money supply M4; (iii the inflation represented by the Índice de Preços ao Consumidor Amplo (IPCA; and (iv the real-dollar exchange rate, obtained by PTAX dollar quotation.This study comprised the shares listed in the BOVESPA throughout January 2002 to December 2009. The test methodology developed by Wang (2002 and retorted to the Mexican context by Castillo-Spíndola (2006 was used. The observed results indicate that the nonparametric conditional model is relevant in explaining the portfolios’ returns of the sample considered for two among the four tested variables, M4 and PTAX dollar at 5% level of significance.
Emura, Takeshi; Konno, Yoshihiko; Michimae, Hirofumi
2015-07-01
Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm. Owing to the complicated asymptotic distribution of the NPMLE, the bootstrap method has been suggested for statistical inference. This paper proposes a closed-form estimator for the asymptotic covariance function of the NPMLE, which is computationally attractive alternative to bootstrapping. Furthermore, we develop various statistical inference procedures, such as confidence interval, goodness-of-fit tests, and confidence bands to demonstrate the usefulness of the proposed covariance estimator. Simulations are performed to compare the proposed method with both the bootstrap and jackknife methods. The methods are illustrated using the childhood cancer dataset.
Rotondi, R.
2009-04-01
According to the unified scaling theory the probability distribution function of the recurrence time T is a scaled version of a base function and the average value of T can be used as a scale parameter for the distribution. The base function must belong to the scale family of distributions: tested on different catalogues and for different scale levels, for Corral (2005) the (truncated) generalized gamma distribution is the best model, for German (2006) the Weibull distribution. The scaling approach should overcome the difficulty of estimating distribution functions over small areas but theorical limitations and partial instability of the estimated distributions have been pointed out in the literature. Our aim is to analyze the recurrence time of strong earthquakes that occurred in the Italian territory. To satisfy the hypotheses of independence and identical distribution we have evaluated the times between events that occurred in each area of the Database of Individual Seismogenic Sources and then we have gathered them by eight tectonically coherent regions, each of them dominated by a well characterized geodynamic process. To solve problems like: paucity of data, presence of outliers and uncertainty in the choice of the functional expression for the distribution of t, we have followed a nonparametric approach (Rotondi (2009)) in which: (a) the maximum flexibility is obtained by assuming that the probability distribution is a random function belonging to a large function space, distributed as a stochastic process; (b) nonparametric estimation method is robust when the data contain outliers; (c) Bayesian methodology allows to exploit different information sources so that the model fitting may be good also to scarce samples. We have compared the hazard rates evaluated through the parametric and nonparametric approach. References Corral A. (2005). Mixing of rescaled data and Bayesian inference for earthquake recurrence times, Nonlin. Proces. Geophys., 12, 89
Non-parametric Estimation approach in statistical investigation of nuclear spectra
Jafarizadeh, M A; Sabri, H; Maleki, B Rashidian
2011-01-01
In this paper, Kernel Density Estimation (KDE) as a non-parametric estimation method is used to investigate statistical properties of nuclear spectra. The deviation to regular or chaotic dynamics, is exhibited by closer distances to Poisson or Wigner limits respectively which evaluated by Kullback-Leibler Divergence (KLD) measure. Spectral statistics of different sequences prepared by nuclei corresponds to three dynamical symmetry limits of Interaction Boson Model(IBM), oblate and prolate nuclei and also the pairing effect on nuclear level statistics are analyzed (with pure experimental data). KD-based estimated density function, confirm previous predictions with minimum uncertainty (evaluated with Integrate Absolute Error (IAE)) in compare to Maximum Likelihood (ML)-based method. Also, the increasing of regularity degrees of spectra due to pairing effect is reveal.
Directory of Open Access Journals (Sweden)
Mauro Gasparini
2013-05-01
Full Text Available We present an application of nonparametric estimation of survival in the presence of left-truncated and right-censored data. We confirm the well-known unstable behavior of the survival estimates when the risk set is small and there are too few early deaths. How ever, in our real scenario where only few death times are necessarily available, the proper nonparametric maximum likelihood estimator, and its usual modification, behave less badly than alternative methods proposed in the literature. The relative merits of the different estimators are discussed in a simulation study extending the settings of the case study to more general scenarios.
A non-parametric approach to estimate the total deviation index for non-normal data.
Perez-Jaume, Sara; Carrasco, Josep L
2015-11-10
Concordance indices are used to assess the degree of agreement between different methods that measure the same characteristic. In this context, the total deviation index (TDI) is an unscaled concordance measure that quantifies to which extent the readings from the same subject obtained by different methods may differ with a certain probability. Common approaches to estimate the TDI assume data are normally distributed and linearity between response and effects (subjects, methods and random error). Here, we introduce a new non-parametric methodology for estimation and inference of the TDI that can deal with any kind of quantitative data. The present study introduces this non-parametric approach and compares it with the already established methods in two real case examples that represent situations of non-normal data (more specifically, skewed data and count data). The performance of the already established methodologies and our approach in these contexts is assessed by means of a simulation study. Copyright © 2015 John Wiley & Sons, Ltd.
A Modified Nonparametric Message Passing Algorithm for Soft Iterative Channel Estimation
Directory of Open Access Journals (Sweden)
Linlin Duan
2013-08-01
Full Text Available Based on the factor graph framework, we derived a Modified Nonparametric Message Passing Algorithm (MNMPA for soft iterative channel estimation in a Low Density Parity-Check (LDPC coded Bit-Interleaved Coded Modulation (BICM system. The algorithm combines ideas from Particle Filtering (PF with popular factor graph techniques. A Markov Chain Monte Carlo (MCMC move step is added after typical sequential Important Sampling (SIS -resampling to prevent particle impoverishment and to improve channel estimation precision. To reduce complexity, a new max-sum rule for updating particle based messages is reformulated and two proper update schedules are designed. Simulation results illustrate the effectiveness of MNMPA and its comparison with other sum-product algorithms in a Gaussian or non-Gaussian noise environment. We also studied the effect of the particle number, pilot symbol spacing and different schedules on BER performance.
Non-parametric PSF estimation from celestial transit solar images using blind deconvolution
González, Adriana; Delouille, Véronique; Jacques, Laurent
2016-01-01
Context: Characterization of instrumental effects in astronomical imaging is important in order to extract accurate physical information from the observations. The measured image in a real optical instrument is usually represented by the convolution of an ideal image with a Point Spread Function (PSF). Additionally, the image acquisition process is also contaminated by other sources of noise (read-out, photon-counting). The problem of estimating both the PSF and a denoised image is called blind deconvolution and is ill-posed. Aims: We propose a blind deconvolution scheme that relies on image regularization. Contrarily to most methods presented in the literature, our method does not assume a parametric model of the PSF and can thus be applied to any telescope. Methods: Our scheme uses a wavelet analysis prior model on the image and weak assumptions on the PSF. We use observations from a celestial transit, where the occulting body can be assumed to be a black disk. These constraints allow us to retain meaningful solutions for the filter and the image, eliminating trivial, translated, and interchanged solutions. Under an additive Gaussian noise assumption, they also enforce noise canceling and avoid reconstruction artifacts by promoting the whiteness of the residual between the blurred observations and the cleaned data. Results: Our method is applied to synthetic and experimental data. The PSF is estimated for the SECCHI/EUVI instrument using the 2007 Lunar transit, and for SDO/AIA using the 2012 Venus transit. Results show that the proposed non-parametric blind deconvolution method is able to estimate the core of the PSF with a similar quality to parametric methods proposed in the literature. We also show that, if these parametric estimations are incorporated in the acquisition model, the resulting PSF outperforms both the parametric and non-parametric methods.
Non-parametric PSF estimation from celestial transit solar images using blind deconvolution
Directory of Open Access Journals (Sweden)
González Adriana
2016-01-01
Full Text Available Context: Characterization of instrumental effects in astronomical imaging is important in order to extract accurate physical information from the observations. The measured image in a real optical instrument is usually represented by the convolution of an ideal image with a Point Spread Function (PSF. Additionally, the image acquisition process is also contaminated by other sources of noise (read-out, photon-counting. The problem of estimating both the PSF and a denoised image is called blind deconvolution and is ill-posed. Aims: We propose a blind deconvolution scheme that relies on image regularization. Contrarily to most methods presented in the literature, our method does not assume a parametric model of the PSF and can thus be applied to any telescope. Methods: Our scheme uses a wavelet analysis prior model on the image and weak assumptions on the PSF. We use observations from a celestial transit, where the occulting body can be assumed to be a black disk. These constraints allow us to retain meaningful solutions for the filter and the image, eliminating trivial, translated, and interchanged solutions. Under an additive Gaussian noise assumption, they also enforce noise canceling and avoid reconstruction artifacts by promoting the whiteness of the residual between the blurred observations and the cleaned data. Results: Our method is applied to synthetic and experimental data. The PSF is estimated for the SECCHI/EUVI instrument using the 2007 Lunar transit, and for SDO/AIA using the 2012 Venus transit. Results show that the proposed non-parametric blind deconvolution method is able to estimate the core of the PSF with a similar quality to parametric methods proposed in the literature. We also show that, if these parametric estimations are incorporated in the acquisition model, the resulting PSF outperforms both the parametric and non-parametric methods.
DEFF Research Database (Denmark)
Petersen, Jørgen Holm
2009-01-01
A conceptually simple two-dimensional conditional reference curve is described. The curve gives a decision basis for determining whether a bivariate response from an individual is "normal" or "abnormal" when taking into account that a third (conditioning) variable may influence the bivariate...... response. The reference curve is not only characterized analytically but also by geometric properties that are easily communicated to medical doctors - the users of such curves. The reference curve estimator is completely non-parametric, so no distributional assumptions are needed about the two......-dimensional response. An example that will serve to motivate and illustrate the reference is the study of the height/weight distribution of 7-8-year-old Danish school girls born in 1930, 1950, or 1970....
Le Bihan, Nicolas; Margerin, Ludovic
2009-07-01
In this paper, we present a nonparametric method to estimate the heterogeneity of a random medium from the angular distribution of intensity of waves transmitted through a slab of random material. Our approach is based on the modeling of forward multiple scattering using compound Poisson processes on compact Lie groups. The estimation technique is validated through numerical simulations based on radiative transfer theory.
Bihan, Nicolas Le
2009-01-01
In this paper, we present a nonparametric method to estimate the heterogeneity of a random medium from the angular distribution of intensity transmitted through a slab of random material. Our approach is based on the modeling of forward multiple scattering using Compound Poisson Processes on compact Lie groups. The estimation technique is validated through numerical simulations based on radiative transfer theory.
A NEW DE-NOISING METHOD BASED ON 3-BAND WAVELET AND NONPARAMETRIC ADAPTIVE ESTIMATION
Institute of Scientific and Technical Information of China (English)
Li Li; Peng Yuhua; Yang Mingqiang; Xue Peijun
2007-01-01
Wavelet de-noising has been well known as an important method of signal de-noising.Recently,most of the research efforts about wavelet de-noising focus on how to select the threshold,where Donoho method is applied widely.Compared with traditional 2-band wavelet,3-band wavelet has advantages in many aspects.According to this theory,an adaptive signal de-noising method in 3-band wavelet domain based on nonparametric adaptive estimation is proposed.The experimental results show that in 3-band wavelet domain,the proposed method represents better characteristics than Donoho method in protecting detail and improving the signal-to-noise ratio of reconstruction signal.
Semi- and Nonparametric ARCH Processes
Directory of Open Access Journals (Sweden)
Oliver B. Linton
2011-01-01
Full Text Available ARCH/GARCH modelling has been successfully applied in empirical finance for many years. This paper surveys the semiparametric and nonparametric methods in univariate and multivariate ARCH/GARCH models. First, we introduce some specific semiparametric models and investigate the semiparametric and nonparametrics estimation techniques applied to: the error density, the functional form of the volatility function, the relationship between mean and variance, long memory processes, locally stationary processes, continuous time processes and multivariate models. The second part of the paper is about the general properties of such processes, including stationary conditions, ergodic conditions and mixing conditions. The last part is on the estimation methods in ARCH/GARCH processes.
Determining the Mass of Kepler-78b with Nonparametric Gaussian Process Estimation
Grunblatt, Samuel Kai; Howard, Andrew; Haywood, Raphaëlle
2016-01-01
Kepler-78b is a transiting planet that is 1.2 times the radius of Earth and orbits a young, active K dwarf every 8 hr. The mass of Kepler-78b has been independently reported by two teams based on radial velocity (RV) measurements using the HIRES and HARPS-N spectrographs. Due to the active nature of the host star, a stellar activity model is required to distinguish and isolate the planetary signal in RV data. Whereas previous studies tested parametric stellar activity models, we modeled this system using nonparametric Gaussian process (GP) regression. We produced a GP regression of relevant Kepler photometry. We then use the posterior parameter distribution for our photometric fit as a prior for our simultaneous GP + Keplerian orbit models of the RV data sets. We tested three simple kernel functions for our GP regressions. Based on a Bayesian likelihood analysis, we selected a quasi-periodic kernel model with GP hyperparameters coupled between the two RV data sets, giving a Doppler amplitude of 1.86 ± 0.25 m s-1 and supporting our belief that the correlated noise we are modeling is astrophysical. The corresponding mass of 1.87-0.26+0.27 ME is consistent with that measured in previous studies, and more robust due to our nonparametric signal estimation. Based on our mass and the radius measurement from transit photometry, Kepler-78b has a bulk density of 6.0-1.4+1.9 g cm-3. We estimate that Kepler-78b is 32% ± 26% iron using a two-component rock-iron model. This is consistent with an Earth-like composition, with uncertainty spanning Moon-like to Mercury-like compositions.
Nonparametric Estimates of Gene × Environment Interaction Using Local Structural Equation Modeling
Briley, Daniel A.; Harden, K. Paige; Bates, Timothy C.; Tucker-Drob, Elliot M.
2017-01-01
Gene × Environment (G×E) interaction studies test the hypothesis that the strength of genetic influence varies across environmental contexts. Existing latent variable methods for estimating G×E interactions in twin and family data specify parametric (typically linear) functions for the interaction effect. An improper functional form may obscure the underlying shape of the interaction effect and may lead to failures to detect a significant interaction. In this article, we introduce a novel approach to the behavior genetic toolkit, local structural equation modeling (LOSEM). LOSEM is a highly flexible nonparametric approach for estimating latent interaction effects across the range of a measured moderator. This approach opens up the ability to detect and visualize new forms of G×E interaction. We illustrate the approach by using LOSEM to estimate gene × socioeconomic status (SES) interactions for six cognitive phenotypes. Rather than continuously and monotonically varying effects as has been assumed in conventional parametric approaches, LOSEM indicated substantial nonlinear shifts in genetic variance for several phenotypes. The operating characteristics of LOSEM were interrogated through simulation studies where the functional form of the interaction effect was known. LOSEM provides a conservative estimate of G×E interaction with sufficient power to detect statistically significant G×E signal with moderate sample size. We offer recommendations for the application of LOSEM and provide scripts for implementing these biometric models in Mplus and in OpenMx under R. PMID:26318287
Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.
Lund, Steven P; Hubbard, Joseph B; Halter, Michael
2014-11-06
Diffusion processes superimposed upon deterministic motion play a key role in understanding and controlling the transport of matter, energy, momentum, and even information in physics, chemistry, material science, biology, and communications technology. Given functions defining these random and deterministic components, the Fokker-Planck (FP) equation is often used to model these diffusive systems. Many methods exist for estimating the drift and diffusion profiles from one or more identifiable diffusive trajectories; however, when many identical entities diffuse simultaneously, it may not be possible to identify individual trajectories. Here we present a method capable of simultaneously providing nonparametric estimates for both drift and diffusion profiles from evolving density profiles, requiring only the validity of Langevin/FP dynamics. This algebraic FP manipulation provides a flexible and robust framework for estimating stationary drift and diffusion coefficient profiles, is not based on fluctuation theory or solved diffusion equations, and may facilitate predictions for many experimental systems. We illustrate this approach on experimental data obtained from a model lipid bilayer system exhibiting free diffusion and electric field induced drift. The wide range over which this approach provides accurate estimates for drift and diffusion profiles is demonstrated through simulation.
Xu, Yonghong; Gao, Xiaohuan; Wang, Zhengxi
2014-04-01
Missing data represent a general problem in many scientific fields, especially in medical survival analysis. Dealing with censored data, interpolation method is one of important methods. However, most of the interpolation methods replace the censored data with the exact data, which will distort the real distribution of the censored data and reduce the probability of the real data falling into the interpolation data. In order to solve this problem, we in this paper propose a nonparametric method of estimating the survival function of right-censored and interval-censored data and compare its performance to SC (self-consistent) algorithm. Comparing to the average interpolation and the nearest neighbor interpolation method, the proposed method in this paper replaces the right-censored data with the interval-censored data, and greatly improves the probability of the real data falling into imputation interval. Then it bases on the empirical distribution theory to estimate the survival function of right-censored and interval-censored data. The results of numerical examples and a real breast cancer data set demonstrated that the proposed method had higher accuracy and better robustness for the different proportion of the censored data. This paper provides a good method to compare the clinical treatments performance with estimation of the survival data of the patients. This pro vides some help to the medical survival data analysis.
Nonparametric signal processing validation in T-wave alternans detection and estimation.
Goya-Esteban, R; Barquero-Pérez, O; Blanco-Velasco, M; Caamaño-Fernández, A J; García-Alberola, A; Rojo-Álvarez, J L
2014-04-01
Although a number of methods have been proposed for T-Wave Alternans (TWA) detection and estimation, their performance strongly depends on their signal processing stages and on their free parameters tuning. The dependence of the system quality with respect to the main signal processing stages in TWA algorithms has not yet been studied. This study seeks to optimize the final performance of the system by successive comparisons of pairs of TWA analysis systems, with one single processing difference between them. For this purpose, a set of decision statistics are proposed to evaluate the performance, and a nonparametric hypothesis test (from Bootstrap resampling) is used to make systematic decisions. Both the temporal method (TM) and the spectral method (SM) are analyzed in this study. The experiments were carried out in two datasets: first, in semisynthetic signals with artificial alternant waves and added noise; second, in two public Holter databases with different documented risk of sudden cardiac death. For semisynthetic signals (SNR = 15 dB), after the optimization procedure, a reduction of 34.0% (TM) and 5.2% (SM) of the power of TWA amplitude estimation errors was achieved, and the power of error probability was reduced by 74.7% (SM). For Holter databases, appropriate tuning of several processing blocks, led to a larger intergroup separation between the two populations for TWA amplitude estimation. Our proposal can be used as a systematic procedure for signal processing block optimization in TWA algorithmic implementations.
Li, Xiaofan; Zhao, Yubin; Zhang, Sha; Fan, Xiaopeng
2016-05-30
Particle filters (PFs) are widely used for nonlinear signal processing in wireless sensor networks (WSNs). However, the measurement uncertainty makes the WSN observations unreliable to the actual case and also degrades the estimation accuracy of the PFs. In addition to the algorithm design, few works focus on improving the likelihood calculation method, since it can be pre-assumed by a given distribution model. In this paper, we propose a novel PF method, which is based on a new likelihood fusion method for WSNs and can further improve the estimation performance. We firstly use a dynamic Gaussian model to describe the nonparametric features of the measurement uncertainty. Then, we propose a likelihood adaptation method that employs the prior information and a belief factor to reduce the measurement noise. The optimal belief factor is attained by deriving the minimum Kullback-Leibler divergence. The likelihood adaptation method can be integrated into any PFs, and we use our method to develop three versions of adaptive PFs for a target tracking system using wireless sensor network. The simulation and experimental results demonstrate that our likelihood adaptation method has greatly improved the estimation performance of PFs in a high noise environment. In addition, the adaptive PFs are highly adaptable to the environment without imposing computational complexity.
Gugushvili, S.; Spreij, P.
2016-01-01
We consider the problem of non-parametric estimation of the deterministic dispersion coefficient of a linear stochastic differential equation based on discrete time observations on its solution. We take a Bayesian approach to the problem and under suitable regularity assumptions derive the posteror
Estimation of Subpixel Snow-Covered Area by Nonparametric Regression Splines
Kuter, S.; Akyürek, Z.; Weber, G.-W.
2016-10-01
Measurement of the areal extent of snow cover with high accuracy plays an important role in hydrological and climate modeling. Remotely-sensed data acquired by earth-observing satellites offer great advantages for timely monitoring of snow cover. However, the main obstacle is the tradeoff between temporal and spatial resolution of satellite imageries. Soft or subpixel classification of low or moderate resolution satellite images is a preferred technique to overcome this problem. The most frequently employed snow cover fraction methods applied on Moderate Resolution Imaging Spectroradiometer (MODIS) data have evolved from spectral unmixing and empirical Normalized Difference Snow Index (NDSI) methods to latest machine learning-based artificial neural networks (ANNs). This study demonstrates the implementation of subpixel snow-covered area estimation based on the state-of-the-art nonparametric spline regression method, namely, Multivariate Adaptive Regression Splines (MARS). MARS models were trained by using MODIS top of atmospheric reflectance values of bands 1-7 as predictor variables. Reference percentage snow cover maps were generated from higher spatial resolution Landsat ETM+ binary snow cover maps. A multilayer feed-forward ANN with one hidden layer trained with backpropagation was also employed to estimate the percentage snow-covered area on the same data set. The results indicated that the developed MARS model performed better than th
A nonparametric dynamic additive regression model for longitudinal data
DEFF Research Database (Denmark)
Martinussen, Torben; Scheike, Thomas H.
2000-01-01
dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models......dynamic linear models, estimating equations, least squares, longitudinal data, nonparametric methods, partly conditional mean models, time-varying-coefficient models...
Nonparametric VSS-APA based on precise background noise power estimate
Institute of Scientific and Technical Information of China (English)
昊翔; 赖晓翰; 陈隆道; 蔡忠法
2015-01-01
The adaptive algorithm used for echo cancellation (EC) system needs to provide 1) low misadjustment and 2) high convergence rate. The affine projection algorithm (APA) is a better alternative than normalized least mean square (NLMS) algorithm in EC applications where the input signal is highly correlated. Since the APA with a constant step-size has to make compromise between the performance criteria 1) and 2), a variable step-size APA (VSS-APA) provides a more reliable solution. A nonparametric VSS-APA (NPVSS-APA) is proposed by recovering the background noise within the error signal instead of cancelling the a posteriori errors. The most problematic term of its variable step-size formula is the value of background noise power (BNP). The power difference between the desired signal and output signal, which equals the power of error signal statistically, has been considered the BNP estimate in a rough manner. Considering that the error signal consists of background noise and misalignment noise, a precise BNP estimate is achieved by multiplying the rough estimate with a corrective factor. After the analysis on the power ratio of misalignment noise to background noise of APA, the corrective factor is formulated depending on the projection order and the latest value of variable step-size. The new algorithm which does not require any a priori knowledge of EC environment has the advantage of easier controllability in practical application. The simulation results in the EC context indicate the accuracy of the proposed BNP estimate and the more effective behavior of the proposed algorithm compared with other versions of APA class.
Wang, Ying; Wu, Fengchang; Giesy, John P; Feng, Chenglian; Liu, Yuedan; Qin, Ning; Zhao, Yujie
2015-09-01
Due to use of different parametric models for establishing species sensitivity distributions (SSDs), comparison of water quality criteria (WQC) for metals of the same group or period in the periodic table is uncertain and results can be biased. To address this inadequacy, a new probabilistic model, based on non-parametric kernel density estimation was developed and optimal bandwidths and testing methods are proposed. Zinc (Zn), cadmium (Cd), and mercury (Hg) of group IIB of the periodic table are widespread in aquatic environments, mostly at small concentrations, but can exert detrimental effects on aquatic life and human health. With these metals as target compounds, the non-parametric kernel density estimation method and several conventional parametric density estimation methods were used to derive acute WQC of metals for protection of aquatic species in China that were compared and contrasted with WQC for other jurisdictions. HC5 values for protection of different types of species were derived for three metals by use of non-parametric kernel density estimation. The newly developed probabilistic model was superior to conventional parametric density estimations for constructing SSDs and for deriving WQC for these metals. HC5 values for the three metals were inversely proportional to atomic number, which means that the heavier atoms were more potent toxicants. The proposed method provides a novel alternative approach for developing SSDs that could have wide application prospects in deriving WQC and use in assessment of risks to ecosystems.
Parametric and Non-Parametric System Modelling
DEFF Research Database (Denmark)
Nielsen, Henrik Aalborg
1999-01-01
considered. It is shown that adaptive estimation in conditional parametric models can be performed by combining the well known methods of local polynomial regression and recursive least squares with exponential forgetting. The approach used for estimation in conditional parametric models also highlights how....... For this purpose non-parametric methods together with additive models are suggested. Also, a new approach specifically designed to detect non-linearities is introduced. Confidence intervals are constructed by use of bootstrapping. As a link between non-parametric and parametric methods a paper dealing with neural...... the focus is on combinations of parametric and non-parametric methods of regression. This combination can be in terms of additive models where e.g. one or more non-parametric term is added to a linear regression model. It can also be in terms of conditional parametric models where the coefficients...
Low default credit scoring using two-class non-parametric kernel density estimation
CSIR Research Space (South Africa)
Rademeyer, E
2016-12-01
Full Text Available This paper investigates the performance of two-class classification credit scoring data sets with low default ratios. The standard two-class parametric Gaussian and non-parametric Parzen classifiers are extended, using Bayes’ rule, to include either...
Directory of Open Access Journals (Sweden)
Ferger Dietmar
2009-09-01
Full Text Available Abstract Background Epidemiological and clinical studies, often including anthropometric measures, have established obesity as a major risk factor for the development of type 2 diabetes. Appropriate cut-off values for anthropometric parameters are necessary for prediction or decision purposes. The cut-off corresponding to the Youden-Index is often applied in epidemiology and biomedical literature for dichotomizing a continuous risk indicator. Methods Using data from a representative large multistage longitudinal epidemiological study in a primary care setting in Germany, this paper explores a novel approach for estimating optimal cut-offs of anthropomorphic parameters for predicting type 2 diabetes based on a discontinuity of a regression function in a nonparametric regression framework. Results The resulting cut-off corresponded to values obtained by the Youden Index (maximum of the sum of sensitivity and specificity, minus one, often considered the optimal cut-off in epidemiological and biomedical research. The nonparametric regression based estimator was compared to results obtained by the established methods of the Receiver Operating Characteristic plot in various simulation scenarios and based on bias and root mean square error, yielded excellent finite sample properties. Conclusion It is thus recommended that this nonparametric regression approach be considered as valuable alternative when a continuous indicator has to be dichotomized at the Youden Index for prediction or decision purposes.
Directory of Open Access Journals (Sweden)
Z. Nematollahi
2016-03-01
Full Text Available Introduction: Due to existence of the risk and uncertainty in agriculture, risk management is crucial for management in agriculture. Therefore the present study was designed to determine the risk aversion coefficient for Esfarayens farmers. Materials and Methods: The following approaches have been utilized to assess risk attitudes: (1 direct elicitation of utility functions, (2 experimental procedures in which individuals are presented with hypothetical questionnaires regarding risky alternatives with or without real payments and (3: Inference from observation of economic behavior. In this paper, we focused on approach (3: inference from observation of economic behavior, based on this assumption of existence of the relationship between the actual behavior of a decision maker and the behavior predicted from empirically specified models. A new non-parametric method and the QP method were used to calculate the coefficient of risk aversion. We maximized the decision maker expected utility with the E-V formulation (Freund, 1956. Ideally, in constructing a QP model, the variance-covariance matrix should be formed for each individual farmer. For this purpose, a sample of 100 farmers was selected using random sampling and their data about 14 products of years 2008- 2012 were assembled. The lowlands of Esfarayen were used since within this area, production possibilities are rather homogeneous. Results and Discussion: The results of this study showed that there was low correlation between some of the activities, which implies opportunities for income stabilization through diversification. With respect to transitory income, Ra, vary from 0.000006 to 0.000361 and the absolute coefficient of risk aversion in our sample were 0.00005. The estimated Ra values vary considerably from farm to farm. The results showed that the estimated Ra for the subsample existing of 'non-wealthy' farmers was 0.00010. The subsample with farmers in the 'wealthy' group had an
Bayesian Nonparametric Estimation for Dynamic Treatment Regimes with Sequential Transition Times.
Xu, Yanxun; Müller, Peter; Wahed, Abdus S; Thall, Peter F
2016-01-01
We analyze a dataset arising from a clinical trial involving multi-stage chemotherapy regimes for acute leukemia. The trial design was a 2 × 2 factorial for frontline therapies only. Motivated by the idea that subsequent salvage treatments affect survival time, we model therapy as a dynamic treatment regime (DTR), that is, an alternating sequence of adaptive treatments or other actions and transition times between disease states. These sequences may vary substantially between patients, depending on how the regime plays out. To evaluate the regimes, mean overall survival time is expressed as a weighted average of the means of all possible sums of successive transitions times. We assume a Bayesian nonparametric survival regression model for each transition time, with a dependent Dirichlet process prior and Gaussian process base measure (DDP-GP). Posterior simulation is implemented by Markov chain Monte Carlo (MCMC) sampling. We provide general guidelines for constructing a prior using empirical Bayes methods. The proposed approach is compared with inverse probability of treatment weighting, including a doubly robust augmented version of this approach, for both single-stage and multi-stage regimes with treatment assignment depending on baseline covariates. The simulations show that the proposed nonparametric Bayesian approach can substantially improve inference compared to existing methods. An R program for implementing the DDP-GP-based Bayesian nonparametric analysis is freely available at https://www.ma.utexas.edu/users/yxu/.
McCallum, James L.; Engdahl, Nicholas B.; Ginn, Timothy R.; Cook, Peter. G.
2014-03-01
Residence time distributions (RTDs) have been used extensively for quantifying flow and transport in subsurface hydrology. In geochemical approaches, environmental tracer concentrations are used in conjunction with simple lumped parameter models (LPMs). Conversely, numerical simulation techniques require large amounts of parameterization and estimated RTDs are certainly limited by associated uncertainties. In this study, we apply a nonparametric deconvolution approach to estimate RTDs using environmental tracer concentrations. The model is based only on the assumption that flow is steady enough that the observed concentrations are well approximated by linear superposition of the input concentrations with the RTD; that is, the convolution integral holds. Even with large amounts of environmental tracer concentration data, the entire shape of an RTD remains highly nonunique. However, accurate estimates of mean ages and in some cases prediction of young portions of the RTD may be possible. The most useful type of data was found to be the use of a time series of tritium. This was due to the sharp variations in atmospheric concentrations and a short half-life. Conversely, the use of CFC compounds with smoothly varying atmospheric concentrations was more prone to nonuniqueness. This work highlights the benefits and limitations of using environmental tracer data to estimate whole RTDs with either LPMs or through numerical simulation. However, the ability of the nonparametric approach developed here to correct for mixing biases in mean ages appears promising.
Lennox, Kristin P; Dahl, David B; Vannucci, Marina; Tsai, Jerry W
2009-06-01
Interest in predicting protein backbone conformational angles has prompted the development of modeling and inference procedures for bivariate angular distributions. We present a Bayesian approach to density estimation for bivariate angular data that uses a Dirichlet process mixture model and a bivariate von Mises distribution. We derive the necessary full conditional distributions to fit the model, as well as the details for sampling from the posterior predictive distribution. We show how our density estimation method makes it possible to improve current approaches for protein structure prediction by comparing the performance of the so-called "whole" and "half" position distributions. Current methods in the field are based on whole position distributions, as density estimation for the half positions requires techniques, such as ours, that can provide good estimates for small datasets. With our method we are able to demonstrate that half position data provides a better approximation for the distribution of conformational angles at a given sequence position, therefore providing increased efficiency and accuracy in structure prediction.
On Non-Parametric Field Estimation using Randomly Deployed, Noisy, Binary Sensors
Wang, Ye
2007-01-01
We consider the problem of reconstructing a deterministic data field from binary quantized noisy observations of sensors randomly deployed over the field domain. Our focus is on the extremes of lack of control in the sensor deployment, arbitrariness and lack of knowledge of the noise distribution, and low-precision and unreliability in the sensors. These adverse conditions are motivated by possible real-world scenarios where a large collection of low-cost, crudely manufactured sensors are mass-deployed in an environment where little can be assumed about the ambient noise. We propose a simple estimator that reconstructs the entire data field from these unreliable, binary quantized, noisy observations. Under the assumption of a bounded amplitude field, we prove almost sure and mean-square convergence of the estimator to the actual field as the number of sensors tends to infinity. For fields with bounded-variation, Sobolev differentiable, or finite-dimensionality properties, we derive specific mean squared error...
Nonparametric regression with filtered data
Linton, Oliver; Nielsen, Jens Perch; Van Keilegom, Ingrid; 10.3150/10-BEJ260
2011-01-01
We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases are considered. The method works by first estimating the conditional hazard function or conditional survivor function and then integrating. We also investigate improved methods that take account of model structure such as independent errors and show that such methods can improve performance when the model structure is true. We establish the pointwise asymptotic normality of our estimators.
msSurv: An R Package for Nonparametric Estimation of Multistate Models
Directory of Open Access Journals (Sweden)
Nicole Ferguson
2012-09-01
Full Text Available We present an R package, msSurv, to calculate the marginal (that is, not conditional on any covariates state occupation probabilities, the state entry and exit time distributions, and the marginal integrated transition hazard for a general, possibly non-Markov, multistate system under left-truncation and right censoring. For a Markov model, msSurv also calculates and returns the transition probability matrix between any two states. Dependent censoring is handled via modeling the censoring hazard through observable covariates. Pointwise confidence intervals for the above mentioned quantities are obtained and returned for independent censoring from closed-form variance estimators and for dependent censoring using the bootstrap.
Homothetic Efficiency and Test Power: A Non-Parametric Approach
J. Heufer (Jan); P. Hjertstrand (Per)
2015-01-01
markdownabstract__Abstract__ We provide a nonparametric revealed preference approach to demand analysis based on homothetic efficiency. Homotheticity is a useful restriction but data rarely satisfies testable conditions. To overcome this we provide a way to estimate homothetic efficiency of
Energy Technology Data Exchange (ETDEWEB)
Constantinescu, C C; Yoder, K K; Normandin, M D; Morris, E D [Department of Radiology, Indiana University School of Medicine, Indianapolis, IN (United States); Kareken, D A [Department of Neurology, Indiana University School of Medicine, Indianapolis, IN (United States); Bouman, C A [Weldon School of Biomedical Engineering, Purdue University, West Lafayette, IN (United States); O' Connor, S J [Department of Psychiatry, Indiana University School of Medicine, Indianapolis, IN (United States)], E-mail: emorris@iupui.edu
2008-03-07
We previously developed a model-independent technique (non-parametric ntPET) for extracting the transient changes in neurotransmitter concentration from paired (rest and activation) PET studies with a receptor ligand. To provide support for our method, we introduced three hypotheses of validation based on work by Endres and Carson (1998 J. Cereb. Blood Flow Metab. 18 1196-210) and Yoder et al (2004 J. Nucl. Med. 45 903-11), and tested them on experimental data. All three hypotheses describe relationships between the estimated free (synaptic) dopamine curves (F{sup DA}(t)) and the change in binding potential ({delta}BP). The veracity of the F{sup DA}(t) curves recovered by nonparametric ntPET is supported when the data adhere to the following hypothesized behaviors: (1) {delta}BP should decline with increasing DA peak time, (2) {delta}BP should increase as the strength of the temporal correlation between F{sup DA}(t) and the free raclopride (F{sup RAC}(t)) curve increases, (3) {delta}BP should decline linearly with the effective weighted availability of the receptor sites. We analyzed regional brain data from 8 healthy subjects who received two [{sup 11}C]raclopride scans: one at rest, and one during which unanticipated IV alcohol was administered to stimulate dopamine release. For several striatal regions, nonparametric ntPET was applied to recover F{sup DA}(t), and binding potential values were determined. Kendall rank-correlation analysis confirmed that the F{sup DA}(t) data followed the expected trends for all three validation hypotheses. Our findings lend credence to our model-independent estimates of F{sup DA}(t). Application of nonparametric ntPET may yield important insights into how alterations in timing of dopaminergic neurotransmission are involved in the pathologies of addiction and other psychiatric disorders.
Nonparametric Regression with Common Shocks
Directory of Open Access Journals (Sweden)
Eduardo A. Souza-Rodrigues
2016-09-01
Full Text Available This paper considers a nonparametric regression model for cross-sectional data in the presence of common shocks. Common shocks are allowed to be very general in nature; they do not need to be finite dimensional with a known (small number of factors. I investigate the properties of the Nadaraya-Watson kernel estimator and determine how general the common shocks can be while still obtaining meaningful kernel estimates. Restrictions on the common shocks are necessary because kernel estimators typically manipulate conditional densities, and conditional densities do not necessarily exist in the present case. By appealing to disintegration theory, I provide sufficient conditions for the existence of such conditional densities and show that the estimator converges in probability to the Kolmogorov conditional expectation given the sigma-field generated by the common shocks. I also establish the rate of convergence and the asymptotic distribution of the kernel estimator.
Resource exploitation and cross-region growth trajectories: nonparametric estimates for Chile.
Mainardi, Stefano
2007-10-01
As a sector of primary concern for national development strategies, mining keeps stimulating an intensive debate in Chile, regarding its role for long-term growth. Partly drawn on theoretical contributions to growth and mineral resource accounting, this analysis assesses patterns of economic growth across Chilean regions. The theoretical and methodological rationale for focusing on weak sustainability, by testing convergence across regions in a distribution dynamics perspective, is first discussed. This is followed by a brief review of policy issues and previous empirical findings of concern to Chile's mining and regional growth. Panel data over the period 1960-2001 are analysed, with growth measured in terms of both income per capita as such, and sustainable measures of this variable. Kernel density and quantile regression estimates indicate persistent bimodal (if not possibly trimodal) distribution of nationally standardised regional incomes per capita, whereby conditions for cross-region convergence are matched only within the inner range of this distribution.
A Non-parametric Approach to the Overall Estimate of Cognitive Load Using NIRS Time Series.
Keshmiri, Soheil; Sumioka, Hidenobu; Yamazaki, Ryuji; Ishiguro, Hiroshi
2017-01-01
We present a non-parametric approach to prediction of the n-back n ∈ {1, 2} task as a proxy measure of mental workload using Near Infrared Spectroscopy (NIRS) data. In particular, we focus on measuring the mental workload through hemodynamic responses in the brain induced by these tasks, thereby realizing the potential that they can offer for their detection in real world scenarios (e.g., difficulty of a conversation). Our approach takes advantage of intrinsic linearity that is inherent in the components of the NIRS time series to adopt a one-step regression strategy. We demonstrate the correctness of our approach through its mathematical analysis. Furthermore, we study the performance of our model in an inter-subject setting in contrast with state-of-the-art techniques in the literature to show a significant improvement on prediction of these tasks (82.50 and 86.40% for female and male participants, respectively). Moreover, our empirical analysis suggest a gender difference effect on the performance of the classifiers (with male data exhibiting a higher non-linearity) along with the left-lateralized activation in both genders with higher specificity in females.
An Non-parametrical Approach to Estimate Location Parameters under Simple Order
Institute of Scientific and Technical Information of China (English)
孙旭
2005-01-01
This paper deals with estimating parameters under simple order when samples come from location models. Based on the idea of Hodges and Lehmann estimator (H-L estimator), a new approach to estimate parameters is proposed, which is difference with the classical L1 isotoaic regression and L2 isotonic regression. An algorithm to corupute estimators is given. Simulations by the Monte-Carlo method is applied to compare the likelihood functions with respect to L1 estimators and weighted isotonic H-L estimators.
Pan, Guangming; Zhou, Wang
2010-01-01
A consistent kernel estimator of the limiting spectral distribution of general sample covariance matrices was introduced in Jing, Pan, Shao and Zhou (2010). The central limit theorem of the kernel estimator is proved in this paper.
Afshinpour, Babak; Hossein-Zadeh, Gholam-Ali; Soltanian-Zadeh, Hamid
2008-06-30
Unknown low frequency fluctuations called "trend" are observed in noisy time-series measured for different applications. In some disciplines, they carry primary information while in other fields such as functional magnetic resonance imaging (fMRI) they carry nuisance effects. In all cases, however, it is necessary to estimate them accurately. In this paper, a method for estimating trend in the presence of fractal noise is proposed and applied to fMRI time-series. To this end, a partly linear model (PLM) is fitted to each time-series. The parametric and nonparametric parts of PLM are considered as contributions of hemodynamic response and trend, respectively. Using the whitening property of wavelet transform, the unknown components of the model are estimated in the wavelet domain. The results of the proposed method are compared to those of other parametric trend-removal approaches such as spline and polynomial models. It is shown that the proposed method improves activation detection and decreases variance of the estimated parameters relative to the other methods.
Nonparametric estimate of spectral density functions of sample covariance matrices: A first step
2012-01-01
The density function of the limiting spectral distribution of general sample covariance matrices is usually unknown. We propose to use kernel estimators which are proved to be consistent. A simulation study is also conducted to show the performance of the estimators.
Non-parametric estimation of the availability in a general repairable system
Energy Technology Data Exchange (ETDEWEB)
Gamiz, M.L. [Departamento de Estadistica e I.O., Facultad de Ciencias, Universidad de Granada, Granada 18071 (Spain)], E-mail: mgamiz@ugr.es; Roman, Y. [Departamento de Estadistica e I.O., Facultad de Ciencias, Universidad de Granada, Granada 18071 (Spain)
2008-08-15
This work deals with repairable systems with unknown failure and repair time distributions. We focus on the estimation of the instantaneous availability, that is, the probability that the system is functioning at a given time, which we consider as the most significant measure for evaluating the effectiveness of a repairable system. The estimation of the availability function is not, in general, an easy task, i.e., analytical techniques are difficult to apply. We propose a smooth estimation of the availability based on kernel estimator of the cumulative distribution functions (CDF) of the failure and repair times, for which the bandwidth parameters are obtained by bootstrap procedures. The consistency properties of the availability estimator are established by using techniques based on the Laplace transform.
Condition Number Regularized Covariance Estimation.
Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala
2013-06-01
Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the "large p small n" setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required.
Condition Number Regularized Covariance Estimation*
Won, Joong-Ho; Lim, Johan; Kim, Seung-Jean; Rajaratnam, Bala
2012-01-01
Estimation of high-dimensional covariance matrices is known to be a difficult problem, has many applications, and is of current interest to the larger statistics community. In many applications including so-called the “large p small n” setting, the estimate of the covariance matrix is required to be not only invertible, but also well-conditioned. Although many regularization schemes attempt to do this, none of them address the ill-conditioning problem directly. In this paper, we propose a maximum likelihood approach, with the direct goal of obtaining a well-conditioned estimator. No sparsity assumption on either the covariance matrix or its inverse are are imposed, thus making our procedure more widely applicable. We demonstrate that the proposed regularization scheme is computationally efficient, yields a type of Steinian shrinkage estimator, and has a natural Bayesian interpretation. We investigate the theoretical properties of the regularized covariance estimator comprehensively, including its regularization path, and proceed to develop an approach that adaptively determines the level of regularization that is required. Finally, we demonstrate the performance of the regularized estimator in decision-theoretic comparisons and in the financial portfolio optimization setting. The proposed approach has desirable properties, and can serve as a competitive procedure, especially when the sample size is small and when a well-conditioned estimator is required. PMID:23730197
Type I Error Rates and Power Estimates of Selected Parametric and Nonparametric Tests of Scale.
Olejnik, Stephen F.; Algina, James
1987-01-01
Estimated Type I Error rates and power are reported for the Brown-Forsythe, O'Brien, Klotz, and Siegal-Tukey procedures. The effect of aligning the data using deviations from group means or group medians is investigated. (RB)
Type I Error Rates and Power Estimates of Selected Parametric and Nonparametric Tests of Scale.
