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Sample records for nonparametric density estimation

  1. Nonparametric methods for volatility density estimation

    NARCIS (Netherlands)

    Es, van Bert; Spreij, P.J.C.; Zanten, van J.H.

    2009-01-01

    Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on

  2. 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...

  3. Nonparametric Bayesian density estimation on manifolds with applications to planar shapes.

    Science.gov (United States)

    Bhattacharya, Abhishek; Dunson, David B

    2010-12-01

    Statistical analysis on landmark-based shape spaces has diverse applications in morphometrics, medical diagnostics, machine vision and other areas. These shape spaces are non-Euclidean quotient manifolds. To conduct nonparametric inferences, one may define notions of centre and spread on this manifold and work with their estimates. However, it is useful to consider full likelihood-based methods, which allow nonparametric estimation of the probability density. This article proposes a broad class of mixture models constructed using suitable kernels on a general compact metric space and then on the planar shape space in particular. Following a Bayesian approach with a nonparametric prior on the mixing distribution, conditions are obtained under which the Kullback-Leibler property holds, implying large support and weak posterior consistency. Gibbs sampling methods are developed for posterior computation, and the methods are applied to problems in density estimation and classification with shape-based predictors. Simulation studies show improved estimation performance relative to existing approaches.

  4. The Kernel Mixture Network: A Nonparametric Method for Conditional Density Estimation of Continuous Random Variables

    OpenAIRE

    Ambrogioni, Luca; Güçlü, Umut; van Gerven, Marcel A. J.; Maris, Eric

    2017-01-01

    This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of kernel functions centered at a subset of training points. The weights are determined by the outer layer of a deep neural network, trained by minimizing the negative log likelihood. This generalizes the popular quantized softmax approach, which can be seen ...

  5. High throughput nonparametric probability density estimation.

    Science.gov (United States)

    Farmer, Jenny; Jacobs, Donald

    2018-01-01

    In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference.

  6. Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error

    KAUST Repository

    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.

  7. Nonparametric Collective Spectral Density Estimation and Clustering

    KAUST Repository

    Maadooliat, Mehdi; Sun, Ying; Chen, Tianbo

    2017-01-01

    In this paper, we develop a method for the simultaneous estimation of spectral density functions (SDFs) for a collection of stationary time series that share some common features. Due to the similarities among the SDFs, the log-SDF can be represented using a common set of basis functions. The basis shared by the collection of the log-SDFs is estimated as a low-dimensional manifold of a large space spanned by a pre-specified rich basis. A collective estimation approach pools information and borrows strength across the SDFs to achieve better estimation efficiency. Also, each estimated spectral density has a concise representation using the coefficients of the basis expansion, and these coefficients can be used for visualization, clustering, and classification purposes. The Whittle pseudo-maximum likelihood approach is used to fit the model and an alternating blockwise Newton-type algorithm is developed for the computation. A web-based shiny App found at

  8. Nonparametric Collective Spectral Density Estimation and Clustering

    KAUST Repository

    Maadooliat, Mehdi

    2017-04-12

    In this paper, we develop a method for the simultaneous estimation of spectral density functions (SDFs) for a collection of stationary time series that share some common features. Due to the similarities among the SDFs, the log-SDF can be represented using a common set of basis functions. The basis shared by the collection of the log-SDFs is estimated as a low-dimensional manifold of a large space spanned by a pre-specified rich basis. A collective estimation approach pools information and borrows strength across the SDFs to achieve better estimation efficiency. Also, each estimated spectral density has a concise representation using the coefficients of the basis expansion, and these coefficients can be used for visualization, clustering, and classification purposes. The Whittle pseudo-maximum likelihood approach is used to fit the model and an alternating blockwise Newton-type algorithm is developed for the computation. A web-based shiny App found at

  9. Nonparametric volatility density estimation for discrete time models

    NARCIS (Netherlands)

    Es, van Bert; Spreij, P.J.C.; Zanten, van J.H.

    2005-01-01

    We consider discrete time models for asset prices with a stationary volatility process. We aim at estimating the multivariate density of this process at a set of consecutive time instants. A Fourier-type deconvolution kernel density estimator based on the logarithm of the squared process is proposed

  10. Smooth semi-nonparametric (SNP) estimation of the cumulative incidence function.

    Science.gov (United States)

    Duc, Anh Nguyen; Wolbers, Marcel

    2017-08-15

    This paper presents a novel approach to estimation of the cumulative incidence function in the presence of competing risks. The underlying statistical model is specified via a mixture factorization of the joint distribution of the event type and the time to the event. The time to event distributions conditional on the event type are modeled using smooth semi-nonparametric densities. One strength of this approach is that it can handle arbitrary censoring and truncation while relying on mild parametric assumptions. A stepwise forward algorithm for model estimation and adaptive selection of smooth semi-nonparametric polynomial degrees is presented, implemented in the statistical software R, evaluated in a sequence of simulation studies, and applied to data from a clinical trial in cryptococcal meningitis. The simulations demonstrate that the proposed method frequently outperforms both parametric and nonparametric alternatives. They also support the use of 'ad hoc' asymptotic inference to derive confidence intervals. An extension to regression modeling is also presented, and its potential and challenges are discussed. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

  11. A nonparametric mixture model for cure rate estimation.

    Science.gov (United States)

    Peng, Y; Dear, K B

    2000-03-01

    Nonparametric methods have attracted less attention than their parametric counterparts for cure rate analysis. In this paper, we study a general nonparametric mixture model. The proportional hazards assumption is employed in modeling the effect of covariates on the failure time of patients who are not cured. The EM algorithm, the marginal likelihood approach, and multiple imputations are employed to estimate parameters of interest in the model. This model extends models and improves estimation methods proposed by other researchers. It also extends Cox's proportional hazards regression model by allowing a proportion of event-free patients and investigating covariate effects on that proportion. The model and its estimation method are investigated by simulations. An application to breast cancer data, including comparisons with previous analyses using a parametric model and an existing nonparametric model by other researchers, confirms the conclusions from the parametric model but not those from the existing nonparametric model.

  12. 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 point...

  13. Surface Estimation, Variable Selection, and the Nonparametric Oracle Property.

    Science.gov (United States)

    Storlie, Curtis B; Bondell, Howard D; Reich, Brian J; Zhang, Hao Helen

    2011-04-01

    Variable selection for multivariate nonparametric regression is an important, yet challenging, problem due, in part, to the infinite dimensionality of the function space. An ideal selection procedure should be automatic, stable, easy to use, and have desirable asymptotic properties. In particular, we define a selection procedure to be nonparametric oracle (np-oracle) if it consistently selects the correct subset of predictors and at the same time estimates the smooth surface at the optimal nonparametric rate, as the sample size goes to infinity. In this paper, we propose a model selection procedure for nonparametric models, and explore the conditions under which the new method enjoys the aforementioned properties. Developed in the framework of smoothing spline ANOVA, our estimator is obtained via solving a regularization problem with a novel adaptive penalty on the sum of functional component norms. Theoretical properties of the new estimator are established. Additionally, numerous simulated and real examples further demonstrate that the new approach substantially outperforms other existing methods in the finite sample setting.

  14. Nonparametric e-Mixture Estimation.

    Science.gov (United States)

    Takano, Ken; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

    2016-12-01

    This study considers the common situation in data analysis when there are few observations of the distribution of interest or the target distribution, while abundant observations are available from auxiliary distributions. In this situation, it is natural to compensate for the lack of data from the target distribution by using data sets from these auxiliary distributions-in other words, approximating the target distribution in a subspace spanned by a set of auxiliary distributions. Mixture modeling is one of the simplest ways to integrate information from the target and auxiliary distributions in order to express the target distribution as accurately as possible. There are two typical mixtures in the context of information geometry: the [Formula: see text]- and [Formula: see text]-mixtures. The [Formula: see text]-mixture is applied in a variety of research fields because of the presence of the well-known expectation-maximazation algorithm for parameter estimation, whereas the [Formula: see text]-mixture is rarely used because of its difficulty of estimation, particularly for nonparametric models. The [Formula: see text]-mixture, however, is a well-tempered distribution that satisfies the principle of maximum entropy. To model a target distribution with scarce observations accurately, this letter proposes a novel framework for a nonparametric modeling of the [Formula: see text]-mixture and a geometrically inspired estimation algorithm. As numerical examples of the proposed framework, a transfer learning setup is considered. The experimental results show that this framework works well for three types of synthetic data sets, as well as an EEG real-world data set.

  15. Nonparametric estimation in models for unobservable heterogeneity

    OpenAIRE

    Hohmann, Daniel

    2014-01-01

    Nonparametric models which allow for data with unobservable heterogeneity are studied. The first publication introduces new estimators and their asymptotic properties for conditional mixture models. The second publication considers estimation of a function from noisy observations of its Radon transform in a Gaussian white noise model.

  16. A menu-driven software package of Bayesian nonparametric (and parametric) mixed models for regression analysis and density estimation.

    Science.gov (United States)

    Karabatsos, George

    2017-02-01

    Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected

  17. On Improving Convergence Rates for Nonnegative Kernel Density Estimators

    OpenAIRE

    Terrell, George R.; Scott, David W.

    1980-01-01

    To improve the rate of decrease of integrated mean square error for nonparametric kernel density estimators beyond $0(n^{-\\frac{4}{5}}),$ we must relax the constraint that the density estimate be a bonafide density function, that is, be nonnegative and integrate to one. All current methods for kernel (and orthogonal series) estimators relax the nonnegativity constraint. In this paper we show how to achieve similar improvement by relaxing the integral constraint only. This is important in appl...

  18. Nonparametric estimation for censored mixture data with application to the Cooperative Huntington's Observational Research Trial.

    Science.gov (United States)

    Wang, Yuanjia; Garcia, Tanya P; Ma, Yanyuan

    2012-01-01

    This work presents methods for estimating genotype-specific distributions from genetic epidemiology studies where the event times are subject to right censoring, the genotypes are not directly observed, and the data arise from a mixture of scientifically meaningful subpopulations. Examples of such studies include kin-cohort studies and quantitative trait locus (QTL) studies. Current methods for analyzing censored mixture data include two types of nonparametric maximum likelihood estimators (NPMLEs) which do not make parametric assumptions on the genotype-specific density functions. Although both NPMLEs are commonly used, we show that one is inefficient and the other inconsistent. To overcome these deficiencies, we propose three classes of consistent nonparametric estimators which do not assume parametric density models and are easy to implement. They are based on the inverse probability weighting (IPW), augmented IPW (AIPW), and nonparametric imputation (IMP). The AIPW achieves the efficiency bound without additional modeling assumptions. Extensive simulation experiments demonstrate satisfactory performance of these estimators even when the data are heavily censored. We apply these estimators to the Cooperative Huntington's Observational Research Trial (COHORT), and provide age-specific estimates of the effect of mutation in the Huntington gene on mortality using a sample of family members. The close approximation of the estimated non-carrier survival rates to that of the U.S. population indicates small ascertainment bias in the COHORT family sample. Our analyses underscore an elevated risk of death in Huntington gene mutation carriers compared to non-carriers for a wide age range, and suggest that the mutation equally affects survival rates in both genders. The estimated survival rates are useful in genetic counseling for providing guidelines on interpreting the risk of death associated with a positive genetic testing, and in facilitating future subjects at risk

  19. Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds.

    Science.gov (United States)

    Bhattacharya, Abhishek; Dunson, David B

    2012-08-01

    This article considers a broad class of kernel mixture density models on compact metric spaces and manifolds. Following a Bayesian approach with a nonparametric prior on the location mixing distribution, sufficient conditions are obtained on the kernel, prior and the underlying space for strong posterior consistency at any continuous density. The prior is also allowed to depend on the sample size n and sufficient conditions are obtained for weak and strong consistency. These conditions are verified on compact Euclidean spaces using multivariate Gaussian kernels, on the hypersphere using a von Mises-Fisher kernel and on the planar shape space using complex Watson kernels.

  20. Nonparametric estimation for censored mixture data with application to the Cooperative Huntington’s Observational Research Trial

    Science.gov (United States)

    Wang, Yuanjia; Garcia, Tanya P.; Ma, Yanyuan

    2012-01-01

    This work presents methods for estimating genotype-specific distributions from genetic epidemiology studies where the event times are subject to right censoring, the genotypes are not directly observed, and the data arise from a mixture of scientifically meaningful subpopulations. Examples of such studies include kin-cohort studies and quantitative trait locus (QTL) studies. Current methods for analyzing censored mixture data include two types of nonparametric maximum likelihood estimators (NPMLEs) which do not make parametric assumptions on the genotype-specific density functions. Although both NPMLEs are commonly used, we show that one is inefficient and the other inconsistent. To overcome these deficiencies, we propose three classes of consistent nonparametric estimators which do not assume parametric density models and are easy to implement. They are based on the inverse probability weighting (IPW), augmented IPW (AIPW), and nonparametric imputation (IMP). The AIPW achieves the efficiency bound without additional modeling assumptions. Extensive simulation experiments demonstrate satisfactory performance of these estimators even when the data are heavily censored. We apply these estimators to the Cooperative Huntington’s Observational Research Trial (COHORT), and provide age-specific estimates of the effect of mutation in the Huntington gene on mortality using a sample of family members. The close approximation of the estimated non-carrier survival rates to that of the U.S. population indicates small ascertainment bias in the COHORT family sample. Our analyses underscore an elevated risk of death in Huntington gene mutation carriers compared to non-carriers for a wide age range, and suggest that the mutation equally affects survival rates in both genders. The estimated survival rates are useful in genetic counseling for providing guidelines on interpreting the risk of death associated with a positive genetic testing, and in facilitating future subjects at risk

  1. Investigation of MLE in nonparametric estimation methods of reliability function

    International Nuclear Information System (INIS)

    Ahn, Kwang Won; Kim, Yoon Ik; Chung, Chang Hyun; Kim, Kil Yoo

    2001-01-01

    There have been lots of trials to estimate a reliability function. In the ESReDA 20 th seminar, a new method in nonparametric way was proposed. The major point of that paper is how to use censored data efficiently. Generally there are three kinds of approach to estimate a reliability function in nonparametric way, i.e., Reduced Sample Method, Actuarial Method and Product-Limit (PL) Method. The above three methods have some limits. So we suggest an advanced method that reflects censored information more efficiently. In many instances there will be a unique maximum likelihood estimator (MLE) of an unknown parameter, and often it may be obtained by the process of differentiation. It is well known that the three methods generally used to estimate a reliability function in nonparametric way have maximum likelihood estimators that are uniquely exist. So, MLE of the new method is derived in this study. The procedure to calculate a MLE is similar just like that of PL-estimator. The difference of the two is that in the new method, the mass (or weight) of each has an influence of the others but the mass in PL-estimator not

  2. Nonparametric Bayesian inference for multidimensional compound Poisson processes

    NARCIS (Netherlands)

    Gugushvili, S.; van der Meulen, F.; Spreij, P.

    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,

  3. Nonparametric estimation of location and scale parameters

    KAUST Repository

    Potgieter, C.J.; Lombard, F.

    2012-01-01

    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

  4. 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.

  5. A Bayesian nonparametric estimation of distributions and quantiles

    International Nuclear Information System (INIS)

    Poern, K.

    1988-11-01

    The report describes a Bayesian, nonparametric method for the estimation of a distribution function and its quantiles. The method, presupposing random sampling, is nonparametric, so the user has to specify a prior distribution on a space of distributions (and not on a parameter space). In the current application, where the method is used to estimate the uncertainty of a parametric calculational model, the Dirichlet prior distribution is to a large extent determined by the first batch of Monte Carlo-realizations. In this case the results of the estimation technique is very similar to the conventional empirical distribution function. The resulting posterior distribution is also Dirichlet, and thus facilitates the determination of probability (confidence) intervals at any given point in the space of interest. Another advantage is that also the posterior distribution of a specified quantitle can be derived and utilized to determine a probability interval for that quantile. The method was devised for use in the PROPER code package for uncertainty and sensitivity analysis. (orig.)

  6. 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...... 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...

  7. Density estimation by maximum quantum entropy

    International Nuclear Information System (INIS)

    Silver, R.N.; Wallstrom, T.; Martz, H.F.

    1993-01-01

    A new Bayesian method for non-parametric density estimation is proposed, based on a mathematical analogy to quantum statistical physics. The mathematical procedure is related to maximum entropy methods for inverse problems and image reconstruction. The information divergence enforces global smoothing toward default models, convexity, positivity, extensivity and normalization. The novel feature is the replacement of classical entropy by quantum entropy, so that local smoothing is enforced by constraints on differential operators. The linear response of the estimate is proportional to the covariance. The hyperparameters are estimated by type-II maximum likelihood (evidence). The method is demonstrated on textbook data sets

  8. 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...

  9. 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.

  10. On Improving Density Estimators which are not Bona Fide Functions

    OpenAIRE

    Gajek, Leslaw

    1986-01-01

    In order to improve the rate of decrease of the IMSE for nonparametric kernel density estimators with nonrandom bandwidth beyond $O(n^{-4/5})$ all current methods must relax the constraint that the density estimate be a bona fide function, that is, be nonnegative and integrate to one. In this paper we show how to achieve similar improvement without relaxing any of these constraints. The method can also be applied for orthogonal series, adaptive orthogonal series, spline, jackknife, and other ...

  11. Novel Application of Density Estimation Techniques in Muon Ionization Cooling Experiment

    Energy Technology Data Exchange (ETDEWEB)

    Mohayai, Tanaz Angelina [IIT, Chicago; Snopok, Pavel [IIT, Chicago; Neuffer, David [Fermilab; Rogers, Chris [Rutherford

    2017-10-12

    The international Muon Ionization Cooling Experiment (MICE) aims to demonstrate muon beam ionization cooling for the first time and constitutes a key part of the R&D towards a future neutrino factory or muon collider. Beam cooling reduces the size of the phase space volume occupied by the beam. Non-parametric density estimation techniques allow very precise calculation of the muon beam phase-space density and its increase as a result of cooling. These density estimation techniques are investigated in this paper and applied in order to estimate the reduction in muon beam size in MICE under various conditions.

  12. 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.

  13. Nonparametric estimation of location and scale parameters

    KAUST Repository

    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.

  14. Optimal Bandwidth Selection for Kernel Density Functionals Estimation

    Directory of Open Access Journals (Sweden)

    Su Chen

    2015-01-01

    Full Text Available The choice of bandwidth is crucial to the kernel density estimation (KDE and kernel based regression. Various bandwidth selection methods for KDE and local least square regression have been developed in the past decade. It has been known that scale and location parameters are proportional to density functionals ∫γ(xf2(xdx with appropriate choice of γ(x and furthermore equality of scale and location tests can be transformed to comparisons of the density functionals among populations. ∫γ(xf2(xdx can be estimated nonparametrically via kernel density functionals estimation (KDFE. However, the optimal bandwidth selection for KDFE of ∫γ(xf2(xdx has not been examined. We propose a method to select the optimal bandwidth for the KDFE. The idea underlying this method is to search for the optimal bandwidth by minimizing the mean square error (MSE of the KDFE. Two main practical bandwidth selection techniques for the KDFE of ∫γ(xf2(xdx are provided: Normal scale bandwidth selection (namely, “Rule of Thumb” and direct plug-in bandwidth selection. Simulation studies display that our proposed bandwidth selection methods are superior to existing density estimation bandwidth selection methods in estimating density functionals.

  15. Nonparametric estimates of drift and diffusion profiles via Fokker-Planck algebra.

    Science.gov (United States)

    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.

  16. Non-parametric adaptive importance sampling for the probability estimation of a launcher impact position

    International Nuclear Information System (INIS)

    Morio, Jerome

    2011-01-01

    Importance sampling (IS) is a useful simulation technique to estimate critical probability with a better accuracy than Monte Carlo methods. It consists in generating random weighted samples from an auxiliary distribution rather than the distribution of interest. The crucial part of this algorithm is the choice of an efficient auxiliary PDF that has to be able to simulate more rare random events. The optimisation of this auxiliary distribution is often in practice very difficult. In this article, we propose to approach the IS optimal auxiliary density with non-parametric adaptive importance sampling (NAIS). We apply this technique for the probability estimation of spatial launcher impact position since it has currently become a more and more important issue in the field of aeronautics.

  17. On the robust nonparametric regression estimation for a functional regressor

    OpenAIRE

    Azzedine , Nadjia; Laksaci , Ali; Ould-Saïd , Elias

    2009-01-01

    On the robust nonparametric regression estimation for a functional regressor correspondance: Corresponding author. (Ould-Said, Elias) (Azzedine, Nadjia) (Laksaci, Ali) (Ould-Said, Elias) Departement de Mathematiques--> , Univ. Djillali Liabes--> , BP 89--> , 22000 Sidi Bel Abbes--> - ALGERIA (Azzedine, Nadjia) Departement de Mathema...

  18. Oscillometric blood pressure estimation by combining nonparametric bootstrap with Gaussian mixture model.

    Science.gov (United States)

    Lee, Soojeong; Rajan, Sreeraman; Jeon, Gwanggil; Chang, Joon-Hyuk; Dajani, Hilmi R; Groza, Voicu Z

    2017-06-01

    Blood pressure (BP) is one of the most important vital indicators and plays a key role in determining the cardiovascular activity of patients. This paper proposes a hybrid approach consisting of nonparametric bootstrap (NPB) and machine learning techniques to obtain the characteristic ratios (CR) used in the blood pressure estimation algorithm to improve the accuracy of systolic blood pressure (SBP) and diastolic blood pressure (DBP) estimates and obtain confidence intervals (CI). The NPB technique is used to circumvent the requirement for large sample set for obtaining the CI. A mixture of Gaussian densities is assumed for the CRs and Gaussian mixture model (GMM) is chosen to estimate the SBP and DBP ratios. The K-means clustering technique is used to obtain the mixture order of the Gaussian densities. The proposed approach achieves grade "A" under British Society of Hypertension testing protocol and is superior to the conventional approach based on maximum amplitude algorithm (MAA) that uses fixed CR ratios. The proposed approach also yields a lower mean error (ME) and the standard deviation of the error (SDE) in the estimates when compared to the conventional MAA method. In addition, CIs obtained through the proposed hybrid approach are also narrower with a lower SDE. The proposed approach combining the NPB technique with the GMM provides a methodology to derive individualized characteristic ratio. The results exhibit that the proposed approach enhances the accuracy of SBP and DBP estimation and provides narrower confidence intervals for the estimates. Copyright © 2015 Elsevier Ltd. All rights reserved.

  19. 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...

  20. 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...

  1. Non-parametric estimation of the individual's utility map

    OpenAIRE

    Noguchi, Takao; Sanborn, Adam N.; Stewart, Neil

    2013-01-01

    Models of risky choice have attracted much attention in behavioural economics. Previous research has repeatedly demonstrated that individuals' choices are not well explained by expected utility theory, and a number of alternative models have been examined using carefully selected sets of choice alternatives. The model performance however, can depend on which choice alternatives are being tested. Here we develop a non-parametric method for estimating the utility map over the wide range of choi...

  2. Speaker Linking and Applications using Non-Parametric Hashing Methods

    Science.gov (United States)

    2016-09-08

    nonparametric estimate of a multivariate density function,” The Annals of Math- ematical Statistics , vol. 36, no. 3, pp. 1049–1051, 1965. [9] E. A. Patrick...Speaker Linking and Applications using Non-Parametric Hashing Methods† Douglas Sturim and William M. Campbell MIT Lincoln Laboratory, Lexington, MA...with many approaches [1, 2]. For this paper, we focus on using i-vectors [2], but the methods apply to any embedding. For the task of speaker QBE and

  3. Nonparametric Estimation of Distributions in Random Effects Models

    KAUST Repository

    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.