Olejnik, Stephen F.; Algina, James
1987-01-01
Estimated Type I Error rates and power are reported for the Brown-Forsythe, O'Brien, Klotz, and Siegal-Tukey procedures. The effect of aligning the data using deviations from group means or group medians is investigated. (RB)
Economic capacity estimation in fisheries: A non-parametric ray approach
Energy Technology Data Exchange (ETDEWEB)
Pascoe, Sean; Tingley, Diana [Centre for the Economics and Management of Aquatic Resources (CEMARE), University of Portsmouth, Boathouse No. 6, College Road, HM Naval Base, Portsmouth PO1 3LJ (United Kingdom)
2006-05-15
Data envelopment analysis (DEA) has generally been adopted as the most appropriate methodology for the estimation of fishing capacity, particularly in multi-species fisheries. More recently, economic DEA methods have been developed that incorporate the costs and benefits of increasing capacity utilisation. One such method was applied to estimate the capacity utilisation and output of the Scottish fleet. By comparing the results of the economic and traditional DEA approaches, it can be concluded that many fleet segments are operating at or close to full capacity, and that the vessels defining the frontier are operating consistent with profit maximising behaviour. (author)
2013-03-01
Mendenhall , and Sheaffer [25]. For the remainder of this paper, however, we will make use of the Wilcoxon rank sum test for purposes of comparison with the...B. W. Silverman, Density Estimation for Statistics and Data Analysis, Chapman & Hall/CRC, 1986, p. 48. [25] D. D. Wackerly, W. Mendenhall III and R
Güneralp, İnci; Filippi, Anthony M.; Randall, Jarom
2014-12-01
Floodplain forests serve a critical function in the global carbon cycle because floodplains constitute an important carbon sink compared with other terrestrial ecosystems. Forests on dynamic floodplain landscapes, such as those created by river meandering processes, are characterized by uneven-aged trees and exhibit high spatial variability, reflecting the influence of interacting fluvial, hydrological, and ecological processes. Detailed and accurate mapping of aboveground biomass (AGB) on floodplain landscapes characterized by uneven-aged forests is critical for improving estimates of floodplain-forest carbon pools, which is useful for greenhouse gas (GHG) life cycle assessment. It would also help improve our process understanding of biomorphodynamics of river-floodplain systems, as well as planning and monitoring of conservation, restoration, and management of riverine ecosystems. Using stochastic gradient boosting (SGB), multivariate adaptive regression splines (MARS), and Cubist, we remotely estimate AGB of a bottomland hardwood forest on a meander bend of a dynamic lowland river. As predictors, we use 30-m and 10-m multispectral image bands (Landsat 7 ETM+ and SPOT 5, respectively) and ancillary data. Our findings show that SGB and MARS significantly outperform Cubist, which is used for U.S. national-scale forest biomass mapping. Across all data-experiments and algorithms, at 10-m spatial resolution, SGB yields the best estimates (RMSE = 22.49 tonnes/ha; coefficient of determination (R2) = 0.96) when geomorphometric data are also included. On the other hand, at 30-m spatial resolution, MARS yields the best estimates (RMSE = 29.2 tonnes/ha; R2 = 0.94) when image-derived data are also included. By enabling more accurate AGB mapping of floodplains characterized by uneven-aged forests, SGB and MARS provide an avenue for improving operational estimates of AGB and carbon at local, regional/continental, and global scales.
Liang, Rong; Zhou, Shu-dong; Li, Li-xia; Zhang, Jun-guo; Gao, Yan-hui
2013-09-01
This paper aims to achieve Bootstraping in hierarchical data and to provide a method for the estimation on confidence interval(CI) of intraclass correlation coefficient(ICC).First, we utilize the mixed-effects model to estimate data from ICC of repeated measurement and from the two-stage sampling. Then, we use Bootstrap method to estimate CI from related ICCs. Finally, the influences of different Bootstraping strategies to ICC's CIs are compared. The repeated measurement instance show that the CI of cluster Bootsraping containing the true ICC value. However, when ignoring the hierarchy characteristics of data, the random Bootsraping method shows that it has the invalid CI. Result from the two-stage instance shows that bias observed between cluster Bootstraping's ICC means while the ICC of the original sample is the smallest, but with wide CI. It is necessary to consider the structure of data as important, when hierarchical data is being resampled. Bootstrapping seems to be better on the higher than that on lower levels.
Sardet, Laure; Patilea, Valentin
When pricing a specific insurance premium, actuary needs to evaluate the claims cost distribution for the warranty. Traditional actuarial methods use parametric specifications to model claims distribution, like lognormal, Weibull and Pareto laws. Mixtures of such distributions allow to improve the flexibility of the parametric approach and seem to be quite well-adapted to capture the skewness, the long tails as well as the unobserved heterogeneity among the claims. In this paper, instead of looking for a finely tuned mixture with many components, we choose a parsimonious mixture modeling, typically a two or three-component mixture. Next, we use the mixture cumulative distribution function (CDF) to transform data into the unit interval where we apply a beta-kernel smoothing procedure. A bandwidth rule adapted to our methodology is proposed. Finally, the beta-kernel density estimate is back-transformed to recover an estimate of the original claims density. The beta-kernel smoothing provides an automatic fine-tuning of the parsimonious mixture and thus avoids inference in more complex mixture models with many parameters. We investigate the empirical performance of the new method in the estimation of the quantiles with simulated nonnegative data and the quantiles of the individual claims distribution in a non-life insurance application.
Nonparametric correlation models for portfolio allocation
DEFF Research Database (Denmark)
Aslanidis, Nektarios; Casas, Isabel
2013-01-01
This article proposes time-varying nonparametric and semiparametric estimators of the conditional cross-correlation matrix in the context of portfolio allocation. Simulations results show that the nonparametric and semiparametric models are best in DGPs with substantial variability or structural...... breaks in correlations. Only when correlations are constant does the parametric DCC model deliver the best outcome. The methodologies are illustrated by evaluating two interesting portfolios. The first portfolio consists of the equity sector SPDRs and the S&P 500, while the second one contains major...
Modified Nonparametric Kernel Estimates of a Regression Function and their Consistencies with Rates.
1985-04-01
estimates. In each case the speed of convergence is examined. An explicit bound for the mean square error, lacking to date in the literature for the...suP cBIg (x)-g(x)Il - O(max{nS,(nn) "I/ 21 and - -1/2suPx B lg(x)-g(x)l O(max{nS(nn)’ 1) in prob. To deduce the uniform weak consistency of r and r...Multivariate Analysis 515 Thftckeray Hall University ofPittsburgh._Pgh._PA__15260______________ It. CONTROLLING OFFICE NAME AND ADDRESS ta. REPORT DATE Air
Directory of Open Access Journals (Sweden)
Alejandro Quintela-del-Rio
2012-08-01
Full Text Available The R package kerdiest has been designed for computing kernel estimators of the distribution function and other related functions. Because of its usefulness in real applications, the bandwidth parameter selection problem has been considered, and a cross-validation method and two of plug-in type have been implemented. Moreover, three relevant functions in nature hazards have also been programmed. The package is completed with two interesting data sets, one of geological type (a complete catalogue of the earthquakes occurring in the northwest of the Iberian Peninsula and another containing the maximum peak flow levels of a river in the United States of America.
The binned bispectrum estimator: template-based and non-parametric CMB non-Gaussianity searches
Bucher, Martin; van Tent, Bartjan
2015-01-01
We describe the details of the binned bispectrum estimator as used for the official 2013 and 2015 analyses of the temperature and polarization CMB maps from the ESA Planck satellite. The defining aspect of this estimator is the determination of a map bispectrum (3-point correlator) that has been binned in harmonic space. For a parametric determination of the non-Gaussianity in the map (the so-called fNL parameters), one takes the inner product of this binned bispectrum with theoretically motivated templates. However, as a complementary approach one can also smooth the binned bispectrum using a variable smoothing scale in order to suppress noise and make coherent features stand out above the noise. This allows one to look in a model-independent way for any statistically significant bispectral signal. This approach is useful for characterizing the bispectral shape of the galactic foreground emission, for which a theoretical prediction of the bispectral anisotropy is lacking, and for detecting a serendipitous pr...
Earthquake Risk Management Strategy Plan Using Nonparametric Estimation of Hazard Rate
Directory of Open Access Journals (Sweden)
Aflaton Amiri
2008-01-01
Full Text Available Earthquake risk is defined as the product of hazard and vulnerability studies. The main aims of earthquake risk management are to make plans and apply those for reducing human losses and protect properties from earthquake hazards. Natural risk managers are studying to identify and manage the risk from an earthquake for highly populated urban areas. They want to put some strategic plans for this purpose. Risk managers need some input about these kinds of studies. The prediction of earthquake events such as a input for preparation of earthquake risk management strategy plans were tried to find in this study. A Bayesian approach to earthquake hazard rate estimation is studied and magnitudes of historical earthquakes is used to predict the probability of occurrence of major earthquakes.
Non-parametric PSF estimation from celestial transit solar images using blind deconvolution
Gonzalez, Adriana; Jacques, Laurent
2016-01-01
Context: Characterization of instrumental effects in astronomical imaging is important in order to extract accurate physical information from the observations. Optics are never perfect and the non-ideal path through the telescope is usually represented by the convolution of an ideal image with a Point Spread Function (PSF). Other sources of noise (read-out, Photon) also contaminate the image acquisition process. The problem of estimating both the PSF filter and a denoised image is called blind deconvolution and is ill-posed. Aims: We propose a blind deconvolution scheme that relies on image regularization. Contrarily to most methods presented in the literature, it does not assume a parametric model of the PSF and can thus be applied to any telescope. Methods: Our scheme uses a wavelet analysis image prior model and weak assumptions on the PSF filter's response. We use the observations from a celestial body transit where such object can be assumed to be a black disk. Such constraints limits the interchangeabil...
Nonparametric correlation models for portfolio allocation
DEFF Research Database (Denmark)
Aslanidis, Nektarios; Casas, Isabel
2013-01-01
breaks in correlations. Only when correlations are constant does the parametric DCC model deliver the best outcome. The methodologies are illustrated by evaluating two interesting portfolios. The first portfolio consists of the equity sector SPDRs and the S&P 500, while the second one contains major......This article proposes time-varying nonparametric and semiparametric estimators of the conditional cross-correlation matrix in the context of portfolio allocation. Simulations results show that the nonparametric and semiparametric models are best in DGPs with substantial variability or structural...... currencies. Results show the nonparametric model generally dominates the others when evaluating in-sample. However, the semiparametric model is best for out-of-sample analysis....
Wang, Ying; Feng, Chenglian; Liu, Yuedan; Zhao, Yujie; Li, Huixian; Zhao, Tianhui; Guo, Wenjing
2017-02-01
Transition metals in the fourth period of the periodic table of the elements are widely widespread in aquatic environments. They could often occur at certain concentrations to cause adverse effects on aquatic life and human health. Generally, parametric models are mostly used to construct species sensitivity distributions (SSDs), which result in comparison for water quality criteria (WQC) of elements in the same period or group of the periodic table might be inaccurate and the results could be biased. To address this inadequacy, the non-parametric kernel density estimation (NPKDE) with its optimal bandwidths and testing methods were developed for establishing SSDs. The NPKDE was better fit, more robustness and better predicted than conventional normal and logistic parametric density estimations for constructing SSDs and deriving acute HC5 and WQC for transition metals in the fourth period of the periodic table. The decreasing sequence of HC5 values for the transition metals in the fourth period was Ti > Mn > V > Ni > Zn > Cu > Fe > Co > Cr(VI), which were not proportional to atomic number in the periodic table, and for different metals the relatively sensitive species were also different. The results indicated that except for physical and chemical properties there are other factors affecting toxicity mechanisms of transition metals. The proposed method enriched the methodological foundation for WQC. Meanwhile, it also provided a relatively innovative, accurate approach for the WQC derivation and risk assessment of the same group and period metals in aquatic environments to support protection of aquatic organisms.
Non-Parametric Inference in Astrophysics
Wasserman, L H; Nichol, R C; Genovese, C; Jang, W; Connolly, A J; Moore, A W; Schneider, J; Wasserman, Larry; Miller, Christopher J.; Nichol, Robert C.; Genovese, Chris; Jang, Woncheol; Connolly, Andrew J.; Moore, Andrew W.; Schneider, Jeff; group, the PICA
2001-01-01
We discuss non-parametric density estimation and regression for astrophysics problems. In particular, we show how to compute non-parametric confidence intervals for the location and size of peaks of a function. We illustrate these ideas with recent data on the Cosmic Microwave Background. We also briefly discuss non-parametric Bayesian inference.
Häme, Yrjö; Pollari, Mika
2012-01-01
A novel liver tumor segmentation method for CT images is presented. The aim of this work was to reduce the manual labor and time required in the treatment planning of radiofrequency ablation (RFA), by providing accurate and automated tumor segmentations reliably. The developed method is semi-automatic, requiring only minimal user interaction. The segmentation is based on non-parametric intensity distribution estimation and a hidden Markov measure field model, with application of a spherical shape prior. A post-processing operation is also presented to remove the overflow to adjacent tissue. In addition to the conventional approach of using a single image as input data, an approach using images from multiple contrast phases was developed. The accuracy of the method was validated with two sets of patient data, and artificially generated samples. The patient data included preoperative RFA images and a public data set from "3D Liver Tumor Segmentation Challenge 2008". The method achieved very high accuracy with the RFA data, and outperformed other methods evaluated with the public data set, receiving an average overlap error of 30.3% which represents an improvement of 2.3% points to the previously best performing semi-automatic method. The average volume difference was 23.5%, and the average, the RMS, and the maximum surface distance errors were 1.87, 2.43, and 8.09 mm, respectively. The method produced good results even for tumors with very low contrast and ambiguous borders, and the performance remained high with noisy image data.
de Uña-Álvarez, Jacobo; Meira-Machado, Luís
2015-06-01
Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed.
Estimating conditional quantiles with the help of the pinball loss
Steinwart, Ingo; 10.3150/10-BEJ267
2011-01-01
The so-called pinball loss for estimating conditional quantiles is a well-known tool in both statistics and machine learning. So far, however, only little work has been done to quantify the efficiency of this tool for nonparametric approaches. We fill this gap by establishing inequalities that describe how close approximate pinball risk minimizers are to the corresponding conditional quantile. These inequalities, which hold under mild assumptions on the data-generating distribution, are then used to establish so-called variance bounds, which recently turned out to play an important role in the statistical analysis of (regularized) empirical risk minimization approaches. Finally, we use both types of inequalities to establish an oracle inequality for support vector machines that use the pinball loss. The resulting learning rates are min--max optimal under some standard regularity assumptions on the conditional quantile.
Nonparametric statistical methods using R
Kloke, John
2014-01-01
A Practical Guide to Implementing Nonparametric and Rank-Based ProceduresNonparametric Statistical Methods Using R covers traditional nonparametric methods and rank-based analyses, including estimation and inference for models ranging from simple location models to general linear and nonlinear models for uncorrelated and correlated responses. The authors emphasize applications and statistical computation. They illustrate the methods with many real and simulated data examples using R, including the packages Rfit and npsm.The book first gives an overview of the R language and basic statistical c
CURRENT STATUS OF NONPARAMETRIC STATISTICS
Directory of Open Access Journals (Sweden)
Orlov A. I.
2015-02-01
Full Text Available Nonparametric statistics is one of the five points of growth of applied mathematical statistics. Despite the large number of publications on specific issues of nonparametric statistics, the internal structure of this research direction has remained undeveloped. The purpose of this article is to consider its division into regions based on the existing practice of scientific activity determination of nonparametric statistics and classify investigations on nonparametric statistical methods. Nonparametric statistics allows to make statistical inference, in particular, to estimate the characteristics of the distribution and testing statistical hypotheses without, as a rule, weakly proven assumptions about the distribution function of samples included in a particular parametric family. For example, the widespread belief that the statistical data are often have the normal distribution. Meanwhile, analysis of results of observations, in particular, measurement errors, always leads to the same conclusion - in most cases the actual distribution significantly different from normal. Uncritical use of the hypothesis of normality often leads to significant errors, in areas such as rejection of outlying observation results (emissions, the statistical quality control, and in other cases. Therefore, it is advisable to use nonparametric methods, in which the distribution functions of the results of observations are imposed only weak requirements. It is usually assumed only their continuity. On the basis of generalization of numerous studies it can be stated that to date, using nonparametric methods can solve almost the same number of tasks that previously used parametric methods. Certain statements in the literature are incorrect that nonparametric methods have less power, or require larger sample sizes than parametric methods. Note that in the nonparametric statistics, as in mathematical statistics in general, there remain a number of unresolved problems
The Nonparametric Estimate of Exponential Premium Under Collective Risk Models%聚合风险模型下指数保费的非参数估计
Institute of Scientific and Technical Information of China (English)
张林娜; 温利民; 方婧
2016-01-01
The exponential premium principle is one of the most important premium principles and is wide ‐ly applied in non‐life insurance actuarial science .In this paper ,the nonparametric estimate of exponential premium is investigated under collective risk models .In addition ,the estimator is proved strongly consist‐ent and asymptotically normal .Finally ,a numerical simulation method is used to verify the estimated speed of convergence ,and the asymptotic normality of the estimator is checked in the simulations .%在聚合风险模型的假设下，研究了聚合风险下指数保费的非参数估计，证明了估计的强相合性和渐近正态性。最后通过数值模拟的方法验证了估计的收敛速度及渐近正态性。
DEFF Research Database (Denmark)
Linnet, Kristian
2005-01-01
Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors......Bootstrap, HPLC, limit of blank, limit of detection, non-parametric statistics, type I and II errors...
Homothetic Efficiency and Test Power: A Non-Parametric Approach
J. Heufer (Jan); P. Hjertstrand (Per)
2015-01-01
markdownabstract__Abstract__ We provide a nonparametric revealed preference approach to demand analysis based on homothetic efficiency. Homotheticity is a useful restriction but data rarely satisfies testable conditions. To overcome this we provide a way to estimate homothetic efficiency of consump
Nonparametric statistical inference
Gibbons, Jean Dickinson
2014-01-01
Thoroughly revised and reorganized, the fourth edition presents in-depth coverage of the theory and methods of the most widely used nonparametric procedures in statistical analysis and offers example applications appropriate for all areas of the social, behavioral, and life sciences. The book presents new material on the quantiles, the calculation of exact and simulated power, multiple comparisons, additional goodness-of-fit tests, methods of analysis of count data, and modern computer applications using MINITAB, SAS, and STATXACT. It includes tabular guides for simplified applications of tests and finding P values and confidence interval estimates.
A Bayesian nonparametric meta-analysis model.
Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G
2015-03-01
In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall effect size, such models may be adequate, but for prediction, they surely are not if the effect-size distribution exhibits non-normal behavior. To address this issue, we propose a Bayesian nonparametric meta-analysis model, which can describe a wider range of effect-size distributions, including unimodal symmetric distributions, as well as skewed and more multimodal distributions. We demonstrate our model through the analysis of real meta-analytic data arising from behavioral-genetic research. We compare the predictive performance of the Bayesian nonparametric model against various conventional and more modern normal fixed-effects and random-effects models.
Schutte, Willem D.; Swanepoel, Jan W. H.
2016-09-01
An automated tool to derive the off-pulse interval of a light curve originating from a pulsar is needed. First, we derive a powerful and accurate non-parametric sequential estimation technique to estimate the off-pulse interval of a pulsar light curve in an objective manner. This is in contrast to the subjective `eye-ball' (visual) technique, and complementary to the Bayesian Block method which is currently used in the literature. The second aim involves the development of a statistical package, necessary for the implementation of our new estimation technique. We develop a statistical procedure to estimate the off-pulse interval in the presence of noise. It is based on a sequential application of p-values obtained from goodness-of-fit tests for uniformity. The Kolmogorov-Smirnov, Cramér-von Mises, Anderson-Darling and Rayleigh test statistics are applied. The details of the newly developed statistical package SOPIE (Sequential Off-Pulse Interval Estimation) are discussed. The developed estimation procedure is applied to simulated and real pulsar data. Finally, the SOPIE estimated off-pulse intervals of two pulsars are compared to the estimates obtained with the Bayesian Block method and yield very satisfactory results. We provide the code to implement the SOPIE package, which is publicly available at http://CRAN.R-project.org/package=SOPIE (Schutte).
Nonparametric Bayes analysis of social science data
Kunihama, Tsuyoshi
Social science data often contain complex characteristics that standard statistical methods fail to capture. Social surveys assign many questions to respondents, which often consist of mixed-scale variables. Each of the variables can follow a complex distribution outside parametric families and associations among variables may have more complicated structures than standard linear dependence. Therefore, it is not straightforward to develop a statistical model which can approximate structures well in the social science data. In addition, many social surveys have collected data over time and therefore we need to incorporate dynamic dependence into the models. Also, it is standard to observe massive number of missing values in the social science data. To address these challenging problems, this thesis develops flexible nonparametric Bayesian methods for the analysis of social science data. Chapter 1 briefly explains backgrounds and motivations of the projects in the following chapters. Chapter 2 develops a nonparametric Bayesian modeling of temporal dependence in large sparse contingency tables, relying on a probabilistic factorization of the joint pmf. Chapter 3 proposes nonparametric Bayes inference on conditional independence with conditional mutual information used as a measure of the strength of conditional dependence. Chapter 4 proposes a novel Bayesian density estimation method in social surveys with complex designs where there is a gap between sample and population. We correct for the bias by adjusting mixture weights in Bayesian mixture models. Chapter 5 develops a nonparametric model for mixed-scale longitudinal surveys, in which various types of variables can be induced through latent continuous variables and dynamic latent factors lead to flexibly time-varying associations among variables.
An asymptotically optimal nonparametric adaptive controller
Institute of Scientific and Technical Information of China (English)
郭雷; 谢亮亮
2000-01-01
For discrete-time nonlinear stochastic systems with unknown nonparametric structure, a kernel estimation-based nonparametric adaptive controller is constructed based on truncated certainty equivalence principle. Global stability and asymptotic optimality of the closed-loop systems are established without resorting to any external excitations.
Estimating conditional quantiles with the help of the pinball loss
Energy Technology Data Exchange (ETDEWEB)
Steinwart, Ingo [Los Alamos National Laboratory
2008-01-01
Using the so-called pinball loss for estimating conditional quantiles is a well-known tool in both statistics and machine learning. So far, however, only little work has been done to quantify the efficiency of this tool for non-parametric (modified) empirical risk minimization approaches. The goal of this work is to fill this gap by establishing inequalities that describe how close approximate pinball risk minimizers are to the corresponding conditional quantile. These inequalities, which hold under mild assumptions on the data-generating distribution, are then used to establish so-called variance bounds which recently turned out to play an important role in the statistical analysis of (modified) empirical risk minimization approaches. To illustrate the use of the established inequalities, we then use them to establish an oracle inequality for support vector machines that use the pinball loss. Here, it turns out that we obtain learning rates which are optimal in a min-max sense under some standard assumptions on the regularity of the conditional quantile function.
Finch, Holmes; Edwards, Julianne M.
2016-01-01
Standard approaches for estimating item response theory (IRT) model parameters generally work under the assumption that the latent trait being measured by a set of items follows the normal distribution. Estimation of IRT parameters in the presence of nonnormal latent traits has been shown to generate biased person and item parameter estimates. A…
Nonparametric Inference for Periodic Sequences
Sun, Ying
2012-02-01
This article proposes a nonparametric method for estimating the period and values of a periodic sequence when the data are evenly spaced in time. The period is estimated by a "leave-out-one-cycle" version of cross-validation (CV) and complements the periodogram, a widely used tool for period estimation. The CV method is computationally simple and implicitly penalizes multiples of the smallest period, leading to a "virtually" consistent estimator of integer periods. This estimator is investigated both theoretically and by simulation.We also propose a nonparametric test of the null hypothesis that the data have constantmean against the alternative that the sequence of means is periodic. Finally, our methodology is demonstrated on three well-known time series: the sunspots and lynx trapping data, and the El Niño series of sea surface temperatures. © 2012 American Statistical Association and the American Society for Quality.
Poverty and life cycle effects: A nonparametric analysis for Germany
Stich, Andreas
1996-01-01
Most empirical studies on poverty consider the extent of poverty either for the entire society or for separate groups like elderly people.However, these papers do not show what the situation looks like for persons of a certain age. In this paper poverty measures depending on age are derived using the joint density of income and age. The density is nonparametrically estimated by weighted Gaussian kernel density estimation. Applying the conditional density of income to several poverty measures ...
Estimation of Conditional Quantile using Neural Networks
DEFF Research Database (Denmark)
Kulczycki, P.; Schiøler, Henrik
1999-01-01
The problem of estimating conditional quantiles using neural networks is investigated here. A basic structure is developed using the methodology of kernel estimation, and a theory guaranteeing con-sistency on a mild set of assumptions is provided. The constructed structure constitutes a basis...... for the design of a variety of different neural networks, some of which are considered in detail. The task of estimating conditional quantiles is related to Bayes point estimation whereby a broad range of applications within engineering, economics and management can be suggested. Numerical results illustrating...... the capabilities of the elaborated neural network are also given....
Estimation of Conditional Quantile using Neural Networks
DEFF Research Database (Denmark)
Kulczycki, P.; Schiøler, Henrik
1999-01-01
The problem of estimating conditional quantiles using neural networks is investigated here. A basic structure is developed using the methodology of kernel estimation, and a theory guaranteeing con-sistency on a mild set of assumptions is provided. The constructed structure constitutes a basis...... for the design of a variety of different neural networks, some of which are considered in detail. The task of estimating conditional quantiles is related to Bayes point estimation whereby a broad range of applications within engineering, economics and management can be suggested. Numerical results illustrating...... the capabilities of the elaborated neural network are also given....
Statistical estimation of aircraft service conditions
Directory of Open Access Journals (Sweden)
Боузаієнне Меккі бен Салем
2005-03-01
Full Text Available The question of an estimation of aircraft service conditions in airlines with use of statistical methods is considered at the analysis of maintenance programs of a aircrafts park to normative requirements.
Neural Network for Estimating Conditional Distribution
DEFF Research Database (Denmark)
Schiøler, Henrik; Kulczycki, P.
Neural networks for estimating conditional distributions and their associated quantiles are investigated in this paper. A basic network structure is developed on the basis of kernel estimation theory, and consistency is proved from a mild set of assumptions. A number of applications within...... statistcs, decision theory and signal processing are suggested, and a numerical example illustrating the capabilities of the elaborated network is given...
Yin, Jingjing; Samawi, Hani; Linder, Daniel
2016-07-01
A diagnostic cut-off point of a biomarker measurement is needed for classifying a random subject to be either diseased or healthy. However, the cut-off point is usually unknown and needs to be estimated by some optimization criteria. One important criterion is the Youden index, which has been widely adopted in practice. The Youden index, which is defined as the maximum of (sensitivity + specificity -1), directly measures the largest total diagnostic accuracy a biomarker can achieve. Therefore, it is desirable to estimate the optimal cut-off point associated with the Youden index. Sometimes, taking the actual measurements of a biomarker is very difficult and expensive, while ranking them without the actual measurement can be relatively easy. In such cases, ranked set sampling can give more precise estimation than simple random sampling, as ranked set samples are more likely to span the full range of the population. In this study, kernel density estimation is utilized to numerically solve for an estimate of the optimal cut-off point. The asymptotic distributions of the kernel estimators based on two sampling schemes are derived analytically and we prove that the estimators based on ranked set sampling are relatively more efficient than that of simple random sampling and both estimators are asymptotically unbiased. Furthermore, the asymptotic confidence intervals are derived. Intensive simulations are carried out to compare the proposed method using ranked set sampling with simple random sampling, with the proposed method outperforming simple random sampling in all cases. A real data set is analyzed for illustrating the proposed method.
Wishart, Justin Rory
2011-01-01
In this paper, a lower bound is determined in the minimax sense for change point estimators of the first derivative of a regression function in the fractional white noise model. Similar minimax results presented previously in the area focus on change points in the derivatives of a regression function in the white noise model or consider estimation of the regression function in the presence of correlated errors.
Jongjoo, Kim; Davis, Scott K; Taylor, Jeremy F
2002-06-01
Empirical confidence intervals (CIs) for the estimated quantitative trait locus (QTL) location from selective and non-selective non-parametric bootstrap resampling methods were compared for a genome scan involving an Angus x Brahman reciprocal fullsib backcross population. Genetic maps, based on 357 microsatellite markers, were constructed for 29 chromosomes using CRI-MAP V2.4. Twelve growth, carcass composition and beef quality traits (n = 527-602) were analysed to detect QTLs utilizing (composite) interval mapping approaches. CIs were investigated for 28 likelihood ratio test statistic (LRT) profiles for the one QTL per chromosome model. The CIs from the non-selective bootstrap method were largest (87 7 cM average or 79-2% coverage of test chromosomes). The Selective II procedure produced the smallest CI size (42.3 cM average). However, CI sizes from the Selective II procedure were more variable than those produced by the two LOD drop method. CI ranges from the Selective II procedure were also asymmetrical (relative to the most likely QTL position) due to the bias caused by the tendency for the estimated QTL position to be at a marker position in the bootstrap samples and due to monotonicity and asymmetry of the LRT curve in the original sample.
Nonparametric statistical inference
Gibbons, Jean Dickinson
2010-01-01
Overall, this remains a very fine book suitable for a graduate-level course in nonparametric statistics. I recommend it for all people interested in learning the basic ideas of nonparametric statistical inference.-Eugenia Stoimenova, Journal of Applied Statistics, June 2012… one of the best books available for a graduate (or advanced undergraduate) text for a theory course on nonparametric statistics. … a very well-written and organized book on nonparametric statistics, especially useful and recommended for teachers and graduate students.-Biometrics, 67, September 2011This excellently presente
Directory of Open Access Journals (Sweden)
J. Bohlin
2012-07-01
Full Text Available The recent development in software for automatic photogrammetric processing of multispectral aerial imagery, and the growing nation-wide availability of Digital Elevation Model (DEM data, are about to revolutionize data capture for forest management planning in Scandinavia. Using only already available aerial imagery and ALS-assessed DEM data, raster estimates of the forest variables mean tree height, basal area, total stem volume, and species-specific stem volumes were produced and evaluated. The study was conducted at a coniferous hemi-boreal test site in southern Sweden (lat. 58° N, long. 13° E. Digital aerial images from the Zeiss/Intergraph Digital Mapping Camera system were used to produce 3D point-cloud data with spectral information. Metrics were calculated for 696 field plots (10 m radius from point-cloud data and used in k-MSN to estimate forest variables. For these stands, the tree height ranged from 1.4 to 33.0 m (18.1 m mean, stem volume from 0 to 829 m3 ha-1 (249 m3 ha-1 mean and basal area from 0 to 62.2 m2 ha-1 (26.1 m2 ha-1 mean, with mean stand size of 2.8 ha. Estimates made using digital aerial images corresponding to the standard acquisition of the Swedish National Land Survey (Lantmäteriet showed RMSEs (in percent of the surveyed stand mean of 7.5% for tree height, 11.4% for basal area, 13.2% for total stem volume, 90.6% for pine stem volume, 26.4 for spruce stem volume, and 72.6% for deciduous stem volume. The results imply that photogrammetric matching of digital aerial images has significant potential for operational use in forestry.
National Research Council Canada - National Science Library
Arbel, Julyan; King, Catherine K; Raymond, Ben; Winsley, Tristrom; Mengersen, Kerrie L
2015-01-01
...‐species toxicity tests. In this study, we apply a Bayesian nonparametric model to a soil microbial data set acquired across a hydrocarbon contamination gradient at the site of a fuel spill in Antarctica...
Directory of Open Access Journals (Sweden)
Mohamed Khalaf-Allah
2008-01-01
Full Text Available The mobile terminal positioning problem is categorized into three different types according to the availability of (1 initial accurate location information and (2 motion measurement data.Location estimation refers to the mobile positioning problem when both the initial location and motion measurement data are not available. If both are available, the positioning problem is referred to as position tracking. When only motion measurements are available, the problem is known as global localization. These positioning problems were solved within the Bayesian filtering framework. Filter derivation and implementation algorithms are provided with emphasis on the mapping approach. The radio maps of the experimental area have been created by a 3D deterministic radio propagation tool with a grid resolution of 5Ã¢Â€Â‰m. Real-world experimentation was conducted in a GSM network deployed in a semiurban environment in order to investigate the performance of the different positioning algorithms.
Conditional shape models for cardiac motion estimation
DEFF Research Database (Denmark)
Metz, Coert; Baka, Nora; Kirisli, Hortense
2010-01-01
We propose a conditional statistical shape model to predict patient specific cardiac motion from the 3D end-diastolic CTA scan. The model is built from 4D CTA sequences by combining atlas based segmentation and 4D registration. Cardiac motion estimation is, for example, relevant in the dynamic...
Nonparametric instrumental regression with non-convex constraints
Grasmair, M.; Scherzer, O.; Vanhems, A.
2013-03-01
This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also supposes that valid instrumental variables are observed. A classical example in microeconomics considers the consumer demand function as a function of the price of goods and the income, both variables often considered as endogenous. In this framework, the economic theory also imposes shape restrictions on the demand function, such as integrability conditions. Motivated by this illustration in microeconomics, we study an estimator of a nonparametric constrained regression function using instrumental variables by means of Tikhonov regularization. We derive rates of convergence for the regularized model both in a deterministic and stochastic setting under the assumption that the true regression function satisfies a projected source condition including, because of the non-convexity of the imposed constraints, an additional smallness condition.
Bayesian nonparametric duration model with censorship
Directory of Open Access Journals (Sweden)
Joseph Hakizamungu
2007-10-01
Full Text Available This paper is concerned with nonparametric i.i.d. durations models censored observations and we establish by a simple and unified approach the general structure of a bayesian nonparametric estimator for a survival function S. For Dirichlet prior distributions, we describe completely the structure of the posterior distribution of the survival function. These results are essentially supported by prior and posterior independence properties.
Nonparametric Econometrics: The np Package
Directory of Open Access Journals (Sweden)
Tristen Hayﬁeld
2008-07-01
Full Text Available We describe the R np package via a series of applications that may be of interest to applied econometricians. The np package implements a variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians. There are also procedures for nonparametric tests of signiﬁcance and consistent model speciﬁcation tests for parametric mean regression models and parametric quantile regression models, among others. The np package focuses on kernel methods appropriate for the mix of continuous, discrete, and categorical data often found in applied settings. Data-driven methods of bandwidth selection are emphasized throughout, though we caution the user that data-driven bandwidth selection methods can be computationally demanding.
Local Component Analysis for Nonparametric Bayes Classifier
Khademi, Mahmoud; safayani, Meharn
2010-01-01
The decision boundaries of Bayes classifier are optimal because they lead to maximum probability of correct decision. It means if we knew the prior probabilities and the class-conditional densities, we could design a classifier which gives the lowest probability of error. However, in classification based on nonparametric density estimation methods such as Parzen windows, the decision regions depend on the choice of parameters such as window width. Moreover, these methods suffer from curse of dimensionality of the feature space and small sample size problem which severely restricts their practical applications. In this paper, we address these problems by introducing a novel dimension reduction and classification method based on local component analysis. In this method, by adopting an iterative cross-validation algorithm, we simultaneously estimate the optimal transformation matrices (for dimension reduction) and classifier parameters based on local information. The proposed method can classify the data with co...
Quantal Response: Nonparametric Modeling
2017-01-01
spline N−spline Fig. 3 Logistic regression 7 Approved for public release; distribution is unlimited. 5. Nonparametric QR Models Nonparametric linear ...stimulus and probability of response. The Generalized Linear Model approach does not make use of the limit distribution but allows arbitrary functional...7. Conclusions and Recommendations 18 8. References 19 Appendix A. The Linear Model 21 Appendix B. The Generalized Linear Model 33 Appendix C. B
Condition number estimation of preconditioned matrices.
Kushida, Noriyuki
2015-01-01
The present paper introduces a condition number estimation method for preconditioned matrices. The newly developed method provides reasonable results, while the conventional method which is based on the Lanczos connection gives meaningless results. The Lanczos connection based method provides the condition numbers of coefficient matrices of systems of linear equations with information obtained through the preconditioned conjugate gradient method. Estimating the condition number of preconditioned matrices is sometimes important when describing the effectiveness of new preconditionerers or selecting adequate preconditioners. Operating a preconditioner on a coefficient matrix is the simplest method of estimation. However, this is not possible for large-scale computing, especially if computation is performed on distributed memory parallel computers. This is because, the preconditioned matrices become dense, even if the original matrices are sparse. Although the Lanczos connection method can be used to calculate the condition number of preconditioned matrices, it is not considered to be applicable to large-scale problems because of its weakness with respect to numerical errors. Therefore, we have developed a robust and parallelizable method based on Hager's method. The feasibility studies are curried out for the diagonal scaling preconditioner and the SSOR preconditioner with a diagonal matrix, a tri-daigonal matrix and Pei's matrix. As a result, the Lanczos connection method contains around 10% error in the results even with a simple problem. On the other hand, the new method contains negligible errors. In addition, the newly developed method returns reasonable solutions when the Lanczos connection method fails with Pei's matrix, and matrices generated with the finite element method.
Condition number estimation of preconditioned matrices.
Directory of Open Access Journals (Sweden)
Noriyuki Kushida
Full Text Available The present paper introduces a condition number estimation method for preconditioned matrices. The newly developed method provides reasonable results, while the conventional method which is based on the Lanczos connection gives meaningless results. The Lanczos connection based method provides the condition numbers of coefficient matrices of systems of linear equations with information obtained through the preconditioned conjugate gradient method. Estimating the condition number of preconditioned matrices is sometimes important when describing the effectiveness of new preconditionerers or selecting adequate preconditioners. Operating a preconditioner on a coefficient matrix is the simplest method of estimation. However, this is not possible for large-scale computing, especially if computation is performed on distributed memory parallel computers. This is because, the preconditioned matrices become dense, even if the original matrices are sparse. Although the Lanczos connection method can be used to calculate the condition number of preconditioned matrices, it is not considered to be applicable to large-scale problems because of its weakness with respect to numerical errors. Therefore, we have developed a robust and parallelizable method based on Hager's method. The feasibility studies are curried out for the diagonal scaling preconditioner and the SSOR preconditioner with a diagonal matrix, a tri-daigonal matrix and Pei's matrix. As a result, the Lanczos connection method contains around 10% error in the results even with a simple problem. On the other hand, the new method contains negligible errors. In addition, the newly developed method returns reasonable solutions when the Lanczos connection method fails with Pei's matrix, and matrices generated with the finite element method.
A Censored Nonparametric Software Reliability Model
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
This paper analyses the effct of censoring on the estimation of failure rate, and presents a framework of a censored nonparametric software reliability model. The model is based on nonparametric testing of failure rate monotonically decreasing and weighted kernel failure rate estimation under the constraint of failure rate monotonically decreasing. Not only does the model have the advantages of little assumptions and weak constraints, but also the residual defects number of the software system can be estimated. The numerical experiment and real data analysis show that the model performs well with censored data.
Estimation of palaeohydrochemical conditions using carbonate minerals
Amamiya, H.; Mizuno, T.; Iwatsuki, T.; Yuguchi, T.; Murakami, H.; Saito-Kokubu, Y.
2014-12-01
The long-term evolution of geochemical environment in deep underground is indispensable research subject for geological disposal of high-level radioactive waste, because the evolution of geochemical environment would impact migration behavior of radionuclides in deep underground. Many researchers have made efforts previously to elucidate the geochemical environment within the groundwater residence time based on the analysis of the actual groundwater. However, it is impossible to estimate the geochemical environment for the longer time scale than the groundwater residence time in this method. In this case, analysis of the chemical properties of secondary minerals are one of useful method to estimate the paleohydrochemical conditions (temperature, salinity, pH and redox potential). In particular, carbonate minerals would be available to infer the long-term evolution of hydrochemical for the following reasons; -it easily reaches chemical equilibrium with groundwater and precipitates in open space of water flowing path -it reflects the chemical and isotopic composition of groundwater at the time of crystallization We reviewed the previous studies on carbonate minerals and geochemical conditions in deep underground and estimated the hydrochemical characteristics of past groundwater by using carbonate minerals. As a result, it was found that temperature and salinity of the groundwater during crystallization of carbonate minerals were evaluated quantitatively. On the other hand, pH and redox potential can only be understood qualitatively. However, it is suggested that the content of heavy metal elements such as manganese, iron and uranium, and rare earth elements in the carbonate minerals are useful indicators for estimating redox potential. This study was carried out under a contract with METI (Ministry of Economy, Trade and Industry) as part of its R&D supporting program for developing geological disposal technology.
Multiatlas segmentation as nonparametric regression.
Awate, Suyash P; Whitaker, Ross T
2014-09-01
This paper proposes a novel theoretical framework to model and analyze the statistical characteristics of a wide range of segmentation methods that incorporate a database of label maps or atlases; such methods are termed as label fusion or multiatlas segmentation. We model these multiatlas segmentation problems as nonparametric regression problems in the high-dimensional space of image patches. We analyze the nonparametric estimator's convergence behavior that characterizes expected segmentation error as a function of the size of the multiatlas database. We show that this error has an analytic form involving several parameters that are fundamental to the specific segmentation problem (determined by the chosen anatomical structure, imaging modality, registration algorithm, and label-fusion algorithm). We describe how to estimate these parameters and show that several human anatomical structures exhibit the trends modeled analytically. We use these parameter estimates to optimize the regression estimator. We show that the expected error for large database sizes is well predicted by models learned on small databases. Thus, a few expert segmentations can help predict the database sizes required to keep the expected error below a specified tolerance level. Such cost-benefit analysis is crucial for deploying clinical multiatlas segmentation systems.
Panel data specifications in nonparametric kernel regression
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
parametric panel data estimators to analyse the production technology of Polish crop farms. The results of our nonparametric kernel regressions generally differ from the estimates of the parametric models but they only slightly depend on the choice of the kernel functions. Based on economic reasoning, we...
Nonparametric statistical methods
Hollander, Myles; Chicken, Eric
2013-01-01
Praise for the Second Edition"This book should be an essential part of the personal library of every practicing statistician."-Technometrics Thoroughly revised and updated, the new edition of Nonparametric Statistical Methods includes additional modern topics and procedures, more practical data sets, and new problems from real-life situations. The book continues to emphasize the importance of nonparametric methods as a significant branch of modern statistics and equips readers with the conceptual and technical skills necessary to select and apply the appropriate procedures for any given sit
Bayesian nonparametric data analysis
Müller, Peter; Jara, Alejandro; Hanson, Tim
2015-01-01
This book reviews nonparametric Bayesian methods and models that have proven useful in the context of data analysis. Rather than providing an encyclopedic review of probability models, the book’s structure follows a data analysis perspective. As such, the chapters are organized by traditional data analysis problems. In selecting specific nonparametric models, simpler and more traditional models are favored over specialized ones. The discussed methods are illustrated with a wealth of examples, including applications ranging from stylized examples to case studies from recent literature. The book also includes an extensive discussion of computational methods and details on their implementation. R code for many examples is included in on-line software pages.
Why preferring parametric forecasting to nonparametric methods?
Jabot, Franck
2015-05-07
A recent series of papers by Charles T. Perretti and collaborators have shown that nonparametric forecasting methods can outperform parametric methods in noisy nonlinear systems. Such a situation can arise because of two main reasons: the instability of parametric inference procedures in chaotic systems which can lead to biased parameter estimates, and the discrepancy between the real system dynamics and the modeled one, a problem that Perretti and collaborators call "the true model myth". Should ecologists go on using the demanding parametric machinery when trying to forecast the dynamics of complex ecosystems? Or should they rely on the elegant nonparametric approach that appears so promising? It will be here argued that ecological forecasting based on parametric models presents two key comparative advantages over nonparametric approaches. First, the likelihood of parametric forecasting failure can be diagnosed thanks to simple Bayesian model checking procedures. Second, when parametric forecasting is diagnosed to be reliable, forecasting uncertainty can be estimated on virtual data generated with the fitted to data parametric model. In contrast, nonparametric techniques provide forecasts with unknown reliability. This argumentation is illustrated with the simple theta-logistic model that was previously used by Perretti and collaborators to make their point. It should convince ecologists to stick to standard parametric approaches, until methods have been developed to assess the reliability of nonparametric forecasting. Copyright © 2015 Elsevier Ltd. All rights reserved.
Korany, Mohamed A; Maher, Hadir M; Galal, Shereen M; Fahmy, Ossama T; Ragab, Marwa A A
2010-11-15
This manuscript discusses the application of chemometrics to the handling of HPLC response data using the internal standard method (ISM). This was performed on a model mixture containing terbutaline sulphate, guaiphenesin, bromhexine HCl, sodium benzoate and propylparaben as an internal standard. Derivative treatment of chromatographic response data of analyte and internal standard was followed by convolution of the resulting derivative curves using 8-points sin x(i) polynomials (discrete Fourier functions). The response of each analyte signal, its corresponding derivative and convoluted derivative data were divided by that of the internal standard to obtain the corresponding ratio data. This was found beneficial in eliminating different types of interferences. It was successfully applied to handle some of the most common chromatographic problems and non-ideal conditions, namely: overlapping chromatographic peaks and very low analyte concentrations. For example, a significant change in the correlation coefficient of sodium benzoate, in case of overlapping peaks, went from 0.9975 to 0.9998 on applying normal conventional peak area and first derivative under Fourier functions methods, respectively. Also a significant improvement in the precision and accuracy for the determination of synthetic mixtures and dosage forms in non-ideal cases was achieved. For example, in the case of overlapping peaks guaiphenesin mean recovery% and RSD% went from 91.57, 9.83 to 100.04, 0.78 on applying normal conventional peak area and first derivative under Fourier functions methods, respectively. This work also compares the application of Theil's method, a non-parametric regression method, in handling the response ratio data, with the least squares parametric regression method, which is considered the de facto standard method used for regression. Theil's method was found to be superior to the method of least squares as it assumes that errors could occur in both x- and y-directions and
Institute of Scientific and Technical Information of China (English)
赵文芝; 田铮; 夏志明
2009-01-01
A wavelet method of detection and estimation of change points in nonparametric regression models under random design is proposed.The confidence bound of our test is derived by using the test statistics based on empirical wavelet coefficients as obtained by wavelet transformation of the data which is observed with noise.Moreover,the consistence of the test is proved while the rate of convergence is given.The method turns out to be effective after being tested on simulated examples and applied to IBM stock market data.
Nonparametric Bayesian inference for multidimensional compound Poisson processes
S. Gugushvili; F. van der Meulen; P. Spreij
2015-01-01
Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density r0 and intensity λ0. We take a nonparametric Bayesian approach to the problem and determine posterior contraction rates in this context, whic
Nonparametric Predictive Regression
Ioannis Kasparis; Elena Andreou; Phillips, Peter C.B.
2012-01-01
A unifying framework for inference is developed in predictive regressions where the predictor has unknown integration properties and may be stationary or nonstationary. Two easily implemented nonparametric F-tests are proposed. The test statistics are related to those of Kasparis and Phillips (2012) and are obtained by kernel regression. The limit distribution of these predictive tests holds for a wide range of predictors including stationary as well as non-stationary fractional and near unit...
Estimating Conditional Distributions by Neural Networks
DEFF Research Database (Denmark)
Kulczycki, P.; Schiøler, Henrik
1998-01-01
Neural Networks for estimating conditionaldistributions and their associated quantiles are investigated in this paper. A basic network structure is developed on the basis of kernel estimation theory, and consistency property is considered from a mild set of assumptions. A number of applications...
A Nonparametric Analogy of Analysis of Covariance
Burnett, Thomas D.; Barr, Donald R.
1977-01-01
A nonparametric test of the hypothesis of no treatment effect is suggested for a situation where measures of the severity of the condition treated can be obtained and ranked both pre- and post-treatment. The test allows the pre-treatment rank to be used as a concomitant variable. (Author/JKS)
Estimation of Boundary Conditions for Coastal Models,
1974-09-01
equation: h(i) y ( t — i) di (3) The solution to Eq. (3) may be obtained by Fourier transformation. Because covariance function and spectral density function form...the cross— spectral density function estimate by a numerical Fourier transform, the even and odd parts of the cross—covariance function are determined...by A(k) = ½ [Y ~~ (k) + y (k)] (5) B(k) = ½ [Yxy (k) - y (k) ] (6) from which the co— spectral density function is estimated : k m—l -. C (f) = 2T[A(o
Estimation of wave conditions at Liseleje location
DEFF Research Database (Denmark)
Borgarino, Bruno; Brorsen, Michael
This report present the near-shore waves conditions at Liseleje. This study has been carried out as a first step to evaluate the possibility of installing an overtopping wave energy converter at Liseleje. The offshore conditions have first been calculated, using 30 years recorded wind data. Then ...
2nd Conference of the International Society for Nonparametric Statistics
Manteiga, Wenceslao; Romo, Juan
2016-01-01
This volume collects selected, peer-reviewed contributions from the 2nd Conference of the International Society for Nonparametric Statistics (ISNPS), held in Cádiz (Spain) between June 11–16 2014, and sponsored by the American Statistical Association, the Institute of Mathematical Statistics, the Bernoulli Society for Mathematical Statistics and Probability, the Journal of Nonparametric Statistics and Universidad Carlos III de Madrid. The 15 articles are a representative sample of the 336 contributed papers presented at the conference. They cover topics such as high-dimensional data modelling, inference for stochastic processes and for dependent data, nonparametric and goodness-of-fit testing, nonparametric curve estimation, object-oriented data analysis, and semiparametric inference. The aim of the ISNPS 2014 conference was to bring together recent advances and trends in several areas of nonparametric statistics in order to facilitate the exchange of research ideas, promote collaboration among researchers...
Volatility and conditional distribution in financial markets
Abberger, Klaus
1995-01-01
There are various parametric models to analyse the volatility in time series of financial market data. For maximum likelihood estimation these parametric methods require the assumption of a known conditional distribution. In this paper we examine the conditional distribution of daily DAX returns with the help of nonparametric methods. We use kernel estimators for conditional quantiles resulting from a kernel estimation of conditional distributions.
Granato, Gregory E.
2006-01-01
The Kendall-Theil Robust Line software (KTRLine-version 1.0) is a Visual Basic program that may be used with the Microsoft Windows operating system to calculate parameters for robust, nonparametric estimates of linear-regression coefficients between two continuous variables. The KTRLine software was developed by the U.S. Geological Survey, in cooperation with the Federal Highway Administration, for use in stochastic data modeling with local, regional, and national hydrologic data sets to develop planning-level estimates of potential effects of highway runoff on the quality of receiving waters. The Kendall-Theil robust line was selected because this robust nonparametric method is resistant to the effects of outliers and nonnormality in residuals that commonly characterize hydrologic data sets. The slope of the line is calculated as the median of all possible pairwise slopes between points. The intercept is calculated so that the line will run through the median of input data. A single-line model or a multisegment model may be specified. The program was developed to provide regression equations with an error component for stochastic data generation because nonparametric multisegment regression tools are not available with the software that is commonly used to develop regression models. The Kendall-Theil robust line is a median line and, therefore, may underestimate total mass, volume, or loads unless the error component or a bias correction factor is incorporated into the estimate. Regression statistics such as the median error, the median absolute deviation, the prediction error sum of squares, the root mean square error, the confidence interval for the slope, and the bias correction factor for median estimates are calculated by use of nonparametric methods. These statistics, however, may be used to formulate estimates of mass, volume, or total loads. The program is used to read a two- or three-column tab-delimited input file with variable names in the first row and
Comparison of Rank Analysis of Covariance and Nonparametric Randomized Blocks Analysis.
Porter, Andrew C.; McSweeney, Maryellen
The relative power of three possible experimental designs under the condition that data is to be analyzed by nonparametric techniques; the comparison of the power of each nonparametric technique to its parametric analogue; and the comparison of relative powers using nonparametric and parametric techniques are discussed. The three nonparametric…
Nonparametric tests for censored data
Bagdonavicus, Vilijandas; Nikulin, Mikhail
2013-01-01
This book concerns testing hypotheses in non-parametric models. Generalizations of many non-parametric tests to the case of censored and truncated data are considered. Most of the test results are proved and real applications are illustrated using examples. Theories and exercises are provided. The incorrect use of many tests applying most statistical software is highlighted and discussed.
BOOTSTRAP WAVELET IN THE NONPARAMETRIC REGRESSION MODEL WITH WEAKLY DEPENDENT PROCESSES
Institute of Scientific and Technical Information of China (English)
林路; 张润楚
2004-01-01
This paper introduces a method of bootstrap wavelet estimation in a nonparametric regression model with weakly dependent processes for both fixed and random designs. The asymptotic bounds for the bias and variance of the bootstrap wavelet estimators are given in the fixed design model. The conditional normality for a modified version of the bootstrap wavelet estimators is obtained in the fixed model. The consistency for the bootstrap wavelet estimator is also proved in the random design model. These results show that the bootstrap wavelet method is valid for the model with weakly dependent processes.
Carleman Estimates for Parabolic Equations with Nonhomogeneous Boundary Conditions
Institute of Scientific and Technical Information of China (English)
Oleg Yu IMANUVILOV; Jean Pierre PUEL; Masahiro YAMAMOTO
2009-01-01
The authors prove a new Carleman estimate for general linear second order parabolic equation with nonhomogeneous boundary conditions.On the basis of this estimate,improved Carleman estimates for the Stokes system and for a system of parabolic equations with a penalty term are obtained.This system can be viewed as an approximation of the Stokes system.
Monte Carlo estimation of the conditional Rasch model
Akkermans, Wies M.W.
1994-01-01
In order to obtain conditional maximum likelihood estimates, the so-called conditioning estimates have to be calculated. In this paper a method is examined that does not calculate these constants exactly, but approximates them using Monte Carlo Markov Chains. As an example, the method is applied to
Parametric estimation of medical care costs under conditions of censoring
Raikou, Maria; McGuire, Alistair
2009-01-01
This paper is concerned with a set of parametric estimators that attempt to provide consistent estimates of average medical care costs under conditions of censoring. The main finding is that incorporation of the inverse of the probability of an individual not being censored in the estimating equations is instrumental in deriving unbiased cost estimates. The success of the approach is dependent on the amount of available information on the cost history process. The value of this information in...
Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators
Gian Piero Aielli; Massimiliano Caporin
2011-01-01
It is well-known that the estimated GARCH dynamics exhibit common patterns. Starting from this fact we extend the Dynamic Conditional Correlation (DCC) model by allowing for a cluster- ing structure of the univariate GARCH parameters. The model can be estimated in two steps, the first devoted to the clustering structure, and the second focusing on correlation parameters. Differently from the traditional two-step DCC estimation, we get large system feasibility of the joint estimation of the wh...
Directory of Open Access Journals (Sweden)
Metin I Eren
Full Text Available BACKGROUND: Estimating assemblage species or class richness from samples remains a challenging, but essential, goal. Though a variety of statistical tools for estimating species or class richness have been developed, they are all singly-bounded: assuming only a lower bound of species or classes. Nevertheless there are numerous situations, particularly in the cultural realm, where the maximum number of classes is fixed. For this reason, a new method is needed to estimate richness when both upper and lower bounds are known. METHODOLOGY/PRINCIPAL FINDINGS: Here, we introduce a new method for estimating class richness: doubly-bounded confidence intervals (both lower and upper bounds are known. We specifically illustrate our new method using the Chao1 estimator, rarefaction, and extrapolation, although any estimator of asymptotic richness can be used in our method. Using a case study of Clovis stone tools from the North American Lower Great Lakes region, we demonstrate that singly-bounded richness estimators can yield confidence intervals with upper bound estimates larger than the possible maximum number of classes, while our new method provides estimates that make empirical sense. CONCLUSIONS/SIGNIFICANCE: Application of the new method for constructing doubly-bound richness estimates of Clovis stone tools permitted conclusions to be drawn that were not otherwise possible with singly-bounded richness estimates, namely, that Lower Great Lakes Clovis Paleoindians utilized a settlement pattern that was probably more logistical in nature than residential. However, our new method is not limited to archaeological applications. It can be applied to any set of data for which there is a fixed maximum number of classes, whether that be site occupancy models, commercial products (e.g. athletic shoes, or census information (e.g. nationality, religion, age, race.
Nonparametric tests for pathwise properties of semimartingales
Cont, Rama; 10.3150/10-BEJ293
2011-01-01
We propose two nonparametric tests for investigating the pathwise properties of a signal modeled as the sum of a L\\'{e}vy process and a Brownian semimartingale. Using a nonparametric threshold estimator for the continuous component of the quadratic variation, we design a test for the presence of a continuous martingale component in the process and a test for establishing whether the jumps have finite or infinite variation, based on observations on a discrete-time grid. We evaluate the performance of our tests using simulations of various stochastic models and use the tests to investigate the fine structure of the DM/USD exchange rate fluctuations and SPX futures prices. In both cases, our tests reveal the presence of a non-zero Brownian component and a finite variation jump component.
Parametric or nonparametric? A parametricness index for model selection
Liu, Wei; 10.1214/11-AOS899
2012-01-01
In model selection literature, two classes of criteria perform well asymptotically in different situations: Bayesian information criterion (BIC) (as a representative) is consistent in selection when the true model is finite dimensional (parametric scenario); Akaike's information criterion (AIC) performs well in an asymptotic efficiency when the true model is infinite dimensional (nonparametric scenario). But there is little work that addresses if it is possible and how to detect the situation that a specific model selection problem is in. In this work, we differentiate the two scenarios theoretically under some conditions. We develop a measure, parametricness index (PI), to assess whether a model selected by a potentially consistent procedure can be practically treated as the true model, which also hints on AIC or BIC is better suited for the data for the goal of estimating the regression function. A consequence is that by switching between AIC and BIC based on the PI, the resulting regression estimator is si...
Institute of Scientific and Technical Information of China (English)
赵文芝; 夏志明; 贺飞跃
2016-01-01
The two-step estimators for change point in nonparametric regression are proposed.In the first step,an initial estimator is obtained by local linear smoothing method.In the second step,the fi-nal estimator is obtained by CUSUM method on a closed neighborhood of initial estimator.It is found through a simulation study that the proposed estimator is efficient.The estimator for j ump size is also obtained.Further more,experimental results that using historical data on Nile river discharges,ex-change rate data of USD against RMB and global temperature data for the northern hemisphere show that the proposed method is also practical in applications.%针对非参数回归模型变点问题，给出了变点的两步估计方法。第一步，用局部线性方法给出变点的初始估计量；第二步，在初始估计量的邻域内，用 CUSUM方法给出变点的最终估计量，同时获得了变点跃度的估计量。蒙特卡罗随机模拟结果表明了此方法的有效性。最后以尼罗河流量数据，美元兑换人民币汇率数据以及北半球月平均气温数据为例进行分析，结果说明此方法有实际应用价值。
Asymptotic Normality of Quadratic Estimators.
Robins, James; Li, Lingling; Tchetgen, Eric; van der Vaart, Aad
2016-12-01
We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction of estimators in high-dimensional semi- and non-parametric models, and in the construction of nonparametric confidence sets. This is illustrated by estimation of the integral of a square of a density or regression function, and estimation of the mean response with missing data. We show that estimators are asymptotically normal even in the case that the rate is slower than the square root of the observations.
Monte Carlo estimation of the conditional Rasch model
Akkermans, W.
1998-01-01
In order to obtain conditional maximum likelihood estimates, the conditioning constants are needed. Geyer and Thompson (1992) proposed a Markov chain Monte Carlo method that can be used to approximate these constants when they are difficult to calculate exactly. In the present paper, their method is
Semi-parametric regression: Efficiency gains from modeling the nonparametric part
Yu, Kyusang; Park, Byeong U; 10.3150/10-BEJ296
2011-01-01
It is widely admitted that structured nonparametric modeling that circumvents the curse of dimensionality is important in nonparametric estimation. In this paper we show that the same holds for semi-parametric estimation. We argue that estimation of the parametric component of a semi-parametric model can be improved essentially when more structure is put into the nonparametric part of the model. We illustrate this for the partially linear model, and investigate efficiency gains when the nonparametric part of the model has an additive structure. We present the semi-parametric Fisher information bound for estimating the parametric part of the partially linear additive model and provide semi-parametric efficient estimators for which we use a smooth backfitting technique to deal with the additive nonparametric part. We also present the finite sample performances of the proposed estimators and analyze Boston housing data as an illustration.
Recursive estimation of the conditional geometric median in Hilbert spaces
Cardot, Hervé; Zitt, Pierre-André
2012-01-01
A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online estimation. The weights are controlled by a kernel function and an associated bandwidth. Almost sure convergence and L2 rates of convergence are proved under general conditions on the conditional distribution as well as the sequence of descent steps of the algorithm and the sequence of bandwidths. Asymptotic normality is also proved for the averaged version of the algorithm with an optimal rate of convergence. A simulation study confirms the interest of this new and fast algorithm when the sample sizes are large. Finally, the ability of these recursive algorithms to deal with very high-dimensional data is illustrated on the robust estimation of television audience profiles conditional on the total time spent watching television over a period of 24 hours.
Kernel conditional quantile estimator under left truncation for functional regressors
Directory of Open Access Journals (Sweden)
Nacéra Helal
2016-01-01
Full Text Available Let \\(Y\\ be a random real response which is subject to left-truncation by another random variable \\(T\\. In this paper, we study the kernel conditional quantile estimation when the covariable \\(X\\ takes values in an infinite-dimensional space. A kernel conditional quantile estimator is given under some regularity conditions, among which in the small-ball probability, its strong uniform almost sure convergence rate is established. Some special cases have been studied to show how our work extends some results given in the literature. Simulations are drawn to lend further support to our theoretical results and assess the behavior of the estimator for finite samples with different rates of truncation and sizes.
A nonparametric and diversified portfolio model
Shirazi, Yasaman Izadparast; Sabiruzzaman, Md.; Hamzah, Nor Aishah
2014-07-01
Traditional portfolio models, like mean-variance (MV) suffer from estimation error and lack of diversity. Alternatives, like mean-entropy (ME) or mean-variance-entropy (MVE) portfolio models focus independently on the issue of either a proper risk measure or the diversity. In this paper, we propose an asset allocation model that compromise between risk of historical data and future uncertainty. In the new model, entropy is presented as a nonparametric risk measure as well as an index of diversity. Our empirical evaluation with a variety of performance measures shows that this model has better out-of-sample performances and lower portfolio turnover than its competitors.
Estimating Outdoor Illumination Conditions Based on Detection of Dynamic Shadows
DEFF Research Database (Denmark)
Madsen, Claus B.; Lal, Brajesh Behari
2013-01-01
The paper proposes a technique for estimation outdoor illumination conditions in terms of sun and sky radiances directly from pixel values of dynamic shadows detected in video sequences produved by a commercial stereo camera. The technique is applied to the rendering of virtual object into the im......The paper proposes a technique for estimation outdoor illumination conditions in terms of sun and sky radiances directly from pixel values of dynamic shadows detected in video sequences produved by a commercial stereo camera. The technique is applied to the rendering of virtual object...
Estimating Patient Condition Codes Using Data Mining Techniques
2007-06-01
Codes using Data Mining Techniques Revised title:___________________________________________________________________ Presented in (input and Bold one...Patient Condition Codes using Data Mining Techniques 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT NUMBER...ANSI Std Z39-18 2 Estimating Patient Condition Codes using Data Mining Techniques 75th MORSS (WG 23) Joseph Parker, Teledyne Brown Engineering Ray
Testing discontinuities in nonparametric regression
Dai, Wenlin
2017-01-19
In nonparametric regression, it is often needed to detect whether there are jump discontinuities in the mean function. In this paper, we revisit the difference-based method in [13 H.-G. Müller and U. Stadtmüller, Discontinuous versus smooth regression, Ann. Stat. 27 (1999), pp. 299–337. doi: 10.1214/aos/1018031100
Analysis of quantization noise and state estimation with quantized measurements
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
The approximate correction of the additive white noise model in quantized Kalman filter is investigated under certain conditions. The probability density function of the error of quantized measurements is analyzed theoretically and experimentally. The analysis is based on the probability theory and nonparametric density estimation technique, respectively. The approximator of probability density function of quantized measurement noise is given. The numerical results of nonparametric density estimation algori...
Preliminary results on nonparametric facial occlusion detection
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Daniel LÓPEZ SÁNCHEZ
2016-10-01
Full Text Available The problem of face recognition has been extensively studied in the available literature, however, some aspects of this field require further research. The design and implementation of face recognition systems that can efficiently handle unconstrained conditions (e.g. pose variations, illumination, partial occlusion... is still an area under active research. This work focuses on the design of a new nonparametric occlusion detection technique. In addition, we present some preliminary results that indicate that the proposed technique might be useful to face recognition systems, allowing them to dynamically discard occluded face parts.
Markov chain order estimation with conditional mutual information
Papapetrou, M.; Kugiumtzis, D.
2013-04-01
We introduce the Conditional Mutual Information (CMI) for the estimation of the Markov chain order. For a Markov chain of K symbols, we define CMI of order m, Ic(m), as the mutual information of two variables in the chain being m time steps apart, conditioning on the intermediate variables of the chain. We find approximate analytic significance limits based on the estimation bias of CMI and develop a randomization significance test of Ic(m), where the randomized symbol sequences are formed by random permutation of the components of the original symbol sequence. The significance test is applied for increasing m and the Markov chain order is estimated by the last order for which the null hypothesis is rejected. We present the appropriateness of CMI-testing on Monte Carlo simulations and compare it to the Akaike and Bayesian information criteria, the maximal fluctuation method (Peres-Shields estimator) and a likelihood ratio test for increasing orders using ϕ-divergence. The order criterion of CMI-testing turns out to be superior for orders larger than one, but its effectiveness for large orders depends on data availability. In view of the results from the simulations, we interpret the estimated orders by the CMI-testing and the other criteria on genes and intergenic regions of DNA chains.
Directory of Open Access Journals (Sweden)
Carola V. Basualdo
2011-06-01
Full Text Available Non-parametric estimators allow to compare the estimates of richness among data sets from heterogeneous sources. However, since the estimator performance depends on the species-abundance distribution of the sample, preference for one or another is a difficult issue. The present study recovers and revalues some criteria already present in the literature in order to choose the most suitable estimator for streams macroinvertebrates, and provides some tools to apply them. Two abundance and four incidence estimators were applied to a regional database at family and genus level. They were evaluated under four criteria: sub-sample size required to estimate the observed richness; constancy of the sub-sample size; lack of erratic behavior and similarity in curve shape through different data sets. Among incidence estimators, Jack1 had the best performance. Between abundance estimators, ACE was the best when the observed richness was small and Chao1 when the observed richness was high. The uniformity of curves shapes allowed to describe the general sequences of curves behavior that could act as references to compare estimations of small databases and to infer the possible behavior of the curve (i.e the expected richness if the sample were larger. These results can be very useful for environmental management, and update the state of knowledge of regional macroinvertebrates.Los estimadores no paramétricos permiten comparar la riqueza estimada de conjuntos de datos de origen diverso. Empero, como su comportamiento depende de la distribución de abundancia del conjunto de datos, la preferencia por alguno representa una decisión difícil. Este trabajo rescata algunos criterios presentes en la literatura para elegir el estimador más adecuado para macroinvertebrados bentónicos de ríos y ofrece algunas herramientas para su aplicación. Cuatro estimadores de incidencia y dos de abundancia se aplicaron a un inventario regional a nivel de familia y género. Para
Institute of Scientific and Technical Information of China (English)
刘晓倩; 周勇
2011-01-01
Expected shortfall (ES) model developed recently is a powerful mathematical tool to measure and control financial risk. In this paper, two-step kernel smoothed processes are used to develop a two-step nonparametric estimator of ES. Comparisons between the proposed two-step kernel smoothed ES estimator to the existing fully empirical ES estimator and one-step kernel smoothing ES estimator were made by calculating expectation and variance of them. It is of great interest that the proposed two-step kernel smoothed ES estimator has been shown to increases the variance, totally different from the existing result that the kernel smoothed VaR estimator can produces reduction in both the variance and the mean square error. In addition, the simulation results conform to the theoretical analysis. In the related empirical analysis, the close-ended funds in Shanghai and Shenzhen stock markets were explored to compute the empirical ES estimates and kernel smoothing ES estimates for risk analysis. And the RAROC of the funds sample based on weekly return and ES were computed to make the performance evaluation of the funds.The empirical results show that, with weekly return, the method based on ES is higher reliability than those based on VaR.%预期不足(ES)是近几年发展起来的用于测量和控制金融风险的量化工具.在金融时间序列中,将两步核估计应用于两步ES非参数估计之中,得到了ES模型的两步核光滑估计.通过计算其期望和方差,比较了两步核光滑ES估计与ES完全经验估计及一步核光滑估计的优劣,得到了有趣的结论:与VaR模型不同,两步光滑化并不能减小ES估计的方差,反而会增大其方差,并通过计算机模拟证实了理论获得的结论.对国内沪深两市中的封闭式基金进行了实证分析,计算了样本基金的ES完全经验估计、一步核光滑估计和两步核光滑估计,并计算了样本基金基于周收益率和ES的两步核光滑
Palacios, Julia A; Minin, Vladimir N
2013-03-01
Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method.
Gearbox Fatigue Load Estimation for Condition Monitoring of Wind Turbines
DEFF Research Database (Denmark)
Perisic, Nevena; Pedersen, Bo Juul; Kirkegaard, Poul Henning
2012-01-01
The focus of the paper is on a design of a fatigue load estimator for predictive condition monitoring systems (CMS) of wind turbines. In order to avoid high-price measurement equipment required for direct load measuring, an indirect approach is suggested using only measurements from supervisory...... for the real time application. This paper presents results of the estimation of the gearbox fatigue load, often called shaft torque, using simulated data of wind turbine. Noise sensitivity of the algorithm is investigated by assuming different levels of measurement noise. Shaft torque estimations are compared...... with simulated data and as the obtained results are promising, further work will be on a validation of the method using real wind turbine data....
Gearbox Fatigue Load Estimation for Condition Monitoring of Wind Turbines
DEFF Research Database (Denmark)
Perisic, Nevena; Pedersen, Bo Juul; Kirkegaard, Poul Henning
2012-01-01
for the real time application. This paper presents results of the estimation of the gearbox fatigue load, often called shaft torque, using simulated data of wind turbine. Noise sensitivity of the algorithm is investigated by assuming different levels of measurement noise. Shaft torque estimations are compared......The focus of the paper is on a design of a fatigue load estimator for predictive condition monitoring systems (CMS) of wind turbines. In order to avoid high-price measurement equipment required for direct load measuring, an indirect approach is suggested using only measurements from supervisory...... with simulated data and as the obtained results are promising, further work will be on a validation of the method using real wind turbine data....
Constrained Spectral Conditioning for spatial sound level estimation
Spalt, Taylor B.; Brooks, Thomas F.; Fuller, Christopher R.
2016-11-01
Microphone arrays are utilized in aeroacoustic testing to spatially map the sound emitted from an article under study. Whereas a single microphone allows only the total sound level to be estimated at the measurement location, an array permits differentiation between the contributions of distinct components. The accuracy of these spatial sound estimates produced by post-processing the array outputs is continuously being improved. One way of increasing the estimation accuracy is to filter the array outputs before they become inputs to a post-processor. This work presents a constrained method of linear filtering for microphone arrays which minimizes the total signal present on the array channels while preserving the signal from a targeted spatial location. Thus, each single-channel, filtered output for a given targeted location estimates only the signal from that location, even when multiple and/or distributed sources have been measured simultaneously. The method is based on Conditioned Spectral Analysis and modifies the Wiener-Hopf equation in a manner similar to the Generalized Sidelobe Canceller. This modified form of Conditioned Spectral Analysis is embedded within an iterative loop and termed Constrained Spectral Conditioning. Linear constraints are derived which prevent the cancellation of targeted signal due to random statistical error as well as location error in the sensor and/or source positions. The increased spatial mapping accuracy of Constrained Spectral Conditioning is shown for a simulated dataset of point sources which vary in strength. An experimental point source is used to validate the efficacy of the constraints which yield preservation of the targeted signal at the expense of reduced filtering ability. The beamforming results of a cold, supersonic jet demonstrate the qualitative and quantitative improvement obtained when using this technique to map a spatially-distributed, complex, and possibly coherent sound source.
MATHEMATICAL MODEL FOR ESTIMATION OF MECHANICAL SYSTEM CONDITION IN DYNAMICS
Directory of Open Access Journals (Sweden)
D. N. Mironov
2011-01-01
Full Text Available The paper considers an estimation of a complicated mechanical system condition in dynamics with due account of material degradation and accumulation of micro-damages. An element of continuous medium has been simulated and described with the help of a discrete element. The paper contains description of a model for determination of mechanical system longevity in accordance with number of cycles and operational period.
Markov Chain Order estimation with Conditional Mutual Information
Papapetrou, Maria; 10.1016/j.physa.2012.12.017.
2013-01-01
We introduce the Conditional Mutual Information (CMI) for the estimation of the Markov chain order. For a Markov chain of $K$ symbols, we define CMI of order $m$, $I_c(m)$, as the mutual information of two variables in the chain being $m$ time steps apart, conditioning on the intermediate variables of the chain. We find approximate analytic significance limits based on the estimation bias of CMI and develop a randomization significance test of $I_c(m)$, where the randomized symbol sequences are formed by random permutation of the components of the original symbol sequence. The significance test is applied for increasing $m$ and the Markov chain order is estimated by the last order for which the null hypothesis is rejected. We present the appropriateness of CMI-testing on Monte Carlo simulations and compare it to the Akaike and Bayesian information criteria, the maximal fluctuation method (Peres-Shields estimator) and a likelihood ratio test for increasing orders using $\\phi$-divergence. The order criterion of...
Non-parametric analysis of rating transition and default data
DEFF Research Database (Denmark)
Fledelius, Peter; Lando, David; Perch Nielsen, Jens
2004-01-01
We demonstrate the use of non-parametric intensity estimation - including construction of pointwise confidence sets - for analyzing rating transition data. We find that transition intensities away from the class studied here for illustration strongly depend on the direction of the previous move b...... but that this dependence vanishes after 2-3 years....
Non-parametric analysis of rating transition and default data
DEFF Research Database (Denmark)
Fledelius, Peter; Lando, David; Perch Nielsen, Jens
2004-01-01
We demonstrate the use of non-parametric intensity estimation - including construction of pointwise confidence sets - for analyzing rating transition data. We find that transition intensities away from the class studied here for illustration strongly depend on the direction of the previous move...
Astronomical Methods for Nonparametric Regression
Steinhardt, Charles L.; Jermyn, Adam
2017-01-01
I will discuss commonly used techniques for nonparametric regression in astronomy. We find that several of them, particularly running averages and running medians, are generically biased, asymmetric between dependent and independent variables, and perform poorly in recovering the underlying function, even when errors are present only in one variable. We then examine less-commonly used techniques such as Multivariate Adaptive Regressive Splines and Boosted Trees and find them superior in bias, asymmetry, and variance both theoretically and in practice under a wide range of numerical benchmarks. In this context the chief advantage of the common techniques is runtime, which even for large datasets is now measured in microseconds compared with milliseconds for the more statistically robust techniques. This points to a tradeoff between bias, variance, and computational resources which in recent years has shifted heavily in favor of the more advanced methods, primarily driven by Moore's Law. Along these lines, we also propose a new algorithm which has better overall statistical properties than all techniques examined thus far, at the cost of significantly worse runtime, in addition to providing guidance on choosing the nonparametric regression technique most suitable to any specific problem. We then examine the more general problem of errors in both variables and provide a new algorithm which performs well in most cases and lacks the clear asymmetry of existing non-parametric methods, which fail to account for errors in both variables.
Liquid Level Estimation in Dynamic Condition using Kalman Filter
Directory of Open Access Journals (Sweden)
Sagar Kapale
2016-08-01
Full Text Available The aim of this paper is to estimate true liquid level of tank from noisy measurements due to dynamic conditions using kalman filter algorithm. We proposed kalman filter based approach to reduce noise in liquid level measurement system due to effect like sloshing. The function of kalman filter is to reduce error in liquid level measurement that produced from sensor resulting from effect like sloshing in dynamic environment. A prototype model was constructed and placed in dynamic condition, level data was acquired using ultrasonic sensor to verify the effectiveness of kalman filter. The tabulated data are shown for comparison of accuracy and error analysis between both measurements with Kalman filter and statistical averaging filter. After several test with different liquid levels and analysis of the recorded data, the technique shows the usefulness in liquid level measurement application in dynamic condition.
Estimating rare events in biochemical systems using conditional sampling
Sundar, V. S.
2017-01-01
The paper focuses on development of variance reduction strategies to estimate rare events in biochemical systems. Obtaining this probability using brute force Monte Carlo simulations in conjunction with the stochastic simulation algorithm (Gillespie's method) is computationally prohibitive. To circumvent this, important sampling tools such as the weighted stochastic simulation algorithm and the doubly weighted stochastic simulation algorithm have been proposed. However, these strategies require an additional step of determining the important region to sample from, which is not straightforward for most of the problems. In this paper, we apply the subset simulation method, developed as a variance reduction tool in the context of structural engineering, to the problem of rare event estimation in biochemical systems. The main idea is that the rare event probability is expressed as a product of more frequent conditional probabilities. These conditional probabilities are estimated with high accuracy using Monte Carlo simulations, specifically the Markov chain Monte Carlo method with the modified Metropolis-Hastings algorithm. Generating sample realizations of the state vector using the stochastic simulation algorithm is viewed as mapping the discrete-state continuous-time random process to the standard normal random variable vector. This viewpoint opens up the possibility of applying more sophisticated and efficient sampling schemes developed elsewhere to problems in stochastic chemical kinetics. The results obtained using the subset simulation method are compared with existing variance reduction strategies for a few benchmark problems, and a satisfactory improvement in computational time is demonstrated.
Estimated Muscle Loads During Squat Exercise in Microgravity Conditions
Fregly, Christopher D.; Kim, Brandon T.; Li, Zhao; DeWitt, John K.; Fregly, Benjamin J.
2012-01-01
Loss of muscle mass in microgravity is one of the primary factors limiting long-term space flight. NASA researchers have developed a number of exercise devices to address this problem. The most recent is the Advanced Resistive Exercise Device (ARED), which is currently used by astronauts on the International Space Station (ISS) to emulate typical free-weight exercises in microgravity. ARED exercise on the ISS is intended to reproduce Earth-level muscle loads, but the actual muscle loads produced remain unknown as they cannot currently be measured directly. In this study we estimated muscle loads experienced during squat exercise on ARED in microgravity conditions representative of Mars, the moon, and the ISS. The estimates were generated using a subject-specific musculoskeletal computer model and ARED exercise data collected on Earth. The results provide insight into the capabilities and limitations of the ARED machine.
Nonparametric identification of copula structures
Li, Bo
2013-06-01
We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric and based on the asymptotic distribution of the empirical copula process.We perform simulation experiments to evaluate our test and conclude that our method is reliable and powerful for assessing common assumptions on the structure of copulas, particularly when the sample size is moderately large. We illustrate our testing approach on two datasets. © 2013 American Statistical Association.
Using non-parametric methods in econometric production analysis
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
-Douglas function nor the Translog function are consistent with the “true” relationship between the inputs and the output in our data set. We solve this problem by using non-parametric regression. This approach delivers reasonable results, which are on average not too different from the results of the parametric......Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify the functional form of the production function. Most often, the Cobb...... results—including measures that are of interest of applied economists, such as elasticities. Therefore, we propose to use nonparametric econometric methods. First, they can be applied to verify the functional form used in parametric estimations of production functions. Second, they can be directly used...
Using non-parametric methods in econometric production analysis
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
2012-01-01
by investigating the relationship between the elasticity of scale and the farm size. We use a balanced panel data set of 371~specialised crop farms for the years 2004-2007. A non-parametric specification test shows that neither the Cobb-Douglas function nor the Translog function are consistent with the "true......Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify a functional form of the production function of which the Cobb...... parameter estimates, but also in biased measures which are derived from the parameters, such as elasticities. Therefore, we propose to use non-parametric econometric methods. First, these can be applied to verify the functional form used in parametric production analysis. Second, they can be directly used...
A contingency table approach to nonparametric testing
Rayner, JCW
2000-01-01
Most texts on nonparametric techniques concentrate on location and linear-linear (correlation) tests, with less emphasis on dispersion effects and linear-quadratic tests. Tests for higher moment effects are virtually ignored. Using a fresh approach, A Contingency Table Approach to Nonparametric Testing unifies and extends the popular, standard tests by linking them to tests based on models for data that can be presented in contingency tables.This approach unifies popular nonparametric statistical inference and makes the traditional, most commonly performed nonparametric analyses much more comp
Nonparametric statistics for social and behavioral sciences
Kraska-MIller, M
2013-01-01
Introduction to Research in Social and Behavioral SciencesBasic Principles of ResearchPlanning for ResearchTypes of Research Designs Sampling ProceduresValidity and Reliability of Measurement InstrumentsSteps of the Research Process Introduction to Nonparametric StatisticsData AnalysisOverview of Nonparametric Statistics and Parametric Statistics Overview of Parametric Statistics Overview of Nonparametric StatisticsImportance of Nonparametric MethodsMeasurement InstrumentsAnalysis of Data to Determine Association and Agreement Pearson Chi-Square Test of Association and IndependenceContingency
Estimating age conditional probability of developing disease from surveillance data
Directory of Open Access Journals (Sweden)
Fay Michael P
2004-07-01
Full Text Available Abstract Fay, Pfeiffer, Cronin, Le, and Feuer (Statistics in Medicine 2003; 22; 1837–1848 developed a formula to calculate the age-conditional probability of developing a disease for the first time (ACPDvD for a hypothetical cohort. The novelty of the formula of Fay et al (2003 is that one need not know the rates of first incidence of disease per person-years alive and disease-free, but may input the rates of first incidence per person-years alive only. Similarly the formula uses rates of death from disease and death from other causes per person-years alive. The rates per person-years alive are much easier to estimate than per person-years alive and disease-free. Fay et al (2003 used simple piecewise constant models for all three rate functions which have constant rates within each age group. In this paper, we detail a method for estimating rate functions which does not have jumps at the beginning of age groupings, and need not be constant within age groupings. We call this method the mid-age group joinpoint (MAJ model for the rates. The drawback of the MAJ model is that numerical integration must be used to estimate the resulting ACPDvD. To increase computational speed, we offer a piecewise approximation to the MAJ model, which we call the piecewise mid-age group joinpoint (PMAJ model. The PMAJ model for the rates input into the formula for ACPDvD described in Fay et al (2003 is the current method used in the freely available DevCan software made available by the National Cancer Institute.
Estimation of overland flow metrics at semiarid condition: Patagonian Monte
Directory of Open Access Journals (Sweden)
M. J. Rossi
2012-05-01
Full Text Available Water infiltration and overland flow (WIOF processes are relevant in considering water partition among plant life forms, the sustainability of vegetation and the design of sustainable hydrological management. WIOF processes in arid and semiarid regions present regional characteristic trends imposed by the prevailing physical conditions of the upper soil as evolved under water-limited climate. A set of plot-scale field experiments at the semi-arid Patagonian Monte (Argentina was performed in order to estimate infiltration-overland descriptive flow parameters. The micro-relief of undisturbed field plots at z-scale <1 mm was characterized through close-range stereo-photogrammetry and geo-statistical modelling. The overland flow areas produced by experimental runoff events were video-recorded and the runoff speed was measured with ortho-image processing software. Antecedent and post-inflow moisture were measured, and texture, bulk density and physical properties of the soil at the upper vadose zone were estimated. Field data were used to calibrate a physically-based, time explicit model of water balance in the upper soil and overland flows with a modified Green-Ampt (infiltration and Chezy's (overland flow algorithms. Modelling results satisfy validation criteria based on the observed overland flow areas, runoff-speed, water mass balance of the upper vadose zone, infiltration depth, slope along runoff-plume direction, and depression storage intensity. The experimental procedure presented supplies plot-scale estimates of overland flow and infiltration intensities at various intensities of water input which can be incorporated in larger-scale hydrological grid-models of arid regions. Findings were: (1 Overland flow velocities as well as infiltration-overland flow mass balances are consistently modelled by considering variable infiltration rates corresponding to depression storage and/or non-ponded areas. (2 The statistical relations presented
A Bayesian non-parametric Potts model with application to pre-surgical FMRI data.
Johnson, Timothy D; Liu, Zhuqing; Bartsch, Andreas J; Nichols, Thomas E
2013-08-01
The Potts model has enjoyed much success as a prior model for image segmentation. Given the individual classes in the model, the data are typically modeled as Gaussian random variates or as random variates from some other parametric distribution. In this article, we present a non-parametric Potts model and apply it to a functional magnetic resonance imaging study for the pre-surgical assessment of peritumoral brain activation. In our model, we assume that the Z-score image from a patient can be segmented into activated, deactivated, and null classes, or states. Conditional on the class, or state, the Z-scores are assumed to come from some generic distribution which we model non-parametrically using a mixture of Dirichlet process priors within the Bayesian framework. The posterior distribution of the model parameters is estimated with a Markov chain Monte Carlo algorithm, and Bayesian decision theory is used to make the final classifications. Our Potts prior model includes two parameters, the standard spatial regularization parameter and a parameter that can be interpreted as the a priori probability that each voxel belongs to the null, or background state, conditional on the lack of spatial regularization. We assume that both of these parameters are unknown, and jointly estimate them along with other model parameters. We show through simulation studies that our model performs on par, in terms of posterior expected loss, with parametric Potts models when the parametric model is correctly specified and outperforms parametric models when the parametric model in misspecified.
A Bayesian nonparametric method for prediction in EST analysis
Directory of Open Access Journals (Sweden)
Prünster Igor
2007-09-01
Full Text Available Abstract Background Expressed sequence tags (ESTs analyses are a fundamental tool for gene identification in organisms. Given a preliminary EST sample from a certain library, several statistical prediction problems arise. In particular, it is of interest to estimate how many new genes can be detected in a future EST sample of given size and also to determine the gene discovery rate: these estimates represent the basis for deciding whether to proceed sequencing the library and, in case of a positive decision, a guideline for selecting the size of the new sample. Such information is also useful for establishing sequencing efficiency in experimental design and for measuring the degree of redundancy of an EST library. Results In this work we propose a Bayesian nonparametric approach for tackling statistical problems related to EST surveys. In particular, we provide estimates for: a the coverage, defined as the proportion of unique genes in the library represented in the given sample of reads; b the number of new unique genes to be observed in a future sample; c the discovery rate of new genes as a function of the future sample size. The Bayesian nonparametric model we adopt conveys, in a statistically rigorous way, the available information into prediction. Our proposal has appealing properties over frequentist nonparametric methods, which become unstable when prediction is required for large future samples. EST libraries, previously studied with frequentist methods, are analyzed in detail. Conclusion The Bayesian nonparametric approach we undertake yields valuable tools for gene capture and prediction in EST libraries. The estimators we obtain do not feature the kind of drawbacks associated with frequentist estimators and are reliable for any size of the additional sample.