  4. Nonparametric model validations for hidden Markov models with applications in financial econometrics.

    Science.gov (United States)

    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.

  5. Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure

    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...

  6. Regularized Regression and Density Estimation based on Optimal Transport

    KAUST Repository

    Burger, M.

    2012-03-11

    The aim of this paper is to investigate a novel nonparametric approach for estimating and smoothing density functions as well as probability densities from discrete samples based on a variational regularization method with the Wasserstein metric as a data fidelity. The approach allows a unified treatment of discrete and continuous probability measures and is hence attractive for various tasks. In particular, the variational model for special regularization functionals yields a natural method for estimating densities and for preserving edges in the case of total variation regularization. In order to compute solutions of the variational problems, a regularized optimal transport problem needs to be solved, for which we discuss several formulations and provide a detailed analysis. Moreover, we compute special self-similar solutions for standard regularization functionals and we discuss several computational approaches and results. © 2012 The Author(s).

  7. On the Choice of Difference Sequence in a Unified Framework for Variance Estimation in Nonparametric Regression

    KAUST Repository

    Dai, Wenlin; Tong, Tiejun; Zhu, Lixing

    2017-01-01

    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/.

  8. On the Choice of Difference Sequence in a Unified Framework for Variance Estimation in Nonparametric Regression

    KAUST Repository

    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/.

  9. Adaptive nonparametric Bayesian inference using location-scale mixture priors

    NARCIS (Netherlands)

    Jonge, de R.; Zanten, van J.H.

    2010-01-01

    We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly constructed. In particular, we show that adaptation is achieved if

  10. Transformation-invariant and nonparametric monotone smooth estimation of ROC curves.

    Science.gov (United States)

    Du, Pang; Tang, Liansheng

    2009-01-30

    When a new diagnostic test is developed, it is of interest to evaluate its accuracy in distinguishing diseased subjects from non-diseased subjects. The accuracy of the test is often evaluated by receiver operating characteristic (ROC) curves. Smooth ROC estimates are often preferable for continuous test results when the underlying ROC curves are in fact continuous. Nonparametric and parametric methods have been proposed by various authors to obtain smooth ROC curve estimates. However, there are certain drawbacks with the existing methods. Parametric methods need specific model assumptions. Nonparametric methods do not always satisfy the inherent properties of the ROC curves, such as monotonicity and transformation invariance. In this paper we propose a monotone spline approach to obtain smooth monotone ROC curves. Our method ensures important inherent properties of the underlying ROC curves, which include monotonicity, transformation invariance, and boundary constraints. We compare the finite sample performance of the newly proposed ROC method with other ROC smoothing methods in large-scale simulation studies. We illustrate our method through a real life example. Copyright (c) 2008 John Wiley & Sons, Ltd.

  11. 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.

  12. 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...

  13. Nonparametric Estimation of Interval Reliability for Discrete-Time Semi-Markov Systems

    DEFF Research Database (Denmark)

    Georgiadis, Stylianos; Limnios, Nikolaos

    2016-01-01

    In this article, we consider a repairable discrete-time semi-Markov system with finite state space. The measure of the interval reliability is given as the probability of the system being operational over a given finite-length time interval. A nonparametric estimator is proposed for the interval...

  14. Adaptive nonparametric estimation for L\\'evy processes observed at low frequency

    OpenAIRE

    Kappus, Johanna

    2013-01-01

    This article deals with adaptive nonparametric estimation for L\\'evy processes observed at low frequency. For general linear functionals of the L\\'evy measure, we construct kernel estimators, provide upper risk bounds and derive rates of convergence under regularity assumptions. Our focus lies on the adaptive choice of the bandwidth, using model selection techniques. We face here a non-standard problem of model selection with unknown variance. A new approach towards this problem is proposed, ...

  15. A non-parametric Bayesian approach to decompounding from high frequency data

    NARCIS (Netherlands)

    Gugushvili, Shota; van der Meulen, F.H.; Spreij, Peter

    2016-01-01

    Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density f0 of its jump sizes, as well as of its intensity λ0. We take a Bayesian approach to the problem and specify the prior on f0 as the Dirichlet location mixture of normal densities.

  16. A nonparametric empirical Bayes framework for large-scale multiple testing.

    Science.gov (United States)

    Martin, Ryan; Tokdar, Surya T

    2012-07-01

    We propose a flexible and identifiable version of the 2-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the nonnull cases. We use a computationally efficient predictive recursion (PR) marginal likelihood procedure to estimate the model parameters, even the nonparametric mixing distribution. This leads to a nonparametric empirical Bayes testing procedure, which we call PRtest, based on thresholding the estimated local false discovery rates. Simulations and real data examples demonstrate that, compared to existing approaches, PRtest's careful handling of the nonnull density can give a much better fit in the tails of the mixture distribution which, in turn, can lead to more realistic conclusions.

  17. Nonparametric estimation of benchmark doses in environmental risk assessment

    Science.gov (United States)

    Piegorsch, Walter W.; Xiong, Hui; Bhattacharya, Rabi N.; Lin, Lizhen

    2013-01-01

    Summary An important statistical objective in environmental risk analysis is estimation of minimum exposure levels, called benchmark doses (BMDs), that induce a pre-specified benchmark response in a dose-response experiment. In such settings, representations of the risk are traditionally based on a parametric dose-response model. It is a well-known concern, however, that if the chosen parametric form is misspecified, inaccurate and possibly unsafe low-dose inferences can result. We apply a nonparametric approach for calculating benchmark doses, based on an isotonic regression method for dose-response estimation with quantal-response data (Bhattacharya and Kong, 2007). We determine the large-sample properties of the estimator, develop bootstrap-based confidence limits on the BMDs, and explore the confidence limits’ small-sample properties via a short simulation study. An example from cancer risk assessment illustrates the calculations. PMID:23914133

  18. 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

  19. Nonparametric Transfer Function Models

    Science.gov (United States)

    Liu, Jun M.; Chen, Rong; Yao, Qiwei

    2009-01-01

    In this paper a class of nonparametric transfer function models is proposed to model nonlinear relationships between ‘input’ and ‘output’ time series. The transfer function is smooth with unknown functional forms, and the noise is assumed to be a stationary autoregressive-moving average (ARMA) process. The nonparametric transfer function is estimated jointly with the ARMA parameters. By modeling the correlation in the noise, the transfer function can be estimated more efficiently. The parsimonious ARMA structure improves the estimation efficiency in finite samples. The asymptotic properties of the estimators are investigated. The finite-sample properties are illustrated through simulations and one empirical example. PMID:20628584

  20. A Nonparametric Bayesian Approach For Emission Tomography Reconstruction

    International Nuclear Information System (INIS)

    Barat, Eric; Dautremer, Thomas

    2007-01-01

    We introduce a PET reconstruction algorithm following a nonparametric Bayesian (NPB) approach. In contrast with Expectation Maximization (EM), the proposed technique does not rely on any space discretization. Namely, the activity distribution--normalized emission intensity of the spatial poisson process--is considered as a spatial probability density and observations are the projections of random emissions whose distribution has to be estimated. This approach is nonparametric in the sense that the quantity of interest belongs to the set of probability measures on R k (for reconstruction in k-dimensions) and it is Bayesian in the sense that we define a prior directly on this spatial measure. In this context, we propose to model the nonparametric probability density as an infinite mixture of multivariate normal distributions. As a prior for this mixture we consider a Dirichlet Process Mixture (DPM) with a Normal-Inverse Wishart (NIW) model as base distribution of the Dirichlet Process. As in EM-family reconstruction, we use a data augmentation scheme where the set of hidden variables are the emission locations for each observed line of response in the continuous object space. Thanks to the data augmentation, we propose a Markov Chain Monte Carlo (MCMC) algorithm (Gibbs sampler) which is able to generate draws from the posterior distribution of the spatial intensity. A difference with EM is that one step of the Gibbs sampler corresponds to the generation of emission locations while only the expected number of emissions per pixel/voxel is used in EM. Another key difference is that the estimated spatial intensity is a continuous function such that there is no need to compute a projection matrix. Finally, draws from the intensity posterior distribution allow the estimation of posterior functionnals like the variance or confidence intervals. Results are presented for simulated data based on a 2D brain phantom and compared to Bayesian MAP-EM

  1. Discrete non-parametric kernel estimation for global sensitivity analysis

    International Nuclear Information System (INIS)

    Senga Kiessé, Tristan; Ventura, Anne

    2016-01-01

    This work investigates the discrete kernel approach for evaluating the contribution of the variance of discrete input variables to the variance of model output, via analysis of variance (ANOVA) decomposition. Until recently only the continuous kernel approach has been applied as a metamodeling approach within sensitivity analysis framework, for both discrete and continuous input variables. Now the discrete kernel estimation is known to be suitable for smoothing discrete functions. We present a discrete non-parametric kernel estimator of ANOVA decomposition of a given model. An estimator of sensitivity indices is also presented with its asymtotic convergence rate. Some simulations on a test function analysis and a real case study from agricultural have shown that the discrete kernel approach outperforms the continuous kernel one for evaluating the contribution of moderate or most influential discrete parameters to the model output. - Highlights: • We study a discrete kernel estimation for sensitivity analysis of a model. • A discrete kernel estimator of ANOVA decomposition of the model is presented. • Sensitivity indices are calculated for discrete input parameters. • An estimator of sensitivity indices is also presented with its convergence rate. • An application is realized for improving the reliability of environmental models.

  2. 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.

  3. The Support Reduction Algorithm for Computing Non-Parametric Function Estimates in Mixture Models

    OpenAIRE

    GROENEBOOM, PIET; JONGBLOED, GEURT; WELLNER, JON A.

    2008-01-01

    In this paper, we study an algorithm (which we call the support reduction algorithm) that can be used to compute non-parametric M-estimators in mixture models. The algorithm is compared with natural competitors in the context of convex regression and the ‘Aspect problem’ in quantum physics.

  4. Semi-nonparametric estimates of interfuel substitution in US energy demand

    Energy Technology Data Exchange (ETDEWEB)

    Serletis, A.; Shahmoradi, A. [University of Calgary, Calgary, AB (Canada). Dept. of Economics

    2008-09-15

    This paper focuses on the demand for crude oil, natural gas, and coal in the United States in the context of two globally flexible functional forms - the Fourier and the Asymptotically Ideal Model (AIM) - estimated subject to full regularity, using methods suggested over 20 years ago by Gallant and Golub (Gallant, A. Ronald and Golub, Gene H. Imposing Curvature Restrictions on Flexible Functional Forms. Journal of Econometrics 26 (1984), 295-321) and recently used by Serletis and Shahmoradi (Serletis, A., Shahmoradi, A., 2005. Semi-nonparametric estimates of the demand for money in the United States. Macroeconomic Dynamics 9, 542-559) in the monetary demand systems literature. We provide a comparison in terms of a full set of elasticities and also a policy perspective, using (for the first time) parameter estimates that are consistent with global regularity.

  5. 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 ...... 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....

  6. Nonparametric autocovariance estimation from censored time series by Gaussian imputation.

    Science.gov (United States)

    Park, Jung Wook; Genton, Marc G; Ghosh, Sujit K

    2009-02-01

    One of the most frequently used methods to model the autocovariance function of a second-order stationary time series is to use the parametric framework of autoregressive and moving average models developed by Box and Jenkins. However, such parametric models, though very flexible, may not always be adequate to model autocovariance functions with sharp changes. Furthermore, if the data do not follow the parametric model and are censored at a certain value, the estimation results may not be reliable. We develop a Gaussian imputation method to estimate an autocovariance structure via nonparametric estimation of the autocovariance function in order to address both censoring and incorrect model specification. We demonstrate the effectiveness of the technique in terms of bias and efficiency with simulations under various rates of censoring and underlying models. We describe its application to a time series of silicon concentrations in the Arctic.

  7. Nonparametric functional mapping of quantitative trait loci.

    Science.gov (United States)

    Yang, Jie; Wu, Rongling; Casella, George

    2009-03-01

    Functional mapping is a useful tool for mapping quantitative trait loci (QTL) that control dynamic traits. It incorporates mathematical aspects of biological processes into the mixture model-based likelihood setting for QTL mapping, thus increasing the power of QTL detection and the precision of parameter estimation. However, in many situations there is no obvious functional form and, in such cases, this strategy will not be optimal. Here we propose to use nonparametric function estimation, typically implemented with B-splines, to estimate the underlying functional form of phenotypic trajectories, and then construct a nonparametric test to find evidence of existing QTL. Using the representation of a nonparametric regression as a mixed model, the final test statistic is a likelihood ratio test. We consider two types of genetic maps: dense maps and general maps, and the power of nonparametric functional mapping is investigated through simulation studies and demonstrated by examples.

  8. Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks

    Science.gov (United States)

    Gray-Davies, Tristan; Holmes, Chris C.; Caron, François

    2018-01-01

    We present a novel Bayesian nonparametric regression model for covariates X and continuous response variable Y ∈ ℝ. The model is parametrized in terms of marginal distributions for Y and X and a regression function which tunes the stochastic ordering of the conditional distributions F (y|x). By adopting an approximate composite likelihood approach, we show that the resulting posterior inference can be decoupled for the separate components of the model. This procedure can scale to very large datasets and allows for the use of standard, existing, software from Bayesian nonparametric density estimation and Plackett-Luce ranking estimation to be applied. As an illustration, we show an application of our approach to a US Census dataset, with over 1,300,000 data points and more than 100 covariates. PMID:29623150

  9. Probit vs. semi-nonparametric estimation: examining the role of disability on institutional entry for older adults.

    Science.gov (United States)

    Sharma, Andy

    2017-06-01

    The purpose of this study was to showcase an advanced methodological approach to model disability and institutional entry. Both of these are important areas to investigate given the on-going aging of the United States population. By 2020, approximately 15% of the population will be 65 years and older. Many of these older adults will experience disability and require formal care. A probit analysis was employed to determine which disabilities were associated with admission into an institution (i.e. long-term care). Since this framework imposes strong distributional assumptions, misspecification leads to inconsistent estimators. To overcome such a short-coming, this analysis extended the probit framework by employing an advanced semi-nonparamertic maximum likelihood estimation utilizing Hermite polynomial expansions. Specification tests show semi-nonparametric estimation is preferred over probit. In terms of the estimates, semi-nonparametric ratios equal 42 for cognitive difficulty, 64 for independent living, and 111 for self-care disability while probit yields much smaller estimates of 19, 30, and 44, respectively. Public health professionals can use these results to better understand why certain interventions have not shown promise. Equally important, healthcare workers can use this research to evaluate which type of treatment plans may delay institutionalization and improve the quality of life for older adults. Implications for rehabilitation With on-going global aging, understanding the association between disability and institutional entry is important in devising successful rehabilitation interventions. Semi-nonparametric is preferred to probit and shows ambulatory and cognitive impairments present high risk for institutional entry (long-term care). Informal caregiving and home-based care require further examination as forms of rehabilitation/therapy for certain types of disabilities.

  10. Semi-nonparametric estimates of interfuel substitution in U.S. energy demand

    Energy Technology Data Exchange (ETDEWEB)

    Serletis, Apostolos [Department of Economics, University of Calgary, Calgary, Alberta (Canada); Shahmoradi, Asghar [Faculty of Economics, University of Tehran, Tehran (Iran)

    2008-09-15

    This paper focuses on the demand for crude oil, natural gas, and coal in the United States in the context of two globally flexible functional forms - the Fourier and the Asymptotically Ideal Model (AIM) - estimated subject to full regularity, using methods suggested over 20 years ago by Gallant and Golub [Gallant, A. Ronald and Golub, Gene H. Imposing Curvature Restrictions on Flexible Functional Forms. Journal of Econometrics 26 (1984), 295-321] and recently used by Serletis and Shahmoradi [Serletis, A., Shahmoradi, A., 2005. Semi-nonparametric estimates of the demand for money in the United States. Macroeconomic Dynamics 9, 542-559] in the monetary demand systems literature. We provide a comparison in terms of a full set of elasticities and also a policy perspective, using (for the first time) parameter estimates that are consistent with global regularity. (author)

  11. 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 ...

  12. Near-native protein loop sampling using nonparametric density estimation accommodating sparcity.

    Science.gov (United States)

    Joo, Hyun; Chavan, Archana G; Day, Ryan; Lennox, Kristin P; Sukhanov, Paul; Dahl, David B; Vannucci, Marina; Tsai, Jerry

    2011-10-01

    Unlike the core structural elements of a protein like regular secondary structure, template based modeling (TBM) has difficulty with loop regions due to their variability in sequence and structure as well as the sparse sampling from a limited number of homologous templates. We present a novel, knowledge-based method for loop sampling that leverages homologous torsion angle information to estimate a continuous joint backbone dihedral angle density at each loop position. The φ,ψ distributions are estimated via a Dirichlet process mixture of hidden Markov models (DPM-HMM). Models are quickly generated based on samples from these distributions and were enriched using an end-to-end distance filter. The performance of the DPM-HMM method was evaluated against a diverse test set in a leave-one-out approach. Candidates as low as 0.45 Å RMSD and with a worst case of 3.66 Å were produced. For the canonical loops like the immunoglobulin complementarity-determining regions (mean RMSD 7.0 Å), this sampling method produces a population of loop structures to around 3.66 Å for loops up to 17 residues. In a direct test of sampling to the Loopy algorithm, our method demonstrates the ability to sample nearer native structures for both the canonical CDRH1 and non-canonical CDRH3 loops. Lastly, in the realistic test conditions of the CASP9 experiment, successful application of DPM-HMM for 90 loops from 45 TBM targets shows the general applicability of our sampling method in loop modeling problem. These results demonstrate that our DPM-HMM produces an advantage by consistently sampling near native loop structure. The software used in this analysis is available for download at http://www.stat.tamu.edu/~dahl/software/cortorgles/.

  13. Near-native protein loop sampling using nonparametric density estimation accommodating sparcity.

    Directory of Open Access Journals (Sweden)

    Hyun Joo

    2011-10-01

    Full Text Available Unlike the core structural elements of a protein like regular secondary structure, template based modeling (TBM has difficulty with loop regions due to their variability in sequence and structure as well as the sparse sampling from a limited number of homologous templates. We present a novel, knowledge-based method for loop sampling that leverages homologous torsion angle information to estimate a continuous joint backbone dihedral angle density at each loop position. The φ,ψ distributions are estimated via a Dirichlet process mixture of hidden Markov models (DPM-HMM. Models are quickly generated based on samples from these distributions and were enriched using an end-to-end distance filter. The performance of the DPM-HMM method was evaluated against a diverse test set in a leave-one-out approach. Candidates as low as 0.45 Å RMSD and with a worst case of 3.66 Å were produced. For the canonical loops like the immunoglobulin complementarity-determining regions (mean RMSD 7.0 Å, this sampling method produces a population of loop structures to around 3.66 Å for loops up to 17 residues. In a direct test of sampling to the Loopy algorithm, our method demonstrates the ability to sample nearer native structures for both the canonical CDRH1 and non-canonical CDRH3 loops. Lastly, in the realistic test conditions of the CASP9 experiment, successful application of DPM-HMM for 90 loops from 45 TBM targets shows the general applicability of our sampling method in loop modeling problem. These results demonstrate that our DPM-HMM produces an advantage by consistently sampling near native loop structure. The software used in this analysis is available for download at http://www.stat.tamu.edu/~dahl/software/cortorgles/.

  14. Near-Native Protein Loop Sampling Using Nonparametric Density Estimation Accommodating Sparcity

    Science.gov (United States)

    Day, Ryan; Lennox, Kristin P.; Sukhanov, Paul; Dahl, David B.; Vannucci, Marina; Tsai, Jerry

    2011-01-01

    Unlike the core structural elements of a protein like regular secondary structure, template based modeling (TBM) has difficulty with loop regions due to their variability in sequence and structure as well as the sparse sampling from a limited number of homologous templates. We present a novel, knowledge-based method for loop sampling that leverages homologous torsion angle information to estimate a continuous joint backbone dihedral angle density at each loop position. The φ,ψ distributions are estimated via a Dirichlet process mixture of hidden Markov models (DPM-HMM). Models are quickly generated based on samples from these distributions and were enriched using an end-to-end distance filter. The performance of the DPM-HMM method was evaluated against a diverse test set in a leave-one-out approach. Candidates as low as 0.45 Å RMSD and with a worst case of 3.66 Å were produced. For the canonical loops like the immunoglobulin complementarity-determining regions (mean RMSD 7.0 Å), this sampling method produces a population of loop structures to around 3.66 Å for loops up to 17 residues. In a direct test of sampling to the Loopy algorithm, our method demonstrates the ability to sample nearer native structures for both the canonical CDRH1 and non-canonical CDRH3 loops. Lastly, in the realistic test conditions of the CASP9 experiment, successful application of DPM-HMM for 90 loops from 45 TBM targets shows the general applicability of our sampling method in loop modeling problem. These results demonstrate that our DPM-HMM produces an advantage by consistently sampling near native loop structure. The software used in this analysis is available for download at http://www.stat.tamu.edu/~dahl/software/cortorgles/. PMID:22028638

  15. Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional Classification.

    Science.gov (United States)

    Fan, Jianqing; Feng, Yang; Jiang, Jiancheng; Tong, Xin

    We propose a high dimensional classification method that involves nonparametric feature augmentation. Knowing that marginal density ratios are the most powerful univariate classifiers, we use the ratio estimates to transform the original feature measurements. Subsequently, penalized logistic regression is invoked, taking as input the newly transformed or augmented features. This procedure trains models equipped with local complexity and global simplicity, thereby avoiding the curse of dimensionality while creating a flexible nonlinear decision boundary. The resulting method is called Feature Augmentation via Nonparametrics and Selection (FANS). We motivate FANS by generalizing the Naive Bayes model, writing the log ratio of joint densities as a linear combination of those of marginal densities. It is related to generalized additive models, but has better interpretability and computability. Risk bounds are developed for FANS. In numerical analysis, FANS is compared with competing methods, so as to provide a guideline on its best application domain. Real data analysis demonstrates that FANS performs very competitively on benchmark email spam and gene expression data sets. Moreover, FANS is implemented by an extremely fast algorithm through parallel computing.

  16. Probability Machines: Consistent Probability Estimation Using Nonparametric Learning Machines

    Science.gov (United States)

    Malley, J. D.; Kruppa, J.; Dasgupta, A.; Malley, K. G.; Ziegler, A.

    2011-01-01

    Summary Background Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. Objectives The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Methods Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Results Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Conclusions Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications. PMID:21915433

  17. On the expected value and variance for an estimator of the spatio-temporal product density function

    DEFF Research Database (Denmark)

    Rodríguez-Corté, Francisco J.; Ghorbani, Mohammad; Mateu, Jorge

    Second-order characteristics are used to analyse the spatio-temporal structure of the underlying point process, and thus these methods provide a natural starting point for the analysis of spatio-temporal point process data. We restrict our attention to the spatio-temporal product density function......, and develop a non-parametric edge-corrected kernel estimate of the product density under the second-order intensity-reweighted stationary hypothesis. The expectation and variance of the estimator are obtained, and closed form expressions derived under the Poisson case. A detailed simulation study is presented...... to compare our close expression for the variance with estimated ones for Poisson cases. The simulation experiments show that the theoretical form for the variance gives acceptable values, which can be used in practice. Finally, we apply the resulting estimator to data on the spatio-temporal distribution...

  18. Estimation from PET data of transient changes in dopamine concentration induced by alcohol: support for a non-parametric signal estimation method

    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.

  19. 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.

  20. The Use of Nonparametric Kernel Regression Methods in Econometric Production Analysis

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard

    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...... within a nonparametric panel data regression framework. The fourth paper analyses the technical efficiency of dairy farms with environmental output using nonparametric kernel regression in a semiparametric stochastic frontier analysis. The results provided in this PhD thesis show that nonparametric......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...