Robust Depth-Weighted Wavelet for Nonparametric Regression Models
Institute of Scientific and Technical Information of China (English)
Lu LIN
2005-01-01
In the nonpaxametric regression models, the original regression estimators including kernel estimator, Fourier series estimator and wavelet estimator are always constructed by the weighted sum of data, and the weights depend only on the distance between the design points and estimation points. As a result these estimators are not robust to the perturbations in data. In order to avoid this problem, a new nonparametric regression model, called the depth-weighted regression model, is introduced and then the depth-weighted wavelet estimation is defined. The new estimation is robust to the perturbations in data, which attains very high breakdown value close to 1/2. On the other hand, some asymptotic behaviours such as asymptotic normality are obtained. Some simulations illustrate that the proposed wavelet estimator is more robust than the original wavelet estimator and, as a price to pay for the robustness, the new method is slightly less efficient than the original method.
Nonparametric Bayesian inference in biostatistics
Müller, Peter
2015-01-01
As chapters in this book demonstrate, BNP has important uses in clinical sciences and inference for issues like unknown partitions in genomics. Nonparametric Bayesian approaches (BNP) play an ever expanding role in biostatistical inference from use in proteomics to clinical trials. Many research problems involve an abundance of data and require flexible and complex probability models beyond the traditional parametric approaches. As this book's expert contributors show, BNP approaches can be the answer. Survival Analysis, in particular survival regression, has traditionally used BNP, but BNP's potential is now very broad. This applies to important tasks like arrangement of patients into clinically meaningful subpopulations and segmenting the genome into functionally distinct regions. This book is designed to both review and introduce application areas for BNP. While existing books provide theoretical foundations, this book connects theory to practice through engaging examples and research questions. Chapters c...
Nonparametric Bayesian Modeling of Complex Networks
DEFF Research Database (Denmark)
Schmidt, Mikkel Nørgaard; Mørup, Morten
2013-01-01
Modeling structure in complex networks using Bayesian nonparametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This article provides a gentle introduction to nonparametric Bayesian modeling of complex networks: Using...... for complex networks can be derived and point out relevant literature....
Right-Censored Nonparametric Regression: A Comparative Simulation Study
Directory of Open Access Journals (Sweden)
Dursun Aydın
2016-11-01
Full Text Available This paper introduces the operating of the selection criteria for right-censored nonparametric regression using smoothing spline. In order to transform the response variable into a variable that contains the right-censorship, we used the KaplanMeier weights proposed by [1], and [2]. The major problem in smoothing spline method is to determine a smoothing parameter to obtain nonparametric estimates of the regression function. In this study, the mentioned parameter is chosen based on censored data by means of the criteria such as improved Akaike information criterion (AICc, Bayesian (or Schwarz information criterion (BIC and generalized crossvalidation (GCV. For this purpose, a Monte-Carlo simulation study is carried out to illustrate which selection criterion gives the best estimation for censored data.
Experimental FSO network availability estimation using interactive fog condition monitoring
Turán, Ján.; Ovseník, Łuboš
2016-12-01
Free Space Optics (FSO) is a license free Line of Sight (LOS) telecommunication technology which offers full duplex connectivity. FSO uses infrared beams of light to provide optical broadband connection and it can be installed literally in a few hours. Data rates go through from several hundreds of Mb/s to several Gb/s and range is from several 100 m up to several km. FSO link advantages: Easy connection establishment, License free communication, No excavation are needed, Highly secure and safe, Allows through window connectivity and single customer service and Compliments fiber by accelerating the first and last mile. FSO link disadvantages: Transmission media is air, Weather and climate dependence, Attenuation due to rain, snow and fog, Scattering of laser beam, Absorption of laser beam, Building motion and Air pollution. In this paper FSO availability evaluation is based on long term measured data from Fog sensor developed and installed at TUKE experimental FSO network in TUKE campus, Košice, Slovakia. Our FSO experimental network has three links with different physical distances between each FSO heads. Weather conditions have a tremendous impact on FSO operation in terms of FSO availability. FSO link availability is the percentage of time over a year that the FSO link will be operational. It is necessary to evaluate the climate and weather at the actual geographical location where FSO link is going to be mounted. It is important to determine the impact of a light scattering, absorption, turbulence and receiving optical power at the particular FSO link. Visibility has one of the most critical influences on the quality of an FSO optical transmission channel. FSO link availability is usually estimated using visibility information collected from nearby airport weather stations. Raw data from fog sensor (Fog Density, Relative Humidity, Temperature measured at each ms) are collected and processed by FSO Simulator software package developed at our Department. Based
Estimating Variances of Horizontal Wind Fluctuations in Stable Conditions
Luhar, Ashok K.
2010-05-01
Information concerning the average wind speed and the variances of lateral and longitudinal wind velocity fluctuations is required by dispersion models to characterise turbulence in the atmospheric boundary layer. When the winds are weak, the scalar average wind speed and the vector average wind speed need to be clearly distinguished and both lateral and longitudinal wind velocity fluctuations assume equal importance in dispersion calculations. We examine commonly-used methods of estimating these variances from wind-speed and wind-direction statistics measured separately, for example, by a cup anemometer and a wind vane, and evaluate the implied relationship between the scalar and vector wind speeds, using measurements taken under low-wind stable conditions. We highlight several inconsistencies inherent in the existing formulations and show that the widely-used assumption that the lateral velocity variance is equal to the longitudinal velocity variance is not necessarily true. We derive improved relations for the two variances, and although data under stable stratification are considered for comparison, our analysis is applicable more generally.
DPpackage: Bayesian Semi- and Nonparametric Modeling in R
Directory of Open Access Journals (Sweden)
Alejandro Jara
2011-04-01
Full Text Available Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian nonparametric and semiparametric models in R, DPpackage. Currently, DPpackage includes models for marginal and conditional density estimation, receiver operating characteristic curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison and for eliciting the precision parameter of the Dirichlet process prior, and a general purpose Metropolis sampling algorithm. To maximize computational efficiency, the actual sampling for each model is carried out using compiled C, C++ or Fortran code.
Nonparametric Detection of Geometric Structures Over Networks
Zou, Shaofeng; Liang, Yingbin; Poor, H. Vincent
2017-10-01
Nonparametric detection of existence of an anomalous structure over a network is investigated. Nodes corresponding to the anomalous structure (if one exists) receive samples generated by a distribution q, which is different from a distribution p generating samples for other nodes. If an anomalous structure does not exist, all nodes receive samples generated by p. It is assumed that the distributions p and q are arbitrary and unknown. The goal is to design statistically consistent tests with probability of errors converging to zero as the network size becomes asymptotically large. Kernel-based tests are proposed based on maximum mean discrepancy that measures the distance between mean embeddings of distributions into a reproducing kernel Hilbert space. Detection of an anomalous interval over a line network is first studied. Sufficient conditions on minimum and maximum sizes of candidate anomalous intervals are characterized in order to guarantee the proposed test to be consistent. It is also shown that certain necessary conditions must hold to guarantee any test to be universally consistent. Comparison of sufficient and necessary conditions yields that the proposed test is order-level optimal and nearly optimal respectively in terms of minimum and maximum sizes of candidate anomalous intervals. Generalization of the results to other networks is further developed. Numerical results are provided to demonstrate the performance of the proposed tests.
CUSUM Charts with Controlled Conditional Performance Under Estimated Parameters
Saleh, N.A.; Zwetsloot, I.M.; Mahmoud, M.A.; Woodall, W.H.
2016-01-01
We study the effect of the Phase I estimation error on the cumulative sum (CUSUM) chart. Impractically large amounts of Phase I data are needed to sufficiently reduce the variation in the in-control average run lengths (ARL) between practitioners. To reduce the effect of estimation error on the char
CUSUM Chart with Controlled Conditional Performance Under Estimated Parameters
Saleh, N.A.; Zwetsloot, I.M.; Mahmoud, M.A.; Woodall, W.H.
2016-01-01
We study the effect of the Phase I estimation error on the cumulative sum (CUSUM) chart. Impractically large amounts of Phase I data are needed to sufficiently reduce the variation in the in-control average run lengths (ARL) between practitioners. To reduce the effect of estimation error on the char
Monte Carlo Estimation of the Conditional Rasch Model. Research Report 94-09.
Akkermans, Wies M. W.
In order to obtain conditional maximum likelihood estimates, the so-called conditioning estimates have to be calculated. In this paper a method is examined that does not calculate these constants exactly, but approximates them using Monte Carlo Markov Chains. As an example, the method is applied to the conditional estimation of both item and…
A novel nonparametric confidence interval for differences of proportions for correlated binary data.
Duan, Chongyang; Cao, Yingshu; Zhou, Lizhi; Tan, Ming T; Chen, Pingyan
2016-11-16
Various confidence interval estimators have been developed for differences in proportions resulted from correlated binary data. However, the width of the mostly recommended Tango's score confidence interval tends to be wide, and the computing burden of exact methods recommended for small-sample data is intensive. The recently proposed rank-based nonparametric method by treating proportion as special areas under receiver operating characteristic provided a new way to construct the confidence interval for proportion difference on paired data, while the complex computation limits its application in practice. In this article, we develop a new nonparametric method utilizing the U-statistics approach for comparing two or more correlated areas under receiver operating characteristics. The new confidence interval has a simple analytic form with a new estimate of the degrees of freedom of n - 1. It demonstrates good coverage properties and has shorter confidence interval widths than that of Tango. This new confidence interval with the new estimate of degrees of freedom also leads to coverage probabilities that are an improvement on the rank-based nonparametric confidence interval. Comparing with the approximate exact unconditional method, the nonparametric confidence interval demonstrates good coverage properties even in small samples, and yet they are very easy to implement computationally. This nonparametric procedure is evaluated using simulation studies and illustrated with three real examples. The simplified nonparametric confidence interval is an appealing choice in practice for its ease of use and good performance. © The Author(s) 2016.
Combined parametric-nonparametric identification of block-oriented systems
Mzyk, Grzegorz
2014-01-01
This book considers a problem of block-oriented nonlinear dynamic system identification in the presence of random disturbances. This class of systems includes various interconnections of linear dynamic blocks and static nonlinear elements, e.g., Hammerstein system, Wiener system, Wiener-Hammerstein ("sandwich") system and additive NARMAX systems with feedback. Interconnecting signals are not accessible for measurement. The combined parametric-nonparametric algorithms, proposed in the book, can be selected dependently on the prior knowledge of the system and signals. Most of them are based on the decomposition of the complex system identification task into simpler local sub-problems by using non-parametric (kernel or orthogonal) regression estimation. In the parametric stage, the generalized least squares or the instrumental variables technique is commonly applied to cope with correlated excitations. Limit properties of the algorithms have been shown analytically and illustrated in simple experiments.
Non-parametric probabilistic forecasts of wind power: required properties and evaluation
DEFF Research Database (Denmark)
Pinson, Pierre; Nielsen, Henrik Aalborg; Møller, Jan Kloppenborg;
2007-01-01
of the conditional expectation of future generation for each look-ahead time, but also with uncertainty estimates given by probabilistic forecasts. In order to avoid assumptions on the shape of predictive distributions, these probabilistic predictions are produced from nonparametric methods, and then take the form...... of a single or a set of quantile forecasts. The required and desirable properties of such probabilistic forecasts are defined and a framework for their evaluation is proposed. This framework is applied for evaluating the quality of two statistical methods producing full predictive distributions from point......Predictions of wind power production for horizons up to 48-72 hour ahead comprise a highly valuable input to the methods for the daily management or trading of wind generation. Today, users of wind power predictions are not only provided with point predictions, which are estimates...
Second order pseudo-maximum likelihood estimation and conditional variance misspecification
Lejeune, Bernard
1997-01-01
In this paper, we study the behavior of second order pseudo-maximum likelihood estimators under conditional variance misspecification. We determine sufficient and essentially necessary conditions for such a estimator to be, regardless of the conditional variance (mis)specification, consistent for the mean parameters when the conditional mean is correctly specified. These conditions implie that, even if mean and variance parameters vary independently, standard PML2 estimators are generally not...
Non-parametric system identification from non-linear stochastic response
DEFF Research Database (Denmark)
Rüdinger, Finn; Krenk, Steen
2001-01-01
An estimation method is proposed for identification of non-linear stiffness and damping of single-degree-of-freedom systems under stationary white noise excitation. Non-parametric estimates of the stiffness and damping along with an estimate of the white noise intensity are obtained by suitable p...
Estimating equations for biomarker based exposure estimation under non-steady-state conditions.
Bartell, Scott M; Johnson, Wesley O
2011-06-13
Unrealistic steady-state assumptions are often used to estimate toxicant exposure rates from biomarkers. A biomarker may instead be modeled as a weighted sum of historical time-varying exposures. Estimating equations are derived for a zero-inflated gamma distribution for daily exposures with a known exposure frequency. Simulation studies suggest that the estimating equations can provide accurate estimates of exposure magnitude at any reasonable sample size, and reasonable estimates of the exposure variance at larger sample sizes.
An Non-parametrical Approach to Estimate Location Parameters under Simple Order%简单半序约束下估计位置参数的一个非参方法
Institute of Scientific and Technical Information of China (English)
孙旭
2005-01-01
This paper deals with estimating parameters under simple order whensamples come from location models. Based on the idea of Hodges and Lehmann es-timator (H-L estimator), a new approach to estimate parameters is proposed, whichis difference with the classical L1 isotonic regression and L2 isotonic regression. Analgorithm to compute estimators is given. Simulations by the Monte-Carlo methodis applied to compare the likelihood functions with respect to L1 estimators andweighted isotonic H-L estimators.
Institute of Scientific and Technical Information of China (English)
王浩雅; 马金晶; 王理珉; 张群芳; 孙力; 张涛; 石凤学; 和智君
2013-01-01
利用色差仪对云南9个烟区K326烤烟品种,3个部位的烟叶进行了颜色指标的测定.应用CIE 1976(L*a*b*)色空间理论,采用非参数密度估计函数,对颜色数据做非参数密度估计图,并以颜色的3个指标L、a*b*,分别作三维空间的坐标轴Z轴、X轴、Y轴,绘制了三维山峰图和等值线图.结果表明,通过三维图能够清晰地表征出3个部位的空间层次分布,通过山峰图能有空间立体层次地表现颜色指标,通过等值线图能看出每个部位颜色数据的分布情况,解决了颜色3个指标来表征一个特性的情况,可为今后颜色指标的数据库建立提供一定的基础.%In 9 tobacco - planting areas of Yunnan province, the color indicators of 3 parts of flue - cured tobacco variety K326 were measured by color difference instrument. CIE 1976(L* a* b* ) color space theory and nonparametric density estimate function were used to make nonparametric density estimation diagram of color data. Three indicators of color L, a * , b * were separately taken as the Z, X, Y coordinate axis of the three - dimensional space, and the three - dimensional peak image and contour map were drawn. The results showed that the three - dimensional peak image could clearly characterize the spatial and stepwise distributions of the three parts and color indicators. Contour map could understand the distributive conditions of color data every part, which solved a problem that three color indicators could only express a character. Therefore, it can provide a certain basis for establishing color indicator database in the future.
Using non-parametric methods in econometric production analysis
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
2012-01-01
Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify a functional form of the production function of which the Cobb-Douglas a......Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify a functional form of the production function of which the Cobb...... parameter estimates, but also in biased measures which are derived from the parameters, such as elasticities. Therefore, we propose to use non-parametric econometric methods. First, these can be applied to verify the functional form used in parametric production analysis. Second, they can be directly used...... to estimate production functions without the specification of a functional form. Therefore, they avoid possible misspecification errors due to the use of an unsuitable functional form. In this paper, we use parametric and non-parametric methods to identify the optimal size of Polish crop farms...
Higher Order Inference On A Treatment Effect Under Low Regularity Conditions.
Li, Lingling; Tchetgen, Eric Tchetgen; van der Vaart, Aad; Robins, James M
2011-07-01
We describe a novel approach to nonparametric point and interval estimation of a treatment effect in the presence of many continuous confounders. We show the problem can be reduced to that of point and interval estimation of the expected conditional covariance between treatment and response given the confounders. Our estimators are higher order U-statistics. The approach applies equally to the regular case where the expected conditional covariance is root-n estimable and to the irregular case where slower non-parametric rates prevail.
Automatic Pain Intensity Estimation using Heteroscedastic Conditional Ordinal Random Fields
Rudovic, Ognjen; Pavlovic, Vladimir; Pantic, Maja
2013-01-01
Automatic pain intensity estimation from facial images is challenging mainly because of high variability in subject-specific pain expressiveness. This heterogeneity in the subjects causes their facial appearance to vary significantly when experiencing the same pain level. The standard classification
Neural Conditional Ordinal Random Fields for Agreement Level Estimation
Rakicevic, Nemanja; Rudovic, Ognjen; Petridis, Stavros; Rakicevic, N.; Rudovic, O.; Petrids, S.; Pantic, Maja
2015-01-01
We present a novel approach to automated estimation of agreement intensity levels from facial images. To this end, we employ the MAHNOB Mimicry database of subjects recorded during dyadic interactions, where the facial images are annotated in terms of agreement intensity levels using the Likert scal
Automatic Pain Intensity Estimation using Heteroscedastic Conditional Ordinal Random Fields
Rudovic, Ognjen; Pavlovic, Vladimir; Pantic, Maja
Automatic pain intensity estimation from facial images is challenging mainly because of high variability in subject-specific pain expressiveness. This heterogeneity in the subjects causes their facial appearance to vary significantly when experiencing the same pain level. The standard classification
Shimura, Masashi; Gosho, Masahiko; Hirakawa, Akihiro
2017-02-17
Group sequential designs are widely used in clinical trials to determine whether a trial should be terminated early. In such trials, maximum likelihood estimates are often used to describe the difference in efficacy between the experimental and reference treatments; however, these are well known for displaying conditional and unconditional biases. Established bias-adjusted estimators include the conditional mean-adjusted estimator (CMAE), conditional median unbiased estimator, conditional uniformly minimum variance unbiased estimator (CUMVUE), and weighted estimator. However, their performances have been inadequately investigated. In this study, we review the characteristics of these bias-adjusted estimators and compare their conditional bias, overall bias, and conditional mean-squared errors in clinical trials with survival endpoints through simulation studies. The coverage probabilities of the confidence intervals for the four estimators are also evaluated. We find that the CMAE reduced conditional bias and showed relatively small conditional mean-squared errors when the trials terminated at the interim analysis. The conditional coverage probability of the conditional median unbiased estimator was well below the nominal value. In trials that did not terminate early, the CUMVUE performed with less bias and an acceptable conditional coverage probability than was observed for the other estimators. In conclusion, when planning an interim analysis, we recommend using the CUMVUE for trials that do not terminate early and the CMAE for those that terminate early. Copyright © 2017 John Wiley & Sons, Ltd.
Maximum likelihood estimation for semiparametric density ratio model.
Diao, Guoqing; Ning, Jing; Qin, Jing
2012-06-27
In the statistical literature, the conditional density model specification is commonly used to study regression effects. One attractive model is the semiparametric density ratio model, under which the conditional density function is the product of an unknown baseline density function and a known parametric function containing the covariate information. This model has a natural connection with generalized linear models and is closely related to biased sampling problems. Despite the attractive features and importance of this model, most existing methods are too restrictive since they are based on multi-sample data or conditional likelihood functions. The conditional likelihood approach can eliminate the unknown baseline density but cannot estimate it. We propose efficient estimation procedures based on the nonparametric likelihood. The nonparametric likelihood approach allows for general forms of covariates and estimates the regression parameters and the baseline density simultaneously. Therefore, the nonparametric likelihood approach is more versatile than the conditional likelihood approach especially when estimation of the conditional mean or other quantities of the outcome is of interest. We show that the nonparametric maximum likelihood estimators are consistent, asymptotically normal, and asymptotically efficient. Simulation studies demonstrate that the proposed methods perform well in practical settings. A real example is used for illustration.
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive Models
Fan, Jianqing; Song, Rui
2011-01-01
A variable screening procedure via correlation learning was proposed Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is linear, the marginal regression can be highly nonlinear. To address this issue, we further extend the correlation learning to marginal nonparametric learning. Our nonparametric independence screening is called NIS, a specific member of the sure independence screening. Several closely related variable screening procedures are proposed. Under the nonparametric additive models, it is shown that under some mild technical conditions, the proposed independence screening methods enjoy a sure screening property. The extent to which the dimensionality can be reduced by independence screening is also explicitly quantified. As a methodological extension, an iterative nonparametric independence screening (INIS) is also proposed to enhance the finite sample performance for fitting sparse additive models. The simulation results and a real data a...
Closed form maximum likelihood estimator of conditional random fields
Zhu, Zhemin; Hiemstra, Djoerd; Apers, Peter M.G.; Wombacher, Andreas
2013-01-01
Training Conditional Random Fields (CRFs) can be very slow for big data. In this paper, we present a new training method for CRFs called {\\em Empirical Training} which is motivated by the concept of co-occurrence rate. We show that the standard training (unregularized) can have many maximum likeliho
Using bioenergetic models to estimate environmental conditions in anchialine caves
Klanjšček, Tin; Cukrov, Neven; Cukrov, Marijana; Geček, Sunčana; Legović, Tarzan
2012-01-01
Ways of deducing information on physicochemical characteristics of anchialine caves from measurements of sedentary biota are investigated. First, photographs of Ficopomatus enigmaticus from two different anchialine caves are used to draw qualitative conclusions on water circulation patterns and organic loads of the two caves. Next, the ability of bioenergetic models to quantify average conditions in anchialine caves from information on abundance, distribution, morphological characteristcs, an...
Institute of Scientific and Technical Information of China (English)
肖翠柳; 赵晓兵; 王静龙
2010-01-01
在生物学、社会科学、保险理赔、可靠性和人口统计学等的研究中,我们经常会遇到复发事件数据的处理.最近一段时间以来,两个相邻复发事件的时间间隔的一个纵向数据模型已经引起统计工作者的广泛兴趣.本文中,我们提议另一个复发事件时间间隔模型,它可以用来模拟生存数据中带有所谓的持久生存者.非参数方法将用于我们所提议模型的统计推断,模拟和现实数据的例子将用来评价模型和提议估计方法的小样本性质.%Recurrent event data are often encountered in longitudinal follow-up studies related to biomed ical science,econometrics,insurance claims,reliability and demography.The longitudinal pattern of gaps between successive recurrent events is often of great research interest.In this paper,we propose an alternative model which can accommodate "cure fraction" in gaps,and a nonparametric method is employed to the statistical inference.The proposed model and methodology are demon strated by a small simulation result and the tumor recurrent data.
Non-parametric seismic hazard analysis in the presence of incomplete data
Yazdani, Azad; Mirzaei, Sajjad; Dadkhah, Koroush
2017-01-01
The distribution of earthquake magnitudes plays a crucial role in the estimation of seismic hazard parameters. Due to the complexity of earthquake magnitude distribution, non-parametric approaches are recommended over classical parametric methods. The main deficiency of the non-parametric approach is the lack of complete magnitude data in almost all cases. This study aims to introduce an imputation procedure for completing earthquake catalog data that will allow the catalog to be used for non-parametric density estimation. Using a Monte Carlo simulation, the efficiency of introduced approach is investigated. This study indicates that when a magnitude catalog is incomplete, the imputation procedure can provide an appropriate tool for seismic hazard assessment. As an illustration, the imputation procedure was applied to estimate earthquake magnitude distribution in Tehran, the capital city of Iran.
Takamizawa, Hisashi; Itoh, Hiroto; Nishiyama, Yutaka
2016-10-01
In order to understand neutron irradiation embrittlement in high fluence regions, statistical analysis using the Bayesian nonparametric (BNP) method was performed for the Japanese surveillance and material test reactor irradiation database. The BNP method is essentially expressed as an infinite summation of normal distributions, with input data being subdivided into clusters with identical statistical parameters, such as mean and standard deviation, for each cluster to estimate shifts in ductile-to-brittle transition temperature (DBTT). The clusters typically depend on chemical compositions, irradiation conditions, and the irradiation embrittlement. Specific variables contributing to the irradiation embrittlement include the content of Cu, Ni, P, Si, and Mn in the pressure vessel steels, neutron flux, neutron fluence, and irradiation temperatures. It was found that the measured shifts of DBTT correlated well with the calculated ones. Data associated with the same materials were subdivided into the same clusters even if neutron fluences were increased.
Parameter estimation via conditional expectation: a Bayesian inversion
Matthies, Hermann G.
2016-08-11
When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp. functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by actual observations of the response of the real system. In a probabilistic setting, Bayes’s theory is the proper mathematical background for this identification process. The possibility of being able to compute a conditional expectation turns out to be crucial for this purpose. We show how this theoretical background can be used in an actual numerical procedure, and shortly discuss various numerical approximations.
Nonparametric Bayesian inference of the microcanonical stochastic block model
Peixoto, Tiago P.
2017-01-01
A principled approach to characterize the hidden modular structure of networks is to formulate generative models and then infer their parameters from data. When the desired structure is composed of modules or "communities," a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into groups, and the placement of edges is conditioned on the group memberships. Here, we present a nonparametric Bayesian method to infer the modular structure of empirical networks, including the number of modules and their hierarchical organization. We focus on a microcanonical variant of the SBM, where the structure is imposed via hard constraints, i.e., the generated networks are not allowed to violate the patterns imposed by the model. We show how this simple model variation allows simultaneously for two important improvements over more traditional inference approaches: (1) deeper Bayesian hierarchies, with noninformative priors replaced by sequences of priors and hyperpriors, which not only remove limitations that seriously degrade the inference on large networks but also reveal structures at multiple scales; (2) a very efficient inference algorithm that scales well not only for networks with a large number of nodes and edges but also with an unlimited number of modules. We show also how this approach can be used to sample modular hierarchies from the posterior distribution, as well as to perform model selection. We discuss and analyze the differences between sampling from the posterior and simply finding the single parameter estimate that maximizes it. Furthermore, we expose a direct equivalence between our microcanonical approach and alternative derivations based on the canonical SBM.
Digital spectral analysis parametric, non-parametric and advanced methods
Castanié, Francis
2013-01-01
Digital Spectral Analysis provides a single source that offers complete coverage of the spectral analysis domain. This self-contained work includes details on advanced topics that are usually presented in scattered sources throughout the literature.The theoretical principles necessary for the understanding of spectral analysis are discussed in the first four chapters: fundamentals, digital signal processing, estimation in spectral analysis, and time-series models.An entire chapter is devoted to the non-parametric methods most widely used in industry.High resolution methods a
Testing for a constant coefficient of variation in nonparametric regression
Dette, Holger; Marchlewski, Mareen; Wagener, Jens
2010-01-01
In the common nonparametric regression model Y_i=m(X_i)+sigma(X_i)epsilon_i we consider the problem of testing the hypothesis that the coefficient of the scale and location function is constant. The test is based on a comparison of the observations Y_i=\\hat{sigma}(X_i) with their mean by a smoothed empirical process, where \\hat{sigma} denotes the local linear estimate of the scale function. We show weak convergence of a centered version of this process to a Gaussian process under the null ...
Using non-parametric methods in econometric production analysis
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
Econometric estimation of production functions is one of the most common methods in applied economic production analysis. These studies usually apply parametric estimation techniques, which obligate the researcher to specify the functional form of the production function. Most often, the Cobb......-Douglas or the Translog production function is used. However, the specification of a functional form for the production function involves the risk of specifying a functional form that is not similar to the “true” relationship between the inputs and the output. This misspecification might result in biased estimation...... results—including measures that are of interest of applied economists, such as elasticities. Therefore, we propose to use nonparametric econometric methods. First, they can be applied to verify the functional form used in parametric estimations of production functions. Second, they can be directly used...
Recent Advances and Trends in Nonparametric Statistics
Akritas, MG
2003-01-01
The advent of high-speed, affordable computers in the last two decades has given a new boost to the nonparametric way of thinking. Classical nonparametric procedures, such as function smoothing, suddenly lost their abstract flavour as they became practically implementable. In addition, many previously unthinkable possibilities became mainstream; prime examples include the bootstrap and resampling methods, wavelets and nonlinear smoothers, graphical methods, data mining, bioinformatics, as well as the more recent algorithmic approaches such as bagging and boosting. This volume is a collection o
Correlated Non-Parametric Latent Feature Models
Doshi-Velez, Finale
2012-01-01
We are often interested in explaining data through a set of hidden factors or features. When the number of hidden features is unknown, the Indian Buffet Process (IBP) is a nonparametric latent feature model that does not bound the number of active features in dataset. However, the IBP assumes that all latent features are uncorrelated, making it inadequate for many realworld problems. We introduce a framework for correlated nonparametric feature models, generalising the IBP. We use this framework to generate several specific models and demonstrate applications on realworld datasets.
DEFF Research Database (Denmark)
Ørregård Nielsen, Morten
2015-01-01
This article proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time-series models. The model is parametric and quite general and, in particular, encompasses...
Maximum likelihood PSD estimation for speech enhancement in reverberant and noisy conditions
DEFF Research Database (Denmark)
Kuklasinski, Adam; Doclo, Simon; Jensen, Jesper
2016-01-01
We propose a novel Power Spectral Density (PSD) estimator for multi-microphone systems operating in reverberant and noisy conditions. The estimator is derived using the maximum likelihood approach and is based on a blocked and pre-whitened additive signal model. The intended application......, the difference between algorithms was found to be statistically significant only in some of the experimental conditions....
On the Loss of Information in Conditional Maximum Likelihood Estimation of Item Parameters.
Eggen, Theo J. H. M.
2000-01-01
Shows that the concept of F-information, a generalization of Fisher information, is a useful took for evaluating the loss of information in conditional maximum likelihood (CML) estimation. With the F-information concept it is possible to investigate the conditions under which there is no loss of information in CML estimation and to quantify a loss…
DEFF Research Database (Denmark)
Ørregård Nielsen, Morten
This paper proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time series models. The model is parametric and quite general, and, in particular, encompasses...
Thirty years of nonparametric item response theory
Molenaar, W.
2001-01-01
Relationships between a mathematical measurement model and its real-world applications are discussed. A distinction is made between large data matrices commonly found in educational measurement and smaller matrices found in attitude and personality measurement. Nonparametric methods are evaluated fo
A Bayesian Nonparametric Approach to Test Equating
Karabatsos, George; Walker, Stephen G.
2009-01-01
A Bayesian nonparametric model is introduced for score equating. It is applicable to all major equating designs, and has advantages over previous equating models. Unlike the previous models, the Bayesian model accounts for positive dependence between distributions of scores from two tests. The Bayesian model and the previous equating models are…
How Are Teachers Teaching? A Nonparametric Approach
De Witte, Kristof; Van Klaveren, Chris
2014-01-01
This paper examines which configuration of teaching activities maximizes student performance. For this purpose a nonparametric efficiency model is formulated that accounts for (1) self-selection of students and teachers in better schools and (2) complementary teaching activities. The analysis distinguishes both individual teaching (i.e., a…
Nonparametric confidence intervals for monotone functions
Groeneboom, P.; Jongbloed, G.
2015-01-01
We study nonparametric isotonic confidence intervals for monotone functions. In [Ann. Statist. 29 (2001) 1699–1731], pointwise confidence intervals, based on likelihood ratio tests using the restricted and unrestricted MLE in the current status model, are introduced. We extend the method to the trea
Decompounding random sums: A nonparametric approach
DEFF Research Database (Denmark)
Hansen, Martin Bøgsted; Pitts, Susan M.
review a number of applications and consider the nonlinear inverse problem of inferring the cumulative distribution function of the components in the random sum. We review the existing literature on non-parametric approaches to the problem. The models amenable to the analysis are generalized considerably...
Nonparametric confidence intervals for monotone functions
Groeneboom, P.; Jongbloed, G.
2015-01-01
We study nonparametric isotonic confidence intervals for monotone functions. In [Ann. Statist. 29 (2001) 1699–1731], pointwise confidence intervals, based on likelihood ratio tests using the restricted and unrestricted MLE in the current status model, are introduced. We extend the method to the
How Are Teachers Teaching? A Nonparametric Approach
De Witte, Kristof; Van Klaveren, Chris
2014-01-01
This paper examines which configuration of teaching activities maximizes student performance. For this purpose a nonparametric efficiency model is formulated that accounts for (1) self-selection of students and teachers in better schools and (2) complementary teaching activities. The analysis distinguishes both individual teaching (i.e., a…
a Multivariate Downscaling Model for Nonparametric Simulation of Daily Flows
Molina, J. M.; Ramirez, J. A.; Raff, D. A.
2011-12-01
A multivariate, stochastic nonparametric framework for stepwise disaggregation of seasonal runoff volumes to daily streamflow is presented. The downscaling process is conditional on volumes of spring runoff and large-scale ocean-atmosphere teleconnections and includes a two-level cascade scheme: seasonal-to-monthly disaggregation first followed by monthly-to-daily disaggregation. The non-parametric and assumption-free character of the framework allows consideration of the random nature and nonlinearities of daily flows, which parametric models are unable to account for adequately. This paper examines statistical links between decadal/interannual climatic variations in the Pacific Ocean and hydrologic variability in US northwest region, and includes a periodicity analysis of climate patterns to detect coherences of their cyclic behavior in the frequency domain. We explore the use of such relationships and selected signals (e.g., north Pacific gyre oscillation, southern oscillation, and Pacific decadal oscillation indices, NPGO, SOI and PDO, respectively) in the proposed data-driven framework by means of a combinatorial approach with the aim of simulating improved streamflow sequences when compared with disaggregated series generated from flows alone. A nearest neighbor time series bootstrapping approach is integrated with principal component analysis to resample from the empirical multivariate distribution. A volume-dependent scaling transformation is implemented to guarantee the summability condition. In addition, we present a new and simple algorithm, based on nonparametric resampling, that overcomes the common limitation of lack of preservation of historical correlation between daily flows across months. The downscaling framework presented here is parsimonious in parameters and model assumptions, does not generate negative values, and produces synthetic series that are statistically indistinguishable from the observations. We present evidence showing that both
Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors
Directory of Open Access Journals (Sweden)
Xibin Zhang
2016-04-01
Full Text Available This paper develops a sampling algorithm for bandwidth estimation in a nonparametric regression model with continuous and discrete regressors under an unknown error density. The error density is approximated by the kernel density estimator of the unobserved errors, while the regression function is estimated using the Nadaraya-Watson estimator admitting continuous and discrete regressors. We derive an approximate likelihood and posterior for bandwidth parameters, followed by a sampling algorithm. Simulation results show that the proposed approach typically leads to better accuracy of the resulting estimates than cross-validation, particularly for smaller sample sizes. This bandwidth estimation approach is applied to nonparametric regression model of the Australian All Ordinaries returns and the kernel density estimation of gross domestic product (GDP growth rates among the organisation for economic co-operation and development (OECD and non-OECD countries.
Estimating the impact of environmental conditions on hatching results using multivariable analysis
Directory of Open Access Journals (Sweden)
IA Nääs
2008-12-01
Full Text Available Hatching results are directly related to environmental and biological surroundings. This research study aimed at evaluating the influence of incubation environmental conditions on hatchability and one-day-old chickling quality of five production flocks using multivariable analysis tool. The experiment was carried out in a commercial hatchery located in the state of São Paulo, Brazil. Environmental variables such as dry bulb temperature, relative humidity, carbon dioxide concentration, and number of colony forming units of fungi were recorded inside a broiler multi-stage setter, a hatcher after eggs transference, and a chick-processing room. The homogeneity of parameter distribution among quadrants inside the setter, the hatcher, and the chick room was tested using the non-parametric test of Kruskal-Wallis, and the fit analysis was applied. The multivariate analysis was applied using the Main Component Technique in order to identify possible correlations between environmental and production parameters. Three different groups were identified: the first group is represented by temperature, which was positively correlated both with good hatchability and good chick quality; the second group indicates that poor chick quality was positively correlated with air velocity and relative humidity increase. The third group, represented by carbon dioxide concentration and fungi colonies forming units, presented strong positive association with embryo mortality increase.
Institute of Scientific and Technical Information of China (English)
Li Qi; Gao Zhanbao; Tang Diyin; Li Baoan
2016-01-01
Dynamic time-varying operational conditions pose great challenge to the estimation of system remaining useful life (RUL) for the deteriorating systems. This paper presents a method based on probabilistic and stochastic approaches to estimate system RUL for periodically moni-tored degradation processes with dynamic time-varying operational conditions and condition-specific failure zones. The method assumes that the degradation rate is influenced by specific oper-ational condition and moreover, the transition between different operational conditions plays the most important role in affecting the degradation process. These operational conditions are assumed to evolve as a discrete-time Markov chain (DTMC). The failure thresholds are also determined by specific operational conditions and described as different failure zones. The 2008 PHM Conference Challenge Data is utilized to illustrate our method, which contains mass sensory signals related to the degradation process of a commercial turbofan engine. The RUL estimation method using the sensor measurements of a single sensor was first developed, and then multiple vital sensors were selected through a particular optimization procedure in order to increase the prediction accuracy. The effectiveness and advantages of the proposed method are presented in a comparison with exist-ing methods for the same dataset.
Directory of Open Access Journals (Sweden)
Li Qi
2016-06-01
Full Text Available Dynamic time-varying operational conditions pose great challenge to the estimation of system remaining useful life (RUL for the deteriorating systems. This paper presents a method based on probabilistic and stochastic approaches to estimate system RUL for periodically monitored degradation processes with dynamic time-varying operational conditions and condition-specific failure zones. The method assumes that the degradation rate is influenced by specific operational condition and moreover, the transition between different operational conditions plays the most important role in affecting the degradation process. These operational conditions are assumed to evolve as a discrete-time Markov chain (DTMC. The failure thresholds are also determined by specific operational conditions and described as different failure zones. The 2008 PHM Conference Challenge Data is utilized to illustrate our method, which contains mass sensory signals related to the degradation process of a commercial turbofan engine. The RUL estimation method using the sensor measurements of a single sensor was first developed, and then multiple vital sensors were selected through a particular optimization procedure in order to increase the prediction accuracy. The effectiveness and advantages of the proposed method are presented in a comparison with existing methods for the same dataset.
Learning Mixtures of Polynomials of Conditional Densities from Data
DEFF Research Database (Denmark)
L. López-Cruz, Pedro; Nielsen, Thomas Dyhre; Bielza, Concha;
2013-01-01
Mixtures of polynomials (MoPs) are a non-parametric density estimation technique for hybrid Bayesian networks with continuous and discrete variables. We propose two methods for learning MoP ap- proximations of conditional densities from data. Both approaches are based on learning MoP approximations......- ods with the approach for learning mixtures of truncated basis functions from data....
An exact predictive recursion for Bayesian nonparametric analysis of incomplete data
Garibaldi, Ubaldo; Viarengo, Paolo
2010-01-01
This paper presents a new derivation of nonparametric distribution estimation with right-censored data. It is based on an extension of the predictive inferences to compound evidence. The estimate is recursive and exact, and no stochastic approximation is needed: it simply requires that the censored data are processed in decreasing order. Only in this case the recursion provides exact posterior predictive distributions for subsequent samples under a Dirichlet process prior. The resulting estim...
A Comparison of Shewhart Control Charts based on Normality, Nonparametrics, and Extreme-Value Theory
Ion, R.A.; Does, R.J.M.M.; Klaassen, C.A.J.
2000-01-01
Several control charts for individual observations are compared. The traditional ones are the well-known Shewhart control charts with estimators for the spread based on the sample standard deviation and the average of the moving ranges. The alternatives are nonparametric control charts, based on emp
Zhao, Zhibiao
2011-06-01
We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.
Analyzing multiple spike trains with nonparametric Granger causality.
Nedungadi, Aatira G; Rangarajan, Govindan; Jain, Neeraj; Ding, Mingzhou
2009-08-01
Simultaneous recordings of spike trains from multiple single neurons are becoming commonplace. Understanding the interaction patterns among these spike trains remains a key research area. A question of interest is the evaluation of information flow between neurons through the analysis of whether one spike train exerts causal influence on another. For continuous-valued time series data, Granger causality has proven an effective method for this purpose. However, the basis for Granger causality estimation is autoregressive data modeling, which is not directly applicable to spike trains. Various filtering options distort the properties of spike trains as point processes. Here we propose a new nonparametric approach to estimate Granger causality directly from the Fourier transforms of spike train data. We validate the method on synthetic spike trains generated by model networks of neurons with known connectivity patterns and then apply it to neurons simultaneously recorded from the thalamus and the primary somatosensory cortex of a squirrel monkey undergoing tactile stimulation.
Nonparametric Model of Smooth Muscle Force Production During Electrical Stimulation.
Cole, Marc; Eikenberry, Steffen; Kato, Takahide; Sandler, Roman A; Yamashiro, Stanley M; Marmarelis, Vasilis Z
2017-03-01
A nonparametric model of smooth muscle tension response to electrical stimulation was estimated using the Laguerre expansion technique of nonlinear system kernel estimation. The experimental data consisted of force responses of smooth muscle to energy-matched alternating single pulse and burst current stimuli. The burst stimuli led to at least a 10-fold increase in peak force in smooth muscle from Mytilus edulis, despite the constant energy constraint. A linear model did not fit the data. However, a second-order model fit the data accurately, so the higher-order models were not required to fit the data. Results showed that smooth muscle force response is not linearly related to the stimulation power.
Evaluation of Nonparametric Probabilistic Forecasts of Wind Power
DEFF Research Database (Denmark)
Pinson, Pierre; Møller, Jan Kloppenborg; Nielsen, Henrik Aalborg, orlov 31.07.2008;
likely outcome for each look-ahead time, but also with uncertainty estimates given by probabilistic forecasts. In order to avoid assumptions on the shape of predictive distributions, these probabilistic predictions are produced from nonparametric methods, and then take the form of a single or a set...... of quantile forecasts. The required and desirable properties of such probabilistic forecasts are defined and a framework for their evaluation is proposed. This framework is applied for evaluating the quality of two statistical methods producing full predictive distributions from point predictions of wind......Predictions of wind power production for horizons up to 48-72 hour ahead comprise a highly valuable input to the methods for the daily management or trading of wind generation. Today, users of wind power predictions are not only provided with point predictions, which are estimates of the most...
Nonparametric Transient Classification using Adaptive Wavelets
Varughese, Melvin M; Stephanou, Michael; Bassett, Bruce A
2015-01-01
Classifying transients based on multi band light curves is a challenging but crucial problem in the era of GAIA and LSST since the sheer volume of transients will make spectroscopic classification unfeasible. Here we present a nonparametric classifier that uses the transient's light curve measurements to predict its class given training data. It implements two novel components: the first is the use of the BAGIDIS wavelet methodology - a characterization of functional data using hierarchical wavelet coefficients. The second novelty is the introduction of a ranked probability classifier on the wavelet coefficients that handles both the heteroscedasticity of the data in addition to the potential non-representativity of the training set. The ranked classifier is simple and quick to implement while a major advantage of the BAGIDIS wavelets is that they are translation invariant, hence they do not need the light curves to be aligned to extract features. Further, BAGIDIS is nonparametric so it can be used for blind ...
Hussey, Michael A; Koch, Gary G; Preisser, John S; Saville, Benjamin R
2016-01-01
Time-to-event or dichotomous outcomes in randomized clinical trials often have analyses using the Cox proportional hazards model or conditional logistic regression, respectively, to obtain covariate-adjusted log hazard (or odds) ratios. Nonparametric Randomization-Based Analysis of Covariance (NPANCOVA) can be applied to unadjusted log hazard (or odds) ratios estimated from a model containing treatment as the only explanatory variable. These adjusted estimates are stratified population-averaged treatment effects and only require a valid randomization to the two treatment groups and avoid key modeling assumptions (e.g., proportional hazards in the case of a Cox model) for the adjustment variables. The methodology has application in the regulatory environment where such assumptions cannot be verified a priori. Application of the methodology is illustrated through three examples on real data from two randomized trials.