  1. Nonparametric Inference for Periodic Sequences

    KAUST Repository

    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.

  2. A ¤nonparametric dynamic additive regression model for longitudinal data

    DEFF Research Database (Denmark)

    Martinussen, T.; Scheike, T. 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...

  3. Nonparametric estimation of age-specific reference percentile curves with radial smoothing.

    Science.gov (United States)

    Wan, Xiaohai; Qu, Yongming; Huang, Yao; Zhang, Xiao; Song, Hanping; Jiang, Honghua

    2012-01-01

    Reference percentile curves represent the covariate-dependent distribution of a quantitative measurement and are often used to summarize and monitor dynamic processes such as human growth. We propose a new nonparametric method based on a radial smoothing (RS) technique to estimate age-specific reference percentile curves assuming the underlying distribution is relatively close to normal. We compared the RS method with both the LMS and the generalized additive models for location, scale and shape (GAMLSS) methods using simulated data and found that our method has smaller estimation error than the two existing methods. We also applied the new method to analyze height growth data from children being followed in a clinical observational study of growth hormone treatment, and compared the growth curves between those with growth disorders and the general population. Copyright © 2011 Elsevier Inc. All rights reserved.

  4. Bayesian Nonparametric Model for Estimating Multistate Travel Time Distribution

    Directory of Open Access Journals (Sweden)

    Emmanuel Kidando

    2017-01-01

    Full Text Available Multistate models, that is, models with more than two distributions, are preferred over single-state probability models in modeling the distribution of travel time. Literature review indicated that the finite multistate modeling of travel time using lognormal distribution is superior to other probability functions. In this study, we extend the finite multistate lognormal model of estimating the travel time distribution to unbounded lognormal distribution. In particular, a nonparametric Dirichlet Process Mixture Model (DPMM with stick-breaking process representation was used. The strength of the DPMM is that it can choose the number of components dynamically as part of the algorithm during parameter estimation. To reduce computational complexity, the modeling process was limited to a maximum of six components. Then, the Markov Chain Monte Carlo (MCMC sampling technique was employed to estimate the parameters’ posterior distribution. Speed data from nine links of a freeway corridor, aggregated on a 5-minute basis, were used to calculate the corridor travel time. The results demonstrated that this model offers significant flexibility in modeling to account for complex mixture distributions of the travel time without specifying the number of components. The DPMM modeling further revealed that freeway travel time is characterized by multistate or single-state models depending on the inclusion of onset and offset of congestion periods.

  5. A Structural Labor Supply Model with Nonparametric Preferences

    NARCIS (Netherlands)

    van Soest, A.H.O.; Das, J.W.M.; Gong, X.

    2000-01-01

    Nonparametric techniques are usually seen as a statistic device for data description and exploration, and not as a tool for estimating models with a richer economic structure, which are often required for policy analysis.This paper presents an example where nonparametric flexibility can be attained

  6. Nonparametric estimation of the heterogeneity of a random medium using compound Poisson process modeling of wave multiple scattering.

    Science.gov (United States)

    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.

  7. A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems

    Science.gov (United States)

    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.

  8. A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems.

    Science.gov (United States)

    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.

  9. Rigorous home range estimation with movement data: a new autocorrelated kernel density estimator.

    Science.gov (United States)

    Fleming, C H; Fagan, W F; Mueller, T; Olson, K A; Leimgruber, P; Calabrese, J M

    2015-05-01

    Quantifying animals' home ranges is a key problem in ecology and has important conservation and wildlife management applications. Kernel density estimation (KDE) is a workhorse technique for range delineation problems that is both statistically efficient and nonparametric. KDE assumes that the data are independent and identically distributed (IID). However, animal tracking data, which are routinely used as inputs to KDEs, are inherently autocorrelated and violate this key assumption. As we demonstrate, using realistically autocorrelated data in conventional KDEs results in grossly underestimated home ranges. We further show that the performance of conventional KDEs actually degrades as data quality improves, because autocorrelation strength increases as movement paths become more finely resolved. To remedy these flaws with the traditional KDE method, we derive an autocorrelated KDE (AKDE) from first principles to use autocorrelated data, making it perfectly suited for movement data sets. We illustrate the vastly improved performance of AKDE using analytical arguments, relocation data from Mongolian gazelles, and simulations based upon the gazelle's observed movement process. By yielding better minimum area estimates for threatened wildlife populations, we believe that future widespread use of AKDE will have significant impact on ecology and conservation biology.

  10. Two-component mixture cure rate model with spline estimated nonparametric components.

    Science.gov (United States)

    Wang, Lu; Du, Pang; Liang, Hua

    2012-09-01

    In some survival analysis of medical studies, there are often long-term survivors who can be considered as permanently cured. The goals in these studies are to estimate the noncured probability of the whole population and the hazard rate of the susceptible subpopulation. When covariates are present as often happens in practice, to understand covariate effects on the noncured probability and hazard rate is of equal importance. The existing methods are limited to parametric and semiparametric models. We propose a two-component mixture cure rate model with nonparametric forms for both the cure probability and the hazard rate function. Identifiability of the model is guaranteed by an additive assumption that allows no time-covariate interactions in the logarithm of hazard rate. Estimation is carried out by an expectation-maximization algorithm on maximizing a penalized likelihood. For inferential purpose, we apply the Louis formula to obtain point-wise confidence intervals for noncured probability and hazard rate. Asymptotic convergence rates of our function estimates are established. We then evaluate the proposed method by extensive simulations. We analyze the survival data from a melanoma study and find interesting patterns for this study. © 2011, The International Biometric Society.

  11. Parametric and Non-Parametric System Modelling

    DEFF Research Database (Denmark)

    Nielsen, Henrik Aalborg

    1999-01-01

    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...... 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...... 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...

  12. Stochastic semi-nonparametric frontier estimation of electricity distribution networks: Application of the StoNED method in the Finnish regulatory model

    International Nuclear Information System (INIS)

    Kuosmanen, Timo

    2012-01-01

    Electricity distribution network is a prime example of a natural local monopoly. In many countries, electricity distribution is regulated by the government. Many regulators apply frontier estimation techniques such as data envelopment analysis (DEA) or stochastic frontier analysis (SFA) as an integral part of their regulatory framework. While more advanced methods that combine nonparametric frontier with stochastic error term are known in the literature, in practice, regulators continue to apply simplistic methods. This paper reports the main results of the project commissioned by the Finnish regulator for further development of the cost frontier estimation in their regulatory framework. The key objectives of the project were to integrate a stochastic SFA-style noise term to the nonparametric, axiomatic DEA-style cost frontier, and to take the heterogeneity of firms and their operating environments better into account. To achieve these objectives, a new method called stochastic nonparametric envelopment of data (StoNED) was examined. Based on the insights and experiences gained in the empirical analysis using the real data of the regulated networks, the Finnish regulator adopted the StoNED method in use from 2012 onwards.

  13. Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices

    OpenAIRE

    Hiroyuki Kasahara; Katsumi Shimotsu

    2006-01-01

    In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component distributions in finite mixture models of dynamic discrete choices. We derive sufficient conditions for nonparametric identification for various finite mixture models of dynamic discrete choices used in appli...

  14. A NONPARAMETRIC HYPOTHESIS TEST VIA THE BOOTSTRAP RESAMPLING

    OpenAIRE

    Temel, Tugrul T.

    2001-01-01

    This paper adapts an already existing nonparametric hypothesis test to the bootstrap framework. The test utilizes the nonparametric kernel regression method to estimate a measure of distance between the models stated under the null hypothesis. The bootstraped version of the test allows to approximate errors involved in the asymptotic hypothesis test. The paper also develops a Mathematica Code for the test algorithm.

  15. Improved estimation of the noncentrality parameter distribution from a large number of t-statistics, with applications to false discovery rate estimation in microarray data analysis.

    Science.gov (United States)

    Qu, Long; Nettleton, Dan; Dekkers, Jack C M

    2012-12-01

    Given a large number of t-statistics, we consider the problem of approximating the distribution of noncentrality parameters (NCPs) by a continuous density. This problem is closely related to the control of false discovery rates (FDR) in massive hypothesis testing applications, e.g., microarray gene expression analysis. Our methodology is similar to, but improves upon, the existing approach by Ruppert, Nettleton, and Hwang (2007, Biometrics, 63, 483-495). We provide parametric, nonparametric, and semiparametric estimators for the distribution of NCPs, as well as estimates of the FDR and local FDR. In the parametric situation, we assume that the NCPs follow a distribution that leads to an analytically available marginal distribution for the test statistics. In the nonparametric situation, we use convex combinations of basis density functions to estimate the density of the NCPs. A sequential quadratic programming procedure is developed to maximize the penalized likelihood. The smoothing parameter is selected with the approximate network information criterion. A semiparametric estimator is also developed to combine both parametric and nonparametric fits. Simulations show that, under a variety of situations, our density estimates are closer to the underlying truth and our FDR estimates are improved compared with alternative methods. Data-based simulations and the analyses of two microarray datasets are used to evaluate the performance in realistic situations. © 2012, The International Biometric Society.

  16. 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 approximatio...

  17. Nonparametric estimation of stochastic differential equations with sparse Gaussian processes.

    Science.gov (United States)

    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.

  18. 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...

  19. Kernel density estimation-based real-time prediction for respiratory motion

    International Nuclear Information System (INIS)

    Ruan, Dan

    2010-01-01

    Effective delivery of adaptive radiotherapy requires locating the target with high precision in real time. System latency caused by data acquisition, streaming, processing and delivery control necessitates prediction. Prediction is particularly challenging for highly mobile targets such as thoracic and abdominal tumors undergoing respiration-induced motion. The complexity of the respiratory motion makes it difficult to build and justify explicit models. In this study, we honor the intrinsic uncertainties in respiratory motion and propose a statistical treatment of the prediction problem. Instead of asking for a deterministic covariate-response map and a unique estimate value for future target position, we aim to obtain a distribution of the future target position (response variable) conditioned on the observed historical sample values (covariate variable). The key idea is to estimate the joint probability distribution (pdf) of the covariate and response variables using an efficient kernel density estimation method. Then, the problem of identifying the distribution of the future target position reduces to identifying the section in the joint pdf based on the observed covariate. Subsequently, estimators are derived based on this estimated conditional distribution. This probabilistic perspective has some distinctive advantages over existing deterministic schemes: (1) it is compatible with potentially inconsistent training samples, i.e., when close covariate variables correspond to dramatically different response values; (2) it is not restricted by any prior structural assumption on the map between the covariate and the response; (3) the two-stage setup allows much freedom in choosing statistical estimates and provides a full nonparametric description of the uncertainty for the resulting estimate. We evaluated the prediction performance on ten patient RPM traces, using the root mean squared difference between the prediction and the observed value normalized by the

  20. Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.

    Science.gov (United States)

    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.

  1. Comparison of density estimators. [Estimation of probability density functions

    Energy Technology Data Exchange (ETDEWEB)

    Kao, S.; Monahan, J.F.

    1977-09-01

    Recent work in the field of probability density estimation has included the introduction of some new methods, such as the polynomial and spline methods and the nearest neighbor method, and the study of asymptotic properties in depth. This earlier work is summarized here. In addition, the computational complexity of the various algorithms is analyzed, as are some simulations. The object is to compare the performance of the various methods in small samples and their sensitivity to change in their parameters, and to attempt to discover at what point a sample is so small that density estimation can no longer be worthwhile. (RWR)

  2. Nonparametric statistical inference

    CERN Document Server

    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

  3. Analysing the length of care episode after hip fracture: a nonparametric and a parametric Bayesian approach.

    Science.gov (United States)

    Riihimäki, Jaakko; Sund, Reijo; Vehtari, Aki

    2010-06-01

    Effective utilisation of limited resources is a challenge for health care providers. Accurate and relevant information extracted from the length of stay distributions is useful for management purposes. Patient care episodes can be reconstructed from the comprehensive health registers, and in this paper we develop a Bayesian approach to analyse the length of care episode after a fractured hip. We model the large scale data with a flexible nonparametric multilayer perceptron network and with a parametric Weibull mixture model. To assess the performances of the models, we estimate expected utilities using predictive density as a utility measure. Since the model parameters cannot be directly compared, we focus on observables, and estimate the relevances of patient explanatory variables in predicting the length of stay. To demonstrate how the use of the nonparametric flexible model is advantageous for this complex health care data, we also study joint effects of variables in predictions, and visualise nonlinearities and interactions found in the data.

  4. Genomic outlier profile analysis: mixture models, null hypotheses, and nonparametric estimation.

    Science.gov (United States)

    Ghosh, Debashis; Chinnaiyan, Arul M

    2009-01-01

    In most analyses of large-scale genomic data sets, differential expression analysis is typically assessed by testing for differences in the mean of the distributions between 2 groups. A recent finding by Tomlins and others (2005) is of a different type of pattern of differential expression in which a fraction of samples in one group have overexpression relative to samples in the other group. In this work, we describe a general mixture model framework for the assessment of this type of expression, called outlier profile analysis. We start by considering the single-gene situation and establishing results on identifiability. We propose 2 nonparametric estimation procedures that have natural links to familiar multiple testing procedures. We then develop multivariate extensions of this methodology to handle genome-wide measurements. The proposed methodologies are compared using simulation studies as well as data from a prostate cancer gene expression study.

  5. 2nd Conference of the International Society for Nonparametric Statistics

    CERN Document Server

    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...

  6. 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...

  7. Estimating the shadow prices of SO2 and NOx for U.S. coal power plants: A convex nonparametric least squares approach

    International Nuclear Information System (INIS)

    Mekaroonreung, Maethee; Johnson, Andrew L.

    2012-01-01

    Weak disposability between outputs and pollutants, defined as a simultaneous proportional reduction of both outputs and pollutants, assumes that pollutants are byproducts of the output generation process and that a firm can “freely dispose” of both by scaling down production levels, leaving some inputs idle. Based on the production axioms of monotonicity, convexity and weak disposability, we formulate a convex nonparametric least squares (CNLS) quadratic optimization problem to estimate a frontier production function assuming either a deterministic disturbance term consisting only of inefficiency, or a composite disturbance term composed of both inefficiency and noise. The suggested methodology extends the stochastic semi-nonparametric envelopment of data (StoNED) described in Kuosmanen and Kortelainen (2011). Applying the method to estimate the shadow prices of SO 2 and NO x generated by U.S. coal power plants, we conclude that the weak disposability StoNED method provides more consistent estimates of market prices. - Highlights: ► Develops methodology to estimate shadow prices for SO 2 and NO x in the U.S. coal power plants. ► Extends CNLS and StoNED methods to include the weak disposability assumption. ► Estimates the range of SO 2 and NO x shadow prices as 201–343 $/ton and 409–1352 $/ton. ► StoNED method provides more accurate estimates of shadow prices than deterministic frontier.

  8. Conditional Density Approximations with Mixtures of Polynomials

    DEFF Research Database (Denmark)

    Varando, Gherardo; López-Cruz, Pedro L.; Nielsen, Thomas Dyhre

    2015-01-01

    Mixtures of polynomials (MoPs) are a non-parametric density estimation technique especially designed for hybrid Bayesian networks with continuous and discrete variables. Algorithms to learn one- and multi-dimensional (marginal) MoPs from data have recently been proposed. In this paper we introduce...... two methods for learning MoP approximations of conditional densities from data. Both approaches are based on learning MoP approximations of the joint density and the marginal density of the conditioning variables, but they differ as to how the MoP approximation of the quotient of the two densities...

  9. Nonparametric trend estimation in the presence of fractal noise: application to fMRI time-series analysis.

    Science.gov (United States)

    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.

  10. Bootstrap-Based Inference for Cube Root Consistent Estimators

    DEFF Research Database (Denmark)

    Cattaneo, Matias D.; Jansson, Michael; Nagasawa, Kenichi

    This note proposes a consistent bootstrap-based distributional approximation for cube root consistent estimators such as the maximum score estimator of Manski (1975) and the isotonic density estimator of Grenander (1956). In both cases, the standard nonparametric bootstrap is known...... to be inconsistent. Our method restores consistency of the nonparametric bootstrap by altering the shape of the criterion function defining the estimator whose distribution we seek to approximate. This modification leads to a generic and easy-to-implement resampling method for inference that is conceptually distinct...... from other available distributional approximations based on some form of modified bootstrap. We offer simulation evidence showcasing the performance of our inference method in finite samples. An extension of our methodology to general M-estimation problems is also discussed....

  11. Examples of the Application of Nonparametric Information Geometry to Statistical Physics

    Directory of Open Access Journals (Sweden)

    Giovanni Pistone

    2013-09-01

    Full Text Available We review a nonparametric version of Amari’s information geometry in which the set of positive probability densities on a given sample space is endowed with an atlas of charts to form a differentiable manifold modeled on Orlicz Banach spaces. This nonparametric setting is used to discuss the setting of typical problems in machine learning and statistical physics, such as black-box optimization, Kullback-Leibler divergence, Boltzmann-Gibbs entropy and the Boltzmann equation.

  12. Nonparametric Mixture of Regression Models.

    Science.gov (United States)

    Huang, Mian; Li, Runze; Wang, Shaoli

    2013-07-01

    Motivated by an analysis of US house price index data, we propose nonparametric finite mixture of regression models. We study the identifiability issue of the proposed models, and develop an estimation procedure by employing kernel regression. We further systematically study the sampling properties of the proposed estimators, and establish their asymptotic normality. A modified EM algorithm is proposed to carry out the estimation procedure. We show that our algorithm preserves the ascent property of the EM algorithm in an asymptotic sense. Monte Carlo simulations are conducted to examine the finite sample performance of the proposed estimation procedure. An empirical analysis of the US house price index data is illustrated for the proposed methodology.

  13. Small-mammal density estimation: A field comparison of grid-based vs. web-based density estimators

    Science.gov (United States)

    Parmenter, R.R.; Yates, Terry L.; Anderson, D.R.; Burnham, K.P.; Dunnum, J.L.; Franklin, A.B.; Friggens, M.T.; Lubow, B.C.; Miller, M.; Olson, G.S.; Parmenter, Cheryl A.; Pollard, J.; Rexstad, E.; Shenk, T.M.; Stanley, T.R.; White, Gary C.

    2003-01-01

    Statistical models for estimating absolute densities of field populations of animals have been widely used over the last century in both scientific studies and wildlife management programs. To date, two general classes of density estimation models have been developed: models that use data sets from capture–recapture or removal sampling techniques (often derived from trapping grids) from which separate estimates of population size (NÌ‚) and effective sampling area (AÌ‚) are used to calculate density (DÌ‚ = NÌ‚/AÌ‚); and models applicable to sampling regimes using distance-sampling theory (typically transect lines or trapping webs) to estimate detection functions and densities directly from the distance data. However, few studies have evaluated these respective models for accuracy, precision, and bias on known field populations, and no studies have been conducted that compare the two approaches under controlled field conditions. In this study, we evaluated both classes of density estimators on known densities of enclosed rodent populations. Test data sets (n = 11) were developed using nine rodent species from capture–recapture live-trapping on both trapping grids and trapping webs in four replicate 4.2-ha enclosures on the Sevilleta National Wildlife Refuge in central New Mexico, USA. Additional “saturation” trapping efforts resulted in an enumeration of the rodent populations in each enclosure, allowing the computation of true densities. Density estimates (DÌ‚) were calculated using program CAPTURE for the grid data sets and program DISTANCE for the web data sets, and these results were compared to the known true densities (D) to evaluate each model's relative mean square error, accuracy, precision, and bias. In addition, we evaluated a variety of approaches to each data set's analysis by having a group of independent expert analysts calculate their best density estimates without a priori knowledge of the true densities; this

  14. Nonparametric conditional predictive regions for time series

    NARCIS (Netherlands)

    de Gooijer, J.G.; Zerom Godefay, D.

    2000-01-01

    Several nonparametric predictors based on the Nadaraya-Watson kernel regression estimator have been proposed in the literature. They include the conditional mean, the conditional median, and the conditional mode. In this paper, we consider three types of predictive regions for these predictors — the

  15. Nonparametric statistical inference

    CERN Document Server

    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.

  16. [Nonparametric method of estimating survival functions containing right-censored and interval-censored data].

    Science.gov (United States)

    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.

  17. Impulse response identification with deterministic inputs using non-parametric methods

    International Nuclear Information System (INIS)

    Bhargava, U.K.; Kashyap, R.L.; Goodman, D.M.

    1985-01-01

    This paper addresses the problem of impulse response identification using non-parametric methods. Although the techniques developed herein apply to the truncated, untruncated, and the circulant models, we focus on the truncated model which is useful in certain applications. Two methods of impulse response identification will be presented. The first is based on the minimization of the C/sub L/ Statistic, which is an estimate of the mean-square prediction error; the second is a Bayesian approach. For both of these methods, we consider the effects of using both the identity matrix and the Laplacian matrix as weights on the energy in the impulse response. In addition, we present a method for estimating the effective length of the impulse response. Estimating the length is particularly important in the truncated case. Finally, we develop a method for estimating the noise variance at the output. Often, prior information on the noise variance is not available, and a good estimate is crucial to the success of estimating the impulse response with a nonparametric technique

  18. The nonparametric bootstrap for the current status model

    NARCIS (Netherlands)

    Groeneboom, P.; Hendrickx, K.

    2017-01-01

    It has been proved that direct bootstrapping of the nonparametric maximum likelihood estimator (MLE) of the distribution function in the current status model leads to inconsistent confidence intervals. We show that bootstrapping of functionals of the MLE can however be used to produce valid

  19. The method of separation for evolutionary spectral density estimation of multi-variate and multi-dimensional non-stationary stochastic processes

    KAUST Repository

    Schillinger, Dominik

    2013-07-01

    The method of separation can be used as a non-parametric estimation technique, especially suitable for evolutionary spectral density functions of uniformly modulated and strongly narrow-band stochastic processes. The paper at hand provides a consistent derivation of method of separation based spectrum estimation for the general multi-variate and multi-dimensional case. The validity of the method is demonstrated by benchmark tests with uniformly modulated spectra, for which convergence to the analytical solution is demonstrated. The key advantage of the method of separation is the minimization of spectral dispersion due to optimum time- or space-frequency localization. This is illustrated by the calibration of multi-dimensional and multi-variate geometric imperfection models from strongly narrow-band measurements in I-beams and cylindrical shells. Finally, the application of the method of separation based estimates for the stochastic buckling analysis of the example structures is briefly discussed. © 2013 Elsevier Ltd.

  20. Ant-inspired density estimation via random walks.

    Science.gov (United States)

    Musco, Cameron; Su, Hsin-Hao; Lynch, Nancy A

    2017-10-03

    Many ant species use distributed population density estimation in applications ranging from quorum sensing, to task allocation, to appraisal of enemy colony strength. It has been shown that ants estimate local population density by tracking encounter rates: The higher the density, the more often the ants bump into each other. We study distributed density estimation from a theoretical perspective. We prove that a group of anonymous agents randomly walking on a grid are able to estimate their density within a small multiplicative error in few steps by measuring their rates of encounter with other agents. Despite dependencies inherent in the fact that nearby agents may collide repeatedly (and, worse, cannot recognize when this happens), our bound nearly matches what would be required to estimate density by independently sampling grid locations. From a biological perspective, our work helps shed light on how ants and other social insects can obtain relatively accurate density estimates via encounter rates. From a technical perspective, our analysis provides tools for understanding complex dependencies in the collision probabilities of multiple random walks. We bound the strength of these dependencies using local mixing properties of the underlying graph. Our results extend beyond the grid to more general graphs, and we discuss applications to size estimation for social networks, density estimation for robot swarms, and random walk-based sampling for sensor networks.

  1. NParCov3: A SAS/IML Macro for Nonparametric Randomization-Based Analysis of Covariance

    Directory of Open Access Journals (Sweden)

    Richard C. Zink

    2012-07-01

    Full Text Available Analysis of covariance serves two important purposes in a randomized clinical trial. First, there is a reduction of variance for the treatment effect which provides more powerful statistical tests and more precise confidence intervals. Second, it provides estimates of the treatment effect which are adjusted for random imbalances of covariates between the treatment groups. The nonparametric analysis of covariance method of Koch, Tangen, Jung, and Amara (1998 defines a very general methodology using weighted least-squares to generate covariate-adjusted treatment effects with minimal assumptions. This methodology is general in its applicability to a variety of outcomes, whether continuous, binary, ordinal, incidence density or time-to-event. Further, its use has been illustrated in many clinical trial settings, such as multi-center, dose-response and non-inferiority trials.NParCov3 is a SAS/IML macro written to conduct the nonparametric randomization-based covariance analyses of Koch et al. (1998. The software can analyze a variety of outcomes and can account for stratification. Data from multiple clinical trials will be used for illustration.

  2. msBP: An R Package to Perform Bayesian Nonparametric Inference Using Multiscale Bernstein Polynomials Mixtures

    Directory of Open Access Journals (Sweden)

    Antonio Canale

    2017-06-01

    Full Text Available msBP is an R package that implements a new method to perform Bayesian multiscale nonparametric inference introduced by Canale and Dunson (2016. The method, based on mixtures of multiscale beta dictionary densities, overcomes the drawbacks of Pólya trees and inherits many of the advantages of Dirichlet process mixture models. The key idea is that an infinitely-deep binary tree is introduced, with a beta dictionary density assigned to each node of the tree. Using a multiscale stick-breaking characterization, stochastically decreasing weights are assigned to each node. The result is an infinite mixture model. The package msBP implements a series of basic functions to deal with this family of priors such as random densities and numbers generation, creation and manipulation of binary tree objects, and generic functions to plot and print the results. In addition, it implements the Gibbs samplers for posterior computation to perform multiscale density estimation and multiscale testing of group differences described in Canale and Dunson (2016.

  3. Bayesian nonparametric estimation of continuous monotone functions with applications to dose-response analysis.

    Science.gov (United States)

    Bornkamp, Björn; Ickstadt, Katja

    2009-03-01

    In this article, we consider monotone nonparametric regression in a Bayesian framework. The monotone function is modeled as a mixture of shifted and scaled parametric probability distribution functions, and a general random probability measure is assumed as the prior for the mixing distribution. We investigate the choice of the underlying parametric distribution function and find that the two-sided power distribution function is well suited both from a computational and mathematical point of view. The model is motivated by traditional nonlinear models for dose-response analysis, and provides possibilities to elicitate informative prior distributions on different aspects of the curve. The method is compared with other recent approaches to monotone nonparametric regression in a simulation study and is illustrated on a data set from dose-response analysis.

  4. Robustifying Bayesian nonparametric mixtures for count data.

    Science.gov (United States)

    Canale, Antonio; Prünster, Igor

    2017-03-01

    Our motivating application stems from surveys of natural populations and is characterized by large spatial heterogeneity in the counts, which makes parametric approaches to modeling local animal abundance too restrictive. We adopt a Bayesian nonparametric approach based on mixture models and innovate with respect to popular Dirichlet process mixture of Poisson kernels by increasing the model flexibility at the level both of the kernel and the nonparametric mixing measure. This allows to derive accurate and robust estimates of the distribution of local animal abundance and of the corresponding clusters. The application and a simulation study for different scenarios yield also some general methodological implications. Adding flexibility solely at the level of the mixing measure does not improve inferences, since its impact is severely limited by the rigidity of the Poisson kernel with considerable consequences in terms of bias. However, once a kernel more flexible than the Poisson is chosen, inferences can be robustified by choosing a prior more general than the Dirichlet process. Therefore, to improve the performance of Bayesian nonparametric mixtures for count data one has to enrich the model simultaneously at both levels, the kernel and the mixing measure. © 2016, The International Biometric Society.

  5. ADN* Density log estimation Using Rockcell*

    International Nuclear Information System (INIS)

    Okuku, C.; Iloghalu, Emeka. M.; Omotayo, O.

    2003-01-01

    This work is intended to inform on the possibilities of estimating good density data in zones associated with sliding in a reservoir with ADN* tool with or without ADOS in string in cases where repeat sections were not done, possibly due to hole stability or directional concerns. This procedure has been equally used to obtain a better density data in corkscrew holes. Density data (ROBB) was recomputed using neural network in RockCell* to estimate the density over zones of interest. RockCell* is a Schlumberger software that has neural network functionally which can be used to estimate missing logs using the combination of the responses of other log curves and intervals that are not affected by sliding. In this work, an interval was selected and within this interval twelve litho zones were defined using the unsupervised neural network. From this a training set was selected based on intervals of very good log responses outside the sliding zones. This training set was used to train and run the neural network for a specific lithostratigraphic interval. The results matched the known good density curve. Then after this, an estimation of the density curve was done using the supervised neural network. The output from this estimation matched very closely in the good portions of the log, thus providing some density measurements in the sliding zone. This methodology provides a scientific solution to missing data during the process of Formation evaluation

  6. 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...... 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...

  7. Histogram Estimators of Bivariate Densities

    National Research Council Canada - National Science Library

    Husemann, Joyce A

    1986-01-01

    One-dimensional fixed-interval histogram estimators of univariate probability density functions are less efficient than the analogous variable-interval estimators which are constructed from intervals...

  8. Learning Grasp Affordance Densities

    DEFF Research Database (Denmark)

    Detry, Renaud; Kraft, Dirk; Kroemer, Oliver

    2011-01-01

    and relies on kernel density estimation to provide a continuous model. Grasp densities are learned and refined from exploration, by letting a robot “play” with an object in a sequence of graspand-drop actions: The robot uses visual cues to generate a set of grasp hypotheses; it then executes......We address the issue of learning and representing object grasp affordance models. We model grasp affordances with continuous probability density functions (grasp densities) which link object-relative grasp poses to their success probability. The underlying function representation is nonparametric...... these and records their outcomes. When a satisfactory number of grasp data is available, an importance-sampling algorithm turns these into a grasp density. We evaluate our method in a largely autonomous learning experiment run on three objects of distinct shapes. The experiment shows how learning increases success...

  9. 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...

  10. Geostatistical radar-raingauge combination with nonparametric correlograms: methodological considerations and application in Switzerland

    Science.gov (United States)

    Schiemann, R.; Erdin, R.; Willi, M.; Frei, C.; Berenguer, M.; Sempere-Torres, D.

    2011-05-01

    Modelling spatial covariance is an essential part of all geostatistical methods. Traditionally, parametric semivariogram models are fit from available data. More recently, it has been suggested to use nonparametric correlograms obtained from spatially complete data fields. Here, both estimation techniques are compared. Nonparametric correlograms are shown to have a substantial negative bias. Nonetheless, when combined with the sample variance of the spatial field under consideration, they yield an estimate of the semivariogram that is unbiased for small lag distances. This justifies the use of this estimation technique in geostatistical applications. Various formulations of geostatistical combination (Kriging) methods are used here for the construction of hourly precipitation grids for Switzerland based on data from a sparse realtime network of raingauges and from a spatially complete radar composite. Two variants of Ordinary Kriging (OK) are used to interpolate the sparse gauge observations. In both OK variants, the radar data are only used to determine the semivariogram model. One variant relies on a traditional parametric semivariogram estimate, whereas the other variant uses the nonparametric correlogram. The variants are tested for three cases and the impact of the semivariogram model on the Kriging prediction is illustrated. For the three test cases, the method using nonparametric correlograms performs equally well or better than the traditional method, and at the same time offers great practical advantages. Furthermore, two variants of Kriging with external drift (KED) are tested, both of which use the radar data to estimate nonparametric correlograms, and as the external drift variable. The first KED variant has been used previously for geostatistical radar-raingauge merging in Catalonia (Spain). The second variant is newly proposed here and is an extension of the first. Both variants are evaluated for the three test cases as well as an extended evaluation

  11. 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...... of the energy at mean-level crossings, which yields the damping relative to white noise intensity. Finally, an estimate of the noise intensity is extracted by estimating the absolute damping from the autocovariance functions of a set of modified phase plane variables at different energy levels. The method...

  12. Variable Kernel Density Estimation

    OpenAIRE

    Terrell, George R.; Scott, David W.

    1992-01-01

    We investigate some of the possibilities for improvement of univariate and multivariate kernel density estimates by varying the window over the domain of estimation, pointwise and globally. Two general approaches are to vary the window width by the point of estimation and by point of the sample observation. The first possibility is shown to be of little efficacy in one variable. In particular, nearest-neighbor estimators in all versions perform poorly in one and two dimensions, but begin to b...

  13. Panel data nonparametric estimation of production risk and risk preferences

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    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......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...

  14. Essays on parametric and nonparametric modeling and estimation with applications to energy economics

    Science.gov (United States)

    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

  15. Promotion time cure rate model with nonparametric form of covariate effects.

    Science.gov (United States)

    Chen, Tianlei; Du, Pang

    2018-05-10

    Survival data with a cured portion are commonly seen in clinical trials. Motivated from a biological interpretation of cancer metastasis, promotion time cure model is a popular alternative to the mixture cure rate model for analyzing such data. The existing promotion cure models all assume a restrictive parametric form of covariate effects, which can be incorrectly specified especially at the exploratory stage. In this paper, we propose a nonparametric approach to modeling the covariate effects under the framework of promotion time cure model. The covariate effect function is estimated by smoothing splines via the optimization of a penalized profile likelihood. Point-wise interval estimates are also derived from the Bayesian interpretation of the penalized profile likelihood. Asymptotic convergence rates are established for the proposed estimates. Simulations show excellent performance of the proposed nonparametric method, which is then applied to a melanoma study. Copyright © 2018 John Wiley & Sons, Ltd.

  16. Prior processes and their applications nonparametric Bayesian estimation

    CERN Document Server

    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...

  17. Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...

    African Journals Online (AJOL)

    Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...

  18. Nonparametric instrumental regression with non-convex constraints

    International Nuclear Information System (INIS)

    Grasmair, M; Scherzer, O; Vanhems, A

    2013-01-01

    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. (paper)

  19. Nonparametric instrumental regression with non-convex constraints

    Science.gov (United States)

    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.

  20. Toward accurate and precise estimates of lion density.

    Science.gov (United States)

    Elliot, Nicholas B; Gopalaswamy, Arjun M

    2017-08-01

    Reliable estimates of animal density are fundamental to understanding ecological processes and population dynamics. Furthermore, their accuracy is vital to conservation because wildlife authorities rely on estimates to make decisions. However, it is notoriously difficult to accurately estimate density for wide-ranging carnivores that occur at low densities. In recent years, significant progress has been made in density estimation of Asian carnivores, but the methods have not been widely adapted to African carnivores, such as lions (Panthera leo). Although abundance indices for lions may produce poor inferences, they continue to be used to estimate density and inform management and policy. We used sighting data from a 3-month survey and adapted a Bayesian spatially explicit capture-recapture (SECR) model to estimate spatial lion density in the Maasai Mara National Reserve and surrounding conservancies in Kenya. Our unstructured spatial capture-recapture sampling design incorporated search effort to explicitly estimate detection probability and density on a fine spatial scale, making our approach robust in the context of varying detection probabilities. Overall posterior mean lion density was estimated to be 17.08 (posterior SD 1.310) lions >1 year old/100 km 2 , and the sex ratio was estimated at 2.2 females to 1 male. Our modeling framework and narrow posterior SD demonstrate that SECR methods can produce statistically rigorous and precise estimates of population parameters, and we argue that they should be favored over less reliable abundance indices. Furthermore, our approach is flexible enough to incorporate different data types, which enables robust population estimates over relatively short survey periods in a variety of systems. Trend analyses are essential to guide conservation decisions but are frequently based on surveys of differing reliability. We therefore call for a unified framework to assess lion numbers in key populations to improve management and

  1. CADDIS Volume 4. Data Analysis: PECBO Appendix - R Scripts for Non-Parametric Regressions

    Science.gov (United States)

    Script for computing nonparametric regression analysis. Overview of using scripts to infer environmental conditions from biological observations, statistically estimating species-environment relationships, statistical scripts.

  2. The Kernel Estimation in Biosystems Engineering

    Directory of Open Access Journals (Sweden)

    Esperanza Ayuga Téllez

    2008-04-01

    Full Text Available In many fields of biosystems engineering, it is common to find works in which statistical information is analysed that violates the basic hypotheses necessary for the conventional forecasting methods. For those situations, it is necessary to find alternative methods that allow the statistical analysis considering those infringements. Non-parametric function estimation includes methods that fit a target function locally, using data from a small neighbourhood of the point. Weak assumptions, such as continuity and differentiability of the target function, are rather used than "a priori" assumption of the global target function shape (e.g., linear or quadratic. In this paper a few basic rules of decision are enunciated, for the application of the non-parametric estimation method. These statistical rules set up the first step to build an interface usermethod for the consistent application of kernel estimation for not expert users. To reach this aim, univariate and multivariate estimation methods and density function were analysed, as well as regression estimators. In some cases the models to be applied in different situations, based on simulations, were defined. Different biosystems engineering applications of the kernel estimation are also analysed in this review.

  3. A tool for the estimation of the distribution of landslide area in R

    Science.gov (United States)

    Rossi, M.; Cardinali, M.; Fiorucci, F.; Marchesini, I.; Mondini, A. C.; Santangelo, M.; Ghosh, S.; Riguer, D. E. L.; Lahousse, T.; Chang, K. T.; Guzzetti, F.

    2012-04-01

    We have developed a tool in R (the free software environment for statistical computing, http://www.r-project.org/) to estimate the probability density and the frequency density of landslide area. The tool implements parametric and non-parametric approaches to the estimation of the probability density and the frequency density of landslide area, including: (i) Histogram Density Estimation (HDE), (ii) Kernel Density Estimation (KDE), and (iii) Maximum Likelihood Estimation (MLE). The tool is available as a standard Open Geospatial Consortium (OGC) Web Processing Service (WPS), and is accessible through the web using different GIS software clients. We tested the tool to compare Double Pareto and Inverse Gamma models for the probability density of landslide area in different geological, morphological and climatological settings, and to compare landslides shown in inventory maps prepared using different mapping techniques, including (i) field mapping, (ii) visual interpretation of monoscopic and stereoscopic aerial photographs, (iii) visual interpretation of monoscopic and stereoscopic VHR satellite images and (iv) semi-automatic detection and mapping from VHR satellite images. Results show that both models are applicable in different geomorphological settings. In most cases the two models provided very similar results. Non-parametric estimation methods (i.e., HDE and KDE) provided reasonable results for all the tested landslide datasets. For some of the datasets, MLE failed to provide a result, for convergence problems. The two tested models (Double Pareto and Inverse Gamma) resulted in very similar results for large and very large datasets (> 150 samples). Differences in the modeling results were observed for small datasets affected by systematic biases. A distinct rollover was observed in all analyzed landslide datasets, except for a few datasets obtained from landslide inventories prepared through field mapping or by semi-automatic mapping from VHR satellite imagery

  4. Nonparametric statistics for social and behavioral sciences

    CERN Document Server

    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

  5. Evaluation of Nonparametric Probabilistic Forecasts of Wind Power

    DEFF Research Database (Denmark)

    Pinson, Pierre; Møller, Jan Kloppenborg; Nielsen, Henrik Aalborg, orlov 31.07.2008

    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...... 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...

  6. Testing and Estimating Shape-Constrained Nonparametric Density and Regression in the Presence of Measurement Error

    KAUST Repository

    Carroll, Raymond J.; Delaigle, Aurore; Hall, Peter

    2011-01-01

    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

  7. A contingency table approach to nonparametric testing

    CERN Document Server

    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

  8. Bayesian Nonparametric Estimation of Targeted Agent Effects on Biomarker Change to Predict Clinical Outcome

    Science.gov (United States)

    Graziani, Rebecca; Guindani, Michele; Thall, Peter F.

    2015-01-01

    Summary The effect of a targeted agent on a cancer patient's clinical outcome putatively is mediated through the agent's effect on one or more early biological events. This is motivated by pre-clinical experiments with cells or animals that identify such events, represented by binary or quantitative biomarkers. When evaluating targeted agents in humans, central questions are whether the distribution of a targeted biomarker changes following treatment, the nature and magnitude of this change, and whether it is associated with clinical outcome. Major difficulties in estimating these effects are that a biomarker's distribution may be complex, vary substantially between patients, and have complicated relationships with clinical outcomes. We present a probabilistically coherent framework for modeling and estimation in this setting, including a hierarchical Bayesian nonparametric mixture model for biomarkers that we use to define a functional profile of pre-versus-post treatment biomarker distribution change. The functional is similar to the receiver operating characteristic used in diagnostic testing. The hierarchical model yields clusters of individual patient biomarker profile functionals, and we use the profile as a covariate in a regression model for clinical outcome. The methodology is illustrated by analysis of a dataset from a clinical trial in prostate cancer using imatinib to target platelet-derived growth factor, with the clinical aim to improve progression-free survival time. PMID:25319212

  9. Change-in-ratio density estimator for feral pigs is less biased than closed mark-recapture estimates

    Science.gov (United States)

    Hanson, L.B.; Grand, J.B.; Mitchell, M.S.; Jolley, D.B.; Sparklin, B.D.; Ditchkoff, S.S.

    2008-01-01

    Closed-population capture-mark-recapture (CMR) methods can produce biased density estimates for species with low or heterogeneous detection probabilities. In an attempt to address such biases, we developed a density-estimation method based on the change in ratio (CIR) of survival between two populations where survival, calculated using an open-population CMR model, is known to differ. We used our method to estimate density for a feral pig (Sus scrofa) population on Fort Benning, Georgia, USA. To assess its validity, we compared it to an estimate of the minimum density of pigs known to be alive and two estimates based on closed-population CMR models. Comparison of the density estimates revealed that the CIR estimator produced a density estimate with low precision that was reasonable with respect to minimum known density. By contrast, density point estimates using the closed-population CMR models were less than the minimum known density, consistent with biases created by low and heterogeneous capture probabilities for species like feral pigs that may occur in low density or are difficult to capture. Our CIR density estimator may be useful for tracking broad-scale, long-term changes in species, such as large cats, for which closed CMR models are unlikely to work. ?? CSIRO 2008.

  10. Estimation of the lifetime distribution of mechatronic systems in the presence of a covariate: A comparison among parametric, semiparametric and nonparametric models

    International Nuclear Information System (INIS)

    Bobrowski, Sebastian; Chen, Hong; Döring, Maik; Jensen, Uwe; Schinköthe, Wolfgang

    2015-01-01

    In practice manufacturers may have lots of failure data of similar products using the same technology basis under different operating conditions. Thus, one can try to derive predictions for the distribution of the lifetime of newly developed components or new application environments through the existing data using regression models based on covariates. Three categories of such regression models are considered: a parametric, a semiparametric and a nonparametric approach. First, we assume that the lifetime is Weibull distributed, where its parameters are modelled as linear functions of the covariate. Second, the Cox proportional hazards model, well-known in Survival Analysis, is applied. Finally, a kernel estimator is used to interpolate between empirical distribution functions. In particular the last case is new in the context of reliability analysis. We propose a goodness of fit measure (GoF), which can be applied to all three types of regression models. Using this GoF measure we discuss a new model selection procedure. To illustrate this method of reliability prediction, the three classes of regression models are applied to real test data of motor experiments. Further the performance of the approaches is investigated by Monte Carlo simulations. - Highlights: • We estimate the lifetime distribution in the presence of a covariate. • Three types of regression models are considered and compared. • A new nonparametric estimator based on our particular data structure is introduced. • We propose a goodness of fit measure and show a new model selection procedure. • A case study with real data and Monte Carlo simulations are performed

  11. Nonparametric factor analysis of time series

    OpenAIRE

    Rodríguez-Poo, Juan M.; Linton, Oliver Bruce

    1998-01-01

    We introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the residuals from the Fair macromodel.

  12. Optimization of Barron density estimates

    Czech Academy of Sciences Publication Activity Database

    Vajda, Igor; van der Meulen, E. C.

    2001-01-01

    Roč. 47, č. 5 (2001), s. 1867-1883 ISSN 0018-9448 R&D Projects: GA ČR GA102/99/1137 Grant - others:Copernicus(XE) 579 Institutional research plan: AV0Z1075907 Keywords : Barron estimator * chi-square criterion * density estimation Subject RIV: BD - Theory of Information Impact factor: 2.077, year: 2001

  13. A structural nonparametric reappraisal of the CO2 emissions-income relationship

    NARCIS (Netherlands)

    Azomahou, T.T.; Goedhuys - Degelin, Micheline; Nguyen-Van, P.

    Relying on a structural nonparametric estimation, we show that co2 emissions clearly increase with income at low income levels. For higher income levels, we observe a decreasing relationship, though not significant. We also find thatco2 emissions monotonically increases with energy use at a

  14. Nonparametric tests for censored data

    CERN Document Server

    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.

  15. Nonparametric Bayesian Modeling of Complex Networks

    DEFF Research Database (Denmark)

    Schmidt, Mikkel Nørgaard; Mørup, Morten

    2013-01-01

    an infinite mixture model as running example, we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model?s fit and predictive performance. We explain how advanced nonparametric models......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...

  16. Developing an immigration policy for Germany on the basis of a nonparametric labor market classification

    OpenAIRE

    Froelich, Markus; Puhani, Patrick

    2004-01-01

    Based on a nonparametrically estimated model of labor market classifications, this paper makes suggestions for immigration policy using data from western Germany in the 1990s. It is demonstrated that nonparametric regression is feasible in higher dimensions with only a few thousand observations. In sum, labor markets able to absorb immigrants are characterized by above average age and by professional occupations. On the other hand, labor markets for young workers in service occupations are id...

  17. Nonparametric Bayes Classification and Hypothesis Testing on Manifolds

    Science.gov (United States)

    Bhattacharya, Abhishek; Dunson, David

    2012-01-01

    Our first focus is prediction of a categorical response variable using features that lie on a general manifold. For example, the manifold may correspond to the surface of a hypersphere. We propose a general kernel mixture model for the joint distribution of the response and predictors, with the kernel expressed in product form and dependence induced through the unknown mixing measure. We provide simple sufficient conditions for large support and weak and strong posterior consistency in estimating both the joint distribution of the response and predictors and the conditional distribution of the response. Focusing on a Dirichlet process prior for the mixing measure, these conditions hold using von Mises-Fisher kernels when the manifold is the unit hypersphere. In this case, Bayesian methods are developed for efficient posterior computation using slice sampling. Next we develop Bayesian nonparametric methods for testing whether there is a difference in distributions between groups of observations on the manifold having unknown densities. We prove consistency of the Bayes factor and develop efficient computational methods for its calculation. The proposed classification and testing methods are evaluated using simulation examples and applied to spherical data applications. PMID:22754028

  18. 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.

  19. Assessing pupil and school performance by non-parametric and parametric techniques

    NARCIS (Netherlands)

    de Witte, K.; Thanassoulis, E.; Simpson, G.; Battisti, G.; Charlesworth-May, A.