Blow-up estimates for semilinear parabolic systems coupled in an equation and a boundary condition
Institute of Scientific and Technical Information of China (English)
王明新
2001-01-01
This paper deals with the blow-up rate estimates of solutions for semilinear parabolic systems coupled in an equation and a boundary condition. The upper and lower bounds of blow-up rates have been obtained.
Estimation of Wave Conditions at Svåheia SSG Pilot Site
DEFF Research Database (Denmark)
Kofoed, Jens Peter; Margheritini, Lucia; Stratigaki, V.
The purpose of the project described in the present report is to estimate the local wave conditions at the proposed location for a SSG pilot at the Svåheia site in the south western part of Norway. Focus is put on estimating the everyday conditions to enable an evaluation of the power production...... potential for the SSG pilot at the proposed location. The work in the project has been performed in three parts: 1. Establishing the offshore wave conditions and bathymetry of the area. 2. Transformation of offshore waves to near shore, through numerical wave modeling. 3. Evaluation of the transformed...... (local) wave conditions and its implications....
Directory of Open Access Journals (Sweden)
Hidayat Budi
2008-08-01
Full Text Available Abstract Background Estimations of the demand for healthcare often rely on estimating the conditional probabilities of being ill. Such estimate poses several problems due to sample selectivity problems and an under-reporting of the incidence of illness. This study examines the effects of health insurance on healthcare demand in Indonesia, using samples that are both unconditional and conditional on being ill, and comparing the results. Methods The demand for outpatient care in three alternative providers was modeled using a multinomial logit regression for samples unconditional on being ill (N = 16485 and conditional on being ill (N = 5055. The ill sample was constructed from two measures of health status – activity of daily living impairments and severity of illness – derived from the second round of panel data from the Indonesian Family Life Survey. The recycling prediction method was used to predict the distribution of utilization rates based on having health insurance and income status, while holding all other variables constant. Results Both unconditional and conditional estimates yield similar results in terms of the direction of the most covariates. The magnitude effects of insurance on healthcare demand are about 7.5% (public providers and 20% (private providers higher for unconditional estimates than for conditional ones. Further, exogenous variables in the former estimates explain a higher variation of the model than that in the latter ones. Findings confirm that health insurance has a positive impact on the demand for healthcare, with the highest effect found among the lowest income group. Conclusion Conditional estimates do not suffer from statistical selection bias. Such estimates produce smaller demand effects for health insurance than unconditional ones do. Whether to rely on conditional or unconditional demand estimates depends on the purpose of study in question. Findings also demonstrate that health insurance programs
Institute of Scientific and Technical Information of China (English)
林优; 杨明; 韩学山; 安滨
2016-01-01
This paper proposes a nonparametric approach for probabilistic wind generation forecast based on sparse Bayesian classification (SBC) and Dempster-Shafer (D-S) theory. Forecast time horizon is 48 hours. Firstly, the approach makes a spot forecast of wind generation based on Support Vector Machine (SVM). Then, SVM forecast error range is discretized into multiple intervals, and conditional probability of each pre-designed interval is estimated by building a sparse Bayesian classifier. Thirdly, D-S theory isapplied to combine probabilities of all intervals to form a unified probability distribution function (PDF) of SVM forecast error. Finally, forecast result is obtained by superposition of SVM forecast result over mean value of forecasted error. The approach built on sparse Bayesian framework has high sparseness, ensuring its generalization ability and computation speed. Boundary constraint that wind generation should be within [0,GN] with installed capacityGNof wind farms, is taken into account, making forecast results well in line with actual results. Tests on a 74 MW wind farm illustrate effectiveness of the approach.%提出了一种基于稀疏贝叶斯分类与 Dempster-Shafer (D-S)证据理论的短期风电功率概率分布非参数估计方法，预测时间尺度为48 h。该方法首先通过支持向量机(support vector machine，SVM)对风电功率进行点预测；进而将SVM预测误差的范围离散为多个区间，通过建立稀疏贝叶斯分类器对SVM预测误差落入各预定区间的概率进行估计。然后应用 D-S 证据理论对所有区间对应的概率估计结果进行整合，得到SVM预测误差的整体概率分布。最后叠加误差分布与SVM预测的风电功率值，得到风电功率的概率分布结果。该方法基于稀疏贝叶斯架构构建，具有高稀疏性，确保了模型的泛化能力与计算速度。该方法还系统地计及了风电场输出功率必须满足在[0,GN](GN为风电场装机容
Stochastic Earthquake Rupture Modeling Using Nonparametric Co-Regionalization
Lee, Kyungbook; Song, Seok Goo
2016-10-01
Accurate predictions of the intensity and variability of ground motions are essential in simulation-based seismic hazard assessment. Advanced simulation-based ground motion prediction methods have been proposed to complement the empirical approach, which suffers from the lack of observed ground motion data, especially in the near-source region for large events. It is important to quantify the variability of the earthquake rupture process for future events and to produce a number of rupture scenario models to capture the variability in simulation-based ground motion predictions. In this study, we improved the previously developed stochastic earthquake rupture modeling method by applying the nonparametric co-regionalization, which was proposed in geostatistics, to the correlation models estimated from dynamically derived earthquake rupture models. The nonparametric approach adopted in this study is computationally efficient and, therefore, enables us to simulate numerous rupture scenarios, including large events (M > 7.0). It also gives us an opportunity to check the shape of true input correlation models in stochastic modeling after being deformed for permissibility. We expect that this type of modeling will improve our ability to simulate a wide range of rupture scenario models and thereby predict ground motions and perform seismic hazard assessment more accurately.
Computing Economies of Scope Using Robust Partial Frontier Nonparametric Methods
Directory of Open Access Journals (Sweden)
Pedro Carvalho
2016-03-01
Full Text Available This paper proposes a methodology to examine economies of scope using the recent order-α nonparametric method. It allows us to investigate economies of scope by comparing the efficient order-α frontiers of firms that produce two or more goods with the efficient order-α frontiers of firms that produce only one good. To accomplish this, and because the order-α frontiers are irregular, we suggest to linearize them by the DEA estimator. The proposed methodology uses partial frontier nonparametric methods that are more robust than the traditional full frontier methods. By using a sample of 67 Portuguese water utilities for the period 2002–2008 and, also, a simulated sample, we prove the usefulness of the approach adopted and show that if only the full frontier methods were used, they would lead to different results. We found evidence of economies of scope in the provision of water supply and wastewater services simultaneously by water utilities in Portugal.
A Bayesian Nonparametric Meta-Analysis Model
Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G.
2015-01-01
In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall…
A Parametric Procedure for Ultrametric Tree Estimation from Conditional Rank Order Proximity Data.
Young, Martin R.; DeSarbo, Wayne S.
1995-01-01
A new parametric maximum likelihood procedure is proposed for estimating ultrametric trees for the analysis of conditional rank order proximity data. Technical aspects of the model and the estimation algorithm are discussed, and Monte Carlo results illustrate its application. A consumer psychology application is also examined. (SLD)
Directory of Open Access Journals (Sweden)
F. I. Panteleenko
2012-01-01
Full Text Available The technique of metalware condition estimation is worked out by authors. Questions of its adaptation to the quality assurance of restored and strengthened details and tools with the wearresistant coatings deposited are discussed. Magnetic and durometrie methods of nondestructive control used in order to estimate the exploitation reliability of details with welded coatings. Efficiency of this methods is confirmed.
Directory of Open Access Journals (Sweden)
Mustafa Koroglu
2016-02-01
Full Text Available This paper considers a functional-coefficient spatial Durbin model with nonparametric spatial weights. Applying the series approximation method, we estimate the unknown functional coefficients and spatial weighting functions via a nonparametric two-stage least squares (or 2SLS estimation method. To further improve estimation accuracy, we also construct a second-step estimator of the unknown functional coefficients by a local linear regression approach. Some Monte Carlo simulation results are reported to assess the finite sample performance of our proposed estimators. We then apply the proposed model to re-examine national economic growth by augmenting the conventional Solow economic growth convergence model with unknown spatial interactive structures of the national economy, as well as country-specific Solow parameters, where the spatial weighting functions and Solow parameters are allowed to be a function of geographical distance and the countries’ openness to trade, respectively.
Introduction to nonparametric statistics for the biological sciences using R
MacFarland, Thomas W
2016-01-01
This book contains a rich set of tools for nonparametric analyses, and the purpose of this supplemental text is to provide guidance to students and professional researchers on how R is used for nonparametric data analysis in the biological sciences: To introduce when nonparametric approaches to data analysis are appropriate To introduce the leading nonparametric tests commonly used in biostatistics and how R is used to generate appropriate statistics for each test To introduce common figures typically associated with nonparametric data analysis and how R is used to generate appropriate figures in support of each data set The book focuses on how R is used to distinguish between data that could be classified as nonparametric as opposed to data that could be classified as parametric, with both approaches to data classification covered extensively. Following an introductory lesson on nonparametric statistics for the biological sciences, the book is organized into eight self-contained lessons on various analyses a...
Institute of Scientific and Technical Information of China (English)
方杰; 张敏强
2012-01-01
percentile Bootstrap method, MCMC method with informative prior and MCMC method with non-informative prior). A total of 30 treatment conditions were designed in the 3-factor simulation. 1,000 replications were run for each treatment condition. For the Bootstrap method, 1,000 bootstrap samples were drawn in each replication. For the MCMC methods, 11,000 Gibbs iterate were implemented in each replication, 10,000 posterior samples of the model parameters were recorded after 1,000 burn-in iterations. The methods were compared in terms of (a) Bias (absolute of bias), (b) Relative mean square error, ? Type I error, (d) Power, (e) Interval width. The simulation study found the following results: 1) the performance of MCMC method with informative prior were superior to that of the other methods for Relative mean square error and Bias. 2) The Power of the MCMC method with informative prior was greatest among all the methods. However, extra power comes at the cost of underestimation of Type I error. Power of bias-corrected nonparametric percentile Bootstrap method was the second greatest, with elevated Type I error in some conditions. 3) Interval width of MCMC method with informative prior is smallest among different methods.The simulation results indicated that 1) when informative prior was available, MCMC method with informative prior was recommended to analyze mediation. 2) If informative prior was not available, bias-corrected nonparametric percentile Bootstrap method should be adopted to analyze mediation. We also provide Mplus6 syntax to facilitate the implementation of the recommended bootstrapping and MCMC methods.
DEFF Research Database (Denmark)
Petersen, Jørgen Holm
2016-01-01
. For each term in the composite likelihood, a conditional likelihood is used that eliminates the influence of the random effects, which results in a composite conditional likelihood consisting of only one-dimensional integrals that may be solved numerically. Good properties of the resulting estimator......This paper describes a new approach to the estimation in a logistic regression model with two crossed random effects where special interest is in estimating the variance of one of the effects while not making distributional assumptions about the other effect. A composite likelihood is studied...
Decision making in coal mine planning using a non-parametric technique of indicator kriging
Energy Technology Data Exchange (ETDEWEB)
Mamurekli, D. [Hacettepe University, Ankara (Turkey). Mining Engineering Dept.
1997-03-01
In countries where low calorific value coal reserves are abundant and oil reserves are short or none, the requirement of energy production is mainly supported by coal-fired power stations. Consequently, planning to mine the low calorific value coal deposits gains much importance considering the technical and environmental restrictions. Such a mine in Kangal Town of Sivas City is the one that delivers run of mine coal directly to the power station built in the region. In case the calorific value and the ash content of the extracted coal are lower and higher than the required limits, 1300 kcal/kg and 21%, respectively, the power station may apply penalties to the coal producing company. Since the delivery is continuous and made by relying on in situ determination of pre-estimated values these assessments without defining any confidence levels are inevitably subject to inaccuracy. Thus, the company should be aware of uncertainties in making decisions and avoid conceivable risks. In this study, valuable information is provided in the form of conditional distribution to be used during planning process. It maps the indicator variogram corresponding to calorific value of 1300 kcal/kg and the ash content of 21% estimating the conditional probabilities that the true ash contents are less and calorific values are higher than the critical limits by the application of non-parametric technique, indicator kriging. In addition, it outlines the areas that are most uncertain for decision making. 4 refs., 8 figs., 3 tabs.
A Novel Method for the Initial-Condition Estimation of a Tent Map
Institute of Scientific and Technical Information of China (English)
CHEN Xi; GAG Yong; YANG Yuan
2009-01-01
Based on the connection between the tent map and the saw tooth map or Bernoulli map, a novel method for the initial-condition estimation of the tent map is presented. In the method, firstly the symbolic sequence generated from the tent map is converted to the forms obtained from the saw tooth map and Bernoulli map, and then the relationship between the symbolic sequence and the initial condition of the tent map can be obtained from the initial-condition estimation equations, which can be easily obtained, hence the estimation of the tent map can be achieved finally. The method is computationally simple and the error of the estimator is less than 1/2N. The method is verified by software simulation.
Athènes, Manuel; Terrier, Pierre
2017-05-01
Markov chain Monte Carlo methods are primarily used for sampling from a given probability distribution and estimating multi-dimensional integrals based on the information contained in the generated samples. Whenever it is possible, more accurate estimates are obtained by combining Monte Carlo integration and integration by numerical quadrature along particular coordinates. We show that this variance reduction technique, referred to as conditioning in probability theory, can be advantageously implemented in expanded ensemble simulations. These simulations aim at estimating thermodynamic expectations as a function of an external parameter that is sampled like an additional coordinate. Conditioning therein entails integrating along the external coordinate by numerical quadrature. We prove variance reduction with respect to alternative standard estimators and demonstrate the practical efficiency of the technique by estimating free energies and characterizing a structural phase transition between two solid phases.
Estimation of Radiation Limit from a Huygens' Box under Non-Free-Space Conditions
DEFF Research Database (Denmark)
Franek, Ondrej; Sørensen, Morten; Bonev, Ivan Bonev
2013-01-01
The recently studied Huygens' box method has difficulties when radiation of an electronic module is to be determined under non-free-space conditions, i.e. with an enclosure. We propose an estimate on radiation limit under such conditions based only on the Huygens' box data from free...
Bayesian nonparametric centered random effects models with variable selection.
Yang, Mingan
2013-03-01
In a linear mixed effects model, it is common practice to assume that the random effects follow a parametric distribution such as a normal distribution with mean zero. However, in the case of variable selection, substantial violation of the normality assumption can potentially impact the subset selection and result in poor interpretation and even incorrect results. In nonparametric random effects models, the random effects generally have a nonzero mean, which causes an identifiability problem for the fixed effects that are paired with the random effects. In this article, we focus on a Bayesian method for variable selection. We characterize the subject-specific random effects nonparametrically with a Dirichlet process and resolve the bias simultaneously. In particular, we propose flexible modeling of the conditional distribution of the random effects with changes across the predictor space. The approach is implemented using a stochastic search Gibbs sampler to identify subsets of fixed effects and random effects to be included in the model. Simulations are provided to evaluate and compare the performance of our approach to the existing ones. We then apply the new approach to a real data example, cross-country and interlaboratory rodent uterotrophic bioassay.
DEFF Research Database (Denmark)
Ramirez, José Rangel; Sørensen, John Dalsgaard
2011-01-01
This work illustrates the updating and incorporation of information in the assessment of fatigue reliability for offshore wind turbine. The new information, coming from external and condition monitoring can be used to direct updating of the stochastic variables through a non-parametric Bayesian...... updating approach and be integrated in the reliability analysis by a third-order polynomial chaos expansion approximation. Although Classical Bayesian updating approaches are often used because of its parametric formulation, non-parametric approaches are better alternatives for multi-parametric updating...... with a non-conjugating formulation. The results in this paper show the influence on the time dependent updated reliability when non-parametric and classical Bayesian approaches are used. Further, the influence on the reliability of the number of updated parameters is illustrated....
Local kernel nonparametric discriminant analysis for adaptive extraction of complex structures
Li, Quanbao; Wei, Fajie; Zhou, Shenghan
2017-05-01
The linear discriminant analysis (LDA) is one of popular means for linear feature extraction. It usually performs well when the global data structure is consistent with the local data structure. Other frequently-used approaches of feature extraction usually require linear, independence, or large sample condition. However, in real world applications, these assumptions are not always satisfied or cannot be tested. In this paper, we introduce an adaptive method, local kernel nonparametric discriminant analysis (LKNDA), which integrates conventional discriminant analysis with nonparametric statistics. LKNDA is adept in identifying both complex nonlinear structures and the ad hoc rule. Six simulation cases demonstrate that LKNDA have both parametric and nonparametric algorithm advantages and higher classification accuracy. Quartic unilateral kernel function may provide better robustness of prediction than other functions. LKNDA gives an alternative solution for discriminant cases of complex nonlinear feature extraction or unknown feature extraction. At last, the application of LKNDA in the complex feature extraction of financial market activities is proposed.
Estimation of Wave Conditions at Svåheia SSG Pilot Site
DEFF Research Database (Denmark)
Kofoed, Jens Peter; Margheritini, Lucia; Stratigaki, V.;
The purpose of the project described in the present report is to estimate the local wave conditions at the proposed location for a SSG pilot at the Svåheia site in the south western part of Norway. Focus is put on estimating the everyday conditions to enable an evaluation of the power production...... potential for the SSG pilot at the proposed location. The work in the project has been performed in three parts: 1. Establishing the offshore wave conditions and bathymetry of the area. 2. Transformation of offshore waves to near shore, through numerical wave modeling. 3. Evaluation of the transformed...
Institute of Scientific and Technical Information of China (English)
Yong Liu,; Wei Zou
2011-01-01
Extending the income dynamics approach in Quah （2003）, the present paper studies the enlarging income inequality in China over the past three decades from the viewpoint of rural-urban migration and economic transition. We establish non-parametric estimations of rural and urban income distribution functions in China, and aggregate a population- weighted, nationwide income distribution function taking into account rural-urban differences in technological progress and price indexes. We calculate 12 inequality indexes through non-parametric estimation to overcome the biases in existingparametric estimation and, therefore, provide more accurate measurement of income inequalitY. Policy implications have been drawn based on our research.
The Use of Nonparametric Kernel Regression Methods in Econometric Production Analysis
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard
This PhD thesis addresses one of the fundamental problems in applied econometric analysis, namely the econometric estimation of regression functions. The conventional approach to regression analysis is the parametric approach, which requires the researcher to specify the form of the regression...... function. However, the a priori specification of a functional form involves the risk of choosing one that is not similar to the “true” but unknown relationship between the regressors and the dependent variable. This problem, known as parametric misspecification, can result in biased parameter estimates...... and nonparametric estimations of production functions in order to evaluate the optimal firm size. The second paper discusses the use of parametric and nonparametric regression methods to estimate panel data regression models. The third paper analyses production risk, price uncertainty, and farmers' risk preferences...
Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models
Genon-Catalot, Valentine; Jeantheau, Thierry; Laredo, Catherine
2003-01-01
ABSTRACT. This paper develops a new contrast process for parametric inference of general hidden Markov models, when the hidden chain has a non-compact state space. This contrast is based on the conditional likelihood approach, often used for ARCH-type models. We prove the strong consistency of the conditional likelihood estimators under appropriate conditions. The method is applied to the Kalman filter (for which this contrast and the exact likelihood lead to asymptotically equivalent estimat...
The Probability of Exceedance as a Nonparametric Person-Fit Statistic for Tests of Moderate Length
Tendeiro, Jorge N.; Meijer, Rob R.
2013-01-01
To classify an item score pattern as not fitting a nonparametric item response theory (NIRT) model, the probability of exceedance (PE) of an observed response vector x can be determined as the sum of the probabilities of all response vectors that are, at most, as likely as x, conditional on the test
DEFF Research Database (Denmark)
Ramirez, José Rangel; Sørensen, John Dalsgaard
2011-01-01
This work illustrates the updating and incorporation of information in the assessment of fatigue reliability for offshore wind turbine. The new information, coming from external and condition monitoring can be used to direct updating of the stochastic variables through a non-parametric Bayesian u...
A Non-Parametric Spatial Independence Test Using Symbolic Entropy
Directory of Open Access Journals (Sweden)
López Hernández, Fernando
2008-01-01
Full Text Available In the present paper, we construct a new, simple, consistent and powerful test forspatial independence, called the SG test, by using symbolic dynamics and symbolic entropyas a measure of spatial dependence. We also give a standard asymptotic distribution of anaffine transformation of the symbolic entropy under the null hypothesis of independencein the spatial process. The test statistic and its standard limit distribution, with theproposed symbolization, are invariant to any monotonuous transformation of the data.The test applies to discrete or continuous distributions. Given that the test is based onentropy measures, it avoids smoothed nonparametric estimation. We include a MonteCarlo study of our test, together with the well-known Moran’s I, the SBDS (de Graaffet al, 2001 and (Brett and Pinkse, 1997 non parametric test, in order to illustrate ourapproach.
Indoor Positioning Using Nonparametric Belief Propagation Based on Spanning Trees
Directory of Open Access Journals (Sweden)
Savic Vladimir
2010-01-01
Full Text Available Nonparametric belief propagation (NBP is one of the best-known methods for cooperative localization in sensor networks. It is capable of providing information about location estimation with appropriate uncertainty and to accommodate non-Gaussian distance measurement errors. However, the accuracy of NBP is questionable in loopy networks. Therefore, in this paper, we propose a novel approach, NBP based on spanning trees (NBP-ST created by breadth first search (BFS method. In addition, we propose a reliable indoor model based on obtained measurements in our lab. According to our simulation results, NBP-ST performs better than NBP in terms of accuracy and communication cost in the networks with high connectivity (i.e., highly loopy networks. Furthermore, the computational and communication costs are nearly constant with respect to the transmission radius. However, the drawbacks of proposed method are a little bit higher computational cost and poor performance in low-connected networks.
Leung, Michael; Bassani, Diego G; Racine-Poon, Amy; Goldenberg, Anna; Ali, Syed Asad; Kang, Gagandeep; Premkumar, Prasanna S; Roth, Daniel E
2017-09-10
Conditioning child growth measures on baseline accounts for regression to the mean (RTM). Here, we present the "conditional random slope" (CRS) model, based on a linear-mixed effects model that incorporates a baseline-time interaction term that can accommodate multiple data points for a child while also directly accounting for RTM. In two birth cohorts, we applied five approaches to estimate child growth velocities from 0 to 12 months to assess the effect of increasing data density (number of measures per child) on the magnitude of RTM of unconditional estimates, and the correlation and concordance between the CRS and four alternative metrics. Further, we demonstrated the differential effect of the choice of velocity metric on the magnitude of the association between infant growth and stunting at 2 years. RTM was minimally attenuated by increasing data density for unconditional growth modeling approaches. CRS and classical conditional models gave nearly identical estimates with two measures per child. Compared to the CRS estimates, unconditional metrics had moderate correlation (r = 0.65-0.91), but poor agreement in the classification of infants with relatively slow growth (kappa = 0.38-0.78). Estimates of the velocity-stunting association were the same for CRS and classical conditional models but differed substantially between conditional versus unconditional metrics. The CRS can leverage the flexibility of linear mixed models while addressing RTM in longitudinal analyses. © 2017 The Authors American Journal of Human Biology Published by Wiley Periodicals, Inc.
Ramajo, Julián; Cordero, José Manuel; Márquez, Miguel Ángel
2017-10-01
This paper analyses region-level technical efficiency in nine European countries over the 1995-2007 period. We propose the application of a nonparametric conditional frontier approach to account for the presence of heterogeneous conditions in the form of geographical externalities. Such environmental factors are beyond the control of regional authorities, but may affect the production function. Therefore, they need to be considered in the frontier estimation. Specifically, a spatial autoregressive term is included as an external conditioning factor in a robust order- m model. Thus we can test the hypothesis of non-separability (the external factor impacts both the input-output space and the distribution of efficiencies), demonstrating the existence of significant global interregional spillovers into the production process. Our findings show that geographical externalities affect both the frontier level and the probability of being more or less efficient. Specifically, the results support the fact that the spatial lag variable has an inverted U-shaped non-linear impact on the performance of regions. This finding can be interpreted as a differential effect of interregional spillovers depending on the size of the neighboring economies: positive externalities for small values, possibly related to agglomeration economies, and negative externalities for high values, indicating the possibility of production congestion. Additionally, evidence of the existence of a strong geographic pattern of European regional efficiency is reported and the levels of technical efficiency are acknowledged to have converged during the period under analysis.
Lottery spending: a non-parametric analysis.
Garibaldi, Skip; Frisoli, Kayla; Ke, Li; Lim, Melody
2015-01-01
We analyze the spending of individuals in the United States on lottery tickets in an average month, as reported in surveys. We view these surveys as sampling from an unknown distribution, and we use non-parametric methods to compare properties of this distribution for various demographic groups, as well as claims that some properties of this distribution are constant across surveys. We find that the observed higher spending by Hispanic lottery players can be attributed to differences in education levels, and we dispute previous claims that the top 10% of lottery players consistently account for 50% of lottery sales.
Lottery spending: a non-parametric analysis.
Directory of Open Access Journals (Sweden)
Skip Garibaldi
Full Text Available We analyze the spending of individuals in the United States on lottery tickets in an average month, as reported in surveys. We view these surveys as sampling from an unknown distribution, and we use non-parametric methods to compare properties of this distribution for various demographic groups, as well as claims that some properties of this distribution are constant across surveys. We find that the observed higher spending by Hispanic lottery players can be attributed to differences in education levels, and we dispute previous claims that the top 10% of lottery players consistently account for 50% of lottery sales.
Parametric versus non-parametric simulation
Dupeux, Bérénice; Buysse, Jeroen
2014-01-01
Most of ex-ante impact assessment policy models have been based on a parametric approach. We develop a novel non-parametric approach, called Inverse DEA. We use non parametric efficiency analysis for determining the farm’s technology and behaviour. Then, we compare the parametric approach and the Inverse DEA models to a known data generating process. We use a bio-economic model as a data generating process reflecting a real world situation where often non-linear relationships exist. Results s...
Finite Element Error Estimates for Critical Exponent Semilinear Problems without Angle Conditions
Bank, Randolph E; Szypowski, Ryan; Zhu, Yunrong
2011-01-01
In this article we consider a priori error estimates for semilinear problems with critical and subcritical polynomial nonlinearity in d space dimensions. When d=2 and d=3, it is well-understood how mesh geometry impacts finite element interpolant quality. However, much more restrictive conditions on angles are needed to derive basic a priori quasi-optimal error estimates as well as a priori pointwise estimates for Galerkin approximations. In this article, we show how to derive these types of a priori estimates without requiring the discrete maximum principle, hence eliminating the need for restrictive angle conditions that are difficult to satisfy in three dimensions or adaptive settings. We first describe a class of semilinear problems with critical exponents. The solution theory for this class of problems is then reviewed, including generalized maximum principles and the construction of a priori L-infinity bounds using cutoff functions and the De Giorgi iterative method (or Stampacchia truncation method). W...
Model-Based Load Estimation for Predictive Condition Monitoring of Wind Turbines
DEFF Research Database (Denmark)
Perisic, Nevena; Pederen, Bo Juul; Grunnet, Jacob Deleuran
for application in condition monitoring. Fatigue loads are estimated online using a load observer and grey box models which include relevant WTG dynamics. Identification of model parameters and calibration of observer are performed offline using measurements from WTG prototype. Signal processing of estimated load...... signal is performed online, and a Load Indicator Signal (LIS) is formulated as a ratio between current estimated accumulated fatigue loads and its expected value based only on a priori knowledge (WTG dynamics and wind climate). LOT initialisation is based on a priori knowledge and can be obtained using...... a high-fidelity aero-elastic simulation code as LACflex to increase LIS rate of convergence. Additionally, statistical uncertainties in the convergence of estimated fatigue loads due to climate parameters are taken into account in the LIS function. LIS may play a central role in condition maintenance...
Poage, J. L.
1975-01-01
A sequential nonparametric pattern classification procedure is presented. The method presented is an estimated version of the Wald sequential probability ratio test (SPRT). This method utilizes density function estimates, and the density estimate used is discussed, including a proof of convergence in probability of the estimate to the true density function. The classification procedure proposed makes use of the theory of order statistics, and estimates of the probabilities of misclassification are given. The procedure was tested on discriminating between two classes of Gaussian samples and on discriminating between two kinds of electroencephalogram (EEG) responses.
Comparison of reliability techniques of parametric and non-parametric method
Directory of Open Access Journals (Sweden)
C. Kalaiselvan
2016-06-01
Full Text Available Reliability of a product or system is the probability that the product performs adequately its intended function for the stated period of time under stated operating conditions. It is function of time. The most widely used nano ceramic capacitor C0G and X7R is used in this reliability study to generate the Time-to failure (TTF data. The time to failure data are identified by Accelerated Life Test (ALT and Highly Accelerated Life Testing (HALT. The test is conducted at high stress level to generate more failure rate within the short interval of time. The reliability method used to convert accelerated to actual condition is Parametric method and Non-Parametric method. In this paper, comparative study has been done for Parametric and Non-Parametric methods to identify the failure data. The Weibull distribution is identified for parametric method; Kaplan–Meier and Simple Actuarial Method are identified for non-parametric method. The time taken to identify the mean time to failure (MTTF in accelerating condition is the same for parametric and non-parametric method with relative deviation.
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Varying Coefficient Models.
Fan, Jianqing; Ma, Yunbei; Dai, Wei
2014-01-01
The varying-coefficient model is an important class of nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is large, the issue of variable selection arises. In this paper, we propose and investigate marginal nonparametric screening methods to screen variables in sparse ultra-high dimensional varying-coefficient models. The proposed nonparametric independence screening (NIS) selects variables by ranking a measure of the nonparametric marginal contributions of each covariate given the exposure variable. The sure independent screening property is established under some mild technical conditions when the dimensionality is of nonpolynomial order, and the dimensionality reduction of NIS is quantified. To enhance the practical utility and finite sample performance, two data-driven iterative NIS methods are proposed for selecting thresholding parameters and variables: conditional permutation and greedy methods, resulting in Conditional-INIS and Greedy-INIS. The effectiveness and flexibility of the proposed methods are further illustrated by simulation studies and real data applications.
Directory of Open Access Journals (Sweden)
Bobrovnyk V.I.
2013-01-01
Full Text Available The system of estimation and prognostication of bodily condition of skilled athletes is presented. The system includes the complex of pedagogical tests, evaluation tables, estimation of the functional state vegetative, nervous, cardiovascular systems, system of the external breathing. 436 sportsmen took part in research (212 women and 224 men. The analysis of electrocardiography is conducted, variability of cardiac rhythm, determination of vegetative balance, state of myocardium, violations of rhythm of heart, spirometric researches. The estimation of efficiency of activity of sportsman in extreme terms on the basis of type and properties of temperament, level of personality anxiety and estimation of psychological reliability of sportsmen is presented. The criteria of estimation of physical preparedness are certain, functional state of the basic systems of organism, influencing in a greater degree on achievement of high sporting results, psychological state of sportsmen.
DEFF Research Database (Denmark)
Soliman, Hammam Abdelaal Hammam; Wang, Huai; Gadalla, Brwene Salah Abdelkarim
2015-01-01
In power electronic converters, reliability of DC-link capacitors is one of the critical issues. The estimation of their health status as an application of condition monitoring have been an attractive subject for industrial field and hence for the academic research filed as well. More reliable...... solutions are required to be adopted by the industry applications in which usage of extra hardware, increased cost, and low estimation accuracy are the main challenges. Therefore, development of new condition monitoring methods based on software solutions could be the new era that covers the aforementioned...
Estimation of longitudinal speed robust to road conditions for ground vehicles
Hashemi, Ehsan; Kasaiezadeh, Alireza; Khosravani, Saeid; Khajepour, Amir; Moshchuk, Nikolai; Chen, Shih-Ken
2016-08-01
This article seeks to develop a longitudinal vehicle velocity estimator robust to road conditions by employing a tyre model at each corner. Combining the lumped LuGre tyre model and the vehicle kinematics, the tyres internal deflection state is used to gain an accurate estimation. Conventional kinematic-based velocity estimators use acceleration measurements, without correction with the tyre forces. However, this results in inaccurate velocity estimation because of sensor uncertainties which should be handled with another measurement such as tyre forces that depend on unknown road friction. The new Kalman-based observer in this paper addresses this issue by considering tyre nonlinearities with a minimum number of required tyre parameters and the road condition as uncertainty. Longitudinal forces obtained by the unscented Kalman filter on the wheel dynamics is employed as an observation for the Kalman-based velocity estimator at each corner. The stability of the proposed time-varying estimator is investigated and its performance is examined experimentally in several tests and on different road surface frictions. Road experiments and simulation results show the accuracy and robustness of the proposed approach in estimating longitudinal speed for ground vehicles.
Bayesian Nonparametric Clustering for Positive Definite Matrices.
Cherian, Anoop; Morellas, Vassilios; Papanikolopoulos, Nikolaos
2016-05-01
Symmetric Positive Definite (SPD) matrices emerge as data descriptors in several applications of computer vision such as object tracking, texture recognition, and diffusion tensor imaging. Clustering these data matrices forms an integral part of these applications, for which soft-clustering algorithms (K-Means, expectation maximization, etc.) are generally used. As is well-known, these algorithms need the number of clusters to be specified, which is difficult when the dataset scales. To address this issue, we resort to the classical nonparametric Bayesian framework by modeling the data as a mixture model using the Dirichlet process (DP) prior. Since these matrices do not conform to the Euclidean geometry, rather belongs to a curved Riemannian manifold,existing DP models cannot be directly applied. Thus, in this paper, we propose a novel DP mixture model framework for SPD matrices. Using the log-determinant divergence as the underlying dissimilarity measure to compare these matrices, and further using the connection between this measure and the Wishart distribution, we derive a novel DPM model based on the Wishart-Inverse-Wishart conjugate pair. We apply this model to several applications in computer vision. Our experiments demonstrate that our model is scalable to the dataset size and at the same time achieves superior accuracy compared to several state-of-the-art parametric and nonparametric clustering algorithms.
Institute of Scientific and Technical Information of China (English)
林宇; 谭斌; 黄登仕; 魏宇
2011-01-01
This paper applies bandwidth nonparametric method and AR-GARCH to model the conditional mean and conditional volatility for estimating the standardized residuals of conditional returns, and then, L-Moment and MLE are used to estimate parameters of GPD, and estimate dynamic VaR and ES risk. Finally, this paper applies Back-Testing to test the accuracy of VaR and ES measurement model. Our results show that the nonparametric estimation seems superior to GARCH model in accuracy of risk measurement, and that the risk measurement model based on nonparametric estimation and L-moment method can effectively measure dynamic risks of shanghai and Shenzhen stock markets.%通过运用带宽非参数方法、AR-GARCH模型对时间序列的条件均值、条件波动性进行建模估计出标准残差序列,再运用L-Moment与MLE(maximum Likelihood estimation)估计标准残差的尾部的GPD参数,进而运用实验方法测度出风险VaR(value at Risk)及ES(Expected Shortfall),最后运用Back-Testing方法检验测度准确性.结果表明,基于带宽的非参数估计模型比GARCH簇模型在测度ES上具有更高的可靠性:基于非参数模型与L-Moment的风险测度模型能够有效测度沪深股市的动态VaR与ES.
Testing Equality of Nonparametric Functions in Two Partially Linear Models%检验两个部分线性模型中非参函数相等
Institute of Scientific and Technical Information of China (English)
施三支; 宋立新; 杨华
2008-01-01
We propose the test statistic to check whether the nonparametric func-tions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis.
Nonparametric Bayesian inference of the microcanonical stochastic block model
Peixoto, Tiago P
2016-01-01
A principled approach to characterize the hidden modular structure of networks is to formulate generative models, and then infer their parameters from data. When the desired structure is composed of modules or "communities", a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into groups, and the placement of edges is conditioned on the group memberships. Here, we present a nonparametric Bayesian method to infer the modular structure of empirical networks, including the number of modules and their hierarchical organization. We focus on a microcanonical variant of the SBM, where the structure is imposed via hard constraints. We show how this simple model variation allows simultaneously for two important improvements over more traditional inference approaches: 1. Deeper Bayesian hierarchies, with noninformative priors replaced by sequences of priors and hyperpriors, that not only remove limitations that seriously degrade the inference on large networks, but also reveal s...
Nonparametric Stochastic Model for Uncertainty Quantifi cation of Short-term Wind Speed Forecasts
AL-Shehhi, A. M.; Chaouch, M.; Ouarda, T.
2014-12-01
Wind energy is increasing in importance as a renewable energy source due to its potential role in reducing carbon emissions. It is a safe, clean, and inexhaustible source of energy. The amount of wind energy generated by wind turbines is closely related to the wind speed. Wind speed forecasting plays a vital role in the wind energy sector in terms of wind turbine optimal operation, wind energy dispatch and scheduling, efficient energy harvesting etc. It is also considered during planning, design, and assessment of any proposed wind project. Therefore, accurate prediction of wind speed carries a particular importance and plays significant roles in the wind industry. Many methods have been proposed in the literature for short-term wind speed forecasting. These methods are usually based on modeling historical fixed time intervals of the wind speed data and using it for future prediction. The methods mainly include statistical models such as ARMA, ARIMA model, physical models for instance numerical weather prediction and artificial Intelligence techniques for example support vector machine and neural networks. In this paper, we are interested in estimating hourly wind speed measures in United Arab Emirates (UAE). More precisely, we predict hourly wind speed using a nonparametric kernel estimation of the regression and volatility functions pertaining to nonlinear autoregressive model with ARCH model, which includes unknown nonlinear regression function and volatility function already discussed in the literature. The unknown nonlinear regression function describe the dependence between the value of the wind speed at time t and its historical data at time t -1, t - 2, … , t - d. This function plays a key role to predict hourly wind speed process. The volatility function, i.e., the conditional variance given the past, measures the risk associated to this prediction. Since the regression and the volatility functions are supposed to be unknown, they are estimated using
Application of Computer Model to Estimate the Consistency of Air Conditioning Systems Engineering
Directory of Open Access Journals (Sweden)
Amal El-Berry
2013-04-01
Full Text Available Reliability engineering is utilized to predict the performance and optimization of the design and maintenance of air conditioning systems. There are a number of failures associated with the conditioning systems. The failures of an air conditioner such as turn on, loss of air conditioner cooling capacity, reduced air conditioning output temperatures, loss of cool air supply and loss of air flow entirely are mainly due to a variety of problems with one or more components of an air conditioner or air conditioning system. To maintain the system forecasting for system failure rates are very important. The focus of this paper is the reliability of the air conditioning systems. The most common applied statistical distributions in reliability settings are the standard (2 parameter Weibull and Gamma distributions. Reliability estimations and predictions are used to evaluate, when the estimation of distributionsparameters is done. To estimate good operating condition in a building, the reliability of the air conditioning system that supplies conditioned air to the several companies’ departments is checked. This air conditioning system is divided into two systems, namely the main chilled water system and the ten air handling systems that serves the ten departments. In a chilled-water system the air conditioner cools water down to 40 - 45oF (4 - 7oC. The chilled water is distributed throughout the building in a piping system and connected to air condition cooling units wherever needed. Data analysis has been done with support a computer aided reliability software, with the application of the Weibull and Gamma distributions it is indicated that the reliability for the systems equal to 86.012% and 77.7% respectively . A comparison between the two important families of distribution functions, namely, the Weibull and Gamma families is studied. It is found that Weibull method has performed well for decision making .
Nonparametric likelihood based estimation of linear filters for point processes
DEFF Research Database (Denmark)
Hansen, Niels Richard
2015-01-01
result is a representation of the gradient of the log-likelihood, which we use to derive computable approximations of the log-likelihood and the gradient by time discretization. These approximations are then used to minimize the approximate penalized log-likelihood. For time and memory efficiency...
Fault prediction of fighter based on nonparametric density estimation
Institute of Scientific and Technical Information of China (English)
Zhang Zhengdao; Hu Shousong
2005-01-01
Fighters and other complex engineering systems have many characteristics such as difficult modeling and testing, multiple working situations, and high cost. Aim at these points, a new kind of real-time fault predictor is designed based on an improved k-nearest neighbor method, which needs neither the math model of system nor the training data and prior knowledge. It can study and predict while system's running, so that it can overcome the difficulty of data acquirement. Besides, this predictor has a fast prediction speed, and the false alarm rate and missing alarm rate can be adjusted randomly. The method is simple and universalizable. The result of simulation on fighter F-16 proved the efficiency.
ANALYSIS AND ESTIMATION OF THE TRANSPORT EXPENSES UNDER CONDITIONS OF ITS REFORMATION
Directory of Open Access Journals (Sweden)
A. N. Pshinjko
2010-06-01
Full Text Available In the article the methods of analysis and estimation of expenses at railway transport enterprises aimed at management of the enterprise cash flows and all possible ways of grouping and cost sharing on the railway transport in the conditions of its reformation are considered.
Bagchi, Arunabha; ten Brummelhuis, P.G.J.; ten Brummelhuis, P.G.J.
1990-01-01
A method to estimate simultaneously states and parameters of a discrete-time hyperbolic system with noisy boundary conditions is presented. This method is based on maximization of a likelihood (ML) function. The ML function leads to a two-point boundary value problem of considerable complexity.
Alnajar, F.; Shan, C.; Gevers, T.; Geusebroek, J.M.
2012-01-01
In this paper we propose to adopt a learning-based encoding method for age estimation under unconstrained imaging conditions. A similar approach [Cao et al., 2010] is applied to face recognition in real-life face images. However, the feature vectors are encoded in hard manner i.e. each feature vecto
Necessary and sufficient conditions for the existence of the UMRE estimator in growth curve models
Institute of Scientific and Technical Information of China (English)
吴启光
1995-01-01
The necessary and sufficient conditions are derived for the existence of the uniformly minimum risk equivariant (UMRE) estimator of regression coefficient matrix in normal growth carve models with arbitrary covariance matrix or uniform oovananoe structure or serial covariance structure under an affine group and a transitive group of transformations for quadratic losses and matrix losses, respectively.
Estimating the Condition of the Heat Resistant Lining in an Electrical Reduction Furnace
Directory of Open Access Journals (Sweden)
Jan G. Waalmann
1988-01-01
Full Text Available This paper presents a system for estimating the condition of the heat resistant lining in an electrical reduction furnace for ferrosilicon. The system uses temperature measured with thermocouples placed on the outside of the furnace-pot. These measurements are used together with a mathematical model of the temperature distribution in the lining in a recursive least squares algorithm to estimate the position of 'the transformation front'. The system is part of a monitoring system which is being developed in the AIP-project: 'Condition monitoring of strongly exposed process equipment in thc ferroalloy industry'. The estimator runs on-line, and results arc presented in colour-graphics on a display unit. The goal is to locate the transformation front with an accuracy of +- 5cm.
Markov chain order estimation with parametric significance tests of conditional mutual information
Papapetrou, Maria
2015-01-01
Besides the different approaches suggested in the literature, accurate estimation of the order of a Markov chain from a given symbol sequence is an open issue, especially when the order is moderately large. Here, parametric significance tests of conditional mutual information (CMI) of increasing order $m$, $I_c(m)$, on a symbol sequence are conducted for increasing orders $m$ in order to estimate the true order $L$ of the underlying Markov chain. CMI of order $m$ is the mutual information of two variables in the Markov chain being $m$ time steps apart, conditioning on the intermediate variables of the chain. The null distribution of CMI is approximated with a normal and gamma distribution deriving analytic expressions of their parameters, and a gamma distribution deriving its parameters from the mean and variance of the normal distribution. The accuracy of order estimation is assessed with the three parametric tests, and the parametric tests are compared to the randomization significance test and other known ...