    2010-01-01

    This paper discusses the use of the non-parametric free disposal hull (FDH) and the parametric multi-level model (MLM) as alternative methods for measuring pupil and school attainment where hierarchical structured data are available. Using robust FDH estimates, we show how to decompose the overall

  20. Supremum Norm Posterior Contraction and Credible Sets for Nonparametric Multivariate Regression

    NARCIS (Netherlands)

    Yoo, W.W.; Ghosal, S

    2016-01-01

    In the setting of nonparametric multivariate regression with unknown error variance, we study asymptotic properties of a Bayesian method for estimating a regression function f and its mixed partial derivatives. We use a random series of tensor product of B-splines with normal basis coefficients as a

  1. Bayesian Non-Parametric Mixtures of GARCH(1,1 Models

    Directory of Open Access Journals (Sweden)

    John W. Lau

    2012-01-01

    Full Text Available Traditional GARCH models describe volatility levels that evolve smoothly over time, generated by a single GARCH regime. However, nonstationary time series data may exhibit abrupt changes in volatility, suggesting changes in the underlying GARCH regimes. Further, the number and times of regime changes are not always obvious. This article outlines a nonparametric mixture of GARCH models that is able to estimate the number and time of volatility regime changes by mixing over the Poisson-Kingman process. The process is a generalisation of the Dirichlet process typically used in nonparametric models for time-dependent data provides a richer clustering structure, and its application to time series data is novel. Inference is Bayesian, and a Markov chain Monte Carlo algorithm to explore the posterior distribution is described. The methodology is illustrated on the Standard and Poor's 500 financial index.

  2. Single versus mixture Weibull distributions for nonparametric satellite reliability

    International Nuclear Information System (INIS)

    Castet, Jean-Francois; Saleh, Joseph H.

    2010-01-01

    Long recognized as a critical design attribute for space systems, satellite reliability has not yet received the proper attention as limited on-orbit failure data and statistical analyses can be found in the technical literature. To fill this gap, we recently conducted a nonparametric analysis of satellite reliability for 1584 Earth-orbiting satellites launched between January 1990 and October 2008. In this paper, we provide an advanced parametric fit, based on mixture of Weibull distributions, and compare it with the single Weibull distribution model obtained with the Maximum Likelihood Estimation (MLE) method. We demonstrate that both parametric fits are good approximations of the nonparametric satellite reliability, but that the mixture Weibull distribution provides significant accuracy in capturing all the failure trends in the failure data, as evidenced by the analysis of the residuals and their quasi-normal dispersion.

  3. Breast density estimation from high spectral and spatial resolution MRI

    Science.gov (United States)

    Li, Hui; Weiss, William A.; Medved, Milica; Abe, Hiroyuki; Newstead, Gillian M.; Karczmar, Gregory S.; Giger, Maryellen L.

    2016-01-01

    Abstract. A three-dimensional breast density estimation method is presented for high spectral and spatial resolution (HiSS) MR imaging. Twenty-two patients were recruited (under an Institutional Review Board--approved Health Insurance Portability and Accountability Act-compliant protocol) for high-risk breast cancer screening. Each patient received standard-of-care clinical digital x-ray mammograms and MR scans, as well as HiSS scans. The algorithm for breast density estimation includes breast mask generating, breast skin removal, and breast percentage density calculation. The inter- and intra-user variabilities of the HiSS-based density estimation were determined using correlation analysis and limits of agreement. Correlation analysis was also performed between the HiSS-based density estimation and radiologists’ breast imaging-reporting and data system (BI-RADS) density ratings. A correlation coefficient of 0.91 (pdensity estimations. An interclass correlation coefficient of 0.99 (pdensity estimations. A moderate correlation coefficient of 0.55 (p=0.0076) was observed between HiSS-based breast density estimations and radiologists’ BI-RADS. In summary, an objective density estimation method using HiSS spectral data from breast MRI was developed. The high reproducibility with low inter- and low intra-user variabilities shown in this preliminary study suggest that such a HiSS-based density metric may be potentially beneficial in programs requiring breast density such as in breast cancer risk assessment and monitoring effects of therapy. PMID:28042590

  4. A nonparametric approach to medical survival data: Uncertainty in the context of risk in mortality analysis

    International Nuclear Information System (INIS)

    Janurová, Kateřina; Briš, Radim

    2014-01-01

    Medical survival right-censored data of about 850 patients are evaluated to analyze the uncertainty related to the risk of mortality on one hand and compare two basic surgery techniques in the context of risk of mortality on the other hand. Colorectal data come from patients who underwent colectomy in the University Hospital of Ostrava. Two basic surgery operating techniques are used for the colectomy: either traditional (open) or minimally invasive (laparoscopic). Basic question arising at the colectomy operation is, which type of operation to choose to guarantee longer overall survival time. Two non-parametric approaches have been used to quantify probability of mortality with uncertainties. In fact, complement of the probability to one, i.e. survival function with corresponding confidence levels is calculated and evaluated. First approach considers standard nonparametric estimators resulting from both the Kaplan–Meier estimator of survival function in connection with Greenwood's formula and the Nelson–Aalen estimator of cumulative hazard function including confidence interval for survival function as well. The second innovative approach, represented by Nonparametric Predictive Inference (NPI), uses lower and upper probabilities for quantifying uncertainty and provides a model of predictive survival function instead of the population survival function. The traditional log-rank test on one hand and the nonparametric predictive comparison of two groups of lifetime data on the other hand have been compared to evaluate risk of mortality in the context of mentioned surgery techniques. The size of the difference between two groups of lifetime data has been considered and analyzed as well. Both nonparametric approaches led to the same conclusion, that the minimally invasive operating technique guarantees the patient significantly longer survival time in comparison with the traditional operating technique

  5. Decision support using nonparametric statistics

    CERN Document Server

    Beatty, Warren

    2018-01-01

    This concise volume covers nonparametric statistics topics that most are most likely to be seen and used from a practical decision support perspective. While many degree programs require a course in parametric statistics, these methods are often inadequate for real-world decision making in business environments. Much of the data collected today by business executives (for example, customer satisfaction opinions) requires nonparametric statistics for valid analysis, and this book provides the reader with a set of tools that can be used to validly analyze all data, regardless of type. Through numerous examples and exercises, this book explains why nonparametric statistics will lead to better decisions and how they are used to reach a decision, with a wide array of business applications. Online resources include exercise data, spreadsheets, and solutions.

  6. Variable kernel density estimation in high-dimensional feature spaces

    CSIR Research Space (South Africa)

    Van der Walt, Christiaan M

    2017-02-01

    Full Text Available Estimating the joint probability density function of a dataset is a central task in many machine learning applications. In this work we address the fundamental problem of kernel bandwidth estimation for variable kernel density estimation in high...

  7. Information geometry of density matrices and state estimation

    International Nuclear Information System (INIS)

    Brody, Dorje C

    2011-01-01

    Given a pure state vector |x) and a density matrix ρ-hat, the function p(x|ρ-hat)= defines a probability density on the space of pure states parameterised by density matrices. The associated Fisher-Rao information measure is used to define a unitary invariant Riemannian metric on the space of density matrices. An alternative derivation of the metric, based on square-root density matrices and trace norms, is provided. This is applied to the problem of quantum-state estimation. In the simplest case of unitary parameter estimation, new higher-order corrections to the uncertainty relations, applicable to general mixed states, are derived. (fast track communication)

  8. Global Population Density Grid Time Series Estimates

    Data.gov (United States)

    National Aeronautics and Space Administration — Global Population Density Grid Time Series Estimates provide a back-cast time series of population density grids based on the year 2000 population grid from SEDAC's...

  9. Density estimates of monarch butterflies overwintering in central Mexico

    Directory of Open Access Journals (Sweden)

    Wayne E. Thogmartin

    2017-04-01

    Full Text Available Given the rapid population decline and recent petition for listing of the monarch butterfly (Danaus plexippus L. under the Endangered Species Act, an accurate estimate of the Eastern, migratory population size is needed. Because of difficulty in counting individual monarchs, the number of hectares occupied by monarchs in the overwintering area is commonly used as a proxy for population size, which is then multiplied by the density of individuals per hectare to estimate population size. There is, however, considerable variation in published estimates of overwintering density, ranging from 6.9–60.9 million ha−1. We develop a probability distribution for overwinter density of monarch butterflies from six published density estimates. The mean density among the mixture of the six published estimates was ∼27.9 million butterflies ha−1 (95% CI [2.4–80.7] million ha−1; the mixture distribution is approximately log-normal, and as such is better represented by the median (21.1 million butterflies ha−1. Based upon assumptions regarding the number of milkweed needed to support monarchs, the amount of milkweed (Asclepias spp. lost (0.86 billion stems in the northern US plus the amount of milkweed remaining (1.34 billion stems, we estimate >1.8 billion stems is needed to return monarchs to an average population size of 6 ha. Considerable uncertainty exists in this required amount of milkweed because of the considerable uncertainty occurring in overwinter density estimates. Nevertheless, the estimate is on the same order as other published estimates. The studies included in our synthesis differ substantially by year, location, method, and measures of precision. A better understanding of the factors influencing overwintering density across space and time would be valuable for increasing the precision of conservation recommendations.

  10. Density estimates of monarch butterflies overwintering in central Mexico

    Science.gov (United States)

    Thogmartin, Wayne E.; Diffendorfer, James E.; Lopez-Hoffman, Laura; Oberhauser, Karen; Pleasants, John M.; Semmens, Brice X.; Semmens, Darius J.; Taylor, Orley R.; Wiederholt, Ruscena

    2017-01-01

    Given the rapid population decline and recent petition for listing of the monarch butterfly (Danaus plexippus L.) under the Endangered Species Act, an accurate estimate of the Eastern, migratory population size is needed. Because of difficulty in counting individual monarchs, the number of hectares occupied by monarchs in the overwintering area is commonly used as a proxy for population size, which is then multiplied by the density of individuals per hectare to estimate population size. There is, however, considerable variation in published estimates of overwintering density, ranging from 6.9–60.9 million ha−1. We develop a probability distribution for overwinter density of monarch butterflies from six published density estimates. The mean density among the mixture of the six published estimates was ∼27.9 million butterflies ha−1 (95% CI [2.4–80.7] million ha−1); the mixture distribution is approximately log-normal, and as such is better represented by the median (21.1 million butterflies ha−1). Based upon assumptions regarding the number of milkweed needed to support monarchs, the amount of milkweed (Asclepias spp.) lost (0.86 billion stems) in the northern US plus the amount of milkweed remaining (1.34 billion stems), we estimate >1.8 billion stems is needed to return monarchs to an average population size of 6 ha. Considerable uncertainty exists in this required amount of milkweed because of the considerable uncertainty occurring in overwinter density estimates. Nevertheless, the estimate is on the same order as other published estimates. The studies included in our synthesis differ substantially by year, location, method, and measures of precision. A better understanding of the factors influencing overwintering density across space and time would be valuable for increasing the precision of conservation recommendations.

  11. Using multinomial and imprecise probability for non-parametric modelling of rainfall in Manizales (Colombia

    Directory of Open Access Journals (Sweden)

    Ibsen Chivatá Cárdenas

    2008-05-01

    Full Text Available This article presents a rainfall model constructed by applying non-parametric modelling and imprecise probabilities; these tools were used because there was not enough homogeneous information in the study area. The area’s hydro-logical information regarding rainfall was scarce and existing hydrological time series were not uniform. A distributed extended rainfall model was constructed from so-called probability boxes (p-boxes, multinomial probability distribu-tion and confidence intervals (a friendly algorithm was constructed for non-parametric modelling by combining the last two tools. This model confirmed the high level of uncertainty involved in local rainfall modelling. Uncertainty en-compassed the whole range (domain of probability values thereby showing the severe limitations on information, leading to the conclusion that a detailed estimation of probability would lead to significant error. Nevertheless, rele-vant information was extracted; it was estimated that maximum daily rainfall threshold (70 mm would be surpassed at least once every three years and the magnitude of uncertainty affecting hydrological parameter estimation. This paper’s conclusions may be of interest to non-parametric modellers and decisions-makers as such modelling and imprecise probability represents an alternative for hydrological variable assessment and maybe an obligatory proce-dure in the future. Its potential lies in treating scarce information and represents a robust modelling strategy for non-seasonal stochastic modelling conditions

  12. Experimental Sentinel-2 LAI estimation using parametric, non-parametric and physical retrieval methods - A comparison

    NARCIS (Netherlands)

    Verrelst, Jochem; Rivera, Juan Pablo; Veroustraete, Frank; Muñoz-Marí, Jordi; Clevers, J.G.P.W.; Camps-Valls, Gustau; Moreno, José

    2015-01-01

    Given the forthcoming availability of Sentinel-2 (S2) images, this paper provides a systematic comparison of retrieval accuracy and processing speed of a multitude of parametric, non-parametric and physically-based retrieval methods using simulated S2 data. An experimental field dataset (SPARC),

  13. Theory of nonparametric tests

    CERN Document Server

    Dickhaus, Thorsten

    2018-01-01

    This textbook provides a self-contained presentation of the main concepts and methods of nonparametric statistical testing, with a particular focus on the theoretical foundations of goodness-of-fit tests, rank tests, resampling tests, and projection tests. The substitution principle is employed as a unified approach to the nonparametric test problems discussed. In addition to mathematical theory, it also includes numerous examples and computer implementations. The book is intended for advanced undergraduate, graduate, and postdoc students as well as young researchers. Readers should be familiar with the basic concepts of mathematical statistics typically covered in introductory statistics courses.

  14. Effective dysphonia detection using feature dimension reduction and kernel density estimation for patients with Parkinson's disease.

    Directory of Open Access Journals (Sweden)

    Shanshan Yang

    Full Text Available Detection of dysphonia is useful for monitoring the progression of phonatory impairment for patients with Parkinson's disease (PD, and also helps assess the disease severity. This paper describes the statistical pattern analysis methods to study different vocal measurements of sustained phonations. The feature dimension reduction procedure was implemented by using the sequential forward selection (SFS and kernel principal component analysis (KPCA methods. Four selected vocal measures were projected by the KPCA onto the bivariate feature space, in which the class-conditional feature densities can be approximated with the nonparametric kernel density estimation technique. In the vocal pattern classification experiments, Fisher's linear discriminant analysis (FLDA was applied to perform the linear classification of voice records for healthy control subjects and PD patients, and the maximum a posteriori (MAP decision rule and support vector machine (SVM with radial basis function kernels were employed for the nonlinear classification tasks. Based on the KPCA-mapped feature densities, the MAP classifier successfully distinguished 91.8% voice records, with a sensitivity rate of 0.986, a specificity rate of 0.708, and an area value of 0.94 under the receiver operating characteristic (ROC curve. The diagnostic performance provided by the MAP classifier was superior to those of the FLDA and SVM classifiers. In addition, the classification results indicated that gender is insensitive to dysphonia detection, and the sustained phonations of PD patients with minimal functional disability are more difficult to be correctly identified.

  15. A parametric interpretation of Bayesian Nonparametric Inference from Gene Genealogies: Linking ecological, population genetics and evolutionary processes.

    Science.gov (United States)

    Ponciano, José Miguel

    2017-11-22

    Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical properties of the estimators were improved with their method, but also, that key aspects of the demographic histories were recovered. The authors' work represents the first Bayesian nonparametric solution to this inferential problem because they specify a convenient prior belief without a particular functional form on the population trajectory. Their approach works so well and provides such a profound understanding of the biological process, that the question arises as to how truly "biology-free" their approach really is. Using well-known concepts of stochastic population dynamics, here I demonstrate that in fact, Palacios and Minin's GP model can be cast as a parametric population growth model with density dependence and environmental stochasticity. Making this link between population genetics and stochastic population dynamics modeling provides novel insights into eliciting biologically meaningful priors for the trajectory of the effective population size. The results presented here also bring novel understanding of GP as models for the evolution of a trait. Thus, the ecological principles foundation of Palacios and Minin (2013)'s prior adds to the conceptual and scientific value of these authors' inferential approach. I conclude this note by listing a series of insights brought about by this connection with Ecology. Copyright © 2017 The Author. Published by Elsevier Inc. All rights reserved.

  16. Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology

    Directory of Open Access Journals (Sweden)

    Mohamed Chikhi

    2018-02-01

    Full Text Available This paper analyses cyclical behaviour of Orange stock price listed in French stock exchange over 01/03/2000 to 02/02/2017 by testing the nonlinearities through a class of conditional heteroscedastic nonparametric models. The linearity and Gaussianity assumptions are rejected for Orange Stock returns and informational shocks have transitory effects on returns and volatility. The forecasting results show that Orange stock prices are short-term predictable and nonparametric NAR-ARCH model has better performance over parametric MA-APARCH model for short horizons. Plus, the estimates of this model are also better comparing to the predictions of the random walk model. This finding provides evidence for weak form of inefficiency in Paris stock market with limited rationality, thus it emerges arbitrage opportunities.

  17. Nonparametric statistics with applications to science and engineering

    CERN Document Server

    Kvam, Paul H

    2007-01-01

    A thorough and definitive book that fully addresses traditional and modern-day topics of nonparametric statistics This book presents a practical approach to nonparametric statistical analysis and provides comprehensive coverage of both established and newly developed methods. With the use of MATLAB, the authors present information on theorems and rank tests in an applied fashion, with an emphasis on modern methods in regression and curve fitting, bootstrap confidence intervals, splines, wavelets, empirical likelihood, and goodness-of-fit testing. Nonparametric Statistics with Applications to Science and Engineering begins with succinct coverage of basic results for order statistics, methods of categorical data analysis, nonparametric regression, and curve fitting methods. The authors then focus on nonparametric procedures that are becoming more relevant to engineering researchers and practitioners. The important fundamental materials needed to effectively learn and apply the discussed methods are also provide...

  18. A canonical process for estimation of convex functions : The "invelope" of integrated Brownian motion +t4

    NARCIS (Netherlands)

    Groeneboom, P.; Jongbloed, G.; Wellner, J.A.

    2001-01-01

    A process associated with integrated Brownian motion is introduced that characterizes the limit behavior of nonparametric least squares and maximum likelihood estimators of convex functions and convex densities, respectively. We call this process “the invelope” and show that it is an almost surely

  19. Estimating technical efficiency in the hospital sector with panel data: a comparison of parametric and non-parametric techniques.

    Science.gov (United States)

    Siciliani, Luigi

    2006-01-01

    Policy makers are increasingly interested in developing performance indicators that measure hospital efficiency. These indicators may give the purchasers of health services an additional regulatory tool to contain health expenditure. Using panel data, this study compares different parametric (econometric) and non-parametric (linear programming) techniques for the measurement of a hospital's technical efficiency. This comparison was made using a sample of 17 Italian hospitals in the years 1996-9. Highest correlations are found in the efficiency scores between the non-parametric data envelopment analysis under the constant returns to scale assumption (DEA-CRS) and several parametric models. Correlation reduces markedly when using more flexible non-parametric specifications such as data envelopment analysis under the variable returns to scale assumption (DEA-VRS) and the free disposal hull (FDH) model. Correlation also generally reduces when moving from one output to two-output specifications. This analysis suggests that there is scope for developing performance indicators at hospital level using panel data, but it is important that extensive sensitivity analysis is carried out if purchasers wish to make use of these indicators in practice.

  20. Dose-response curve estimation: a semiparametric mixture approach.

    Science.gov (United States)

    Yuan, Ying; Yin, Guosheng

    2011-12-01

    In the estimation of a dose-response curve, parametric models are straightforward and efficient but subject to model misspecifications; nonparametric methods are robust but less efficient. As a compromise, we propose a semiparametric approach that combines the advantages of parametric and nonparametric curve estimates. In a mixture form, our estimator takes a weighted average of the parametric and nonparametric curve estimates, in which a higher weight is assigned to the estimate with a better model fit. When the parametric model assumption holds, the semiparametric curve estimate converges to the parametric estimate and thus achieves high efficiency; when the parametric model is misspecified, the semiparametric estimate converges to the nonparametric estimate and remains consistent. We also consider an adaptive weighting scheme to allow the weight to vary according to the local fit of the models. We conduct extensive simulation studies to investigate the performance of the proposed methods and illustrate them with two real examples. © 2011, The International Biometric Society.

  1. Computerized image analysis: estimation of breast density on mammograms

    Science.gov (United States)

    Zhou, Chuan; Chan, Heang-Ping; Petrick, Nicholas; Sahiner, Berkman; Helvie, Mark A.; Roubidoux, Marilyn A.; Hadjiiski, Lubomir M.; Goodsitt, Mitchell M.

    2000-06-01

    An automated image analysis tool is being developed for estimation of mammographic breast density, which may be useful for risk estimation or for monitoring breast density change in a prevention or intervention program. A mammogram is digitized using a laser scanner and the resolution is reduced to a pixel size of 0.8 mm X 0.8 mm. Breast density analysis is performed in three stages. First, the breast region is segmented from the surrounding background by an automated breast boundary-tracking algorithm. Second, an adaptive dynamic range compression technique is applied to the breast image to reduce the range of the gray level distribution in the low frequency background and to enhance the differences in the characteristic features of the gray level histogram for breasts of different densities. Third, rule-based classification is used to classify the breast images into several classes according to the characteristic features of their gray level histogram. For each image, a gray level threshold is automatically determined to segment the dense tissue from the breast region. The area of segmented dense tissue as a percentage of the breast area is then estimated. In this preliminary study, we analyzed the interobserver variation of breast density estimation by two experienced radiologists using BI-RADS lexicon. The radiologists' visually estimated percent breast densities were compared with the computer's calculation. The results demonstrate the feasibility of estimating mammographic breast density using computer vision techniques and its potential to improve the accuracy and reproducibility in comparison with the subjective visual assessment by radiologists.

  2. Bayesian nonparametric data analysis

    CERN Document Server

    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.

  3. Estimation of the limit of detection with a bootstrap-derived standard error by a partly non-parametric approach. Application to HPLC drug assays

    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...

  4. Fast clustering using adaptive density peak detection.

    Science.gov (United States)

    Wang, Xiao-Feng; Xu, Yifan

    2017-12-01

    Common limitations of clustering methods include the slow algorithm convergence, the instability of the pre-specification on a number of intrinsic parameters, and the lack of robustness to outliers. A recent clustering approach proposed a fast search algorithm of cluster centers based on their local densities. However, the selection of the key intrinsic parameters in the algorithm was not systematically investigated. It is relatively difficult to estimate the "optimal" parameters since the original definition of the local density in the algorithm is based on a truncated counting measure. In this paper, we propose a clustering procedure with adaptive density peak detection, where the local density is estimated through the nonparametric multivariate kernel estimation. The model parameter is then able to be calculated from the equations with statistical theoretical justification. We also develop an automatic cluster centroid selection method through maximizing an average silhouette index. The advantage and flexibility of the proposed method are demonstrated through simulation studies and the analysis of a few benchmark gene expression data sets. The method only needs to perform in one single step without any iteration and thus is fast and has a great potential to apply on big data analysis. A user-friendly R package ADPclust is developed for public use.

  5. Nonparametric Fine Tuning of Mixtures: Application to Non-Life Insurance Claims Distribution Estimation

    Science.gov (United States)

    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.

  6. Short-term forecasting of meteorological time series using Nonparametric Functional Data Analysis (NPFDA)

    Science.gov (United States)

    Curceac, S.; Ternynck, C.; Ouarda, T.