Methodology in robust and nonparametric statistics
Jurecková, Jana; Picek, Jan
2012-01-01
Introduction and SynopsisIntroductionSynopsisPreliminariesIntroductionInference in Linear ModelsRobustness ConceptsRobust and Minimax Estimation of LocationClippings from Probability and Asymptotic TheoryProblemsRobust Estimation of Location and RegressionIntroductionM-EstimatorsL-EstimatorsR-EstimatorsMinimum Distance and Pitman EstimatorsDifferentiable Statistical FunctionsProblemsAsymptotic Representations for L-Estimators
Behavior data of battery and battery pack SOC estimation under different working conditions.
Zhang, Xu; Wang, Yujie; Yang, Duo; Chen, Zonghai
2016-12-01
This article provides the dataset of operating conditions of battery behavior. The constant current condition and the dynamic stress test (DST) condition were carried out to analyze the battery discharging and charging features. The datasets were achieved at room temperature, in April, 2016. The shared data contributes to clarify the battery pack state-of-charge (SOC) and the battery inconsistency, which is also shown in the article of "An on-line estimation of battery pack parameters and state-of-charge using dual filters based on pack model" (X. Zhang, Y. Wang, D. Yang, et al., 2016) [1].
Ohkubo, Jun
2011-12-01
A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion coefficients in advance. In order to perform the nonparametric estimation, a maximum likelihood method is combined with a concept based on a kernel density estimation. In order to deal with discrete observation or sparsity of the time-series data, a local linearization method is employed, which enables a fast estimation.
Nonlinear Channel Estimation for OFDM System by Complex LS-SVM under High Mobility Conditions
Charrada, Anis; 10.5121/ijwmn.2011.3412
2011-01-01
A nonlinear channel estimator using complex Least Square Support Vector Machines (LS-SVM) is proposed for pilot-aided OFDM system and applied to Long Term Evolution (LTE) downlink under high mobility conditions. The estimation algorithm makes use of the reference signals to estimate the total frequency response of the highly selective multipath channel in the presence of non-Gaussian impulse noise interfering with pilot signals. Thus, the algorithm maps trained data into a high dimensional feature space and uses the structural risk minimization (SRM) principle to carry out the regression estimation for the frequency response function of the highly selective channel. The simulations show the effectiveness of the proposed method which has good performance and high precision to track the variations of the fading channels compared to the conventional LS method and it is robust at high speed mobility.
Choi, Sukhwan; Li, C. James
2006-09-01
Gears are common power transmission elements and are frequently responsible for transmission failures. Since a tooth crack is not directly measurable while a gear is in operation, one has to develop an indirect method to estimate its size from some measurables. This study developed such a method to estimate the size of a tooth transverse crack for a spur gear in operation. Using gear vibrations measured from an actual gear accelerated test, this study examined existing gear condition indices to identify those correlated well to crack size and established their utility for crack size estimation through index fusion using a neural network. When tested with vibrations measured from another accelerated test, the method had an averaged estimation error of about 5%.
Hubig, Michael; Muggenthaler, Holger; Mall, Gita
2014-05-01
Bayesian estimation applied to temperature based death time estimation was recently introduced as conditional probability distribution or CPD-method by Biermann and Potente. The CPD-method is useful, if there is external information that sets the boundaries of the true death time interval (victim last seen alive and found dead). CPD allows computation of probabilities for small time intervals of interest (e.g. no-alibi intervals of suspects) within the large true death time interval. In the light of the importance of the CPD for conviction or acquittal of suspects the present study identifies a potential error source. Deviations in death time estimates will cause errors in the CPD-computed probabilities. We derive formulae to quantify the CPD error as a function of input error. Moreover we observed the paradox, that in cases, in which the small no-alibi time interval is located at the boundary of the true death time interval, adjacent to the erroneous death time estimate, CPD-computed probabilities for that small no-alibi interval will increase with increasing input deviation, else the CPD-computed probabilities will decrease. We therefore advise not to use CPD if there is an indication of an error or a contra-empirical deviation in the death time estimates, that is especially, if the death time estimates fall out of the true death time interval, even if the 95%-confidence intervals of the estimate still overlap the true death time interval.
A conditional likelihood is required to estimate the selection coefficient in ancient DNA
Valleriani, Angelo
2016-01-01
Time-series of allele frequencies are a useful and unique set of data to determine the strength of natural selection on the background of genetic drift. Technically, the selection coefficient is estimated by means of a likelihood function built under the hypothesis that the available trajectory spans a sufficiently large portion of the fitness landscape. Especially for ancient DNA, however, often only one single such trajectories is available and the coverage of the fitness landscape is very limited. In fact, one single trajectory is more representative of a process conditioned both in the initial and in the final condition than of a process free to end anywhere. Based on the Moran model of population genetics, here we show how to build a likelihood function for the selection coefficient that takes the statistical peculiarity of single trajectories into account. We show that this conditional likelihood delivers a precise estimate of the selection coefficient also when allele frequencies are close to fixation ...
Nonparametric dark energy reconstruction from supernova data.
Holsclaw, Tracy; Alam, Ujjaini; Sansó, Bruno; Lee, Herbert; Heitmann, Katrin; Habib, Salman; Higdon, David
2010-12-10
Understanding the origin of the accelerated expansion of the Universe poses one of the greatest challenges in physics today. Lacking a compelling fundamental theory to test, observational efforts are targeted at a better characterization of the underlying cause. If a new form of mass-energy, dark energy, is driving the acceleration, the redshift evolution of the equation of state parameter w(z) will hold essential clues as to its origin. To best exploit data from observations it is necessary to develop a robust and accurate reconstruction approach, with controlled errors, for w(z). We introduce a new, nonparametric method for solving the associated statistical inverse problem based on Gaussian process modeling and Markov chain Monte Carlo sampling. Applying this method to recent supernova measurements, we reconstruct the continuous history of w out to redshift z=1.5.
On Parametric (and Non-Parametric Variation
Directory of Open Access Journals (Sweden)
Neil Smith
2009-11-01
Full Text Available This article raises the issue of the correct characterization of ‘Parametric Variation’ in syntax and phonology. After specifying their theoretical commitments, the authors outline the relevant parts of the Principles–and–Parameters framework, and draw a three-way distinction among Universal Principles, Parameters, and Accidents. The core of the contribution then consists of an attempt to provide identity criteria for parametric, as opposed to non-parametric, variation. Parametric choices must be antecedently known, and it is suggested that they must also satisfy seven individually necessary and jointly sufficient criteria. These are that they be cognitively represented, systematic, dependent on the input, deterministic, discrete, mutually exclusive, and irreversible.
Nonparametric inference of network structure and dynamics
Peixoto, Tiago P.
The network structure of complex systems determine their function and serve as evidence for the evolutionary mechanisms that lie behind them. Despite considerable effort in recent years, it remains an open challenge to formulate general descriptions of the large-scale structure of network systems, and how to reliably extract such information from data. Although many approaches have been proposed, few methods attempt to gauge the statistical significance of the uncovered structures, and hence the majority cannot reliably separate actual structure from stochastic fluctuations. Due to the sheer size and high-dimensionality of many networks, this represents a major limitation that prevents meaningful interpretations of the results obtained with such nonstatistical methods. In this talk, I will show how these issues can be tackled in a principled and efficient fashion by formulating appropriate generative models of network structure that can have their parameters inferred from data. By employing a Bayesian description of such models, the inference can be performed in a nonparametric fashion, that does not require any a priori knowledge or ad hoc assumptions about the data. I will show how this approach can be used to perform model comparison, and how hierarchical models yield the most appropriate trade-off between model complexity and quality of fit based on the statistical evidence present in the data. I will also show how this general approach can be elegantly extended to networks with edge attributes, that are embedded in latent spaces, and that change in time. The latter is obtained via a fully dynamic generative network model, based on arbitrary-order Markov chains, that can also be inferred in a nonparametric fashion. Throughout the talk I will illustrate the application of the methods with many empirical networks such as the internet at the autonomous systems level, the global airport network, the network of actors and films, social networks, citations among
Institute of Scientific and Technical Information of China (English)
WEN Zeng-ping; GAO Meng-tan; ZHAO Feng-xin; LI Xiao-jun; LU Hong-shan; HE Shao-lin
2006-01-01
A procedure is developed to incorporate seismic environment and site condition into the framework of seismic vulnerability estimation of building to consider the effects of the severity and/or frequency content of ground motion due to seismic environment and site condition. Localized damage distribution can be strongly influenced by seismic environment and surficial soil conditions and any attempt to quantify seismic vulnerability of building should consider the impact of these effects. The seismic environment, site and structure are coupled to estimate damage probability distribution among different damage states for the building. Response spectra at rock site are estimated by probabilistic seismic hazard assessment approach. Based upon engineering representations of soil and amplifying spectral coordinates, frequency content and severity of ground motion are considered. Furthermore the impacts of severity and/or frequency of ground motion effects are considered to estimate the seismic response of reinforced concrete building and damage probability distribution for the building. In addition, a new method for presenting the distribution of damage is developed to express damage probability distribution for the building for different seismic hazard levels.
Estimating initial conditions for groundwater flow modeling using an adaptive inverse method
Hassane Maina, F.; Delay, F.; Ackerer, P.
2017-09-01
Due to continuous increases in water demand, the need for seasonal forecasts of available groundwater resources becomes inevitable. Hydrogeological models might provide a valuable tool for this kind of resource management. Because predictions over short time horizons are foreseen, the reliability of model outputs depends on accurate estimates of the initial conditions (ICs), as well as the estimated parameter values, boundary conditions and forcing terms (e.g., recharge, as well as sinks and sources). Here, we provide an inverse procedure for estimating these ICs. The procedure is based on an adaptive parameterization of the ICs that limits over-parameterization and involves the minimization of an ad hoc objective function. The quasi-Newton algorithm is used for the minimization, and the gradients are computed with an adjoint-state method. Two test cases based on a real aquifer that are designed to evaluate the capability of the method were addressed. It is assumed that the boundary conditions, hydraulic parameters and forcing terms are known from an existing hydrogeological model. In both test cases, the proposed method was quite successful in estimating the ICs and predicting head values that were not used in the calibration. 50 calibrations for each test case have been performed to quantify the reliability of the predictions.
Asymptotic estimation theory of multipoint linkage analysis under perfect marker information
Hössjer, Ola
2003-01-01
We consider estimation of a disease susceptibility locus $\\tau$ at a chromosome. With perfect marker data available, the estimator $\\htau_N$ of $\\tau$ based on $N$-pedigrees has a rate of convergence $N^{-1}$ under mild regularity conditions. The limiting distribution is the arg max of a certain compound Poisson process. Our approach is conditional on observed phenotypes, and therefore treats parametric and nonparametric linkage, as well as quantitative trait loci methods within a unified fra...
Measurement of total risk of spontaneous abortion: the virtue of conditional risk estimation
DEFF Research Database (Denmark)
Modvig, J; Schmidt, L; Damsgaard, M T
1990-01-01
abortion risk include biochemical assays as well as life table technique, although the latter appears in two different forms. The consequences of using either of these are discussed. It is concluded that no study design so far is appropriate for measuring the total risk of spontaneous abortion from early...... conception to the end of the 27th week. It is proposed that pregnancy may be considered to consist of two or three specific periods and that different study designs should concentrate on measuring the conditional risk within each period. A careful estimate using this principle leads to an estimate of total...
Error Estimates for Finite-Element Navier-Stokes Solvers without Standard Inf-Sup Conditions
Institute of Scientific and Technical Information of China (English)
JianGuo LIU; Jie LIU; Robert L.PEGO
2009-01-01
The authors establish error estimates for recently developed finite-element methods for incompressible viscous flow in domains with no-slip boundary conditions. The methods arise by discretization of a well-posed extended Navier-Stokes dynamics for which pressure is determined from current velocity and force fields. The methods use C1 elements for velocity and C0 elements for pressure. A stability estimate is proved for a related finite-element projection method close to classical time-splitting methods of Orszag, Israeli, DeVille and Karniadakis.
Road Friction Estimation under Complicated Maneuver Conditions for Active Yaw Control
Institute of Scientific and Technical Information of China (English)
LI Liang; LI Hongzhi; SONG Jian; YANG Cai; WU Hao
2009-01-01
Road friction coefficient is a key factor for the stability control of the vehicle dynamics in the critical conditions. Obviously the vehicle dynamics stability control systems, including the anti-lock brake system(ABS), the traction control system(TCS), and the active yaw control(AYC) system, need the accurate tire and road friction information. However, the simplified method based on the linear tire and vehicle model could not obtain the accurate road friction coefficient for the complicated maneuver of the vehicle. Because the active braking control mode of AYC is different from that of ABS, the road friction coefficient cannot be estimated only with the dynamics states of the tire. With the related dynamics states measured by the sensors of AYC, a comprehensive strategy of the road friction estimation for the active yaw control is brought forward with the sensor fusion technique. Firstly, the variations of the dynamics characteristics of vehicle and tire, and the stability control mode in the steering process are considered, and then the proper road friction estimation methods are brought forward according to the vehicle maneuver process. In the steering maneuver without braking, the comprehensive road friction from the four wheels may be estimated based on the multi-sensor signal fusion method. The estimated values of the road friction reflect the road friction characteristic. When the active brake involved, the road friction coefficient of the braked wheel may be estimated based on the brake pressure and tire forces, the estimated values reflect the road friction between the braked wheel and the road. So the optimal control of the wheel slip rate may be obtained according to the road friction coefficient. The methods proposed in the paper are integrated into the real time controller of AYC, which is matched onto the test vehicle. The ground tests validate the accuracy of the proposed method under the complicated maneuver conditions.
Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive Models.
Fan, Jianqing; Feng, Yang; Song, Rui
2011-06-01
A variable screening procedure via correlation learning was proposed in Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is linear, the marginal regression can be highly nonlinear. To address this issue, we further extend the correlation learning to marginal nonparametric learning. Our nonparametric independence screening is called NIS, a specific member of the sure independence screening. Several closely related variable screening procedures are proposed. Under general nonparametric models, it is shown that under some mild technical conditions, the proposed independence screening methods enjoy a sure screening property. The extent to which the dimensionality can be reduced by independence screening is also explicitly quantified. As a methodological extension, a data-driven thresholding and an iterative nonparametric independence screening (INIS) are also proposed to enhance the finite sample performance for fitting sparse additive models. The simulation results and a real data analysis demonstrate that the proposed procedure works well with moderate sample size and large dimension and performs better than competing methods.
State estimation for autopilot control of small unmanned aerial vehicles in windy conditions
Poorman, David Paul
-zero mean error that increases when gyro bias is increased. The second method is shown to not exhibit any steady state error in the tested scenarios that is inherent to its design. The second method can correct for attitude errors that arise from both integration error and gyro bias states, but it suffers from lack of attitude error observability. The attitude errors are shown to be more observable in wind, but increased integration error in wind outweighs the increase in attitude corrections that such increased observability brings, resulting in larger attitude errors in wind. Overall, this work highlights many technical deficiencies of both of these methods of state estimation that could be improved upon in the future to enhance state estimation for small UAVs in windy conditions.
Institute of Scientific and Technical Information of China (English)
奚红霞; 谢兰英; 李祥斌; 李忠
2003-01-01
A method named as "volume-expanding and pressure-reducing adsorption" is proposed. It can be used to measure the isotherms under supercritical condition. The adsorption isotherms of phenol on activated carbons and polymeric adsorbents are estimated and compared respectively for the systems of "phenol-activated carbon-supercritical fluid CO2" and "phenol-polymeric adsorbent-supercritical fluid CO2". The results show that the amount of phenol adsorbed on the activated carbons and the polymeric adsorbents under the supercritical condition is much less than that under the general condition, which can be utilized to develop a technology regenerating the activated carbon with supercritical fluid. Moreover, the effects of ethyl alcohol, used as the third component, on the isotherms of phenol on the activated carbons and polymeric adsorbents under the supercritical condition are also investigated.
Nonparametric Kernel Smoothing Methods. The sm library in Xlisp-Stat
Directory of Open Access Journals (Sweden)
Luca Scrucca
2001-06-01
Full Text Available In this paper we describe the Xlisp-Stat version of the sm library, a software for applying nonparametric kernel smoothing methods. The original version of the sm library was written by Bowman and Azzalini in S-Plus, and it is documented in their book Applied Smoothing Techniques for Data Analysis (1997. This is also the main reference for a complete description of the statistical methods implemented. The sm library provides kernel smoothing methods for obtaining nonparametric estimates of density functions and regression curves for different data structures. Smoothing techniques may be employed as a descriptive graphical tool for exploratory data analysis. Furthermore, they can also serve for inferential purposes as, for instance, when a nonparametric estimate is used for checking a proposed parametric model. The Xlisp-Stat version includes some extensions to the original sm library, mainly in the area of local likelihood estimation for generalized linear models. The Xlisp-Stat version of the sm library has been written following an object-oriented approach. This should allow experienced Xlisp-Stat users to implement easily their own methods and new research ideas into the built-in prototypes.
Pan, Qing; Wang, Ruofan; Reglin, Bettina; Fang, Luping; Pries, Axel R; Ning, Gangmin
2014-01-01
Estimation of the boundary condition is a critical problem in simulating hemodynamics in microvascular networks. This paper proposed a boundary estimation strategy based on a particle swarm optimization (PSO) algorithm, which aims to minimize the number of vessels with inverted flow direction in comparison to the experimental observation. The algorithm took boundary values as the particle swarm and updated the position of the particles iteratively to approach the optimization target. The method was tested in a real rat mesenteric network. With random initial boundary values, the method achieved a minimized 9 segments with an inverted flow direction in the network with 546 vessels. Compared with reported literature, the current work has the advantage of a better fit with experimental observations and is more suitable for the boundary estimation problem in pulsatile hemodynamic models due to the experiment-based optimization target selection.
Estimation of In-Situ Groundwater Conditions Based on Geochemical Equilibrium Simulations
Directory of Open Access Journals (Sweden)
Toshiyuki Hokari
2014-03-01
Full Text Available This paper presents a means of estimating in-situ groundwater pH and oxidation-redox potential (ORP, two very important parameters for species migration analysis in safety assessments for radioactive waste disposal or carbon dioxide sequestration. The method was applied to a pumping test in a deep borehole drilled in a tertiary formation in Japan for validation. The following application examples are presented: when applied to several other pumping tests at the same site, it could estimate distributions of the in-situ groundwater pH and ORP; applied to multiple points selected in the groundwater database of Japan, it could help estimate the in-situ redox reaction governing the groundwater conditions in some areas.
Institute of Scientific and Technical Information of China (English)
Sun Li-Sha; Kang Xiao-Yun; Lin Lan-Xin
2010-01-01
A novel approach to the inverse problem of diffusively coupled map lattices is systematically investigated by utilizing the symbolic vector dynamics. The relationship between the performance of initial condition estimation and the structural feature of dynamical system is proved theoretically. It is found that any point in a spatiotemporal coupled system is not necessary to converge to its initial value with respect to sufficient backward iteration, which is directly relevant to the coupling strength and local mapping function. When the convergence is met, the error bound in estimating the initial condition is proposed in a noiseless environment, which is determined by the dimension of attractors and metric entropy of the system. Simulation results further confirm the theoretic analysis, and prove that the presented method provides the important theory and experimental results for better analysing and characterizing the spatiotemporal complex behaviours in an actual system.
The estimation of tree posterior probabilities using conditional clade probability distributions.
Larget, Bret
2013-07-01
In this article I introduce the idea of conditional independence of separated subtrees as a principle by which to estimate the posterior probability of trees using conditional clade probability distributions rather than simple sample relative frequencies. I describe an algorithm for these calculations and software which implements these ideas. I show that these alternative calculations are very similar to simple sample relative frequencies for high probability trees but are substantially more accurate for relatively low probability trees. The method allows the posterior probability of unsampled trees to be calculated when these trees contain only clades that are in other sampled trees. Furthermore, the method can be used to estimate the total probability of the set of sampled trees which provides a measure of the thoroughness of a posterior sample.
Estimation of Body Weight from Body Size Measurements and Body Condition Scores in Dairy Cows
DEFF Research Database (Denmark)
Enevoldsen, Carsten; Kristensen, T.
1997-01-01
regimen. Results from this study indicate that a reliable model for estimating BW of very different dairy cows maintained in a wide range of environments can be developed using body condition score, demographic information, and measurements of hip height and hip width. However, for management purposes......The objective of this study was to evaluate the use of hip height and width, body condition score, and relevant demographic information to predict body weight (BW) of dairy cows. Seven regression models were developed from data from 972 observations of 554 cows. Parity, hip height, hip width......, substantial improvements can be obtained by developing models that are specific to a given site....
Nonparametric predictive inference for combining diagnostic tests with parametric copula
Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.
2017-09-01
Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.
Use of Dielectric Spectroscopy to Estimate the Condition of Cellulose-Based Insulation
Directory of Open Access Journals (Sweden)
L.M. Dumitran
2009-05-01
Full Text Available Assessment of the power transformersinsulation condition is a permanent concern forcarriers and distributors of electrical energy.Different methods for their monitoring and diagnosiswere developed in recent years. The aim of this workis to present the basis of the dielectric spectroscopymethod and the first results obtained in time-domainand in frequency domain that permit to estimate themoisture content in pressboard. At the end, thepossibility to use this method for off-line and on-linetransformer monitoring is analyzed.
Zhu, Shanyou; Zhou, Chuxuan; Zhang, Guixin; Zhang, Hailong; Hua, Junwei
2017-02-01
Spatially distributed near surface air temperature at the height of 2 m is an important input parameter for the land surface models. It is of great significance in both theoretical research and practical applications to retrieve instantaneous air temperature data from remote sensing observations. An approach based on Surface Energy Balance Algorithm for Land (SEBAL) to retrieve air temperature under clear sky conditions is presented. Taking the meteorological measurement data at one station as the reference and remotely sensed data as the model input, the research estimates the air temperature by using an iterative computation. The method was applied to the area of Jiangsu province for nine scenes by using MODIS data products, as well as part of Fujian province, China based on four scenes of Landsat 8 imagery. Comparing the air temperature estimated from the proposed method with that of the meteorological station measurement, results show that the root mean square error is 1.7 and 2.6 °C at 1000 and 30 m spatial resolution respectively. Sensitivity analysis of influencing factors reveals that land surface temperature is the most sensitive to the estimation precision. Research results indicate that the method has great potentiality to be used to estimate instantaneous air temperature distribution under clear sky conditions.
Guidoux, Romain; Duclos, Martine; Fleury, Gérard; Lacomme, Philippe; Lamaudière, Nicolas; Manenq, Pierre-Henri; Paris, Ludivine; Ren, Libo; Rousset, Sylvie
2014-12-01
This paper introduces a function dedicated to the estimation of total energy expenditure (TEE) of daily activities based on data from accelerometers integrated into smartphones. The use of mass-market sensors such as accelerometers offers a promising solution for the general public due to the growing smartphone market over the last decade. The TEE estimation function quality was evaluated using data from intensive numerical experiments based, first, on 12 volunteers equipped with a smartphone and two research sensors (Armband and Actiheart) in controlled conditions (CC) and, then, on 30 other volunteers in free-living conditions (FLC). The TEE given by these two sensors in both conditions and estimated from the metabolic equivalent tasks (MET) in CC served as references during the creation and evaluation of the function. The TEE mean gap in absolute value between the function and the three references was 7.0%, 16.4% and 2.7% in CC, and 17.0% and 23.7% according to Armband and Actiheart, respectively, in FLC. This is the first step in the definition of a new feedback mechanism that promotes self-management and daily-efficiency evaluation of physical activity as part of an information system dedicated to the prevention of chronic diseases.
DC Link Current Estimation in Wind-Double Feed Induction Generator Power Conditioning System
Directory of Open Access Journals (Sweden)
MARIAN GAICEANU
2010-12-01
Full Text Available In this paper the implementation of the DC link current estimator in power conditioning system of the variable speed wind turbine is shown. The wind turbine is connected to double feed induction generator (DFIG. The variable electrical energy parameters delivered by DFIG are fitted with the electrical grid parameters through back-to-back power converter. The bidirectional AC-AC power converter covers a wide speed range from subsynchronous to supersynchronous speeds. The modern control of back-to-back power converter involves power balance concept, therefore its load power should be known in any instant. By using the power balance control, the DC link voltage variation at the load changes can be reduced. In this paper the load power is estimated from the dc link, indirectly, through a second order DC link current estimator. The load current estimator is based on the DC link voltage and on the dc link input current of the rotor side converter. This method presents certain advantages instead of using measured method, which requires a low pass filter: no time delay, the feedforward current component has no ripple, no additional hardware, and more fast control response. Through the numerical simulation the performances of the proposed DC link output current estimator scheme are demonstrated.
Clark, Joshua Andrew
The importance of accurately identifying inventories of domestic energy, including forest biomass, has increasingly become a priority of the US government and its citizens as the cost of fossil fuels has risen. It is useful to identify which of these resources can be processed and transported at the lowest cost for both private and public landowners. Accurate spatial inventories of forest biomass can help landowners allocate resources to maximize forest biomass utilization and provide information regarding current forest health (e.g., forest fire potential, insect susceptibility, wildlife habitat range). This research has indicated that hemispherical photography (HP) may be an accurate and low cost sensing technique for forest biomass measurements. In this dissertation: (1) It is shown that HP gap fraction measurements and both above ground biomass and crown biomass have a linear relationship. (2) It is demonstrated that careful manipulation of images improves gap fraction estimates, even under unfavorable atmospheric conditions. (3) It is shown that estimates of Leaf Area Index (LAI), based on transformations of gap fraction measurements, are the best estimator for both above ground forest biomass and crown biomass. (4) It is shown that many factors negatively influence the utility of HP for biomass estimation. (5) It is shown that biomass of forests stands with regular spacing is not modeled well using HP. As researchers continue to explore different methods for forest biomass estimation, HP is likely to remain as a viable technique, especially if LAI can be accurately estimated. However, other methods should be compared with HP, particularly for stands where LAI is poorly estimated by HP.
Dibble, Kimberly L.; Yard, Micheal D.; Ward, David L.; Yackulic, Charles B.
2017-01-01
Bioelectrical impedance analysis (BIA) is a nonlethal tool with which to estimate the physiological condition of animals that has potential value in research on endangered species. However, the effectiveness of BIA varies by species, the methodology continues to be refined, and incidental mortality rates are unknown. Under laboratory conditions we tested the value of using BIA in addition to morphological measurements such as total length and wet mass to estimate proximate composition (lipid, protein, ash, water, dry mass, energy density) in the endangered Humpback Chub Gila cypha and Bonytail G. elegans and the species of concern Roundtail Chub G. robusta and conducted separate trials to estimate the mortality rates of these sensitive species. Although Humpback and Roundtail Chub exhibited no or low mortality in response to taking BIA measurements versus handling for length and wet-mass measurements, Bonytails exhibited 14% and 47% mortality in the BIA and handling experiments, respectively, indicating that survival following stress is species specific. Derived BIA measurements were included in the best models for most proximate components; however, the added value of BIA as a predictor was marginal except in the absence of accurate wet-mass data. Bioelectrical impedance analysis improved the R2 of the best percentage-based models by no more than 4% relative to models based on morphology. Simulated field conditions indicated that BIA models became increasingly better than morphometric models at estimating proximate composition as the observation error around wet-mass measurements increased. However, since the overall proportion of variance explained by percentage-based models was low and BIA was mostly a redundant predictor, we caution against the use of BIA in field applications for these sensitive fish species.
Mayr, Andreas; Hothorn, Torsten; Fenske, Nora
2012-01-25
The construction of prediction intervals (PIs) for future body mass index (BMI) values of individual children based on a recent German birth cohort study with n = 2007 children is problematic for standard parametric approaches, as the BMI distribution in childhood is typically skewed depending on age. We avoid distributional assumptions by directly modelling the borders of PIs by additive quantile regression, estimated by boosting. We point out the concept of conditional coverage to prove the accuracy of PIs. As conditional coverage can hardly be evaluated in practical applications, we conduct a simulation study before fitting child- and covariate-specific PIs for future BMI values and BMI patterns for the present data. The results of our simulation study suggest that PIs fitted by quantile boosting cover future observations with the predefined coverage probability and outperform the benchmark approach. For the prediction of future BMI values, quantile boosting automatically selects informative covariates and adapts to the age-specific skewness of the BMI distribution. The lengths of the estimated PIs are child-specific and increase, as expected, with the age of the child. Quantile boosting is a promising approach to construct PIs with correct conditional coverage in a non-parametric way. It is in particular suitable for the prediction of BMI patterns depending on covariates, since it provides an interpretable predictor structure, inherent variable selection properties and can even account for longitudinal data structures.
Spectral Indices to Improve Crop Residue Cover Estimation under Varying Moisture Conditions
Directory of Open Access Journals (Sweden)
Miguel Quemada
2016-08-01
Full Text Available Crop residues on the soil surface protect the soil against erosion, increase water infiltration and reduce agrochemicals in runoff water. Crop residues and soils are spectrally different in the absorption features associated with cellulose and lignin. Our objectives were to: (1 assess the impact of water on the spectral indices for estimating crop residue cover (fR; (2 evaluate spectral water indices for estimating the relative water content (RWC of crop residues and soils; and (3 propose methods that mitigate the uncertainty caused by variable moisture conditions on estimates of fR. Reflectance spectra of diverse crops and soils were acquired in the laboratory over the 400–2400-nm wavelength region. Using the laboratory data, a linear mixture model simulated the reflectance of scenes with various fR and levels of RWC. Additional reflectance spectra were acquired over agricultural fields with a wide range of crop residue covers and scene moisture conditions. Spectral indices for estimating crop residue cover that were evaluated in this study included the Normalized Difference Tillage Index (NDTI, the Shortwave Infrared Normalized Difference Residue Index (SINDRI and the Cellulose Absorption Index (CAI. Multivariate linear models that used pairs of spectral indices—one for RWC and one for fR—significantly improved estimates of fR using CAI and SINDRI. For NDTI to reliably assess fR, scene RWC should be relatively dry (RWC < 0.25. These techniques provide the tools needed to monitor the spatial and temporal changes in crop residue cover and help determine where additional conservation practices may be required.
Nonparametric methods in actigraphy: An update
Directory of Open Access Journals (Sweden)
Bruno S.B. Gonçalves
2014-09-01
Full Text Available Circadian rhythmicity in humans has been well studied using actigraphy, a method of measuring gross motor movement. As actigraphic technology continues to evolve, it is important for data analysis to keep pace with new variables and features. Our objective is to study the behavior of two variables, interdaily stability and intradaily variability, to describe rest activity rhythm. Simulated data and actigraphy data of humans, rats, and marmosets were used in this study. We modified the method of calculation for IV and IS by modifying the time intervals of analysis. For each variable, we calculated the average value (IVm and ISm results for each time interval. Simulated data showed that (1 synchronization analysis depends on sample size, and (2 fragmentation is independent of the amplitude of the generated noise. We were able to obtain a significant difference in the fragmentation patterns of stroke patients using an IVm variable, while the variable IV60 was not identified. Rhythmic synchronization of activity and rest was significantly higher in young than adults with Parkinson׳s when using the ISM variable; however, this difference was not seen using IS60. We propose an updated format to calculate rhythmic fragmentation, including two additional optional variables. These alternative methods of nonparametric analysis aim to more precisely detect sleep–wake cycle fragmentation and synchronization.
Bayesian nonparametric adaptive control using Gaussian processes.
Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A
2015-03-01
Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.
Nonparametric methods in actigraphy: An update
Gonçalves, Bruno S.B.; Cavalcanti, Paula R.A.; Tavares, Gracilene R.; Campos, Tania F.; Araujo, John F.
2014-01-01
Circadian rhythmicity in humans has been well studied using actigraphy, a method of measuring gross motor movement. As actigraphic technology continues to evolve, it is important for data analysis to keep pace with new variables and features. Our objective is to study the behavior of two variables, interdaily stability and intradaily variability, to describe rest activity rhythm. Simulated data and actigraphy data of humans, rats, and marmosets were used in this study. We modified the method of calculation for IV and IS by modifying the time intervals of analysis. For each variable, we calculated the average value (IVm and ISm) results for each time interval. Simulated data showed that (1) synchronization analysis depends on sample size, and (2) fragmentation is independent of the amplitude of the generated noise. We were able to obtain a significant difference in the fragmentation patterns of stroke patients using an IVm variable, while the variable IV60 was not identified. Rhythmic synchronization of activity and rest was significantly higher in young than adults with Parkinson׳s when using the ISM variable; however, this difference was not seen using IS60. We propose an updated format to calculate rhythmic fragmentation, including two additional optional variables. These alternative methods of nonparametric analysis aim to more precisely detect sleep–wake cycle fragmentation and synchronization. PMID:26483921
LIMNOLOGICAL CONDITION AND ESTIMATION OF POTENTIAL FISH PRODUCTION OF KERINCI LAKE JAMBI, SUMATRA
Directory of Open Access Journals (Sweden)
Samuel Samuel
2015-06-01
Full Text Available Kerinci Lake is a type of tectonic lakes located in a protected forest area of National Park of Kerinci Sebelat and a source of various fish species important for local people for their dayly food comsumption and income. However, few information is available on limnological condition and fish resources. Field research observing the limnological condition and estimating the potential fish production was conducted four times in April, June, August and October 2013. The research is aimed to describe the condition of limnology and estimate the potential fish production of the lake. Limnological aspect included the physico-chemical and biological parameters, namely: temperature, water transparency, depth, substrate, conductivity, pH, dissolved oxygen, alkalinity, ammonia, nitrate, phosphate, total phosphorus, chlorophyll-a and trophic state. Potential fish production was calculated by using the biological parameter levels of chlorophyll-a. The results show that the euphotic layer of the lake waters was still feasible for fish life. Water condition of the bottom layer was less supportable for fish life due to low dissolved oxygen content. Trophic state index (TSI values, either measured by temporal and spatial ways, had TSI with an average of 61.75. From these index, the lake is classified as a lake at the high productivity level (eutrophic. Annual fish production was an average of 307 kg/ha/year. By taking account the average of fish production and the total area of lake of around 4,200 ha, the potential fish production of Kerinci Lake is estimated about ± 1,287 tons/year.
Zhang, Qian; Ball, William P.
2017-04-01
Regression-based approaches are often employed to estimate riverine constituent concentrations and fluxes based on typically sparse concentration observations. One such approach is the recently developed WRTDS (;Weighted Regressions on Time, Discharge, and Season;) method, which has been shown to provide more accurate estimates than prior approaches in a wide range of applications. Centered on WRTDS, this work was aimed at developing improved models for constituent concentration and flux estimation by accounting for antecedent discharge conditions. Twelve modified models were developed and tested, each of which contains one additional flow variable to represent antecedent conditions and which can be directly derived from the daily discharge record. High-resolution (∼daily) data at nine diverse monitoring sites were used to evaluate the relative merits of the models for estimation of six constituents - chloride (Cl), nitrate-plus-nitrite (NOx), total Kjeldahl nitrogen (TKN), total phosphorus (TP), soluble reactive phosphorus (SRP), and suspended sediment (SS). For each site-constituent combination, 30 concentration subsets were generated from the original data through Monte Carlo subsampling and then used to evaluate model performance. For the subsampling, three sampling strategies were adopted: (A) 1 random sample each month (12/year), (B) 12 random monthly samples plus additional 8 random samples per year (20/year), and (C) flow-stratified sampling with 12 regular (non-storm) and 8 storm samples per year (20/year). Results reveal that estimation performance varies with both model choice and sampling strategy. In terms of model choice, the modified models show general improvement over the original model under all three sampling strategies. Major improvements were achieved for NOx by the long-term flow-anomaly model and for Cl by the ADF (average discounted flow) model and the short-term flow-anomaly model. Moderate improvements were achieved for SS, TP, and TKN
Diaz, P. M. A.; Feitosa, R. Q.; Sanches, I. D.; Costa, G. A. O. P.
2016-06-01
This paper presents a method to estimate the temporal interaction in a Conditional Random Field (CRF) based approach for crop recognition from multitemporal remote sensing image sequences. This approach models the phenology of different crop types as a CRF. Interaction potentials are assumed to depend only on the class labels of an image site at two consecutive epochs. In the proposed method, the estimation of temporal interaction parameters is considered as an optimization problem, whose goal is to find the transition matrix that maximizes the CRF performance, upon a set of labelled data. The objective functions underlying the optimization procedure can be formulated in terms of different accuracy metrics, such as overall and average class accuracy per crop or phenological stages. To validate the proposed approach, experiments were carried out upon a dataset consisting of 12 co-registered LANDSAT images of a region in southeast of Brazil. Pattern Search was used as the optimization algorithm. The experimental results demonstrated that the proposed method was able to substantially outperform estimates related to joint or conditional class transition probabilities, which rely on training samples.
Conditional maximum likelihood estimation in semiparametric transformation model with LTRC data.
Chen, Chyong-Mei; Shen, Pao-Sheng
2017-02-06
Left-truncated data often arise in epidemiology and individual follow-up studies due to a biased sampling plan since subjects with shorter survival times tend to be excluded from the sample. Moreover, the survival time of recruited subjects are often subject to right censoring. In this article, a general class of semiparametric transformation models that include proportional hazards model and proportional odds model as special cases is studied for the analysis of left-truncated and right-censored data. We propose a conditional likelihood approach and develop the conditional maximum likelihood estimators (cMLE) for the regression parameters and cumulative hazard function of these models. The derived score equations for regression parameter and infinite-dimensional function suggest an iterative algorithm for cMLE. The cMLE is shown to be consistent and asymptotically normal. The limiting variances for the estimators can be consistently estimated using the inverse of negative Hessian matrix. Intensive simulation studies are conducted to investigate the performance of the cMLE. An application to the Channing House data is given to illustrate the methodology.
Sufficient Condition for Estimation in Designing H∞ Filter-Based SLAM
Directory of Open Access Journals (Sweden)
Nur Aqilah Othman
2015-01-01
Full Text Available Extended Kalman filter (EKF is often employed in determining the position of mobile robot and landmarks in simultaneous localization and mapping (SLAM. Nonetheless, there are some disadvantages of using EKF, namely, the requirement of Gaussian distribution for the state and noises, as well as the fact that it requires the smallest possible initial state covariance. This has led researchers to find alternative ways to mitigate the aforementioned shortcomings. Therefore, this study is conducted to propose an alternative technique by implementing H∞ filter in SLAM instead of EKF. In implementing H∞ filter in SLAM, the parameters of the filter especially γ need to be properly defined to prevent finite escape time problem. Hence, this study proposes a sufficient condition for the estimation purposes. Two distinct cases of initial state covariance are analysed considering an indoor environment to ensure the best solution for SLAM problem exists along with considerations of process and measurement noises statistical behaviour. If the prescribed conditions are not satisfied, then the estimation would exhibit unbounded uncertainties and consequently results in erroneous inference about the robot and landmarks estimation. The simulation results have shown the reliability and consistency as suggested by the theoretical analysis and our previous findings.
Meng, S.; Xie, X.
2014-12-01
Hydrological model performance is usually not as acceptable as expected due to limited measurements and imperfect parameterization which is attributable to the uncertainties from model parameters and model structures. In applications, a general assumption is hold that model parameters are constant in a stationary condition during the simulation period, and the parameters are generally prescribed though calibration with observed data. In reality, but the model parameters related to the physical or conceptual characteristics of a catchment will travel in nonstationary conditions in response to climate transition and land use alteration. The travels or changes of parameters are especially evident for long-term hydrological simulations. Therefore, the assumption of using constant parameters under nonstationary condition is inappropriate, and it will deliver errors from the parameters to the outputs during the simulation and prediction. Even though a few of studies have acknowledged the parameter travel or change, little attention has been paid on the estimation of changing parameters. In this study, we employ an ensemble Kalman filter (EnKF) based method to trace parameter changes in real time. Through synthetic experiments, the capability of the EnKF-based is demonstrated by assimilating runoff observations into a rainfall-runoff model, i.e., the Xinanjing Model. In addition to the stationary condition, three typical nonstationary conditions are considered, i.e., the leap, linear and Ω-shaped transitions. To examine the robustness of the method, different errors from rainfall input, modelling and observations are investigated. The shuffled complex evolution (SCE-UA) algorithm is applied under the same conditions to make a comparison. The results show that the EnKF-based method is capable of capturing the general pattern of the parameter travels even for high levels of uncertainties. It provides better estimates than the SCE-UA method does by taking advantages of real
The Use of Nonparametric Kernel Regression Methods in Econometric Production Analysis
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard
This PhD thesis addresses one of the fundamental problems in applied econometric analysis, namely the econometric estimation of regression functions. The conventional approach to regression analysis is the parametric approach, which requires the researcher to specify the form of the regression...... to avoid this problem. The main objective is to investigate the applicability of the nonparametric kernel regression method in applied production analysis. The focus of the empirical analyses included in this thesis is the agricultural sector in Poland. Data on Polish farms are used to investigate...... practically and politically relevant problems and to illustrate how nonparametric regression methods can be used in applied microeconomic production analysis both in panel data and cross-section data settings. The thesis consists of four papers. The first paper addresses problems of parametric...
Saad, Walid; Poor, H Vincent; Başar, Tamer; Song, Ju Bin
2012-01-01
This paper introduces a novel approach that enables a number of cognitive radio devices that are observing the availability pattern of a number of primary users(PUs), to cooperate and use \\emph{Bayesian nonparametric} techniques to estimate the distributions of the PUs' activity pattern, assumed to be completely unknown. In the proposed model, each cognitive node may have its own individual view on each PU's distribution, and, hence, seeks to find partners having a correlated perception. To address this problem, a coalitional game is formulated between the cognitive devices and an algorithm for cooperative coalition formation is proposed. It is shown that the proposed coalition formation algorithm allows the cognitive nodes that are experiencing a similar behavior from some PUs to self-organize into disjoint, independent coalitions. Inside each coalition, the cooperative cognitive nodes use a combination of Bayesian nonparametric models such as the Dirichlet process and statistical goodness of fit techniques ...
A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems
Merkatas, Christos; Kaloudis, Konstantinos; Hatjispyros, Spyridon J.
2017-06-01
We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods. Our results can be used by researchers in physical modeling interested in a fast and accurate estimation of low dimensional stochastic models when the size of the observed time series is small and the noise process (perhaps) is non-Gaussian. The inference procedure is demonstrated specifically in the case of polynomial maps of an arbitrary degree and when a Geometric Stick Breaking mixture process prior over the space of densities, is applied to the additive errors. Our method is parsimonious compared to Bayesian nonparametric techniques based on Dirichlet process mixtures, flexible and general. Simulations based on synthetic time series are presented.
Sugarcane yield estimation for climatic conditions in the state of Goiás
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Jordana Moura Caetano
Full Text Available ABSTRACT Models that estimate potential and depleted crop yield according to climatic variable enable the crop planning and production quantification for a specific region. Therefore, the objective of this study was to compare methods to sugarcane yield estimates grown in the climatic condition in the central part of Goiás, Brazil. So, Agroecological Zone Method (ZAE and the model proposed by Scarpari (S were correlated with real data of sugarcane yield from an experimental area, located in Santo Antônio de Goiás, state of Goiás, Brazil. Data yield refer to the crops of 2008/2009 (sugarcane plant, 2009/2010, 2010/2011 and 2011/2012 (ratoon sugarcane. Yield rates were calculated as a function of atmospheric water demand and water deficit in the area under study. Real and estimated yields were adjusted in function of productivity loss due to cutting stage of sugarcane, using an average reduction in productivity observed in the experimental area and the average reduction in the state of Goiás. The results indicated that the ZAE method, considering the water deficit, displayed good yield estimates for cane-plant (d > 0.90. Water deficit decreased the yield rates (r = -0.8636; α = 0.05 while the thermal sum increased that rate for all evaluated harvests (r > 0.68; α = 0.05.