    2015-12-01

    Over the past decades, a substantial amount of research has been conducted to model and forecast climatic variables. In this study, Nonparametric Functional Data Analysis (NPFDA) methods are applied to forecast air temperature and wind speed time series in Abu Dhabi, UAE. The dataset consists of hourly measurements recorded for a period of 29 years, 1982-2010. The novelty of the Functional Data Analysis approach is in expressing the data as curves. In the present work, the focus is on daily forecasting and the functional observations (curves) express the daily measurements of the above mentioned variables. We apply a non-linear regression model with a functional non-parametric kernel estimator. The computation of the estimator is performed using an asymmetrical quadratic kernel function for local weighting based on the bandwidth obtained by a cross validation procedure. The proximities between functional objects are calculated by families of semi-metrics based on derivatives and Functional Principal Component Analysis (FPCA). Additionally, functional conditional mode and functional conditional median estimators are applied and the advantages of combining their results are analysed. A different approach employs a SARIMA model selected according to the minimum Akaike (AIC) and Bayessian (BIC) Information Criteria and based on the residuals of the model. The performance of the models is assessed by calculating error indices such as the root mean square error (RMSE), relative RMSE, BIAS and relative BIAS. The results indicate that the NPFDA models provide more accurate forecasts than the SARIMA models. Key words: Nonparametric functional data analysis, SARIMA, time series forecast, air temperature, wind speed

  7. KDE-Track: An Efficient Dynamic Density Estimator for Data Streams

    KAUST Repository

    Qahtan, Abdulhakim Ali Ali; Wang, Suojin; Zhang, Xiangliang

    2016-01-01

    Recent developments in sensors, global positioning system devices and smart phones have increased the availability of spatiotemporal data streams. Developing models for mining such streams is challenged by the huge amount of data that cannot be stored in the memory, the high arrival speed and the dynamic changes in the data distribution. Density estimation is an important technique in stream mining for a wide variety of applications. The construction of kernel density estimators is well studied and documented. However, existing techniques are either expensive or inaccurate and unable to capture the changes in the data distribution. In this paper, we present a method called KDE-Track to estimate the density of spatiotemporal data streams. KDE-Track can efficiently estimate the density function with linear time complexity using interpolation on a kernel model, which is incrementally updated upon the arrival of new samples from the stream. We also propose an accurate and efficient method for selecting the bandwidth value for the kernel density estimator, which increases its accuracy significantly. Both theoretical analysis and experimental validation show that KDE-Track outperforms a set of baseline methods on the estimation accuracy and computing time of complex density structures in data streams.

  8. KDE-Track: An Efficient Dynamic Density Estimator for Data Streams

    KAUST Repository

    Qahtan, Abdulhakim Ali Ali

    2016-11-08

    Recent developments in sensors, global positioning system devices and smart phones have increased the availability of spatiotemporal data streams. Developing models for mining such streams is challenged by the huge amount of data that cannot be stored in the memory, the high arrival speed and the dynamic changes in the data distribution. Density estimation is an important technique in stream mining for a wide variety of applications. The construction of kernel density estimators is well studied and documented. However, existing techniques are either expensive or inaccurate and unable to capture the changes in the data distribution. In this paper, we present a method called KDE-Track to estimate the density of spatiotemporal data streams. KDE-Track can efficiently estimate the density function with linear time complexity using interpolation on a kernel model, which is incrementally updated upon the arrival of new samples from the stream. We also propose an accurate and efficient method for selecting the bandwidth value for the kernel density estimator, which increases its accuracy significantly. Both theoretical analysis and experimental validation show that KDE-Track outperforms a set of baseline methods on the estimation accuracy and computing time of complex density structures in data streams.

  9. Nonparametric predictive inference for combining diagnostic tests with parametric copula

    Science.gov (United States)

    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.

  10. Kendall-Theil Robust Line (KTRLine--version 1.0)-A Visual Basic Program for Calculating and Graphing Robust Nonparametric Estimates of Linear-Regression Coefficients Between Two Continuous Variables

    Science.gov (United States)

    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

  11. Effective Dysphonia Detection Using Feature Dimension Reduction and Kernel Density Estimation for Patients with Parkinson’s Disease

    Science.gov (United States)

    Yang, Shanshan; Zheng, Fang; Luo, Xin; Cai, Suxian; Wu, Yunfeng; Liu, Kaizhi; Wu, Meihong; Chen, Jian; Krishnan, Sridhar

    2014-01-01

    Detection of dysphonia is useful for monitoring the progression of phonatory impairment for patients with Parkinson’s disease (PD), and also helps assess the disease severity. This paper describes the statistical pattern analysis methods to study different vocal measurements of sustained phonations. The feature dimension reduction procedure was implemented by using the sequential forward selection (SFS) and kernel principal component analysis (KPCA) methods. Four selected vocal measures were projected by the KPCA onto the bivariate feature space, in which the class-conditional feature densities can be approximated with the nonparametric kernel density estimation technique. In the vocal pattern classification experiments, Fisher’s linear discriminant analysis (FLDA) was applied to perform the linear classification of voice records for healthy control subjects and PD patients, and the maximum a posteriori (MAP) decision rule and support vector machine (SVM) with radial basis function kernels were employed for the nonlinear classification tasks. Based on the KPCA-mapped feature densities, the MAP classifier successfully distinguished 91.8% voice records, with a sensitivity rate of 0.986, a specificity rate of 0.708, and an area value of 0.94 under the receiver operating characteristic (ROC) curve. The diagnostic performance provided by the MAP classifier was superior to those of the FLDA and SVM classifiers. In addition, the classification results indicated that gender is insensitive to dysphonia detection, and the sustained phonations of PD patients with minimal functional disability are more difficult to be correctly identified. PMID:24586406

  12. A Balanced Approach to Adaptive Probability Density Estimation

    Directory of Open Access Journals (Sweden)

    Julio A. Kovacs

    2017-04-01

    Full Text Available Our development of a Fast (Mutual Information Matching (FIM of molecular dynamics time series data led us to the general problem of how to accurately estimate the probability density function of a random variable, especially in cases of very uneven samples. Here, we propose a novel Balanced Adaptive Density Estimation (BADE method that effectively optimizes the amount of smoothing at each point. To do this, BADE relies on an efficient nearest-neighbor search which results in good scaling for large data sizes. Our tests on simulated data show that BADE exhibits equal or better accuracy than existing methods, and visual tests on univariate and bivariate experimental data show that the results are also aesthetically pleasing. This is due in part to the use of a visual criterion for setting the smoothing level of the density estimate. Our results suggest that BADE offers an attractive new take on the fundamental density estimation problem in statistics. We have applied it on molecular dynamics simulations of membrane pore formation. We also expect BADE to be generally useful for low-dimensional applications in other statistical application domains such as bioinformatics, signal processing and econometrics.

  13. Introduction to nonparametric statistics for the biological sciences using R

    CERN Document Server

    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...

  14. Bayesian nonparametric inference on quantile residual life function: Application to breast cancer data.

    Science.gov (United States)

    Park, Taeyoung; Jeong, Jong-Hyeon; Lee, Jae Won

    2012-08-15

    There is often an interest in estimating a residual life function as a summary measure of survival data. For ease in presentation of the potential therapeutic effect of a new drug, investigators may summarize survival data in terms of the remaining life years of patients. Under heavy right censoring, however, some reasonably high quantiles (e.g., median) of a residual lifetime distribution cannot be always estimated via a popular nonparametric approach on the basis of the Kaplan-Meier estimator. To overcome the difficulties in dealing with heavily censored survival data, this paper develops a Bayesian nonparametric approach that takes advantage of a fully model-based but highly flexible probabilistic framework. We use a Dirichlet process mixture of Weibull distributions to avoid strong parametric assumptions on the unknown failure time distribution, making it possible to estimate any quantile residual life function under heavy censoring. Posterior computation through Markov chain Monte Carlo is straightforward and efficient because of conjugacy properties and partial collapse. We illustrate the proposed methods by using both simulated data and heavily censored survival data from a recent breast cancer clinical trial conducted by the National Surgical Adjuvant Breast and Bowel Project. Copyright © 2012 John Wiley & Sons, Ltd.

  15. Digital spectral analysis parametric, non-parametric and advanced methods

    CERN Document Server

    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

  16. On Cooper's Nonparametric Test.

    Science.gov (United States)

    Schmeidler, James

    1978-01-01

    The basic assumption of Cooper's nonparametric test for trend (EJ 125 069) is questioned. It is contended that the proper assumption alters the distribution of the statistic and reduces its usefulness. (JKS)

  17. Improved Variable Window Kernel Estimates of Probability Densities

    OpenAIRE

    Hall, Peter; Hu, Tien Chung; Marron, J. S.

    1995-01-01

    Variable window width kernel density estimators, with the width varying proportionally to the square root of the density, have been thought to have superior asymptotic properties. The rate of convergence has been claimed to be as good as those typical for higher-order kernels, which makes the variable width estimators more attractive because no adjustment is needed to handle the negativity usually entailed by the latter. However, in a recent paper, Terrell and Scott show that these results ca...

  18. Curve fitting of the corporate recovery rates: the comparison of Beta distribution estimation and kernel density estimation.

    Science.gov (United States)

    Chen, Rongda; Wang, Ze

    2013-01-01

    Recovery rate is essential to the estimation of the portfolio's loss and economic capital. Neglecting the randomness of the distribution of recovery rate may underestimate the risk. The study introduces two kinds of models of distribution, Beta distribution estimation and kernel density distribution estimation, to simulate the distribution of recovery rates of corporate loans and bonds. As is known, models based on Beta distribution are common in daily usage, such as CreditMetrics by J.P. Morgan, Portfolio Manager by KMV and Losscalc by Moody's. However, it has a fatal defect that it can't fit the bimodal or multimodal distributions such as recovery rates of corporate loans and bonds as Moody's new data show. In order to overcome this flaw, the kernel density estimation is introduced and we compare the simulation results by histogram, Beta distribution estimation and kernel density estimation to reach the conclusion that the Gaussian kernel density distribution really better imitates the distribution of the bimodal or multimodal data samples of corporate loans and bonds. Finally, a Chi-square test of the Gaussian kernel density estimation proves that it can fit the curve of recovery rates of loans and bonds. So using the kernel density distribution to precisely delineate the bimodal recovery rates of bonds is optimal in credit risk management.

  19. Gradient-based stochastic estimation of the density matrix

    Science.gov (United States)

    Wang, Zhentao; Chern, Gia-Wei; Batista, Cristian D.; Barros, Kipton

    2018-03-01

    Fast estimation of the single-particle density matrix is key to many applications in quantum chemistry and condensed matter physics. The best numerical methods leverage the fact that the density matrix elements f(H)ij decay rapidly with distance rij between orbitals. This decay is usually exponential. However, for the special case of metals at zero temperature, algebraic decay of the density matrix appears and poses a significant numerical challenge. We introduce a gradient-based probing method to estimate all local density matrix elements at a computational cost that scales linearly with system size. For zero-temperature metals, the stochastic error scales like S-(d+2)/2d, where d is the dimension and S is a prefactor to the computational cost. The convergence becomes exponential if the system is at finite temperature or is insulating.

  20. Exact nonparametric confidence bands for the survivor function.

    Science.gov (United States)

    Matthews, David

    2013-10-12

    A method to produce exact simultaneous confidence bands for the empirical cumulative distribution function that was first described by Owen, and subsequently corrected by Jager and Wellner, is the starting point for deriving exact nonparametric confidence bands for the survivor function of any positive random variable. We invert a nonparametric likelihood test of uniformity, constructed from the Kaplan-Meier estimator of the survivor function, to obtain simultaneous lower and upper bands for the function of interest with specified global confidence level. The method involves calculating a null distribution and associated critical value for each observed sample configuration. However, Noe recursions and the Van Wijngaarden-Decker-Brent root-finding algorithm provide the necessary tools for efficient computation of these exact bounds. Various aspects of the effect of right censoring on these exact bands are investigated, using as illustrations two observational studies of survival experience among non-Hodgkin's lymphoma patients and a much larger group of subjects with advanced lung cancer enrolled in trials within the North Central Cancer Treatment Group. Monte Carlo simulations confirm the merits of the proposed method of deriving simultaneous interval estimates of the survivor function across the entire range of the observed sample. This research was supported by the Natural Sciences and Engineering Research Council (NSERC) of Canada. It was begun while the author was visiting the Department of Statistics, University of Auckland, and completed during a subsequent sojourn at the Medical Research Council Biostatistics Unit in Cambridge. The support of both institutions, in addition to that of NSERC and the University of Waterloo, is greatly appreciated.

  1. Tremor Detection Using Parametric and Non-Parametric Spectral Estimation Methods: A Comparison with Clinical Assessment

    Science.gov (United States)

    Martinez Manzanera, Octavio; Elting, Jan Willem; van der Hoeven, Johannes H.; Maurits, Natasha M.

    2016-01-01

    In the clinic, tremor is diagnosed during a time-limited process in which patients are observed and the characteristics of tremor are visually assessed. For some tremor disorders, a more detailed analysis of these characteristics is needed. Accelerometry and electromyography can be used to obtain a better insight into tremor. Typically, routine clinical assessment of accelerometry and electromyography data involves visual inspection by clinicians and occasionally computational analysis to obtain objective characteristics of tremor. However, for some tremor disorders these characteristics may be different during daily activity. This variability in presentation between the clinic and daily life makes a differential diagnosis more difficult. A long-term recording of tremor by accelerometry and/or electromyography in the home environment could help to give a better insight into the tremor disorder. However, an evaluation of such recordings using routine clinical standards would take too much time. We evaluated a range of techniques that automatically detect tremor segments in accelerometer data, as accelerometer data is more easily obtained in the home environment than electromyography data. Time can be saved if clinicians only have to evaluate the tremor characteristics of segments that have been automatically detected in longer daily activity recordings. We tested four non-parametric methods and five parametric methods on clinical accelerometer data from 14 patients with different tremor disorders. The consensus between two clinicians regarding the presence or absence of tremor on 3943 segments of accelerometer data was employed as reference. The nine methods were tested against this reference to identify their optimal parameters. Non-parametric methods generally performed better than parametric methods on our dataset when optimal parameters were used. However, one parametric method, employing the high frequency content of the tremor bandwidth under consideration

  2. Robust estimation for ordinary differential equation models.

    Science.gov (United States)

    Cao, J; Wang, L; Xu, J

    2011-12-01

    Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. © 2011, The International Biometric Society.

  3. Probability Density Estimation Using Neural Networks in Monte Carlo Calculations

    International Nuclear Information System (INIS)

    Shim, Hyung Jin; Cho, Jin Young; Song, Jae Seung; Kim, Chang Hyo

    2008-01-01

    The Monte Carlo neutronics analysis requires the capability for a tally distribution estimation like an axial power distribution or a flux gradient in a fuel rod, etc. This problem can be regarded as a probability density function estimation from an observation set. We apply the neural network based density estimation method to an observation and sampling weight set produced by the Monte Carlo calculations. The neural network method is compared with the histogram and the functional expansion tally method for estimating a non-smooth density, a fission source distribution, and an absorption rate's gradient in a burnable absorber rod. The application results shows that the neural network method can approximate a tally distribution quite well. (authors)

  4. Curve fitting of the corporate recovery rates: the comparison of Beta distribution estimation and kernel density estimation.

    Directory of Open Access Journals (Sweden)

    Rongda Chen

    Full Text Available Recovery rate is essential to the estimation of the portfolio's loss and economic capital. Neglecting the randomness of the distribution of recovery rate may underestimate the risk. The study introduces two kinds of models of distribution, Beta distribution estimation and kernel density distribution estimation, to simulate the distribution of recovery rates of corporate loans and bonds. As is known, models based on Beta distribution are common in daily usage, such as CreditMetrics by J.P. Morgan, Portfolio Manager by KMV and Losscalc by Moody's. However, it has a fatal defect that it can't fit the bimodal or multimodal distributions such as recovery rates of corporate loans and bonds as Moody's new data show. In order to overcome this flaw, the kernel density estimation is introduced and we compare the simulation results by histogram, Beta distribution estimation and kernel density estimation to reach the conclusion that the Gaussian kernel density distribution really better imitates the distribution of the bimodal or multimodal data samples of corporate loans and bonds. Finally, a Chi-square test of the Gaussian kernel density estimation proves that it can fit the curve of recovery rates of loans and bonds. So using the kernel density distribution to precisely delineate the bimodal recovery rates of bonds is optimal in credit risk management.

  5. Curve Fitting of the Corporate Recovery Rates: The Comparison of Beta Distribution Estimation and Kernel Density Estimation

    Science.gov (United States)

    Chen, Rongda; Wang, Ze

    2013-01-01

    Recovery rate is essential to the estimation of the portfolio’s loss and economic capital. Neglecting the randomness of the distribution of recovery rate may underestimate the risk. The study introduces two kinds of models of distribution, Beta distribution estimation and kernel density distribution estimation, to simulate the distribution of recovery rates of corporate loans and bonds. As is known, models based on Beta distribution are common in daily usage, such as CreditMetrics by J.P. Morgan, Portfolio Manager by KMV and Losscalc by Moody’s. However, it has a fatal defect that it can’t fit the bimodal or multimodal distributions such as recovery rates of corporate loans and bonds as Moody’s new data show. In order to overcome this flaw, the kernel density estimation is introduced and we compare the simulation results by histogram, Beta distribution estimation and kernel density estimation to reach the conclusion that the Gaussian kernel density distribution really better imitates the distribution of the bimodal or multimodal data samples of corporate loans and bonds. Finally, a Chi-square test of the Gaussian kernel density estimation proves that it can fit the curve of recovery rates of loans and bonds. So using the kernel density distribution to precisely delineate the bimodal recovery rates of bonds is optimal in credit risk management. PMID:23874558

  6. Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

    Science.gov (United States)

    Feng, Jinchao; Lansford, Joshua; Mironenko, Alexander; Pourkargar, Davood Babaei; Vlachos, Dionisios G.; Katsoulakis, Markos A.

    2018-03-01

    We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data). The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

  7. Non-parametric correlative uncertainty quantification and sensitivity analysis: Application to a Langmuir bimolecular adsorption model

    Directory of Open Access Journals (Sweden)

    Jinchao Feng

    2018-03-01

    Full Text Available We propose non-parametric methods for both local and global sensitivity analysis of chemical reaction models with correlated parameter dependencies. The developed mathematical and statistical tools are applied to a benchmark Langmuir competitive adsorption model on a close packed platinum surface, whose parameters, estimated from quantum-scale computations, are correlated and are limited in size (small data. The proposed mathematical methodology employs gradient-based methods to compute sensitivity indices. We observe that ranking influential parameters depends critically on whether or not correlations between parameters are taken into account. The impact of uncertainty in the correlation and the necessity of the proposed non-parametric perspective are demonstrated.

  8. Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns

    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.

  9. Model-based estimation of finite population total in stratified sampling

    African Journals Online (AJOL)

    The work presented in this paper concerns the estimation of finite population total under model – based framework. Nonparametric regression approach as a method of estimating finite population total is explored. The asymptotic properties of the estimators based on nonparametric regression are also developed under ...

  10. Dual-Layer Density Estimation for Multiple Object Instance Detection

    Directory of Open Access Journals (Sweden)

    Qiang Zhang

    2016-01-01

    Full Text Available This paper introduces a dual-layer density estimation-based architecture for multiple object instance detection in robot inventory management applications. The approach consists of raw scale-invariant feature transform (SIFT feature matching and key point projection. The dominant scale ratio and a reference clustering threshold are estimated using the first layer of the density estimation. A cascade of filters is applied after feature template reconstruction and refined feature matching to eliminate false matches. Before the second layer of density estimation, the adaptive threshold is finalized by multiplying an empirical coefficient for the reference value. The coefficient is identified experimentally. Adaptive threshold-based grid voting is applied to find all candidate object instances. Error detection is eliminated using final geometric verification in accordance with Random Sample Consensus (RANSAC. The detection results of the proposed approach are evaluated on a self-built dataset collected in a supermarket. The results demonstrate that the approach provides high robustness and low latency for inventory management application.

  11. Anisotropic Density Estimation in Global Illumination

    DEFF Research Database (Denmark)

    Schjøth, Lars

    2009-01-01

    Density estimation employed in multi-pass global illumination algorithms gives cause to a trade-off problem between bias and noise. The problem is seen most evident as blurring of strong illumination features. This thesis addresses the problem, presenting four methods that reduce both noise...

  12. Gaussian process-based Bayesian nonparametric inference of population size trajectories from gene genealogies.

    Science.gov (United States)

    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. Copyright © 2013, The International Biometric Society.

  13. Application of nonparametric statistics to material strength/reliability assessment

    International Nuclear Information System (INIS)

    Arai, Taketoshi

    1992-01-01

    An advanced material technology requires data base on a wide variety of material behavior which need to be established experimentally. It may often happen that experiments are practically limited in terms of reproducibility or a range of test parameters. Statistical methods can be applied to understanding uncertainties in such a quantitative manner as required from the reliability point of view. Statistical assessment involves determinations of a most probable value and the maximum and/or minimum value as one-sided or two-sided confidence limit. A scatter of test data can be approximated by a theoretical distribution only if the goodness of fit satisfies a test criterion. Alternatively, nonparametric statistics (NPS) or distribution-free statistics can be applied. Mathematical procedures by NPS are well established for dealing with most reliability problems. They handle only order statistics of a sample. Mathematical formulas and some applications to engineering assessments are described. They include confidence limits of median, population coverage of sample, required minimum number of a sample, and confidence limits of fracture probability. These applications demonstrate that a nonparametric statistical estimation is useful in logical decision making in the case a large uncertainty exists. (author)

  14. Bayesian nonparametric hierarchical modeling.

    Science.gov (United States)

    Dunson, David B

    2009-04-01

    In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.

  15. Nonparametric identification of nonlinear dynamic systems using a synchronisation-based method

    Science.gov (United States)

    Kenderi, Gábor; Fidlin, Alexander

    2014-12-01

    The present study proposes an identification method for highly nonlinear mechanical systems that does not require a priori knowledge of the underlying nonlinearities to reconstruct arbitrary restoring force surfaces between degrees of freedom. This approach is based on the master-slave synchronisation between a dynamic model of the system as the slave and the real system as the master using measurements of the latter. As the model synchronises to the measurements, it becomes an observer of the real system. The optimal observer algorithm in a least-squares sense is given by the Kalman filter. Using the well-known state augmentation technique, the Kalman filter can be turned into a dual state and parameter estimator to identify parameters of a priori characterised nonlinearities. The paper proposes an extension of this technique towards nonparametric identification. A general system model is introduced by describing the restoring forces as bilateral spring-dampers with time-variant coefficients, which are estimated as augmented states. The estimation procedure is followed by an a posteriori statistical analysis to reconstruct noise-free restoring force characteristics using the estimated states and their estimated variances. Observability is provided using only one measured mechanical quantity per degree of freedom, which makes this approach less demanding in the number of necessary measurement signals compared with truly nonparametric solutions, which typically require displacement, velocity and acceleration signals. Additionally, due to the statistical rigour of the procedure, it successfully addresses signals corrupted by significant measurement noise. In the present paper, the method is described in detail, which is followed by numerical examples of one degree of freedom (1DoF) and 2DoF mechanical systems with strong nonlinearities of vibro-impact type to demonstrate the effectiveness of the proposed technique.

  16. A comparison of dependence function estimators in multivariate extremes

    KAUST Repository

    Vettori, Sabrina; Huser, Raphaë l; Genton, Marc G.

    2017-01-01

    Various nonparametric and parametric estimators of extremal dependence have been proposed in the literature. Nonparametric methods commonly suffer from the curse of dimensionality and have been mostly implemented in extreme-value studies up to three dimensions, whereas parametric models can tackle higher-dimensional settings. In this paper, we assess, through a vast and systematic simulation study, the performance of classical and recently proposed estimators in multivariate settings. In particular, we first investigate the performance of nonparametric methods and then compare them with classical parametric approaches under symmetric and asymmetric dependence structures within the commonly used logistic family. We also explore two different ways to make nonparametric estimators satisfy the necessary dependence function shape constraints, finding a general improvement in estimator performance either (i) by substituting the estimator with its greatest convex minorant, developing a computational tool to implement this method for dimensions $$D\\ge 2$$D≥2 or (ii) by projecting the estimator onto a subspace of dependence functions satisfying such constraints and taking advantage of Bernstein–Bézier polynomials. Implementing the convex minorant method leads to better estimator performance as the dimensionality increases.

  17. A comparison of dependence function estimators in multivariate extremes

    KAUST Repository

    Vettori, Sabrina

    2017-05-11

    Various nonparametric and parametric estimators of extremal dependence have been proposed in the literature. Nonparametric methods commonly suffer from the curse of dimensionality and have been mostly implemented in extreme-value studies up to three dimensions, whereas parametric models can tackle higher-dimensional settings. In this paper, we assess, through a vast and systematic simulation study, the performance of classical and recently proposed estimators in multivariate settings. In particular, we first investigate the performance of nonparametric methods and then compare them with classical parametric approaches under symmetric and asymmetric dependence structures within the commonly used logistic family. We also explore two different ways to make nonparametric estimators satisfy the necessary dependence function shape constraints, finding a general improvement in estimator performance either (i) by substituting the estimator with its greatest convex minorant, developing a computational tool to implement this method for dimensions $$D\\\\ge 2$$D≥2 or (ii) by projecting the estimator onto a subspace of dependence functions satisfying such constraints and taking advantage of Bernstein–Bézier polynomials. Implementing the convex minorant method leads to better estimator performance as the dimensionality increases.

  18. An integrated approach to estimate storage reliability with initial failures based on E-Bayesian estimates

    International Nuclear Information System (INIS)

    Zhang, Yongjin; Zhao, Ming; Zhang, Shitao; Wang, Jiamei; Zhang, Yanjun

    2017-01-01

    Storage reliability that measures the ability of products in a dormant state to keep their required functions is studied in this paper. For certain types of products, Storage reliability may not always be 100% at the beginning of storage, unlike the operational reliability, which exist possible initial failures that are normally neglected in the models of storage reliability. In this paper, a new integrated technique, the non-parametric measure based on the E-Bayesian estimates of current failure probabilities is combined with the parametric measure based on the exponential reliability function, is proposed to estimate and predict the storage reliability of products with possible initial failures, where the non-parametric method is used to estimate the number of failed products and the reliability at each testing time, and the parameter method is used to estimate the initial reliability and the failure rate of storage product. The proposed method has taken into consideration that, the reliability test data of storage products containing the unexamined before and during the storage process, is available for providing more accurate estimates of both the initial failure probability and the storage failure probability. When storage reliability prediction that is the main concern in this field should be made, the non-parametric estimates of failure numbers can be used into the parametric models for the failure process in storage. In the case of exponential models, the assessment and prediction method for storage reliability is presented in this paper. Finally, a numerical example is given to illustrate the method. Furthermore, a detailed comparison between the proposed and traditional method, for examining the rationality of assessment and prediction on the storage reliability, is investigated. The results should be useful for planning a storage environment, decision-making concerning the maximum length of storage, and identifying the production quality. - Highlights:

  19. Bayesian Nonparametric Longitudinal Data Analysis.

    Science.gov (United States)

    Quintana, Fernando A; Johnson, Wesley O; Waetjen, Elaine; Gold, Ellen

    2016-01-01

    Practical Bayesian nonparametric methods have been developed across a wide variety of contexts. Here, we develop a novel statistical model that generalizes standard mixed models for longitudinal data that include flexible mean functions as well as combined compound symmetry (CS) and autoregressive (AR) covariance structures. AR structure is often specified through the use of a Gaussian process (GP) with covariance functions that allow longitudinal data to be more correlated if they are observed closer in time than if they are observed farther apart. We allow for AR structure by considering a broader class of models that incorporates a Dirichlet Process Mixture (DPM) over the covariance parameters of the GP. We are able to take advantage of modern Bayesian statistical methods in making full predictive inferences and about characteristics of longitudinal profiles and their differences across covariate combinations. We also take advantage of the generality of our model, which provides for estimation of a variety of covariance structures. We observe that models that fail to incorporate CS or AR structure can result in very poor estimation of a covariance or correlation matrix. In our illustration using hormone data observed on women through the menopausal transition, biology dictates the use of a generalized family of sigmoid functions as a model for time trends across subpopulation categories.

  20. Density meter algorithm and system for estimating sampling/mixing uncertainty

    International Nuclear Information System (INIS)

    Shine, E.P.

    1986-01-01

    The Laboratories Department at the Savannah River Plant (SRP) has installed a six-place density meter with an automatic sampling device. This paper describes the statistical software developed to analyze the density of uranyl nitrate solutions using this automated system. The purpose of this software is twofold: to estimate the sampling/mixing and measurement uncertainties in the process and to provide a measurement control program for the density meter. Non-uniformities in density are analyzed both analytically and graphically. The mean density and its limit of error are estimated. Quality control standards are analyzed concurrently with process samples and used to control the density meter measurement error. The analyses are corrected for concentration due to evaporation of samples waiting to be analyzed. The results of this program have been successful in identifying sampling/mixing problems and controlling the quality of analyses

  1. Density meter algorithm and system for estimating sampling/mixing uncertainty

    International Nuclear Information System (INIS)

    Shine, E.P.

    1986-01-01

    The Laboratories Department at the Savannah River Plant (SRP) has installed a six-place density meter with an automatic sampling device. This paper describes the statisical software developed to analyze the density of uranyl nitrate solutions using this automated system. The purpose of this software is twofold: to estimate the sampling/mixing and measurement uncertainties in the process and to provide a measurement control program for the density meter. Non-uniformities in density are analyzed both analytically and graphically. The mean density and its limit of error are estimated. Quality control standards are analyzed concurrently with process samples and used to control the density meter measurement error. The analyses are corrected for concentration due to evaporation of samples waiting to be analyzed. The results of this program have been successful in identifying sampling/mixing problems and controlling the quality of analyses

  2. Technical Note: Cortical thickness and density estimation from clinical CT using a prior thickness-density relationship

    Energy Technology Data Exchange (ETDEWEB)

    Humbert, Ludovic, E-mail: ludohumberto@gmail.com [Galgo Medical, Barcelona 08036 (Spain); Hazrati Marangalou, Javad; Rietbergen, Bert van [Orthopaedic Biomechanics, Department of Biomedical Engineering, Eindhoven University of Technology, Eindhoven 5600 MB (Netherlands); Río Barquero, Luis Miguel del [CETIR Centre Medic, Barcelona 08029 (Spain); Lenthe, G. Harry van [Biomechanics Section, KU Leuven–University of Leuven, Leuven 3001 (Belgium)

    2016-04-15

    Purpose: Cortical thickness and density are critical components in determining the strength of bony structures. Computed tomography (CT) is one possible modality for analyzing the cortex in 3D. In this paper, a model-based approach for measuring the cortical bone thickness and density from clinical CT images is proposed. Methods: Density variations across the cortex were modeled as a function of the cortical thickness and density, location of the cortex, density of surrounding tissues, and imaging blur. High resolution micro-CT data of cadaver proximal femurs were analyzed to determine a relationship between cortical thickness and density. This thickness-density relationship was used as prior information to be incorporated in the model to obtain accurate measurements of cortical thickness and density from clinical CT volumes. The method was validated using micro-CT scans of 23 cadaver proximal femurs. Simulated clinical CT images with different voxel sizes were generated from the micro-CT data. Cortical thickness and density were estimated from the simulated images using the proposed method and compared with measurements obtained using the micro-CT images to evaluate the effect of voxel size on the accuracy of the method. Then, 19 of the 23 specimens were imaged using a clinical CT scanner. Cortical thickness and density were estimated from the clinical CT images using the proposed method and compared with the micro-CT measurements. Finally, a case-control study including 20 patients with osteoporosis and 20 age-matched controls with normal bone density was performed to evaluate the proposed method in a clinical context. Results: Cortical thickness (density) estimation errors were 0.07 ± 0.19 mm (−18 ± 92 mg/cm{sup 3}) using the simulated clinical CT volumes with the smallest voxel size (0.33 × 0.33 × 0.5 mm{sup 3}), and 0.10 ± 0.24 mm (−10 ± 115 mg/cm{sup 3}) using the volumes with the largest voxel size (1.0 × 1.0 × 3.0 mm{sup 3}). A trend for the

  3. Technical Note: Cortical thickness and density estimation from clinical CT using a prior thickness-density relationship

    International Nuclear Information System (INIS)

    Humbert, Ludovic; Hazrati Marangalou, Javad; Rietbergen, Bert van; Río Barquero, Luis Miguel del; Lenthe, G. Harry van

    2016-01-01

    Purpose: Cortical thickness and density are critical components in determining the strength of bony structures. Computed tomography (CT) is one possible modality for analyzing the cortex in 3D. In this paper, a model-based approach for measuring the cortical bone thickness and density from clinical CT images is proposed. Methods: Density variations across the cortex were modeled as a function of the cortical thickness and density, location of the cortex, density of surrounding tissues, and imaging blur. High resolution micro-CT data of cadaver proximal femurs were analyzed to determine a relationship between cortical thickness and density. This thickness-density relationship was used as prior information to be incorporated in the model to obtain accurate measurements of cortical thickness and density from clinical CT volumes. The method was validated using micro-CT scans of 23 cadaver proximal femurs. Simulated clinical CT images with different voxel sizes were generated from the micro-CT data. Cortical thickness and density were estimated from the simulated images using the proposed method and compared with measurements obtained using the micro-CT images to evaluate the effect of voxel size on the accuracy of the method. Then, 19 of the 23 specimens were imaged using a clinical CT scanner. Cortical thickness and density were estimated from the clinical CT images using the proposed method and compared with the micro-CT measurements. Finally, a case-control study including 20 patients with osteoporosis and 20 age-matched controls with normal bone density was performed to evaluate the proposed method in a clinical context. Results: Cortical thickness (density) estimation errors were 0.07 ± 0.19 mm (−18 ± 92 mg/cm"3) using the simulated clinical CT volumes with the smallest voxel size (0.33 × 0.33 × 0.5 mm"3), and 0.10 ± 0.24 mm (−10 ± 115 mg/cm"3) using the volumes with the largest voxel size (1.0 × 1.0 × 3.0 mm"3). A trend for the cortical thickness and

  4. Density forecasts of crude-oil prices using option-implied and ARCH-type models

    DEFF Research Database (Denmark)

    Høg, Esben; Tsiaras, Leonicas

    2011-01-01

    of derivative contracts. Risk-neutral densities, obtained from panels of crude-oil option prices, are adjusted to reflect real-world risks using either a parametric or a non-parametric calibration approach. The relative performance of the models is evaluated for the entire support of the density, as well...... obtained by option prices and non-parametric calibration methods over those constructed using historical returns and simulated ARCH processes. © 2010 Wiley Periodicals, Inc. Jrl Fut Mark...

  5. Simplified large African carnivore density estimators from track indices

    Directory of Open Access Journals (Sweden)

    Christiaan W. Winterbach

    2016-12-01

    Full Text Available Background The range, population size and trend of large carnivores are important parameters to assess their status globally and to plan conservation strategies. One can use linear models to assess population size and trends of large carnivores from track-based surveys on suitable substrates. The conventional approach of a linear model with intercept may not intercept at zero, but may fit the data better than linear model through the origin. We assess whether a linear regression through the origin is more appropriate than a linear regression with intercept to model large African carnivore densities and track indices. Methods We did simple linear regression with intercept analysis and simple linear regression through the origin and used the confidence interval for ß in the linear model y = αx + ß, Standard Error of Estimate, Mean Squares Residual and Akaike Information Criteria to evaluate the models. Results The Lion on Clay and Low Density on Sand models with intercept were not significant (P > 0.05. The other four models with intercept and the six models thorough origin were all significant (P < 0.05. The models using linear regression with intercept all included zero in the confidence interval for ß and the null hypothesis that ß = 0 could not be rejected. All models showed that the linear model through the origin provided a better fit than the linear model with intercept, as indicated by the Standard Error of Estimate and Mean Square Residuals. Akaike Information Criteria showed that linear models through the origin were better and that none of the linear models with intercept had substantial support. Discussion Our results showed that linear regression through the origin is justified over the more typical linear regression with intercept for all models we tested. A general model can be used to estimate large carnivore densities from track densities across species and study areas. The formula observed track density = 3.26

  6. Nonparametric identification of copula structures

    KAUST Repository

    Li, Bo; Genton, Marc G.

    2013-01-01

    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

  7. Simple nonparametric checks for model data fit in CAT

    NARCIS (Netherlands)

    Meijer, R.R.

    2005-01-01

    In this paper, the usefulness of several nonparametric checks is discussed in a computerized adaptive testing (CAT) context. Although there is no tradition of nonparametric scalability in CAT, it can be argued that scalability checks can be useful to investigate, for example, the quality of item

  8. Semi-nonparametric VaR forecasts for hedge funds during the recent crisis

    Science.gov (United States)

    Del Brio, Esther B.; Mora-Valencia, Andrés; Perote, Javier

    2014-05-01

    The need to provide accurate value-at-risk (VaR) forecasting measures has triggered an important literature in econophysics. Although these accurate VaR models and methodologies are particularly demanded for hedge fund managers, there exist few articles specifically devoted to implement new techniques in hedge fund returns VaR forecasting. This article advances in these issues by comparing the performance of risk measures based on parametric distributions (the normal, Student’s t and skewed-t), semi-nonparametric (SNP) methodologies based on Gram-Charlier (GC) series and the extreme value theory (EVT) approach. Our results show that normal-, Student’s t- and Skewed t- based methodologies fail to forecast hedge fund VaR, whilst SNP and EVT approaches accurately success on it. We extend these results to the multivariate framework by providing an explicit formula for the GC copula and its density that encompasses the Gaussian copula and accounts for non-linear dependences. We show that the VaR obtained by the meta GC accurately captures portfolio risk and outperforms regulatory VaR estimates obtained through the meta Gaussian and Student’s t distributions.

  9. Efficient estimation of dynamic density functions with an application to outlier detection

    KAUST Repository

    Qahtan, Abdulhakim Ali Ali; Zhang, Xiangliang; Wang, Suojin

    2012-01-01

    In this paper, we propose a new method to estimate the dynamic density over data streams, named KDE-Track as it is based on a conventional and widely used Kernel Density Estimation (KDE) method. KDE-Track can efficiently estimate the density with linear complexity by using interpolation on a kernel model, which is incrementally updated upon the arrival of streaming data. Both theoretical analysis and experimental validation show that KDE-Track outperforms traditional KDE and a baseline method Cluster-Kernels on estimation accuracy of the complex density structures in data streams, computing time and memory usage. KDE-Track is also demonstrated on timely catching the dynamic density of synthetic and real-world data. In addition, KDE-Track is used to accurately detect outliers in sensor data and compared with two existing methods developed for detecting outliers and cleaning sensor data. © 2012 ACM.

  10. Bayesian error estimation in density-functional theory

    DEFF Research Database (Denmark)

    Mortensen, Jens Jørgen; Kaasbjerg, Kristen; Frederiksen, Søren Lund

    2005-01-01

    We present a practical scheme for performing error estimates for density-functional theory calculations. The approach, which is based on ideas from Bayesian statistics, involves creating an ensemble of exchange-correlation functionals by comparing with an experimental database of binding energies...

  11. Recent Advances and Trends in Nonparametric Statistics

    CERN Document Server

    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

  12. A nonparametric spatial scan statistic for continuous data.

    Science.gov (United States)

    Jung, Inkyung; Cho, Ho Jin

    2015-10-20

    Spatial scan statistics are widely used for spatial cluster detection, and several parametric models exist. For continuous data, a normal-based scan statistic can be used. However, the performance of the model has not been fully evaluated for non-normal data. We propose a nonparametric spatial scan statistic based on the Wilcoxon rank-sum test statistic and compared the performance of the method with parametric models via a simulation study under various scenarios. The nonparametric method outperforms the normal-based scan statistic in terms of power and accuracy in almost all cases under consideration in the simulation study. The proposed nonparametric spatial scan statistic is therefore an excellent alternative to the normal model for continuous data and is especially useful for data following skewed or heavy-tailed distributions.

  13. A hierarchical model for estimating density in camera-trap studies

    Science.gov (United States)

    Royle, J. Andrew; Nichols, James D.; Karanth, K.Ullas; Gopalaswamy, Arjun M.

    2009-01-01

    Estimating animal density using capture–recapture data from arrays of detection devices such as camera traps has been problematic due to the movement of individuals and heterogeneity in capture probability among them induced by differential exposure to trapping.We develop a spatial capture–recapture model for estimating density from camera-trapping data which contains explicit models for the spatial point process governing the distribution of individuals and their exposure to and detection by traps.We adopt a Bayesian approach to analysis of the hierarchical model using the technique of data augmentation.The model is applied to photographic capture–recapture data on tigers Panthera tigris in Nagarahole reserve, India. Using this model, we estimate the density of tigers to be 14·3 animals per 100 km2 during 2004.Synthesis and applications. Our modelling framework largely overcomes several weaknesses in conventional approaches to the estimation of animal density from trap arrays. It effectively deals with key problems such as individual heterogeneity in capture probabilities, movement of traps, presence of potential ‘holes’ in the array and ad hoc estimation of sample area. The formulation, thus, greatly enhances flexibility in the conduct of field surveys as well as in the analysis of data, from studies that may involve physical, photographic or DNA-based ‘captures’ of individual animals.

  14. A nonparametric statistical method for determination of a confidence interval for the mean of a set of results obtained in a laboratory intercomparison

    International Nuclear Information System (INIS)

    Veglia, A.

    1981-08-01

    In cases where sets of data are obviously not normally distributed, the application of a nonparametric method for the estimation of a confidence interval for the mean seems to be more suitable than some other methods because such a method requires few assumptions about the population of data. A two-step statistical method is proposed which can be applied to any set of analytical results: elimination of outliers by a nonparametric method based on Tchebycheff's inequality, and determination of a confidence interval for the mean by a non-parametric method based on binominal distribution. The method is appropriate only for samples of size n>=10

  15. Estimation and display of beam density profiles

    Energy Technology Data Exchange (ETDEWEB)

    Dasgupta, S; Mukhopadhyay, T; Roy, A; Mallik, C

    1989-03-15

    A setup in which wire-scanner-type beam-profile monitor data are collected on-line in a nuclear data-acquisition system has been used and a simple algorithm for estimation and display of the current density distribution in a particle beam is described.

  16. Face Value: Towards Robust Estimates of Snow Leopard Densities.

    Directory of Open Access Journals (Sweden)

    Justine S Alexander

    Full Text Available When densities of large carnivores fall below certain thresholds, dramatic ecological effects can follow, leading to oversimplified ecosystems. Understanding the population status of such species remains a major challenge as they occur in low densities and their ranges are wide. This paper describes the use of non-invasive data collection techniques combined with recent spatial capture-recapture methods to estimate the density of snow leopards Panthera uncia. It also investigates the influence of environmental and human activity indicators on their spatial distribution. A total of 60 camera traps were systematically set up during a three-month period over a 480 km2 study area in Qilianshan National Nature Reserve, Gansu Province, China. We recorded 76 separate snow leopard captures over 2,906 trap-days, representing an average capture success of 2.62 captures/100 trap-days. We identified a total number of 20 unique individuals from photographs and estimated snow leopard density at 3.31 (SE = 1.01 individuals per 100 km2. Results of our simulation exercise indicate that our estimates from the Spatial Capture Recapture models were not optimal to respect to bias and precision (RMSEs for density parameters less or equal to 0.87. Our results underline the critical challenge in achieving sufficient sample sizes of snow leopard captures and recaptures. Possible performance improvements are discussed, principally by optimising effective camera capture and photographic data quality.

  17. Automated mammographic breast density estimation using a fully convolutional network.

    Science.gov (United States)

    Lee, Juhun; Nishikawa, Robert M

    2018-03-01

    The purpose of this study was to develop a fully automated algorithm for mammographic breast density estimation using deep learning. Our algorithm used a fully convolutional network, which is a deep learning framework for image segmentation, to segment both the breast and the dense fibroglandular areas on mammographic images. Using the segmented breast and dense areas, our algorithm computed the breast percent density (PD), which is the faction of dense area in a breast. Our dataset included full-field digital screening mammograms of 604 women, which included 1208 mediolateral oblique (MLO) and 1208 craniocaudal (CC) views. We allocated 455, 58, and 91 of 604 women and their exams into training, testing, and validation datasets, respectively. We established ground truth for the breast and the dense fibroglandular areas via manual segmentation and segmentation using a simple thresholding based on BI-RADS density assessments by radiologists, respectively. Using the mammograms and ground truth, we fine-tuned a pretrained deep learning network to train the network to segment both the breast and the fibroglandular areas. Using the validation dataset, we evaluated the performance of the proposed algorithm against radiologists' BI-RADS density assessments. Specifically, we conducted a correlation analysis between a BI-RADS density assessment of a given breast and its corresponding PD estimate by the proposed algorithm. In addition, we evaluated our algorithm in terms of its ability to classify the BI-RADS density using PD estimates, and its ability to provide consistent PD estimates for the left and the right breast and the MLO and CC views of the same women. To show the effectiveness of our algorithm, we compared the performance of our algorithm against a state of the art algorithm, laboratory for individualized breast radiodensity assessment (LIBRA). The PD estimated by our algorithm correlated well with BI-RADS density ratings by radiologists. Pearson's rho values of

  18. A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem

    KAUST Repository

    Delaigle, Aurore

    2009-03-01

    Local polynomial estimators are popular techniques for nonparametric regression estimation and have received great attention in the literature. Their simplest version, the local constant estimator, can be easily extended to the errors-in-variables context by exploiting its similarity with the deconvolution kernel density estimator. The generalization of the higher order versions of the estimator, however, is not straightforward and has remained an open problem for the last 15 years. We propose an innovative local polynomial estimator of any order in the errors-in-variables context, derive its design-adaptive asymptotic properties and study its finite sample performance on simulated examples. We provide not only a solution to a long-standing open problem, but also provide methodological contributions to error-invariable regression, including local polynomial estimation of derivative functions.

  19. An improved nonparametric lower bound of species richness via a modified good-turing frequency formula.

    Science.gov (United States)

    Chiu, Chun-Huo; Wang, Yi-Ting; Walther, Bruno A; Chao, Anne

    2014-09-01

    It is difficult to accurately estimate species richness if there are many almost undetectable species in a hyper-diverse community. Practically, an accurate lower bound for species richness is preferable to an inaccurate point estimator. The traditional nonparametric lower bound developed by Chao (1984, Scandinavian Journal of Statistics 11, 265-270) for individual-based abundance data uses only the information on the rarest species (the numbers of singletons and doubletons) to estimate the number of undetected species in samples. Applying a modified Good-Turing frequency formula, we derive an approximate formula for the first-order bias of this traditional lower bound. The approximate bias is estimated by using additional information (namely, the numbers of tripletons and quadrupletons). This approximate bias can be corrected, and an improved lower bound is thus obtained. The proposed lower bound is nonparametric in the sense that it is universally valid for any species abundance distribution. A similar type of improved lower bound can be derived for incidence data. We test our proposed lower bounds on simulated data sets generated from various species abundance models. Simulation results show that the proposed lower bounds always reduce bias over the traditional lower bounds and improve accuracy (as measured by mean squared error) when the heterogeneity of species abundances is relatively high. We also apply the proposed new lower bounds to real data for illustration and for comparisons with previously developed estimators. © 2014, The International Biometric Society.