A conditional likelihood is required to estimate the selection coefficient in ancient DNA
Valleriani, Angelo
2016-08-01
Time-series of allele frequencies are a useful and unique set of data to determine the strength of natural selection on the background of genetic drift. Technically, the selection coefficient is estimated by means of a likelihood function built under the hypothesis that the available trajectory spans a sufficiently large portion of the fitness landscape. Especially for ancient DNA, however, often only one single such trajectories is available and the coverage of the fitness landscape is very limited. In fact, one single trajectory is more representative of a process conditioned both in the initial and in the final condition than of a process free to visit the available fitness landscape. Based on two models of population genetics, here we show how to build a likelihood function for the selection coefficient that takes the statistical peculiarity of single trajectories into account. We show that this conditional likelihood delivers a precise estimate of the selection coefficient also when allele frequencies are close to fixation whereas the unconditioned likelihood fails. Finally, we discuss the fact that the traditional, unconditioned likelihood always delivers an answer, which is often unfalsifiable and appears reasonable also when it is not correct.
Meteorological estimates for the water balance of a sparse vine crop growing in semiarid conditions
Sene, K. J.
1996-05-01
Estimates are presented for the long-term water balance of a sparse vine crop growing under semiarid conditions. The annual water losses are estimated using a simple soil moisture accounting model combined with a two-component energy combination model representing the separate but coupled evaporation fluxes from plants and bare soil. The models we calibrated using data collected during the European Field Experiment in a Desertification-threatened Area (EFEDA) field experiment in the summer of 1991 in southern Spain. The hourly averaged meteorological conditions required as input to the model were derived both from field observations and using a stochastic model. For the year of the field experiment, the simulations suggested that the plant water consumption was close to the long-term average but that the groundwater recharge was substantially below normal. The sensitivity of this balance was examined using the stochastic model both for current conditions and for various hypothetical changes in the average rainfall, plant spacing and plant species.
A conditional likelihood is required to estimate the selection coefficient in ancient DNA.
Valleriani, Angelo
2016-08-16
Time-series of allele frequencies are a useful and unique set of data to determine the strength of natural selection on the background of genetic drift. Technically, the selection coefficient is estimated by means of a likelihood function built under the hypothesis that the available trajectory spans a sufficiently large portion of the fitness landscape. Especially for ancient DNA, however, often only one single such trajectories is available and the coverage of the fitness landscape is very limited. In fact, one single trajectory is more representative of a process conditioned both in the initial and in the final condition than of a process free to visit the available fitness landscape. Based on two models of population genetics, here we show how to build a likelihood function for the selection coefficient that takes the statistical peculiarity of single trajectories into account. We show that this conditional likelihood delivers a precise estimate of the selection coefficient also when allele frequencies are close to fixation whereas the unconditioned likelihood fails. Finally, we discuss the fact that the traditional, unconditioned likelihood always delivers an answer, which is often unfalsifiable and appears reasonable also when it is not correct.
Lee, Duncan; Rushworth, Alastair; Sahu, Sujit K
2014-06-01
Estimation of the long-term health effects of air pollution is a challenging task, especially when modeling spatial small-area disease incidence data in an ecological study design. The challenge comes from the unobserved underlying spatial autocorrelation structure in these data, which is accounted for using random effects modeled by a globally smooth conditional autoregressive model. These smooth random effects confound the effects of air pollution, which are also globally smooth. To avoid this collinearity a Bayesian localized conditional autoregressive model is developed for the random effects. This localized model is flexible spatially, in the sense that it is not only able to model areas of spatial smoothness, but also it is able to capture step changes in the random effects surface. This methodological development allows us to improve the estimation performance of the covariate effects, compared to using traditional conditional auto-regressive models. These results are established using a simulation study, and are then illustrated with our motivating study on air pollution and respiratory ill health in Greater Glasgow, Scotland in 2011. The model shows substantial health effects of particulate matter air pollution and nitrogen dioxide, whose effects have been consistently attenuated by the currently available globally smooth models.
Blow-up estimates for semilinear parabolic systems coupled in an equation and a boundary condition
Institute of Scientific and Technical Information of China (English)
WANG; Mingxin(
2001-01-01
［1］Wang, S., Wang, M. X., Xie, C. H., Reaction-diffusion systems with nonlinear boundary conditions, Z. angew. Math.Phys., 1997, 48(6): 994－1001.［2］Fila, M., Quittner, P., The blow-up rate for a semilinear parabolic system, J. Math. Anal. Appl., 1999, 238: 468－476.［3］Hu, B., Remarks on the blow-up estimate for solutions of the heat equation with a nonlinear boundary condition, Differential Integral Equations, 1996, 9(5): 891－901.［4］Hu, B. , Yin, H. M., The profile near blow-up time for solution of the heat equation with a nonlinear boundary condition,Trans. of Amer. Math. Soc., 1994, 346: 117－135.［5］Amann, H., Parabolic equations and nonlinear boundary conditions, J. of Diff. Eqns., 1988, 72: 201－269.［6］Deng, K., Blow-up rates for parabolic systems, Z. angew. Math. Phys. ,1996, 47: 132－143.［7］Fila, M., Levine, H. A., On critical exponents for a semilinear parabolic system coupled in an equation and a boundary condition, J. Math. Anal. Appl., 1996, 204: 494－521.
A non-parametric approach to investigating fish population dynamics
National Research Council Canada - National Science Library
Cook, R.M; Fryer, R.J
2001-01-01
.... Using a non-parametric model for the stock-recruitment relationship it is possible to avoid defining specific functions relating recruitment to stock size while also providing a natural framework to model process error...
Non-parametric approach to the study of phenotypic stability.
Ferreira, D F; Fernandes, S B; Bruzi, A T; Ramalho, M A P
2016-02-19
The aim of this study was to undertake the theoretical derivations of non-parametric methods, which use linear regressions based on rank order, for stability analyses. These methods were extension different parametric methods used for stability analyses and the result was compared with a standard non-parametric method. Intensive computational methods (e.g., bootstrap and permutation) were applied, and data from the plant-breeding program of the Biology Department of UFLA (Minas Gerais, Brazil) were used to illustrate and compare the tests. The non-parametric stability methods were effective for the evaluation of phenotypic stability. In the presence of variance heterogeneity, the non-parametric methods exhibited greater power of discrimination when determining the phenotypic stability of genotypes.
Economic decision making and the application of nonparametric prediction models
Attanasi, E.D.; Coburn, T.C.; Freeman, P.A.
2008-01-01
Sustained increases in energy prices have focused attention on gas resources in low-permeability shale or in coals that were previously considered economically marginal. Daily well deliverability is often relatively small, although the estimates of the total volumes of recoverable resources in these settings are often large. Planning and development decisions for extraction of such resources must be areawide because profitable extraction requires optimization of scale economies to minimize costs and reduce risk. For an individual firm, the decision to enter such plays depends on reconnaissance-level estimates of regional recoverable resources and on cost estimates to develop untested areas. This paper shows how simple nonparametric local regression models, used to predict technically recoverable resources at untested sites, can be combined with economic models to compute regional-scale cost functions. The context of the worked example is the Devonian Antrim-shale gas play in the Michigan basin. One finding relates to selection of the resource prediction model to be used with economic models. Models chosen because they can best predict aggregate volume over larger areas (many hundreds of sites) smooth out granularity in the distribution of predicted volumes at individual sites. This loss of detail affects the representation of economic cost functions and may affect economic decisions. Second, because some analysts consider unconventional resources to be ubiquitous, the selection and order of specific drilling sites may, in practice, be determined arbitrarily by extraneous factors. The analysis shows a 15-20% gain in gas volume when these simple models are applied to order drilling prospects strategically rather than to choose drilling locations randomly. Copyright ?? 2008 Society of Petroleum Engineers.
Bayesian nonparametric meta-analysis using Polya tree mixture models.
Branscum, Adam J; Hanson, Timothy E
2008-09-01
Summary. A common goal in meta-analysis is estimation of a single effect measure using data from several studies that are each designed to address the same scientific inquiry. Because studies are typically conducted in geographically disperse locations, recent developments in the statistical analysis of meta-analytic data involve the use of random effects models that account for study-to-study variability attributable to differences in environments, demographics, genetics, and other sources that lead to heterogeneity in populations. Stemming from asymptotic theory, study-specific summary statistics are modeled according to normal distributions with means representing latent true effect measures. A parametric approach subsequently models these latent measures using a normal distribution, which is strictly a convenient modeling assumption absent of theoretical justification. To eliminate the influence of overly restrictive parametric models on inferences, we consider a broader class of random effects distributions. We develop a novel hierarchical Bayesian nonparametric Polya tree mixture (PTM) model. We present methodology for testing the PTM versus a normal random effects model. These methods provide researchers a straightforward approach for conducting a sensitivity analysis of the normality assumption for random effects. An application involving meta-analysis of epidemiologic studies designed to characterize the association between alcohol consumption and breast cancer is presented, which together with results from simulated data highlight the performance of PTMs in the presence of nonnormality of effect measures in the source population.
Estimation in partial linear EV models with replicated observations
Institute of Scientific and Technical Information of China (English)
CUI; Hengjian
2004-01-01
The aim of this work is to construct the parameter estimators in the partial linear errors-in-variables (EV) models and explore their asymptotic properties. Unlike other related References, the assumption of known error covariance matrix is removed when the sample can be repeatedly drawn at each designed point from the model. The estimators of interested regression parameters, and the model error variance, as well as the nonparametric function, are constructed. Under some regular conditions, all of the estimators prove strongly consistent. Meanwhile, the asymptotic normality for the estimator of regression parameter is also presented. A simulation study is reported to illustrate our asymptotic results.
Lachin, John M
2006-10-15
Various methods have been described for re-estimating the final sample size in a clinical trial based on an interim assessment of the treatment effect. Many re-weight the observations after re-sizing so as to control the pursuant inflation in the type I error probability alpha. Lan and Trost (Estimation of parameters and sample size re-estimation. Proceedings of the American Statistical Association Biopharmaceutical Section 1997; 48-51) proposed a simple procedure based on conditional power calculated under the current trend in the data (CPT). The study is terminated for futility if CPT or = CU, or re-sized by a factor m to yield CPT = CU if CL stopping for futility can balance the inflation due to sample size re-estimation, thus permitting any form of final analysis with no re-weighting. Herein the statistical properties of this approach are described including an evaluation of the probabilities of stopping for futility or re-sizing, the distribution of the re-sizing factor m, and the unconditional type I and II error probabilities alpha and beta. Since futility stopping does not allow a type I error but commits a type II error, then as the probability of stopping for futility increases, alpha decreases and beta increases. An iterative procedure is described for choice of the critical test value and the futility stopping boundary so as to ensure that specified alpha and beta are obtained. However, inflation in beta is controlled by reducing the probability of futility stopping, that in turn dramatically increases the possible re-sizing factor m. The procedure is also generalized to limit the maximum sample size inflation factor, such as at m max = 4. However, doing so then allows for a non-trivial fraction of studies to be re-sized at this level that still have low conditional power. These properties also apply to other methods for sample size re-estimation with a provision for stopping for futility. Sample size re-estimation procedures should be used with caution
Mekhaimr, Sayed A.
2017-06-01
The study of the prevailing atmospheric conditions is an essential part of any site testing for a new telescope establishment. In this article, the meteorological parameters that affect the astronomical seeing at St. Catherine region, where a two candidate sites are located, are studied based on the available climate data. The complex topographical features of the region cause some differences between the weather at the nearest meteorological station and that at the candidate sites. This issue is illustrated through high resolution atmospheric modeling for short period (six days) as a case study. Finally, a preliminary estimation of operational hours for the telescope at the candidate sites is calculated.
Nonparametric Bayesian Modeling for Automated Database Schema Matching
Energy Technology Data Exchange (ETDEWEB)
Ferragut, Erik M [ORNL; Laska, Jason A [ORNL
2015-01-01
The problem of merging databases arises in many government and commercial applications. Schema matching, a common first step, identifies equivalent fields between databases. We introduce a schema matching framework that builds nonparametric Bayesian models for each field and compares them by computing the probability that a single model could have generated both fields. Our experiments show that our method is more accurate and faster than the existing instance-based matching algorithms in part because of the use of nonparametric Bayesian models.
PV power forecast using a nonparametric PV model
Almeida, Marcelo Pinho; Perpiñan Lamigueiro, Oscar; Narvarte Fernández, Luis
2015-01-01
Forecasting the AC power output of a PV plant accurately is important both for plant owners and electric system operators. Two main categories of PV modeling are available: the parametric and the nonparametric. In this paper, a methodology using a nonparametric PV model is proposed, using as inputs several forecasts of meteorological variables from a Numerical Weather Forecast model, and actual AC power measurements of PV plants. The methodology was built upon the R environment and uses Quant...
Wang, Ying-kang; Zhou, Meng-ran; Yang, Jie; Zhou, Pei-qiang; Xie, Ying
2017-01-01
In the fog and haze, the air contains large amounts of H2S, SO2, SO3 and other acids, air conductivity is greatly improved, the relative humidity is also greatly increased, Power transmission lines and electrical equipment in such an environment will increase in the long-running failure ratedecrease the sensitivity of the detection equipment, impact protection device reliability. Weibull distribution is widely used in component failure distribution fitting. It proposes a protection device aging failure rate estimation method based on the least squares method and the iterative method,.Combined with a regional power grid statistics, computing protective equipment failure rate function. Binding characteristics of electrical equipment operation status under haze conditions, optimization methods, get more in line with aging protection equipment failure under conditions of haze characteristics.
An adaptive nonparametric method in benchmark analysis for bioassay and environmental studies.
Bhattacharya, Rabi; Lin, Lizhen
2010-12-01
We present a novel nonparametric method for bioassay and benchmark analysis in risk assessment, which averages isotonic MLEs based on disjoint subgroups of dosages. The asymptotic theory for the methodology is derived, showing that the MISEs (mean integrated squared error) of the estimates of both the dose-response curve F and its inverse F(-1) achieve the optimal rate O(N(-4/5)). Also, we compute the asymptotic distribution of the estimate ζ~p of the effective dosage ζ(p) = F(-1) (p) which is shown to have an optimally small asymptotic variance.
Objective estimation of body condition score by modeling cow body shape from digital images.
Azzaro, G; Caccamo, M; Ferguson, J D; Battiato, S; Farinella, G M; Guarnera, G C; Puglisi, G; Petriglieri, R; Licitra, G
2011-04-01
Body condition score (BCS) is considered an important tool for management of dairy cattle. The feasibility of estimating the BCS from digital images has been demonstrated in recent work. Regression machines have been successfully employed for automatic BCS estimation, taking into account information of the overall shape or information extracted on anatomical points of the shape. Despite the progress in this research area, such studies have not addressed the problem of modeling the shape of cows to build a robust descriptor for automatic BCS estimation. Moreover, a benchmark data set of images meant as a point of reference for quantitative evaluation and comparison of different automatic estimation methods for BCS is lacking. The main objective of this study was to develop a technique that was able to describe the body shape of cows in a reconstructive way. Images, used to build a benchmark data set for developing an automatic system for BCS, were taken using a camera placed above an exit gate from the milking robot. The camera was positioned at 3 m from the ground and in such a position to capture images of the rear, dorsal pelvic, and loin area of cows. The BCS of each cow was estimated on site by 2 technicians and associated to the cow images. The benchmark data set contained 286 images with associated BCS, anatomical points, and shapes. It was used for quantitative evaluation. A set of example cow body shapes was created. Linear and polynomial kernel principal component analysis was used to reconstruct shapes of cows using a linear combination of basic shapes constructed from the example database. In this manner, a cow's body shape was described by considering her variability from the average shape. The method produced a compact description of the shape to be used for automatic estimation of BCS. Model validation showed that the polynomial model proposed in this study performs better (error=0.31) than other state-of-the-art methods in estimating BCS even at the
Lui, Kung-Jong
2015-07-15
A random effects logistic regression model is proposed for an incomplete block crossover trial comparing three treatments when the underlying patient response is dichotomous. On the basis of the conditional distributions, the conditional maximum likelihood estimator for the relative effect between treatments and its estimated asymptotic standard error are derived. Asymptotic interval estimator and exact interval estimator are also developed. Monte Carlo simulation is used to evaluate the performance of these estimators. Both asymptotic and exact interval estimators are found to perform well in a variety of situations. When the number of patients is small, the exact interval estimator with assuring the coverage probability larger than or equal to the desired confidence level can be especially of use. The data taken from a crossover trial comparing the low and high doses of an analgesic with a placebo for the relief of pain in primary dysmenorrhea are used to illustrate the use of estimators and the potential usefulness of the incomplete block crossover design.
Directory of Open Access Journals (Sweden)
Prudnikov A. G.
2016-02-01
Full Text Available In the given article methodical bases of the analysis and an estimation of a financial condition of agrarian formations are considered, the revealed lacks of a traditional technique of the analysis of a financial condition of the agricultural organizations are presented. Imperfection of the technique leads to inexact estimations of liquidity of turnaround actives, the balance sheet, financial stability, sources of financing which can be the factor of acceptance of irrational administrative decisions in use of financial resources. The technique of a rating estimation of a financial condition of the agricultural organization is approved. Directions of strengthening of a financial condition of the agrofirm are proved
Inverse probability of censoring weighted estimates of Kendall's τ for gap time analyses.
Lakhal-Chaieb, Lajmi; Cook, Richard J; Lin, Xihong
2010-12-01
In life history studies, interest often lies in the analysis of the interevent, or gap times and the association between event times. Gap time analyses are challenging however, even when the length of follow-up is determined independently of the event process, because associations between gap times induce dependent censoring for second and subsequent gap times. This article discusses nonparametric estimation of the association between consecutive gap times based on Kendall's τ in the presence of this type of dependent censoring. A nonparametric estimator that uses inverse probability of censoring weights is provided. Estimates of conditional gap time distributions can be obtained following specification of a particular copula function. Simulation studies show the estimator performs well and compares favorably with an alternative estimator. Generalizations to a piecewise constant Clayton copula are given. Several simulation studies and illustrations with real data sets are also provided.
Anayah, F. M.; Kaluarachchi, J. J.
2014-06-01
Reliable estimation of evapotranspiration (ET) is important for the purpose of water resources planning and management. Complementary methods, including complementary relationship areal evapotranspiration (CRAE), advection aridity (AA) and Granger and Gray (GG), have been used to estimate ET because these methods are simple and practical in estimating regional ET using meteorological data only. However, prior studies have found limitations in these methods especially in contrasting climates. This study aims to develop a calibration-free universal method using the complementary relationships to compute regional ET in contrasting climatic and physical conditions with meteorological data only. The proposed methodology consists of a systematic sensitivity analysis using the existing complementary methods. This work used 34 global FLUXNET sites where eddy covariance (EC) fluxes of ET are available for validation. A total of 33 alternative model variations from the original complementary methods were proposed. Further analysis using statistical methods and simplified climatic class definitions produced one distinctly improved GG-model-based alternative. The proposed model produced a single-step ET formulation with results equal to or better than the recent studies using data-intensive, classical methods. Average root mean square error (RMSE), mean absolute bias (BIAS) and R2 (coefficient of determination) across 34 global sites were 20.57 mm month-1, 10.55 mm month-1 and 0.64, respectively. The proposed model showed a step forward toward predicting ET in large river basins with limited data and requiring no calibration.
Directory of Open Access Journals (Sweden)
Joana B.M. Almeida
2013-12-01
Full Text Available The objective of this study was to develop a total economic merit index that identifies more profitable animals using Portugal as a case study to illustrate the recent economic changes in milk production. Economic values were estimated following future global prices and EU policy, and taking into consideration the priorities of the Portuguese dairy sector. Economic values were derived using an objective system analysis with a positive approach, that involved the comparison of several alternatives, using real technical and economic data from national dairy farms. The estimated relative economic values revealed a high importance of production traits, low for morphological traits and a value of zero for somatic cell score. According to several future market expectations, three scenarios for milk production were defined: a realistic, a pessimistic and an optimistic setting, each with projected future economic values. Responses to selection and efficiency of selection of the indices were compared to a fourth scenario that represents the current selection situation in Portugal, based on individual estimated breeding values for milk yield. Although profit resulting from sale of milk per average lactation in the optimistic scenario was higher than in the realistic scenario, the volatility of future economic conditions and uncertainty about the future milk pricing system should be considered. Due to this market instability, genetic improvement programs require new definitions of profit functions for the near future. Effective genetic progress direction must be verified so that total economic merit formulae can be adjusted and selection criteria redirected to the newly defined target goals.
Didari, Shohreh; Zand-Parsa, Shahrokh
2017-02-01
Daily global solar irradiation ( R s) is one of the main inputs in environmental modeling. Because of the lack of its measuring facilities, high-quality and long-term data are limited. In this research, R s values were estimated based on measured sunshine duration and cloud cover of our synoptic meteorological stations in central and southern Iran during 2008, 2009, and 2011. Clear sky solar irradiation was estimated from linear regression using extraterrestrial solar irradiation as the independent variable with normalized root mean square error (NRMSE) of 4.69 %. Daily R s was calibrated using measured sunshine duration and cloud cover data under different sky conditions during 2008 and 2009. The 2011 data were used for model validation. According to the results, in the presence of clouds, the R s model using sunshine duration data was more accurate when compared with the model using cloud cover data (NRMSE = 11. 69 %). In both models, with increasing sky cloudiness, the accuracy decreased. In the study region, more than 92 % of sunshine durations were clear or partly cloudy, which received close to 95 % of total solar irradiation. Hence, it was possible to estimate solar irradiation with a good accuracy in most days with the measurements of sunshine duration.
Using Microwave Observations to Estimate Land Surface Temperature during Cloudy Conditions
Holmes, T. R.; Crow, W. T.; Hain, C.; Anderson, M. C.
2014-12-01
Land surface temperature (LST), a key ingredient for physically-based retrieval algorithms of hydrological states and fluxes, remains a poorly constrained parameter for global scale studies. The main two observational methods to remotely measure T are based on thermal infrared (TIR) observations and passive microwave observations (MW). TIR is the most commonly used approach and the method of choice to provide standard LST products for various satellite missions. MW-based LST retrievals on the other hand are not as widely adopted for land applications; currently their principle use is in soil moisture retrieval algorithms. MW and TIR technologies present two highly complementary and independent means of measuring LST. MW observations have a high tolerance to clouds but a low spatial resolution, and TIR has a high spatial resolution with temporal sampling restricted to clear skies. The nature of the temperature at the very surface layer of the land makes it difficult to combine temperature estimates between different methods. The skin temperature is characterized by a strong diurnal cycle that is dependant in timing and amplitude on the exact sensing depth and thermal properties of the vegetation. This paper builds on recent progress in characterizing the main structural components of the DTC that explain differences in TIR and MW estimates of LST. Spatial patterns in DTC timing (phase lag with solar noon) and DTC amplitude have been calculated for TIR, MW and compared to weather prediction estimates. Based on these comparisons MW LST can be matched to the TIR record. This paper will compare in situ measurements of LST with satellite estimates from (downscaled) TIR and (reconciled) MW products. By contrasting the validation results of clear sky days with those of cloudy days the expected tolerance to clouds of the MW observations will be tested. The goal of this study is to determine the weather conditions in which MW can supplement the TIR LST record.
The properties and mechanism of long-term memory in nonparametric volatility
Li, Handong; Cao, Shi-Nan; Wang, Yan
2010-08-01
Recent empirical literature documents the presence of long-term memory in return volatility. But the mechanism of the existence of long-term memory is still unclear. In this paper, we investigate the origin and properties of long-term memory with nonparametric volatility, using high-frequency time series data of the Chinese Shanghai Composite Stock Price Index. We perform Detrended Fluctuation Analysis (DFA) on three different nonparametric volatility estimators with different sampling frequencies. For the same volatility series, the Hurst exponents reduce as the sampling time interval increases, but they are still larger than 1/2, which means that no matter how the interval changes, it still cannot change the existence of long memory. RRV presents a relatively stable property on long-term memory and is less influenced by sampling frequency. RV and RBV have some evolutionary trends depending on time intervals, which indicating that the jump component has no significant impact on the long-term memory property. This suggests that the presence of long-term memory in nonparametric volatility can be contributed to the integrated variance component. Considering the impact of microstructure noise, RBV and RRV still present long-term memory under various time intervals. We can infer that the presence of long-term memory in realized volatility is not affected by market microstructure noise. Our findings imply that the long-term memory phenomenon is an inherent characteristic of the data generating process, not a result of microstructure noise or volatility clustering.
A robust nonparametric method for quantifying undetected extinctions.
Chisholm, Ryan A; Giam, Xingli; Sadanandan, Keren R; Fung, Tak; Rheindt, Frank E
2016-06-01
How many species have gone extinct in modern times before being described by science? To answer this question, and thereby get a full assessment of humanity's impact on biodiversity, statistical methods that quantify undetected extinctions are required. Such methods have been developed recently, but they are limited by their reliance on parametric assumptions; specifically, they assume the pools of extant and undetected species decay exponentially, whereas real detection rates vary temporally with survey effort and real extinction rates vary with the waxing and waning of threatening processes. We devised a new, nonparametric method for estimating undetected extinctions. As inputs, the method requires only the first and last date at which each species in an ensemble was recorded. As outputs, the method provides estimates of the proportion of species that have gone extinct, detected, or undetected and, in the special case where the number of undetected extant species in the present day is assumed close to zero, of the absolute number of undetected extinct species. The main assumption of the method is that the per-species extinction rate is independent of whether a species has been detected or not. We applied the method to the resident native bird fauna of Singapore. Of 195 recorded species, 58 (29.7%) have gone extinct in the last 200 years. Our method projected that an additional 9.6 species (95% CI 3.4, 19.8) have gone extinct without first being recorded, implying a true extinction rate of 33.0% (95% CI 31.0%, 36.2%). We provide R code for implementing our method. Because our method does not depend on strong assumptions, we expect it to be broadly useful for quantifying undetected extinctions. © 2016 Society for Conservation Biology.
Fattori, A; Neri, L; Aguglia, E; Bellomo, A; Bisogno, A; Camerino, D; Carpiniello, B; Cassin, A; Costa, G; De Fazio, P; Di Sciascio, G; Favaretto, G; Fraticelli, C; Giannelli, R; Leone, S; Maniscalco, T; Marchesi, C; Mauri, M; Mencacci, C; Polselli, G; Quartesan, R; Risso, F; Sciaretta, A; Vaggi, M; Vender, S; Viora, U
2015-01-01
Although the prevalence of work-limiting diseases is increasing, the interplay between occupational exposures and chronic medical conditions remains largely uncharacterized. Research has shown the detrimental effects of workplace bullying but very little is known about the humanistic and productivity cost in victims with chronic illnesses. We sought to assess work productivity losses and health disutility associated with bullying among subjects with chronic medical conditions. Participants (N = 1717) with chronic diseases answered a self-administered survey including sociodemographic and clinical data, workplace bullying experience, the SF-12 questionnaire, and the Work Productivity Activity Impairment questionnaire. The prevalence of significant impairment was higher among victims of workplace bullying as compared to nonvictims (SF-12 PCS: 55.5% versus 67.9%, p bullying ranged from 13.9% to 17.4%, corresponding to Italian Purchase Power Parity (PPP) 2010 US$ 4182-5236 yearly. Association estimates were independent and not moderated by concurrent medical conditions. Our findings demonstrate that the burden on workers' quality of life and productivity associated with workplace bullying is substantial. This study provides key data to inform policy-making and prioritize occupational health interventions.
Fattori, A.; Neri, L.; Aguglia, E.; Bellomo, A.; Bisogno, A.; Camerino, D.; Carpiniello, B.; Cassin, A.; Costa, G.; De Fazio, P.; Di Sciascio, G.; Favaretto, G.; Fraticelli, C.; Giannelli, R.; Leone, S.; Maniscalco, T.; Marchesi, C.; Mauri, M.; Mencacci, C.; Polselli, G.; Quartesan, R.; Risso, F.; Sciaretta, A.; Vaggi, M.; Vender, S.; Viora, U.
2015-01-01
Background. Although the prevalence of work-limiting diseases is increasing, the interplay between occupational exposures and chronic medical conditions remains largely uncharacterized. Research has shown the detrimental effects of workplace bullying but very little is known about the humanistic and productivity cost in victims with chronic illnesses. We sought to assess work productivity losses and health disutility associated with bullying among subjects with chronic medical conditions. Methods. Participants (N = 1717) with chronic diseases answered a self-administered survey including sociodemographic and clinical data, workplace bullying experience, the SF-12 questionnaire, and the Work Productivity Activity Impairment questionnaire. Results. The prevalence of significant impairment was higher among victims of workplace bullying as compared to nonvictims (SF-12 PCS: 55.5% versus 67.9%, p < 0.01; SF-12 MCS: 59.4% versus 74.3%, p < 0.01). The adjusted marginal overall productivity cost of workplace bullying ranged from 13.9% to 17.4%, corresponding to Italian Purchase Power Parity (PPP) 2010 US$ 4182–5236 yearly. Association estimates were independent and not moderated by concurrent medical conditions. Conclusions. Our findings demonstrate that the burden on workers' quality of life and productivity associated with workplace bullying is substantial. This study provides key data to inform policy-making and prioritize occupational health interventions. PMID:26557692
Directory of Open Access Journals (Sweden)
A. Fattori
2015-01-01
Full Text Available Background. Although the prevalence of work-limiting diseases is increasing, the interplay between occupational exposures and chronic medical conditions remains largely uncharacterized. Research has shown the detrimental effects of workplace bullying but very little is known about the humanistic and productivity cost in victims with chronic illnesses. We sought to assess work productivity losses and health disutility associated with bullying among subjects with chronic medical conditions. Methods. Participants (N=1717 with chronic diseases answered a self-administered survey including sociodemographic and clinical data, workplace bullying experience, the SF-12 questionnaire, and the Work Productivity Activity Impairment questionnaire. Results. The prevalence of significant impairment was higher among victims of workplace bullying as compared to nonvictims (SF-12 PCS: 55.5% versus 67.9%, p<0.01; SF-12 MCS: 59.4% versus 74.3%, p<0.01. The adjusted marginal overall productivity cost of workplace bullying ranged from 13.9% to 17.4%, corresponding to Italian Purchase Power Parity (PPP 2010 US$ 4182–5236 yearly. Association estimates were independent and not moderated by concurrent medical conditions. Conclusions. Our findings demonstrate that the burden on workers’ quality of life and productivity associated with workplace bullying is substantial. This study provides key data to inform policy-making and prioritize occupational health interventions.
Potential of thermoluminescence method to estimate the time-temperature condition of fault activity
Hasebe, N.; Miura, K.; Ganzawa, Y.
2016-12-01
To date the last fault activity by a radiometric dating method, the resetting of dating system, that is a function of time-temperature condition, is inevitable. To see whether a particular dating system was reset by fault activities, we often estimate a temperature rise by frictional heating under the geophysical and geological observations of stress field and displacement length. When the last fault activity occurred beyond the observation era, such attempt is difficult to apply with little knowledge on what happened in the past. Luminescence dating method (TL and OSL datings) has a potential to date the last event of active fault in Quaternary (e.g., Spencer et al., 2012, Ganzawa et al., 2013), for it is easily reset compared to other dating methods with higher closure temperatures over geological time scale. However, if a sample experienced only a partial resetting in luminescence dating system, the obtained ages do not correspond to any events. We propose the potential of thermoluminescence method to estimate the time-temperature condition of the fault-related sample. Thermoluminescence glow curve consists of signals from several traps (e.g., Spooner, et al., 2001). Lifetime (τ) of each trap is calculated from the following equation (Aitken, 1985). τ=s-1exp(E/kT), where s is the frequency factor (/sec), E is trap depth (eV), k is Boltzmann constant (eV/K), and T is temperature (K). When luminescence signal is decreased by the event from I0 to Im, the time (t) necessary for this decrease is estimated by the equation t=τln(I0/Im). If we have two trap sites in a sample, and I0 can be estimated somehow (e.g., from the signal intensity of unaffected higher trap), two unknowns (t and T) can be determined from two sets of equations. In general, signals will be regained after the event owing to annual dose rate and time passed since the event. Therefore present signal intensity (Ip) is described as equation Ip=Ix+Im ,where Ix is the signal built after the event
Materna, K.; Herring, T.
2013-12-01
Error in modeling atmospheric delay is one of the limiting factors in the accuracy of GPS position determination. In regions with uneven topography, atmospheric delay phenomena can be especially complicated. Current delay models used in analyzing daily GPS data from the Plate Boundary Observatory (PBO) are successful in achieving millimeter-level accuracy at most locations; however, at a subset of stations, the time-series for position estimates contain an unusually large number of outliers. In many cases these outliers are oriented in the same direction. The stations which exhibit asymmetric outliers occur in various places across the PBO network, but they are especially numerous in California's Mammoth Lakes region, which served as a case study for this presentation. The phenomenon was analyzed by removing secular trends and variations with periods longer than 75 days from the signal using a median filter. We subsequently calculated the skewness of the station position residuals in north, east and up directions. In the cases examined, typical position outliers are 5-15 mm. In extreme cases, skewed position residuals, not related to snow on antennas, can be as large as 20 mm. We examine the causes of the skewness through site-by-site comparisons with topographic data and numerical weather models. Analysis suggests that the direction of the skewness is generally parallel to the local topographic gradient at a scale of several kilometers, and that outlier data points occur when certain atmospheric conditions are met. The results suggest that a coupling between the atmosphere and local topography is responsible for the phenomenon of skewed residuals. In this presentation, we examine the characteristics of the sites that we have analyzed in detail. From these analyses, we postulate possible parameterizations of the atmospheric and topographic effects that could be incorporated into geodetic analysis programs, thus allowing the inhomogeneous atmospheric delays to be
Nonparametric analysis of the time structure of seismicity in a geographic region
Directory of Open Access Journals (Sweden)
A. Quintela-del-Río
2002-06-01
Full Text Available As an alternative to traditional parametric approaches, we suggest nonparametric methods for analyzing temporal data on earthquake occurrences. In particular, the kernel method for estimating the hazard function and the intensity function are presented. One novelty of our approaches is that we take into account the possible dependence of the data to estimate the distribution of time intervals between earthquakes, which has not been considered in most statistics studies on seismicity. Kernel estimation of hazard function has been used to study the occurrence process of cluster centers (main shocks. Kernel intensity estimation, on the other hand, has helped to describe the occurrence process of cluster members (aftershocks. Similar studies in two geographic areas of Spain (Granada and Galicia have been carried out to illustrate the estimation methods suggested.
Scarpazza, Cristina; Nichols, Thomas E; Seramondi, Donato; Maumet, Camille; Sartori, Giuseppe; Mechelli, Andrea
2016-01-01
In recent years, an increasing number of studies have used Voxel Based Morphometry (VBM) to compare a single patient with a psychiatric or neurological condition of interest against a group of healthy controls. However, the validity of this approach critically relies on the assumption that the single patient is drawn from a hypothetical population with a normal distribution and variance equal to that of the control group. In a previous investigation, we demonstrated that family-wise false positive error rate (i.e., the proportion of statistical comparisons yielding at least one false positive) in single case VBM are much higher than expected (Scarpazza et al., 2013). Here, we examine whether the use of non-parametric statistics, which does not rely on the assumptions of normal distribution and equal variance, would enable the investigation of single subjects with good control of false positive risk. We empirically estimated false positive rates (FPRs) in single case non-parametric VBM, by performing 400 statistical comparisons between a single disease-free individual and a group of 100 disease-free controls. The impact of smoothing (4, 8, and 12 mm) and type of pre-processing (Modulated, Unmodulated) was also examined, as these factors have been found to influence FPRs in previous investigations using parametric statistics. The 400 statistical comparisons were repeated using two independent, freely available data sets in order to maximize the generalizability of the results. We found that the family-wise error rate was 5% for increases and 3.6% for decreases in one data set; and 5.6% for increases and 6.3% for decreases in the other data set (5% nominal). Further, these results were not dependent on the level of smoothing and modulation. Therefore, the present study provides empirical evidence that single case VBM studies with non-parametric statistics are not susceptible to high false positive rates. The critical implication of this finding is that VBM can be used
Reliability estimation for single dichotomous items based on Mokken's IRT model
Meijer, R R; Sijtsma, K; Molenaar, Ivo W
1995-01-01
Item reliability is of special interest for Mokken's nonparametric item response theory, and is useful for the evaluation of item quality in nonparametric test construction research. It is also of interest for nonparametric person-fit analysis. Three methods for the estimation of the reliability of
Reliability estimation for single dichotomous items based on Mokken's IRT model
Meijer, Rob R.; Sijtsma, Klaas; Molenaar, Ivo W.
1995-01-01
Item reliability is of special interest for Mokken’s nonparametric item response theory, and is useful for the evaluation of item quality in nonparametric test construction research. It is also of interest for nonparametric person-fit analysis. Three methods for the estimation of the reliability of
Baudry, Jean-Patrick
2012-01-01
The Integrated Completed Likelihood (ICL) criterion has been proposed by Biernacki et al. (2000) in the model-based clustering framework to select a relevant number of classes and has been used by statisticians in various application areas. A theoretical study of this criterion is proposed. A contrast related to the clustering objective is introduced: the conditional classification likelihood. This yields an estimator and a model selection criteria class. The properties of these new procedures are studied and ICL is proved to be an approximation of one of these criteria. We oppose these results to the current leading point of view about ICL, that it would not be consistent. Moreover these results give insights into the class notion underlying ICL and feed a reflection on the class notion in clustering. General results on penalized minimum contrast criteria and on mixture models are derived, which are interesting in their own right.
Testing variational estimation of process parameters and initial conditions of an earth system model
Directory of Open Access Journals (Sweden)
Simon Blessing
2014-03-01
Full Text Available We present a variational assimilation system around a coarse resolution Earth System Model (ESM and apply it for estimating initial conditions and parameters of the model. The system is based on derivative information that is efficiently provided by the ESM's adjoint, which has been generated through automatic differentiation of the model's source code. In our variational approach, the length of the feasible assimilation window is limited by the size of the domain in control space over which the approximation by the derivative is valid. This validity domain is reduced by non-smooth process representations. We show that in this respect the ocean component is less critical than the atmospheric component. We demonstrate how the feasible assimilation window can be extended to several weeks by modifying the implementation of specific process representations and by switching off processes such as precipitation.
Estimation of the pre-burning condition of human remains in forensic contexts.
Gonçalves, D; Cunha, E; Thompson, T J U
2015-09-01
The determination of the original condition of human remains prior to burning is critical since it may facilitate the reconstruction of circumstances surrounding death in forensic cases. Although the use of heat-induced bone changes is not a completely reliable proxy for determining pre-burning conditions, it is not completely devoid of potential, as we can observe a clear difference in the occurrence of such features between the fleshed and dry bones. In order to quantify this difference and determine its true value for forensic research, the frequencies of heat-induced warping and thumbnail fractures were documented on modern cremations of cadavers from recently deceased individuals and from the cremations of skeletons previously inhumed. The effect of age, sex, time span from death to cremation, duration and temperature of combustion on those frequencies was statistically investigated. Results demonstrated that the heat-induced features were significantly more frequent in the sample of cadavers. In addition, warping was determined to be the most useful indicator of the pre-burning condition of human remains. Temperature of combustion was the only variable having a significant effect on the frequency of both features, suggesting that fluctuation of temperature, along with collagen preservation and recrystallization of the inorganic phase, is paramount for their occurrence. Both warping and thumbnail fractures may eventually be used for the estimation of the pre-burning condition of human remains in lack of other indicators, but their reliability is far from absolute. Ideally, such inference must be supported by other data such as skeletal representation, objects or defleshing marks on the bones.
Halldorsdottir, Valgerdur G; Dave, Jaydev K; Leodore, Lauren M; Eisenbrey, John R; Park, Suhyun; Hall, Anne L; Thomenius, Kai; Forsberg, Flemming
2011-07-01
Our group has proposed the concept of subharmonic aided pressure estimation (SHAPE) utilizing microbubble-based ultrasound contrast agent signals for the noninvasive estimation of hydrostatic blood pressures. An experimental system for in vitro SHAPE was constructed based on two single-element transducers assembled confocally at a 60 degree angle to each other. Changes in the first, second and subharmonic amplitudes of five different ultrasound contrast agents were measured in vitro at static hydrostatic pressures from 0-186 mmHg, acoustic pressures from 0.35-0.60 MPa peak-to-peak and frequencies of 2.5-6.6 MHz. The most sensitive agent and optimal parameters for SHAPE were determined using linear regression analysis and implemented on a Logiq 9 scanner (GE Healthcare, Milwaukee, WI). This implementation of SHAPE was then tested under dynamic-flow conditions and compared to pressure-catheter measurements. Over the pressure range studied, the first and second harmonic amplitudes reduced approximately 2 dB for all contrast agents. Over the same pressure range, the subharmonic amplitudes decreased by 9-14 dB and excellent linear regressions were achieved with the hydrostatic pressure variations (r = 0.98, p scanner was modified to implement SHAPE on a convex transducer with a frequency range from 1.5-4.5 MHz and acoustic pressures from 0-3.34 MPa. Results matched the pressure catheter (r2 = 0.87). In conclusion, subharmonic contrast signals are a good indicator of hydrostatic pressure. Out of the five ultrasound contrast agents tested, Sonazoid was the most sensitive for subharmonic pressure estimation. Real-time SHAPE has been implemented on a commercial scanner and offers the possibility of allowing pressures in the heart and elsewhere to be obtained noninvasively.
Practical models to estimate horizontal irradiance in clear sky conditions: Preliminary results
Energy Technology Data Exchange (ETDEWEB)
Salazar, German A.; Hernandez, Alejandro L.; Saravia, Luis R. [Department of Physics, School of Exact Sciences, National University of Salta, Bolivia Avenue 5150, 4400 Salta Capital (Argentina); INENCO (Institute of Non Conventional Energy Research), Bolivia Avenue 5150, 4400 Salta Capital (Argentina)
2010-11-15
The Argentinean Northwest (ANW) is a high altitude region located alongside Los Andes Mountains. The ANW is also one of the most insolated regions in the world due to its altitude and particular climate. However, the characterization of the solar resource in the region is incomplete as there are no stations to measure solar radiation continuously and methodically. With irradiance data recently having been measured at three sites in the Salta Province, a study was carried out that resulted in a practical model to quickly and efficiently estimate the horizontal irradiance in high altitude sites in clear sky conditions. This model uses the altitude above sea level (A) as a variable and generates a representative clearness index as a result (k{sub t-R}) that is calculated for each site studied. This index k{sub t-R} is then used with the relative optical air mass and the extraterrestrial irradiance to estimate the instantaneous clearness index (k{sub t}). Subsequently, the index k{sub t-R} is corrected by introducing the atmospheric pressure in the definition of relative optical air mass proposed by Kasten. The results are satisfactory as errors in the irradiance estimations with respect to measured values do not exceed 5% for pressure corrected air masses AM{sub c} < 2. This model will be used in a feasibility study to locate sites for the installation of solar thermal power plants in the ANW. A prototype of a CLFR solar power plant is being built in the INENCO Campus, at the National University of Salta. (author)
Development of a nonlinear estimator-based model of pilot performance during brownout conditions
Schultz, Karl Ulrich
During conditions of visual occlusion, pilots are forced to rapidly adapt their scan to accommodate the new observable states via instruments rather than the visual environment. During this transition, the provision of aircraft state information via other than visual modalities improves pilot performance presumably through the increase in situational awareness provided immediately following the visual occlusion event. The Tactile Situational Awareness System (TSAS) was developed to provide continuous position information to the pilot via tactile rather than visual means. However, as a low-resolution display, significant preprocessing of information is required to maximize utility of this new technology. Development of a nonlinear time varying estimator based multivariable model enables more accurate reproduction of pilot performance than previous models and provides explanations of many observed phenomena. The use of LQR feedback and an optimal estimator is heuristically consistent with reported strategies and was able to match pilot incorporation of multi-modal displays. Development of a nonlinear stochastic map of pilot "move-and-hold" control performance was able to accurately match increased pilot control noise at higher frequencies, a phenomenon formerly attributed to closed loop neuromuscular effects. The continued improvement of this model could eventually result in the early stage mathematical prediction of the effectiveness of emerging cockpit technology and preprocessing algorithms, prior to costly hardware development and flight evaluation.
Directory of Open Access Journals (Sweden)
H.Z. Igamberdiyev
2014-07-01
Full Text Available Dynamic systems condition estimation regularization algorithms in the conditions of signals and hindrances statistical characteristics aprioristic uncertainty are offered. Regular iterative algorithms of strengthening matrix factor elements of the Kalman filter, allowing to adapt the filter to changing hindrance-alarm conditions are developed. Steady adaptive estimation algorithms of a condition vector in the aprioristic uncertainty conditions of covariance matrixes of object noise and the measurements hindrances providing a certain roughness of filtration process in relation to changing statistical characteristics of signals information parameters are offered. Offered practical realization results of the dynamic systems condition estimation algorithms are given at the adaptive management systems synthesis problems solution by technological processes of granulation drying of an ammophos pulp and receiving ammonia.
Comparing parametric and nonparametric regression methods for panel data
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
We investigate and compare the suitability of parametric and non-parametric stochastic regression methods for analysing production technologies and the optimal firm size. Our theoretical analysis shows that the most commonly used functional forms in empirical production analysis, Cobb-Douglas and......We investigate and compare the suitability of parametric and non-parametric stochastic regression methods for analysing production technologies and the optimal firm size. Our theoretical analysis shows that the most commonly used functional forms in empirical production analysis, Cobb......-Douglas and Translog, are unsuitable for analysing the optimal firm size. We show that the Translog functional form implies an implausible linear relationship between the (logarithmic) firm size and the elasticity of scale, where the slope is artificially related to the substitutability between the inputs...... rejects both the Cobb-Douglas and the Translog functional form, while a recently developed nonparametric kernel regression method with a fully nonparametric panel data specification delivers plausible results. On average, the nonparametric regression results are similar to results that are obtained from...
Directory of Open Access Journals (Sweden)
Urbi Garay
2016-03-01
Full Text Available We define a dynamic and self-adjusting mixture of Gaussian Graphical Models to cluster financial returns, and provide a new method for extraction of nonparametric estimates of dynamic alphas (excess return and betas (to a choice set of explanatory factors in a multivariate setting. This approach, as well as the outputs, has a dynamic, nonstationary and nonparametric form, which circumvents the problem of model risk and parametric assumptions that the Kalman filter and other widely used approaches rely on. The by-product of clusters, used for shrinkage and information borrowing, can be of use to determine relationships around specific events. This approach exhibits a smaller Root Mean Squared Error than traditionally used benchmarks in financial settings, which we illustrate through simulation. As an illustration, we use hedge fund index data, and find that our estimated alphas are, on average, 0.13% per month higher (1.6% per year than alphas estimated through Ordinary Least Squares. The approach exhibits fast adaptation to abrupt changes in the parameters, as seen in our estimated alphas and betas, which exhibit high volatility, especially in periods which can be identified as times of stressful market events, a reflection of the dynamic positioning of hedge fund portfolio managers.
Predicting Market Impact Costs Using Nonparametric Machine Learning Models.
Directory of Open Access Journals (Sweden)
Saerom Park
Full Text Available Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.
Predicting Market Impact Costs Using Nonparametric Machine Learning Models.
Park, Saerom; Lee, Jaewook; Son, Youngdoo
2016-01-01
Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.
Comparing parametric and nonparametric regression methods for panel data
DEFF Research Database (Denmark)
Czekaj, Tomasz Gerard; Henningsen, Arne
We investigate and compare the suitability of parametric and non-parametric stochastic regression methods for analysing production technologies and the optimal firm size. Our theoretical analysis shows that the most commonly used functional forms in empirical production analysis, Cobb......-Douglas and Translog, are unsuitable for analysing the optimal firm size. We show that the Translog functional form implies an implausible linear relationship between the (logarithmic) firm size and the elasticity of scale, where the slope is artificially related to the substitutability between the inputs....... The practical applicability of the parametric and non-parametric regression methods is scrutinised and compared by an empirical example: we analyse the production technology and investigate the optimal size of Polish crop farms based on a firm-level balanced panel data set. A nonparametric specification test...
Effects of dating errors on nonparametric trend analyses of speleothem time series
Directory of Open Access Journals (Sweden)
M. Mudelsee
2012-10-01
Full Text Available A fundamental problem in paleoclimatology is to take fully into account the various error sources when examining proxy records with quantitative methods of statistical time series analysis. Records from dated climate archives such as speleothems add extra uncertainty from the age determination to the other sources that consist in measurement and proxy errors. This paper examines three stalagmite time series of oxygen isotopic composition (δ^{18}O from two caves in western Germany, the series AH-1 from the Atta Cave and the series Bu1 and Bu4 from the Bunker Cave. These records carry regional information about past changes in winter precipitation and temperature. U/Th and radiocarbon dating reveals that they cover the later part of the Holocene, the past 8.6 thousand years (ka. We analyse centennial- to millennial-scale climate trends by means of nonparametric Gasser–Müller kernel regression. Error bands around fitted trend curves are determined by combining (1 block bootstrap resampling to preserve noise properties (shape, autocorrelation of the δ^{18}O residuals and (2 timescale simulations (models StalAge and iscam. The timescale error influences on centennial- to millennial-scale trend estimation are not excessively large. We find a "mid-Holocene climate double-swing", from warm to cold to warm winter conditions (6.5 ka to 6.0 ka to 5.1 ka, with warm–cold amplitudes of around 0.5‰ δ^{18}O; this finding is documented by all three records with high confidence. We also quantify the Medieval Warm Period (MWP, the Little Ice Age (LIA and the current warmth. Our analyses cannot unequivocally support the conclusion that current regional winter climate is warmer than that during the MWP.
López Fontán, J L; Costa, J; Ruso, J M; Prieto, G; Sarmiento, F
2004-02-01
The application of a statistical method, the local polynomial regression method, (LPRM), based on a nonparametric estimation of the regression function to determine the critical micelle concentration (cmc) is presented. The method is extremely flexible because it does not impose any parametric model on the subjacent structure of the data but rather allows the data to speak for themselves. Good concordance of cmc values with those obtained by other methods was found for systems in which the variation of a measured physical property with concentration showed an abrupt change. When this variation was slow, discrepancies between the values obtained by LPRM and others methods were found.
Energy Technology Data Exchange (ETDEWEB)
Lopez Fontan, J.L.; Costa, J.; Ruso, J.M.; Prieto, G. [Dept. of Applied Physics, Univ. of Santiago de Compostela, Santiago de Compostela (Spain); Sarmiento, F. [Dept. of Mathematics, Faculty of Informatics, Univ. of A Coruna, A Coruna (Spain)
2004-02-01
The application of a statistical method, the local polynomial regression method, (LPRM), based on a nonparametric estimation of the regression function to determine the critical micelle concentration (cmc) is presented. The method is extremely flexible because it does not impose any parametric model on the subjacent structure of the data but rather allows the data to speak for themselves. Good concordance of cmc values with those obtained by other methods was found for systems in which the variation of a measured physical property with concentration showed an abrupt change. When this variation was slow, discrepancies between the values obtained by LPRM and others methods were found. (orig.)
Nonparametric analysis of competing risks data with event category missing at random.
Gouskova, Natalia A; Lin, Feng-Chang; Fine, Jason P
2017-03-01
In competing risks setup, the data for each subject consist of the event time, censoring indicator, and event category. However, sometimes the information about the event category can be missing, as, for example, in a case when the date of death is known but the cause of death is not available. In such situations, treating subjects with missing event category as censored leads to the underestimation of the hazard functions. We suggest nonparametric estimators for the cumulative cause-specific hazards and the cumulative incidence functions which use the Nadaraya-Watson estimator to obtain the contribution of an event with missing category to each of the cause-specific hazards. We derive the propertied of the proposed estimators. Optimal bandwidth is determined, which minimizes the mean integrated squared errors of the proposed estimators over time. The methodology is illustrated using data on lung infections in patients from the United States Cystic Fibrosis Foundation Patient Registry. © 2016, The International Biometric Society.
Comparison of non-parametric methods for ungrouping coarsely aggregated data
DEFF Research Database (Denmark)
Rizzi, Silvia; Thinggaard, Mikael; Engholm, Gerda
2016-01-01
Background Histograms are a common tool to estimate densities non-parametrically. They are extensively encountered in health sciences to summarize data in a compact format. Examples are age-specific distributions of death or onset of diseases grouped in 5-years age classes with an open-ended age...... methods for ungrouping count data. We compare the performance of two spline interpolation methods, two kernel density estimators and a penalized composite link model first via a simulation study and then with empirical data obtained from the NORDCAN Database. All methods analyzed can be used to estimate...... composite link model performs the best. Conclusion We give an overview and test different methods to estimate detailed distributions from grouped count data. Health researchers can benefit from these versatile methods, which are ready for use in the statistical software R. We recommend using the penalized...
Sheehan, Sara; Harris, Kelley; Song, Yun S
2013-07-01
Throughout history, the population size of modern humans has varied considerably due to changes in environment, culture, and technology. More accurate estimates of population size changes, and when they occurred, should provide a clearer picture of human colonization history and help remove confounding effects from natural selection inference. Demography influences the pattern of genetic variation in a population, and thus genomic data of multiple individuals sampled from one or more present-day populations contain valuable information about the past demographic history. Recently, Li and Durbin developed a coalescent-based hidden Markov model, called the pairwise sequentially Markovian coalescent (PSMC), for a pair of chromosomes (or one diploid individual) to estimate past population sizes. This is an efficient, useful approach, but its accuracy in the very recent past is hampered by the fact that, because of the small sample size, only few coalescence events occur in that period. Multiple genomes from the same population contain more information about the recent past, but are also more computationally challenging to study jointly in a coalescent framework. Here, we present a new coalescent-based method that can efficiently infer population size changes from multiple genomes, providing access to a new store of information about the recent past. Our work generalizes the recently developed sequentially Markov conditional sampling distribution framework, which provides an accurate approximation of the probability of observing a newly sampled haplotype given a set of previously sampled haplotypes. Simulation results demonstrate that we can accurately reconstruct the true population histories, with a significant improvement over the PSMC in the recent past. We apply our method, called diCal, to the genomes of multiple human individuals of European and African ancestry to obtain a detailed population size change history during recent times.
Institute of Scientific and Technical Information of China (English)
Xianmin Xu; Zhiping Li
2009-01-01
An a posteriori error estimator is obtained for a nonconforming finite element approx-imation of a linear elliptic problem, which is derived from a corresponding unbounded domain problem by applying a nonlocal approximate artificial boundary condition. Our method can be easily extended to obtain a class of a posteriori error estimators for various conforming and nonconforming finite element approximations of problems with different artificial boundary conditions. The reliability and efficiency of our a posteriori error esti-mator are rigorously proved and axe verified by numerical examples.
DEFF Research Database (Denmark)
Bollerslev, Tim; Todorov, Victor
We propose a new and flexible non-parametric framework for estimating the jump tails of Itô semimartingale processes. The approach is based on a relatively simple-to-implement set of estimating equations associated with the compensator for the jump measure, or its "intensity", that only utilizes ...
Non-Parametric Model Drift Detection
2016-07-01
Analysis Division Information Directorate This report is published in the interest of scientific and technical...took place on datasets made up of text documents. The difference between datasets used to estimate potential error (drop in accuracy) that the model...Assistant, Extraction of executable rules from regulatory text 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF ABSTRACT UU 18. NUMBER OF PAGES 19a
Distribution of near-surface permafrost in Alaska: estimates of present and future conditions
Pastick, Neal J.; Jorgenson, M. Torre; Wylie, Bruce K.; Nield, Shawn J.; Johnson, Kristofer D.; Finley, Andrew O.
2015-01-01
High-latitude regions are experiencing rapid and extensive changes in ecosystem composition and function as the result of increases in average air temperature. Increasing air temperatures have led to widespread thawing and degradation of permafrost, which in turn has affected ecosystems, socioeconomics, and the carbon cycle of high latitudes. Here we overcome complex interactions among surface and subsurface conditions to map nearsurface permafrost through decision and regression tree approaches that statistically and spatially extend field observations using remotely sensed imagery, climatic data, and thematic maps of a wide range of surface and subsurface biophysical characteristics. The data fusion approach generated medium-resolution (30-m pixels) maps of near-surface (within 1 m) permafrost, active-layer thickness, and associated uncertainty estimates throughout mainland Alaska. Our calibrated models (overall test accuracy of ~85%) were used to quantify changes in permafrost distribution under varying future climate scenarios assuming no other changes in biophysical factors. Models indicate that near-surface permafrost underlies 38% of mainland Alaska and that near-surface permafrost will disappear on 16 to 24% of the landscape by the end of the 21st Century. Simulations suggest that near-surface permafrost degradation is more probable in central regions of Alaska than more northerly regions. Taken together, these results have obvious implications for potential remobilization of frozen soil carbon pools under warmer temperatures. Additionally, warmer and drier conditions may increase fire activity and severity, which may exacerbate rates of permafrost thaw and carbon remobilization relative to climate alone. The mapping of permafrost distribution across Alaska is important for land-use planning, environmental assessments, and a wide-array of geophysical studies.
Institute of Scientific and Technical Information of China (English)
Shen Min-Fen; Liu Ying; Lin Lan-Xin
2009-01-01
A novel computationally efficient algorithm in terms of the time-varying symbolic dynamic method is proposed to estimate the unknown initial conditions of coupled map lattices (CMLs). The presented method combines symbolic dynamics with time-varying control parameters to develop a time-varying scheme for estimating the initial condition of multi-dimensional spatiotemporal chaotic signals. The performances of the presented time-varying estimator in both noiseless and noisy environments are analysed and compared with the common time-invariant estimator. Simulations are carried out and the obtained results show that the proposed method provides an efficient estimation of the initial condition of each lattice in the coupled system. The algorithm cannot yield an asymptotically unbiased estimation due to the effect of the coupling term, but the estimation with the time-varying algorithm is closer to the Cramer-Rao lower bound (CRLB) than that with the time-invariant estimation method, especially at high signal-to-noise ratios (SNRs).
Jackson, Jennie A; Mathiassen, Svend Erik; Liv, Per
2016-07-01
Selecting a suitable body posture measurement method requires performance indices of candidate tools. Such data are lacking for observational assessments made at a high degree of resolution. The aim of this study was to determine the performance (bias and between- and within-observer variance) of novice observers estimating upper arm elevation postures assisted by posture matching software to the nearest degree from still images taken under ideal conditions. Estimates were minimally biased from true angles: the mean error across observers was less than 2°. Variance between observers was minimal. Considerable variance within observers, however, underlined the risk of relying on single observations. Observers were more proficient at estimating 0° and 90° postures, and less proficient at 60°. Thus, under ideal visual conditions observers, on average, proved proficient at high resolution posture estimates; further investigation is required to determine how non-optimal image conditions, as would be expected from occupational data, impact proficiency.
Cheng, Guang
2014-02-01
We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation procedure based on a spline approximation of the nonparametric part of the model and the generalized estimating equations (GEE). Although the model in consideration is natural and useful in many practical applications, the literature on this model is very limited because of challenges in dealing with dependent data for nonparametric additive models. We show that the proposed estimators are consistent and asymptotically normal even if the covariance structure is misspecified. An explicit consistent estimate of the asymptotic variance is also provided. Moreover, we derive the semiparametric efficiency score and information bound under general moment conditions. By showing that our estimators achieve the semiparametric information bound, we effectively establish their efficiency in a stronger sense than what is typically considered for GEE. The derivation of our asymptotic results relies heavily on the empirical processes tools that we develop for the longitudinal/clustered data. Numerical results are used to illustrate the finite sample performance of the proposed estimators. © 2014 ISI/BS.
Dynamic estimator for determining operating conditions in an internal combustion engine
Hellstrom, Erik; Stefanopoulou, Anna; Jiang, Li; Larimore, Jacob
2016-01-05
Methods and systems are provided for estimating engine performance information for a combustion cycle of an internal combustion engine. Estimated performance information for a previous combustion cycle is retrieved from memory. The estimated performance information includes an estimated value of at least one engine performance variable. Actuator settings applied to engine actuators are also received. The performance information for the current combustion cycle is then estimated based, at least in part, on the estimated performance information for the previous combustion cycle and the actuator settings applied during the previous combustion cycle. The estimated performance information for the current combustion cycle is then stored to the memory to be used in estimating performance information for a subsequent combustion cycle.
DEFF Research Database (Denmark)
Huber, Martin; Lechner, Michael; Mellace, Giovanni
assumptions. The estimators are based on regression, inverse probability weighting, and combinations thereof. Our simulation design uses a large population of Swiss jobseekers and considers variations of several features of the data generating process and the implementation of the estimators...
DEFF Research Database (Denmark)
Huber, Martin; Lechner, Michael; Mellace, Giovanni
2016-01-01
assumptions. The estimators are based on regression, inverse probability weighting, and combinations thereof. Our simulation design uses a large population of Swiss jobseekers and considers variations of several features of the data generating process and the implementation of the estimators...
Kalicka, Renata; Pietrenko-Dabrowska, Anna
2007-03-01
In the paper MRI measurements are used for assessment of brain tissue perfusion and other features and functions of the brain (cerebral blood flow - CBF, cerebral blood volume - CBV, mean transit time - MTT). Perfusion is an important indicator of tissue viability and functioning as in pathological tissue blood flow, vascular and tissue structure are altered with respect to normal tissue. MRI enables diagnosing diseases at an early stage of their course. The parametric and non-parametric approaches to the identification of MRI models are presented and compared. The non-parametric modeling adopts gamma variate functions. The parametric three-compartmental catenary model, based on the general kinetic model, is also proposed. The parameters of the models are estimated on the basis of experimental data. The goodness of fit of the gamma variate and the three-compartmental models to the data and the accuracy of the parameter estimates are compared. Kalman filtering, smoothing the measurements, was adopted to improve the estimate accuracy of the parametric model. Parametric modeling gives a better fit and better parameter estimates than non-parametric and allows an insight into the functioning of the system. To improve the accuracy optimal experiment design related to the input signal was performed.
Shriwastaw, R. S.; Sawarn, Tapan K.; Banerjee, Suparna; Rath, B. N.; Dubey, J. S.; Kumar, Sunil; Singh, J. L.; Bhasin, Vivek
2017-09-01
The present study involves the estimation of ring tensile properties of Indian Pressurised Heavy Water Reactor (IPHWR) fuel cladding made of Zircaloy-4, subjected to experiments under a simulated loss-of-coolant-accident (LOCA) condition. Isothermal steam oxidation experiments were conducted on clad tube specimens at temperatures ranging from 900 to 1200 °C at an interval of 50 °C for different soaking periods with subsequent quenching in water at ambient temperature. The specimens, which survived quenching, were then subjected to ambient temperature ring tension test (RTT). The microstructure was correlated with the mechanical properties. The yield strength (YS) and ultimate tensile strength (UTS) increased initially with rise in oxidation temperature and time duration but then decreased with further increase in oxidation. Ductility is adversely affected with rising oxidation temperature and longer holding time. A higher fraction of load bearing phase and lower oxygen content in it ensures higher residual ductility. Cladding shows almost zero ductility behavior in RIT when load bearing phase fraction is less than 0.72 and its average oxygen concentration is greater than 0.58 wt%.
Theoretical estimation of the impact velocity during the PWR spent drop in water condition
Energy Technology Data Exchange (ETDEWEB)
Kwon, Oh Joon; Park, Nam Gyu; Lee, Seong Ki; Kim, Jae Ik [KEPCO NF, Daejeon (Korea, Republic of)
2016-06-15
The spent fuel stored in the pool is vulnerable to external impacts, since the severe reactor conditions degrade the structural integrity of the fuel. Therefore an accident during shipping and handling should be considered. In an extreme case, the fuel assembly drop can be happened accidentally during handling the nuclear fuel in the spent fuel pool. The rod failure during such drop accident can be evaluated by calculating the impact force acting on the fuel assembly at the bottom of the spent fuel pool. The impact force can be evaluated with the impact velocity at the bottom of the spent fuel pool. Since fuel rods occupies most of weight and volume of a nuclear fuel assembly, the information of the rods are important to estimate the hydraulic resistance force. In this study, the hydraulic force acting on the 3×3 short rod bundle model during the drop accident is calculated, and the result is verified by comparing the numerical simulations. The methodology suggested by this study is expected to be useful for evaluating the integrity of the spent fuel.
Markov chain conditions for admissibility in estimation problems with quadratic loss
M.L. Eaton
1999-01-01
textabstractConsider the problem of estimating a parametric function when the loss is quadratic. Given an improper prior distribution, there is a formal Bayes estimator for the parametric function. Associated with the estimation problem and the improper prior is a symmetric Markov chain. It is shown
Markov chain conditions for admissibility in estimation problems with quadratic loss
Eaton, M.L.
1999-01-01
Consider the problem of estimating a parametric function when the loss is quadratic. Given an improper prior distribution, there is a formal Bayes estimator for the parametric function. Associated with the estimation problem and the improper prior is a symmetric Markov chain. It is shown that if the
Parametric and Non-Parametric System Modelling
DEFF Research Database (Denmark)
Nielsen, Henrik Aalborg
1999-01-01
other aspects, the properties of a method for parameter estimation in stochastic differential equations is considered within the field of heat dynamics of buildings. In the second paper a lack-of-fit test for stochastic differential equations is presented. The test can be applied to both linear and non-linear...... networks is included. In this paper, neural networks are used for predicting the electricity production of a wind farm. The results are compared with results obtained using an adaptively estimated ARX-model. Finally, two papers on stochastic differential equations are included. In the first paper, among...... stochastic differential equations. Some applications are presented in the papers. In the summary report references are made to a number of other applications. Resumé på dansk: Nærværende afhandling består af ti artikler publiceret i perioden 1996-1999 samt et sammendrag og en perspektivering heraf. I...
Nonparametric additive regression for repeatedly measured data
Carroll, R. J.
2009-05-20
We develop an easily computed smooth backfitting algorithm for additive model fitting in repeated measures problems. Our methodology easily copes with various settings, such as when some covariates are the same over repeated response measurements. We allow for a working covariance matrix for the regression errors, showing that our method is most efficient when the correct covariance matrix is used. The component functions achieve the known asymptotic variance lower bound for the scalar argument case. Smooth backfitting also leads directly to design-independent biases in the local linear case. Simulations show our estimator has smaller variance than the usual kernel estimator. This is also illustrated by an example from nutritional epidemiology. © 2009 Biometrika Trust.
Directory of Open Access Journals (Sweden)
Borgia Piero
2011-09-01
Full Text Available Abstract Background The estimate of the prevalence of the most common chronic conditions (CCs is calculated using direct methods such as prevalence surveys but also indirect methods using health administrative databases. The aim of this study is to provide estimates prevalence of CCs in Lazio region of Italy (including Rome, using the drug prescription's database and to compare these estimates with those obtained using other health administrative databases. Methods Prevalence of CCs was estimated using pharmacy data (PD using the Anathomical Therapeutic Chemical Classification System (ATC. Prevalences estimate were compared with those estimated by hospital information system (HIS using list of ICD9-CM diagnosis coding, registry of exempt patients from health care cost for pathology (REP and national health survey performed by the Italian bureau of census (ISTAT. Results From the PD we identified 20 CCs. About one fourth of the population received a drug for treating a cardiovascular disease, 9% for treating a rheumatologic conditions. The estimated prevalences using the PD were usually higher that those obtained with one of the other sources. Regarding the comparison with the ISTAT survey there was a good agreement for cardiovascular disease, diabetes and thyroid disorder whereas for rheumatologic conditions, chronic respiratory illnesses, migraine and Alzheimer's disease, the prevalence estimates were lower than those estimated by ISTAT survey. Estimates of prevalences derived by the HIS and by the REP were usually lower than those of the PD (but malignancies, chronic renal diseases. Conclusion Our study showed that PD can be used to provide reliable prevalence estimates of several CCs in the general population.
Nonparametric regression with martingale increment errors
Delattre, Sylvain
2010-01-01
We consider the problem of adaptive estimation of the regression function in a framework where we replace ergodicity assumptions (such as independence or mixing) by another structural assumption on the model. Namely, we propose adaptive upper bounds for kernel estimators with data-driven bandwidth (Lepski's selection rule) in a regression model where the noise is an increment of martingale. It includes, as very particular cases, the usual i.i.d. regression and auto-regressive models. The cornerstone tool for this study is a new result for self-normalized martingales, called ``stability'', which is of independent interest. In a first part, we only use the martingale increment structure of the noise. We give an adaptive upper bound using a random rate, that involves the occupation time near the estimation point. Thanks to this approach, the theoretical study of the statistical procedure is disconnected from usual ergodicity properties like mixing. Then, in a second part, we make a link with the usual minimax th...
Directory of Open Access Journals (Sweden)
Andrea Furková
2007-06-01
Full Text Available This paper explores the aplication of parametric and non-parametric benchmarking methods in measuring cost efficiency of Slovak and Czech electricity distribution companies. We compare the relative cost efficiency of Slovak and Czech distribution companies using two benchmarking methods: the non-parametric Data Envelopment Analysis (DEA and the Stochastic Frontier Analysis (SFA as the parametric approach. The first part of analysis was based on DEA models. Traditional cross-section CCR and BCC model were modified to cost efficiency estimation. In further analysis we focus on two versions of stochastic frontier cost functioin using panel data: MLE model and GLS model. These models have been applied to an unbalanced panel of 11 (Slovakia 3 and Czech Republic 8 regional electricity distribution utilities over a period from 2000 to 2004. The differences in estimated scores, parameters and ranking of utilities were analyzed. We observed significant differences between parametric methods and DEA approach.
Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders
DEFF Research Database (Denmark)
Nielsen, Morten Ørregaard
2009-01-01
In this paper a nonparametric variance ratio testing approach is proposed for determining the number of cointegrating relations in fractionally integrated systems. The test statistic is easily calculated without prior knowledge of the integration order of the data, the strength of the cointegrating...
A non-parametric model for the cosmic velocity field
Branchini, E; Teodoro, L; Frenk, CS; Schmoldt, [No Value; Efstathiou, G; White, SDM; Saunders, W; Sutherland, W; Rowan-Robinson, M; Keeble, O; Tadros, H; Maddox, S; Oliver, S
1999-01-01
We present a self-consistent non-parametric model of the local cosmic velocity field derived from the distribution of IRAS galaxies in the PSCz redshift survey. The survey has been analysed using two independent methods, both based on the assumptions of gravitational instability and linear biasing.
Influence of test and person characteristics on nonparametric appropriateness measurement
Meijer, Rob R.; Molenaar, Ivo W.; Sijtsma, Klaas
1994-01-01
Appropriateness measurement in nonparametric item response theory modeling is affected by the reliability of the items, the test length, the type of aberrant response behavior, and the percentage of aberrant persons in the group. The percentage of simulees defined a priori as aberrant responders tha
Influence of Test and Person Characteristics on Nonparametric Appropriateness Measurement
Meijer, Rob R; Molenaar, Ivo W; Sijtsma, Klaas
1994-01-01
Appropriateness measurement in nonparametric item response theory modeling is affected by the reliability of the items, the test length, the type of aberrant response behavior, and the percentage of aberrant persons in the group. The percentage of simulees defined a priori as aberrant responders tha
Non-parametric Bayesian inference for inhomogeneous Markov point processes
DEFF Research Database (Denmark)
Berthelsen, Kasper Klitgaard; Møller, Jesper
With reference to a specific data set, we consider how to perform a flexible non-parametric Bayesian analysis of an inhomogeneous point pattern modelled by a Markov point process, with a location dependent first order term and pairwise interaction only. A priori we assume that the first order term...
Investigating the cultural patterns of corruption: A nonparametric analysis
Halkos, George; Tzeremes, Nickolaos
2011-01-01
By using a sample of 77 countries our analysis applies several nonparametric techniques in order to reveal the link between national culture and corruption. Based on Hofstede’s cultural dimensions and the corruption perception index, the results reveal that countries with higher levels of corruption tend to have higher power distance and collectivism values in their society.
Coverage Accuracy of Confidence Intervals in Nonparametric Regression
Institute of Scientific and Technical Information of China (English)
Song-xi Chen; Yong-song Qin
2003-01-01
Point-wise confidence intervals for a nonparametric regression function with random design points are considered. The confidence intervals are those based on the traditional normal approximation and the empirical likelihood. Their coverage accuracy is assessed by developing the Edgeworth expansions for the coverage probabilities. It is shown that the empirical likelihood confidence intervals are Bartlett correctable.
Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.
Cruz-Marcelo, Alejandro; Rosner, Gary L; Müller, Peter; Stewart, Clinton F
2013-04-01
In biomedical research, it is often of interest to characterize biologic processes giving rise to observations and to make predictions of future observations. Bayesian nonparametric methods provide a means for carrying out Bayesian inference making as few assumptions about restrictive parametric models as possible. There are several proposals in the literature for extending Bayesian nonparametric models to include dependence on covariates. Limited attention, however, has been directed to the following two aspects. In this article, we examine the effect on fitting and predictive performance of incorporating covariates in a class of Bayesian nonparametric models by one of two primary ways: either in the weights or in the locations of a discrete random probability measure. We show that different strategies for incorporating continuous covariates in Bayesian nonparametric models can result in big differences when used for prediction, even though they lead to otherwise similar posterior inferences. When one needs the predictive density, as in optimal design, and this density is a mixture, it is better to make the weights depend on the covariates. We demonstrate these points via a simulated data example and in an application in which one wants to determine the optimal dose of an anticancer drug used in pediatric oncology.
Nonparametric bootstrap analysis with applications to demographic effects in demand functions.
Gozalo, P L
1997-12-01
"A new bootstrap proposal, labeled smooth conditional moment (SCM) bootstrap, is introduced for independent but not necessarily identically distributed data, where the classical bootstrap procedure fails.... A good example of the benefits of using nonparametric and bootstrap methods is the area of empirical demand analysis. In particular, we will be concerned with their application to the study of two important topics: what are the most relevant effects of household demographic variables on demand behavior, and to what extent present parametric specifications capture these effects." excerpt
A NONPARAMETRIC PROCEDURE OF THE SAMPLE SIZE DETERMINATION FOR SURVIVAL RATE TEST
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
Objective This paper proposes a nonparametric procedure of the sample size determination for survival rate test. Methods Using the classical asymptotic normal procedure yields the required homogenetic effective sample size and using the inverse operation with the prespecified value of the survival function of censoring times yields the required sample size. Results It is matched with the rate test for censored data, does not involve survival distributions, and reduces to its classical counterpart when there is no censoring. The observed power of the test coincides with the prescribed power under usual clinical conditions. Conclusion It can be used for planning survival studies of chronic diseases.
FORMATION OF ESTIMATED CONDITIONS FOR LIFE CYCLE OF DEFORMATION WORK OF THE RAILWAY TRACK
Directory of Open Access Journals (Sweden)
I. O. Bondarenko
2015-05-01
Full Text Available Purpose.The purpose of this research is to substantiate the technical limits of the railway track (under reliability status for the formation the regulatory framework for reliability and functional safety of the railway track in Ukraine. Methodology.In order to achieve the goal of research analysis methods of the technical states of elements and trackforms that are typical of operation conditions of the railways in Ukraine were used. Findings.Technical states accordance of elements and trackforms to reliability status under existing regulations was defined. These conditions are based on the track assessments in accordance with the dimensional tape results. The status of each element of the track design affects its deformation work, but the rules are still absent that would connect state of track elements with the state of the track by estimation of the dimensional tape. The reasons on which the limits are not set were established. It was found out which researches are necessary to conduct for their installation. Originality. The classification of the reliability state of a railway track for permitted deviation at the track laying and maintenance was developed. The regulation importance the technical states of ballast section and subgrade for the developed classification was established. Practical value. Ukrzaliznytsia (UZ is a founding member of the Council for Railway Transport of the Commonwealth. This body issued interstate standard State Standard 32192-2013 «Reliability of railway equipment. Basic concepts, terms and definitions». On this basis developed a new interstate standard «Security functional of railway equipment. Terms and definitions». At the same time UZ is a member of the cooperation of railways in International Union of Railway Transport where rules with reliable and safe operation of railways are established in all transport branches. This study will help implement these standards on the railways of Ukraine, improve the
Nonparametric Identification of Glucose-Insulin Process in IDDM Patient with Multi-meal Disturbance
Bhattacharjee, A.; Sutradhar, A.
2012-12-01
Modern close loop control for blood glucose level in a diabetic patient necessarily uses an explicit model of the process. A fixed parameter full order or reduced order model does not characterize the inter-patient and intra-patient parameter variability. This paper deals with a frequency domain nonparametric identification of the nonlinear glucose-insulin process in an insulin dependent diabetes mellitus patient that captures the process dynamics in presence of uncertainties and parameter variations. An online frequency domain kernel estimation method has been proposed that uses the input-output data from the 19th order first principle model of the patient in intravenous route. Volterra equations up to second order kernels with extended input vector for a Hammerstein model are solved online by adaptive recursive least square (ARLS) algorithm. The frequency domain kernels are estimated using the harmonic excitation input data sequence from the virtual patient model. A short filter memory length of M = 2 was found sufficient to yield acceptable accuracy with lesser computation time. The nonparametric models are useful for closed loop control, where the frequency domain kernels can be directly used as the transfer function. The validation results show good fit both in frequency and time domain responses with nominal patient as well as with parameter variations.
A non-parametric Bayesian approach for clustering and tracking non-stationarities of neural spikes.
Shalchyan, Vahid; Farina, Dario
2014-02-15
Neural spikes from multiple neurons recorded in a multi-unit signal are usually separated by clustering. Drifts in the position of the recording electrode relative to the neurons over time cause gradual changes in the position and shapes of the clusters, challenging the clustering task. By dividing the data into short time intervals, Bayesian tracking of the clusters based on Gaussian cluster model has been previously proposed. However, the Gaussian cluster model is often not verified for neural spikes. We present a Bayesian clustering approach that makes no assumptions on the distribution of the clusters and use kernel-based density estimation of the clusters in every time interval as a prior for Bayesian classification of the data in the subsequent time interval. The proposed method was tested and compared to Gaussian model-based approach for cluster tracking by using both simulated and experimental datasets. The results showed that the proposed non-parametric kernel-based density estimation of the clusters outperformed the sequential Gaussian model fitting in both simulated and experimental data tests. Using non-parametric kernel density-based clustering that makes no assumptions on the distribution of the clusters enhances the ability of tracking cluster non-stationarity over time with respect to the Gaussian cluster modeling approach. Copyright © 2013 Elsevier B.V. All rights reserved.
Directory of Open Access Journals (Sweden)
Xia Liu
2010-01-01
Full Text Available This paper reports investigations on the effect of antenna mutual coupling on performance of training-based Multiple-Input Multiple-Output (MIMO channel estimation. The influence of mutual coupling is assessed for two training-based channel estimation methods, Scaled Least Square (SLS and Minimum Mean Square Error (MMSE. It is shown that the accuracy of MIMO channel estimation is governed by the sum of eigenvalues of channel correlation matrix which in turn is influenced by the mutual coupling in transmitting and receiving array antennas. A water-filling-based procedure is proposed to optimize the training signal transmission to minimize the MIMO channel estimation errors.
Ocampo-Duque, William; Osorio, Carolina; Piamba, Christian; Schuhmacher, Marta; Domingo, José L
2013-02-01
The integration of water quality monitoring variables is essential in environmental decision making. Nowadays, advanced techniques to manage subjectivity, imprecision, uncertainty, vagueness, and variability are required in such complex evaluation process. We here propose a probabilistic fuzzy hybrid model to assess river water quality. Fuzzy logic reasoning has been used to compute a water quality integrative index. By applying a Monte Carlo technique, based on non-parametric probability distributions, the randomness of model inputs was estimated. Annual histograms of nine water quality variables were built with monitoring data systematically collected in the Colombian Cauca River, and probability density estimations using the kernel smoothing method were applied to fit data. Several years were assessed, and river sectors upstream and downstream the city of Santiago de Cali, a big city with basic wastewater treatment and high industrial activity, were analyzed. The probabilistic fuzzy water quality index was able to explain the reduction in water quality, as the river receives a larger number of agriculture, domestic, and industrial effluents. The results of the hybrid model were compared to traditional water quality indexes. The main advantage of the proposed method is that it considers flexible boundaries between the linguistic qualifiers used to define the water status, being the belongingness of water quality to the diverse output fuzzy sets or classes provided with percentiles and histograms, which allows classify better the real water condition. The results of this study show that fuzzy inference systems integrated to stochastic non-parametric techniques may be used as complementary tools in water quality indexing methodologies.
Non-parametric partitioning of SAR images
Delyon, G.; Galland, F.; Réfrégier, Ph.
2006-09-01
We describe and analyse a generalization of a parametric segmentation technique adapted to Gamma distributed SAR images to a simple non parametric noise model. The partition is obtained by minimizing the stochastic complexity of a quantized version on Q levels of the SAR image and lead to a criterion without parameters to be tuned by the user. We analyse the reliability of the proposed approach on synthetic images. The quality of the obtained partition will be studied for different possible strategies. In particular, one will discuss the reliability of the proposed optimization procedure. Finally, we will precisely study the performance of the proposed approach in comparison with the statistical parametric technique adapted to Gamma noise. These studies will be led by analyzing the number of misclassified pixels, the standard Hausdorff distance and the number of estimated regions.
Critical headway estimation under uncertainty and non-ideal communication conditions
Kester, L.J.H.M.; Willigen, W. van; Jongh, J.F.C.M de
2014-01-01
This article proposes a safety check extension to Adaptive Cruise Control systems where the critical headway time is estimated in real-time. This critical headway time estimate enables automated reaction to crisis circumstances such as when a preceding vehicle performs an emergency brake. We discuss
Critical headway estimation under uncertainty and non-ideal communication conditions
Kester, L.J.H.M.; Willigen, W. van; Jongh, J.F.C.M de
2014-01-01
This article proposes a safety check extension to Adaptive Cruise Control systems where the critical headway time is estimated in real-time. This critical headway time estimate enables automated reaction to crisis circumstances such as when a preceding vehicle performs an emergency brake. We discuss
Comparison of three nonparametric kriging methods for delineating heavy-metal contaminated soils
Energy Technology Data Exchange (ETDEWEB)
Juang, K.W.; Lee, D.Y
2000-02-01
The probability of pollutant concentrations greater than a cutoff value is useful for delineating hazardous areas in contaminated soils. It is essential for risk assessment and reclamation. In this study, three nonparametric kriging methods [indicator kriging, probability kriging, and kriging with the cumulative distribution function (CDF) of order statistics (CDF kriging)] were used to estimate the probability of heavy-metal concentrations lower than a cutoff value. In terms of methodology, the probability kriging estimator and CDF kriging estimator take into account the information of the order relation, which is not considered in indicator kriging. Since probability kriging has been shown to be better than indicator kriging for delineating contaminated soils, the performance of CDF kriging, which the authors propose, was compared with that of probability kriging in this study. A data set of soil Cd and Pb concentrations obtained from a 10-ha heavy-metal contaminated site in Taoyuan, Taiwan, was used. The results demonstrated that the probability kriging and CDF kriging estimations were more accurate than the indicator kriging estimation. On the other hand, because the probability kriging was based on the cokriging estimator, some unreliable estimates occurred in the probability kriging estimation. This indicated that probability kriging was not as robust as CDF kriging. Therefore, CDF kriging is more suitable than probability kriging for estimating the probability of heavy-metal concentrations lower than a cutoff value.
WARNER, DANIEL A.; JOHNSON, MARIA S.; NAGY, TIM R.
2017-01-01
Measurements of body condition are typically used to assess an individual’s quality, health, or energetic state. Most indices of body condition are based on linear relationships between body length and mass. Although these indices are simple to obtain, nonlethal, and useful indications of energetic state, their accuracy at predicting constituents of body condition (e.g., fat and lean mass) are often unknown. The objectives of this research were to (1) validate the accuracy of another simple and noninvasive method, quantitative magnetic resonance (QMR), at estimating body composition in a small-bodied lizard, Anolis sagrei, and (2) evaluate the accuracy of two indices of body condition (based on length–mass relationships) at predicting body fat, lean, and water mass. Comparisons of results from QMR scans to those from chemical carcass analysis reveal that QMR measures body fat, lean, and water mass with excellent accuracy in male and female lizards. With minor calibration from regression equations, QMR will be a reliable method of estimating body composition of A. sagrei. Body condition indices were positively related to absolute estimates of each constituent of body composition, but these relationships showed considerable variation around regression lines. In addition, condition indices did not predict fat, lean, or water mass when adjusted for body mass. Thus, our results emphasize the need for caution when interpreting body condition based upon linear measurements of animals. Overall, QMR provides an alternative noninvasive method for accurately measuring fat, lean, and water mass in these small-bodied animals. PMID:28035770
Non-parametric change-point method for differential gene expression detection.
Directory of Open Access Journals (Sweden)
Yao Wang
Full Text Available BACKGROUND: We proposed a non-parametric method, named Non-Parametric Change Point Statistic (NPCPS for short, by using a single equation for detecting differential gene expression (DGE in microarray data. NPCPS is based on the change point theory to provide effective DGE detecting ability. METHODOLOGY: NPCPS used the data distribution of the normal samples as input, and detects DGE in the cancer samples by locating the change point of gene expression profile. An estimate of the change point position generated by NPCPS enables the identification of the samples containing DGE. Monte Carlo simulation and ROC study were applied to examine the detecting accuracy of NPCPS, and the experiment on real microarray data of breast cancer was carried out to compare NPCPS with other methods. CONCLUSIONS: Simulation study indicated that NPCPS was more effective for detecting DGE in cancer subset compared with five parametric methods and one non-parametric method. When there were more than 8 cancer samples containing DGE, the type I error of NPCPS was below 0.01. Experiment results showed both good accuracy and reliability of NPCPS. Out of the 30 top genes ranked by using NPCPS, 16 genes were reported as relevant to cancer. Correlations between the detecting result of NPCPS and the compared methods were less than 0.05, while between the other methods the values were from 0.20 to 0.84. This indicates that NPCPS is working on different features and thus provides DGE identification from a distinct perspective comparing with the other mean or median based methods.
ASYMPTOTIC EFFICIENT ESTIMATION IN SEMIPARAMETRIC NONLINEAR REGRESSION MODELS
Institute of Scientific and Technical Information of China (English)
ZhuZhongyi; WeiBocheng
1999-01-01
In this paper, the estimation method based on the “generalized profile likelihood” for the conditionally parametric models in the paper given by Severini and Wong (1992) is extendedto fixed design semiparametrie nonlinear regression models. For these semiparametrie nonlinear regression models,the resulting estimator of parametric component of the model is shown to beasymptotically efficient and the strong convergence rate of nonparametric component is investigated. Many results (for example Chen (1988) ,Gao & Zhao (1993), Rice (1986) et al. ) are extended to fixed design semiparametric nonlinear regression models.
Improved nonparametric inference for multiple correlated periodic sequences
Sun, Ying
2013-08-26
This paper proposes a cross-validation method for estimating the period as well as the values of multiple correlated periodic sequences when data are observed at evenly spaced time points. The period of interest is estimated conditional on the other correlated sequences. An alternative method for period estimation based on Akaike\\'s information criterion is also discussed. The improvement of the period estimation performance is investigated both theoretically and by simulation. We apply the multivariate cross-validation method to the temperature data obtained from multiple ice cores, investigating the periodicity of the El Niño effect. Our methodology is also illustrated by estimating patients\\' cardiac cycle from different physiological signals, including arterial blood pressure, electrocardiography, and fingertip plethysmograph.