  20. MEASURING DARK MATTER PROFILES NON-PARAMETRICALLY IN DWARF SPHEROIDALS: AN APPLICATION TO DRACO

    International Nuclear Information System (INIS)

    Jardel, John R.; Gebhardt, Karl; Fabricius, Maximilian H.; Williams, Michael J.; Drory, Niv

    2013-01-01

    We introduce a novel implementation of orbit-based (or Schwarzschild) modeling that allows dark matter density profiles to be calculated non-parametrically in nearby galaxies. Our models require no assumptions to be made about velocity anisotropy or the dark matter profile. The technique can be applied to any dispersion-supported stellar system, and we demonstrate its use by studying the Local Group dwarf spheroidal galaxy (dSph) Draco. We use existing kinematic data at larger radii and also present 12 new radial velocities within the central 13 pc obtained with the VIRUS-W integral field spectrograph on the 2.7 m telescope at McDonald Observatory. Our non-parametric Schwarzschild models find strong evidence that the dark matter profile in Draco is cuspy for 20 ≤ r ≤ 700 pc. The profile for r ≥ 20 pc is well fit by a power law with slope α = –1.0 ± 0.2, consistent with predictions from cold dark matter simulations. Our models confirm that, despite its low baryon content relative to other dSphs, Draco lives in a massive halo.

  1. Estimation of Wheat Plant Density at Early Stages Using High Resolution Imagery

    Directory of Open Access Journals (Sweden)

    Shouyang Liu

    2017-05-01

    Full Text Available Crop density is a key agronomical trait used to manage wheat crops and estimate yield. Visual counting of plants in the field is currently the most common method used. However, it is tedious and time consuming. The main objective of this work is to develop a machine vision based method to automate the density survey of wheat at early stages. RGB images taken with a high resolution RGB camera are classified to identify the green pixels corresponding to the plants. Crop rows are extracted and the connected components (objects are identified. A neural network is then trained to estimate the number of plants in the objects using the object features. The method was evaluated over three experiments showing contrasted conditions with sowing densities ranging from 100 to 600 seeds⋅m-2. Results demonstrate that the density is accurately estimated with an average relative error of 12%. The pipeline developed here provides an efficient and accurate estimate of wheat plant density at early stages.

  2. Density estimation in tiger populations: combining information for strong inference

    Science.gov (United States)

    Gopalaswamy, Arjun M.; Royle, J. Andrew; Delampady, Mohan; Nichols, James D.; Karanth, K. Ullas; Macdonald, David W.

    2012-01-01

    A productive way forward in studies of animal populations is to efficiently make use of all the information available, either as raw data or as published sources, on critical parameters of interest. In this study, we demonstrate two approaches to the use of multiple sources of information on a parameter of fundamental interest to ecologists: animal density. The first approach produces estimates simultaneously from two different sources of data. The second approach was developed for situations in which initial data collection and analysis are followed up by subsequent data collection and prior knowledge is updated with new data using a stepwise process. Both approaches are used to estimate density of a rare and elusive predator, the tiger, by combining photographic and fecal DNA spatial capture–recapture data. The model, which combined information, provided the most precise estimate of density (8.5 ± 1.95 tigers/100 km2 [posterior mean ± SD]) relative to a model that utilized only one data source (photographic, 12.02 ± 3.02 tigers/100 km2 and fecal DNA, 6.65 ± 2.37 tigers/100 km2). Our study demonstrates that, by accounting for multiple sources of available information, estimates of animal density can be significantly improved.

  3. Nonparametric analysis of blocked ordered categories data: some examples revisited

    Directory of Open Access Journals (Sweden)

    O. Thas

    2006-08-01

    Full Text Available Nonparametric analysis for general block designs can be given by using the Cochran-Mantel-Haenszel (CMH statistics. We demonstrate this with four examples and note that several well-known nonparametric statistics are special cases of CMH statistics.

  4. Nonparametric study of the evolution of the cosmological equation of state with SNeIa, BAO, and high-redshift GRBs

    Energy Technology Data Exchange (ETDEWEB)

    Postnikov, S. [Nuclear Theory Center, Indiana University, Bloomington, IN (United States); Dainotti, M. G. [Physics Department, Stanford University, Via Pueblo Mall 382, Stanford, CA (United States); Hernandez, X. [Instituto de Astronomía, Universidad Nacional Autónoma de México, México D.F. 04510 (Mexico); Capozziello, S., E-mail: spostnik@indiana.edu, E-mail: mdainott@stanford.edu, E-mail: dainotti@oa.uj.edu.pl, E-mail: xavier@astros.unam.mx, E-mail: capozziello@na.infn.it [Dipartimento di Fisica, Universitá di Napoli " Federico II," Compl. Univ. di Monte S. Angelo, Edificio G, Via Cinthia, I-80126 Napoli (Italy)

    2014-03-10

    We study the dark energy equation of state as a function of redshift in a nonparametric way, without imposing any a priori w(z) (ratio of pressure over energy density) functional form. As a check of the method, we test our scheme through the use of synthetic data sets produced from different input cosmological models that have the same relative errors and redshift distribution as the real data. Using the luminosity-time L{sub X} -T{sub a} correlation for gamma-ray burst (GRB) X-ray afterglows (the Dainotti et al. correlation), we are able to utilize GRB samples from the Swift satellite as probes of the expansion history of the universe out to z ≈ 10. Within the assumption of a flat Friedmann-Lemaître-Robertson-Walker universe and combining supernovae type Ia (SNeIa) data with baryonic acoustic oscillation constraints, the resulting maximum likelihood solutions are close to a constant w = –1. If one imposes the restriction of a constant w, we obtain w = –0.99 ± 0.06 (consistent with a cosmological constant) with the present-day Hubble constant as H {sub 0} = 70.0 ± 0.6km s{sup –1} Mpc{sup –1} and density parameter as Ω{sub Λ0} = 0.723 ± 0.025, while nonparametric w(z) solutions give us a probability map that is centered at H {sub 0} = 70.04 ± 1km s{sup –1} Mpc{sup –1} and Ω{sub Λ0} = 0.724 ± 0.03. Our chosen GRB data sample with a full correlation matrix allows us to estimate the amount, as well as quality (errors), of data needed to constrain w(z) in the redshift range extending an order of magnitude beyond the farthest SNeIa measured.

  5. Nonparametric Change Point Diagnosis Method of Concrete Dam Crack Behavior Abnormality

    Directory of Open Access Journals (Sweden)

    Zhanchao Li

    2013-01-01

    Full Text Available The study on diagnosis method of concrete crack behavior abnormality has always been a hot spot and difficulty in the safety monitoring field of hydraulic structure. Based on the performance of concrete dam crack behavior abnormality in parametric statistical model and nonparametric statistical model, the internal relation between concrete dam crack behavior abnormality and statistical change point theory is deeply analyzed from the model structure instability of parametric statistical model and change of sequence distribution law of nonparametric statistical model. On this basis, through the reduction of change point problem, the establishment of basic nonparametric change point model, and asymptotic analysis on test method of basic change point problem, the nonparametric change point diagnosis method of concrete dam crack behavior abnormality is created in consideration of the situation that in practice concrete dam crack behavior may have more abnormality points. And the nonparametric change point diagnosis method of concrete dam crack behavior abnormality is used in the actual project, demonstrating the effectiveness and scientific reasonableness of the method established. Meanwhile, the nonparametric change point diagnosis method of concrete dam crack behavior abnormality has a complete theoretical basis and strong practicality with a broad application prospect in actual project.

  6. Adaptive Estimation of Heteroscedastic Money Demand Model of Pakistan

    Directory of Open Access Journals (Sweden)

    Muhammad Aslam

    2007-07-01

    Full Text Available For the problem of estimation of Money demand model of Pakistan, money supply (M1 shows heteroscedasticity of the unknown form. For estimation of such model we compare two adaptive estimators with ordinary least squares estimator and show the attractive performance of the adaptive estimators, namely, nonparametric kernel estimator and nearest neighbour regression estimator. These comparisons are made on the basis standard errors of the estimated coefficients, standard error of regression, Akaike Information Criteria (AIC value, and the Durban-Watson statistic for autocorrelation. We further show that nearest neighbour regression estimator performs better when comparing with the other nonparametric kernel estimator.

  7. Nonparametric Mixture Models for Supervised Image Parcellation.

    Science.gov (United States)

    Sabuncu, Mert R; Yeo, B T Thomas; Van Leemput, Koen; Fischl, Bruce; Golland, Polina

    2009-09-01

    We present a nonparametric, probabilistic mixture model for the supervised parcellation of images. The proposed model yields segmentation algorithms conceptually similar to the recently developed label fusion methods, which register a new image with each training image separately. Segmentation is achieved via the fusion of transferred manual labels. We show that in our framework various settings of a model parameter yield algorithms that use image intensity information differently in determining the weight of a training subject during fusion. One particular setting computes a single, global weight per training subject, whereas another setting uses locally varying weights when fusing the training data. The proposed nonparametric parcellation approach capitalizes on recently developed fast and robust pairwise image alignment tools. The use of multiple registrations allows the algorithm to be robust to occasional registration failures. We report experiments on 39 volumetric brain MRI scans with expert manual labels for the white matter, cerebral cortex, ventricles and subcortical structures. The results demonstrate that the proposed nonparametric segmentation framework yields significantly better segmentation than state-of-the-art algorithms.

  8. Estimating snowpack density from Albedo measurement

    Science.gov (United States)

    James L. Smith; Howard G. Halverson

    1979-01-01

    Snow is a major source of water in Western United States. Data on snow depth and average snowpack density are used in mathematical models to predict water supply. In California, about 75 percent of the snow survey sites above 2750-meter elevation now used to collect data are in statutory wilderness areas. There is need for a method of estimating the water content of a...

  9. Performance of non-parametric algorithms for spatial mapping of tropical forest structure

    Directory of Open Access Journals (Sweden)

    Liang Xu

    2016-08-01

    Full Text Available Abstract Background Mapping tropical forest structure is a critical requirement for accurate estimation of emissions and removals from land use activities. With the availability of a wide range of remote sensing imagery of vegetation characteristics from space, development of finer resolution and more accurate maps has advanced in recent years. However, the mapping accuracy relies heavily on the quality of input layers, the algorithm chosen, and the size and quality of inventory samples for calibration and validation. Results By using airborne lidar data as the “truth” and focusing on the mean canopy height (MCH as a key structural parameter, we test two commonly-used non-parametric techniques of maximum entropy (ME and random forest (RF for developing maps over a study site in Central Gabon. Results of mapping show that both approaches have improved accuracy with more input layers in mapping canopy height at 100 m (1-ha pixels. The bias-corrected spatial models further improve estimates for small and large trees across the tails of height distributions with a trade-off in increasing overall mean squared error that can be readily compensated by increasing the sample size. Conclusions A significant improvement in tropical forest mapping can be achieved by weighting the number of inventory samples against the choice of image layers and the non-parametric algorithms. Without future satellite observations with better sensitivity to forest biomass, the maps based on existing data will remain slightly biased towards the mean of the distribution and under and over estimating the upper and lower tails of the distribution.

  10. Adjusting forest density estimates for surveyor bias in historical tree surveys

    Science.gov (United States)

    Brice B. Hanberry; Jian Yang; John M. Kabrick; Hong S. He

    2012-01-01

    The U.S. General Land Office surveys, conducted between the late 1700s to early 1900s, provide records of trees prior to widespread European and American colonial settlement. However, potential and documented surveyor bias raises questions about the reliability of historical tree density estimates and other metrics based on density estimated from these records. In this...

  11. Nonparametric Identification of Glucose-Insulin Process in IDDM Patient with Multi-meal Disturbance

    Science.gov (United States)

    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.

  12. Estimating the effect of urban density on fuel demand

    Energy Technology Data Exchange (ETDEWEB)

    Karathodorou, Niovi; Graham, Daniel J. [Imperial College London, London, SW7 2AZ (United Kingdom); Noland, Robert B. [Rutgers University, New Brunswick, NJ 08901 (United States)

    2010-01-15

    Much of the empirical literature on fuel demand presents estimates derived from national data which do not permit any explicit consideration of the spatial structure of the economy. Intuitively we would expect the degree of spatial concentration of activities to have a strong link with transport fuel consumption. The present paper addresses this theme by estimating a fuel demand model for urban areas to provide a direct estimate of the elasticity of demand with respect to urban density. Fuel demand per capita is decomposed into car stock per capita, fuel consumption per kilometre and annual distance driven per car per year. Urban density is found to affect fuel consumption, mostly through variations in the car stock and in the distances travelled, rather than through fuel consumption per kilometre. (author)

  13. Estimation of dislocations density and distribution of dislocations during ECAP-Conform process

    Science.gov (United States)

    Derakhshan, Jaber Fakhimi; Parsa, Mohammad Habibi; Ayati, Vahid; Jafarian, Hamidreza

    2018-01-01

    Dislocation density of coarse grain aluminum AA1100 alloy (140 µm) that was severely deformed by Equal Channel Angular Pressing-Conform (ECAP-Conform) are studied at various stages of the process by electron backscattering diffraction (EBSD) method. The geometrically necessary dislocations (GNDs) density and statistically stored dislocations (SSDs) densities were estimate. Then the total dislocations densities are calculated and the dislocation distributions are presented as the contour maps. Estimated average dislocations density for annealed of about 2×1012 m-2 increases to 4×1013 m-2 at the middle of the groove (135° from the entrance), and they reach to 6.4×1013 m-2 at the end of groove just before ECAP region. Calculated average dislocations density for one pass severely deformed Al sample reached to 6.2×1014 m-2. At micrometer scale the behavior of metals especially mechanical properties largely depend on the dislocation density and dislocation distribution. So, yield stresses at different conditions were estimated based on the calculated dislocation densities. Then estimated yield stresses were compared with experimental results and good agreements were found. Although grain size of material did not clearly change, yield stress shown intensive increase due to the development of cell structure. A considerable increase in dislocations density in this process is a good justification for forming subgrains and cell structures during process which it can be reason of increasing in yield stress.

  14. Structural Reliability Using Probability Density Estimation Methods Within NESSUS

    Science.gov (United States)

    Chamis, Chrisos C. (Technical Monitor); Godines, Cody Ric

    2003-01-01

    A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been

  15. Scent Lure Effect on Camera-Trap Based Leopard Density Estimates.

    Directory of Open Access Journals (Sweden)

    Alexander Richard Braczkowski

    Full Text Available Density estimates for large carnivores derived from camera surveys often have wide confidence intervals due to low detection rates. Such estimates are of limited value to authorities, which require precise population estimates to inform conservation strategies. Using lures can potentially increase detection, improving the precision of estimates. However, by altering the spatio-temporal patterning of individuals across the camera array, lures may violate closure, a fundamental assumption of capture-recapture. Here, we test the effect of scent lures on the precision and veracity of density estimates derived from camera-trap surveys of a protected African leopard population. We undertook two surveys (a 'control' and 'treatment' survey on Phinda Game Reserve, South Africa. Survey design remained consistent except a scent lure was applied at camera-trap stations during the treatment survey. Lures did not affect the maximum movement distances (p = 0.96 or temporal activity of female (p = 0.12 or male leopards (p = 0.79, and the assumption of geographic closure was met for both surveys (p >0.05. The numbers of photographic captures were also similar for control and treatment surveys (p = 0.90. Accordingly, density estimates were comparable between surveys (although estimates derived using non-spatial methods (7.28-9.28 leopards/100km2 were considerably higher than estimates from spatially-explicit methods (3.40-3.65 leopards/100km2. The precision of estimates from the control and treatment surveys, were also comparable and this applied to both non-spatial and spatial methods of estimation. Our findings suggest that at least in the context of leopard research in productive habitats, the use of lures is not warranted.

  16. Effects of social organization, trap arrangement and density, sampling scale, and population density on bias in population size estimation using some common mark-recapture estimators.

    Directory of Open Access Journals (Sweden)

    Manan Gupta

    Full Text Available Mark-recapture estimators are commonly used for population size estimation, and typically yield unbiased estimates for most solitary species with low to moderate home range sizes. However, these methods assume independence of captures among individuals, an assumption that is clearly violated in social species that show fission-fusion dynamics, such as the Asian elephant. In the specific case of Asian elephants, doubts have been raised about the accuracy of population size estimates. More importantly, the potential problem for the use of mark-recapture methods posed by social organization in general has not been systematically addressed. We developed an individual-based simulation framework to systematically examine the potential effects of type of social organization, as well as other factors such as trap density and arrangement, spatial scale of sampling, and population density, on bias in population sizes estimated by POPAN, Robust Design, and Robust Design with detection heterogeneity. In the present study, we ran simulations with biological, demographic and ecological parameters relevant to Asian elephant populations, but the simulation framework is easily extended to address questions relevant to other social species. We collected capture history data from the simulations, and used those data to test for bias in population size estimation. Social organization significantly affected bias in most analyses, but the effect sizes were variable, depending on other factors. Social organization tended to introduce large bias when trap arrangement was uniform and sampling effort was low. POPAN clearly outperformed the two Robust Design models we tested, yielding close to zero bias if traps were arranged at random in the study area, and when population density and trap density were not too low. Social organization did not have a major effect on bias for these parameter combinations at which POPAN gave more or less unbiased population size estimates

  17. Improving Frozen Precipitation Density Estimation in Land Surface Modeling

    Science.gov (United States)

    Sparrow, K.; Fall, G. M.

    2017-12-01

    The Office of Water Prediction (OWP) produces high-value water supply and flood risk planning information through the use of operational land surface modeling. Improvements in diagnosing frozen precipitation density will benefit the NWS's meteorological and hydrological services by refining estimates of a significant and vital input into land surface models. A current common practice for handling the density of snow accumulation in a land surface model is to use a standard 10:1 snow-to-liquid-equivalent ratio (SLR). Our research findings suggest the possibility of a more skillful approach for assessing the spatial variability of precipitation density. We developed a 30-year SLR climatology for the coterminous US from version 3.22 of the Daily Global Historical Climatology Network - Daily (GHCN-D) dataset. Our methods followed the approach described by Baxter (2005) to estimate mean climatological SLR values at GHCN-D sites in the US, Canada, and Mexico for the years 1986-2015. In addition to the Baxter criteria, the following refinements were made: tests were performed to eliminate SLR outliers and frequent reports of SLR = 10, a linear SLR vs. elevation trend was fitted to station SLR mean values to remove the elevation trend from the data, and detrended SLR residuals were interpolated using ordinary kriging with a spherical semivariogram model. The elevation values of each station were based on the GMTED 2010 digital elevation model and the elevation trend in the data was established via linear least squares approximation. The ordinary kriging procedure was used to interpolate the data into gridded climatological SLR estimates for each calendar month at a 0.125 degree resolution. To assess the skill of this climatology, we compared estimates from our SLR climatology with observations from the GHCN-D dataset to consider the potential use of this climatology as a first guess of frozen precipitation density in an operational land surface model. The difference in

  18. Non-parametric tests of productive efficiency with errors-in-variables

    NARCIS (Netherlands)

    Kuosmanen, T.K.; Post, T.; Scholtes, S.

    2007-01-01

    We develop a non-parametric test of productive efficiency that accounts for errors-in-variables, following the approach of Varian. [1985. Nonparametric analysis of optimizing behavior with measurement error. Journal of Econometrics 30(1/2), 445-458]. The test is based on the general Pareto-Koopmans

  19. Nonparametric Monitoring for Geotechnical Structures Subject to Long-Term Environmental Change

    Directory of Open Access Journals (Sweden)

    Hae-Bum Yun

    2011-01-01

    Full Text Available A nonparametric, data-driven methodology of monitoring for geotechnical structures subject to long-term environmental change is discussed. Avoiding physical assumptions or excessive simplification of the monitored structures, the nonparametric monitoring methodology presented in this paper provides reliable performance-related information particularly when the collection of sensor data is limited. For the validation of the nonparametric methodology, a field case study was performed using a full-scale retaining wall, which had been monitored for three years using three tilt gauges. Using the very limited sensor data, it is demonstrated that important performance-related information, such as drainage performance and sensor damage, could be disentangled from significant daily, seasonal and multiyear environmental variations. Extensive literature review on recent developments of parametric and nonparametric data processing techniques for geotechnical applications is also presented.

  20. Detection of density-dependent effects on caribou numbers from a series of census data

    Directory of Open Access Journals (Sweden)

    Francois Messier

    1991-10-01

    Full Text Available The main objective of this paper is to review and discuss the applicability of statistical procedures for the detection of density dependence based on a series of annual or multi-annual censuses. Regression models for which the statistic value under the null hypothesis of density independence is set a priori (slope = 0 or 1, generate spurious indications of density dependence. These tests are inappropriate because low sample sizes, high variance, and sampling error consistently bias the slope when applied to a finite number of population estimates. Two distribution-free tests are reviewed for which the rejection region for the hypothesis of density independence is derived intrinsically from the data through a computer-assisted permutation process. The "randomization test" gives the best results as the presence of a pronounced trend in the sequence of population estimates does not affect test results. The other non-parametric test, the "permutation test", gives reliable results only if the population fluctuates around a long-term equilibrium density. Both procedures are applied to three sets of data (Pukaskwa herd, Avalon herd, and a hypothetical example that represent quite divergent population trajectories over time.

  1. Estimation of Esfarayen Farmers Risk Aversion Coefficient and Its Influencing Factors (Nonparametric Approach

    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

  2. Infrared thermography for wood density estimation

    Science.gov (United States)

    López, Gamaliel; Basterra, Luis-Alfonso; Acuña, Luis

    2018-03-01

    Infrared thermography (IRT) is becoming a commonly used technique to non-destructively inspect and evaluate wood structures. Based on the radiation emitted by all objects, this technique enables the remote visualization of the surface temperature without making contact using a thermographic device. The process of transforming radiant energy into temperature depends on many parameters, and interpreting the results is usually complicated. However, some works have analyzed the operation of IRT and expanded its applications, as found in the latest literature. This work analyzes the effect of density on the thermodynamic behavior of timber to be determined by IRT. The cooling of various wood samples has been registered, and a statistical procedure that enables one to quantitatively estimate the density of timber has been designed. This procedure represents a new method to physically characterize this material.

  3. Evaluating lidar point densities for effective estimation of aboveground biomass

    Science.gov (United States)

    Wu, Zhuoting; Dye, Dennis G.; Stoker, Jason M.; Vogel, John M.; Velasco, Miguel G.; Middleton, Barry R.

    2016-01-01

    The U.S. Geological Survey (USGS) 3D Elevation Program (3DEP) was recently established to provide airborne lidar data coverage on a national scale. As part of a broader research effort of the USGS to develop an effective remote sensing-based methodology for the creation of an operational biomass Essential Climate Variable (Biomass ECV) data product, we evaluated the performance of airborne lidar data at various pulse densities against Landsat 8 satellite imagery in estimating above ground biomass for forests and woodlands in a study area in east-central Arizona, U.S. High point density airborne lidar data, were randomly sampled to produce five lidar datasets with reduced densities ranging from 0.5 to 8 point(s)/m2, corresponding to the point density range of 3DEP to provide national lidar coverage over time. Lidar-derived aboveground biomass estimate errors showed an overall decreasing trend as lidar point density increased from 0.5 to 8 points/m2. Landsat 8-based aboveground biomass estimates produced errors larger than the lowest lidar point density of 0.5 point/m2, and therefore Landsat 8 observations alone were ineffective relative to airborne lidar for generating a Biomass ECV product, at least for the forest and woodland vegetation types of the Southwestern U.S. While a national Biomass ECV product with optimal accuracy could potentially be achieved with 3DEP data at 8 points/m2, our results indicate that even lower density lidar data could be sufficient to provide a national Biomass ECV product with accuracies significantly higher than that from Landsat observations alone.

  4. A group contribution method to estimate the densities of ionic liquids

    International Nuclear Information System (INIS)

    Qiao Yan; Ma Youguang; Huo Yan; Ma Peisheng; Xia Shuqian

    2010-01-01

    Densities of ionic liquids at different temperature and pressure were collected from 84 references. The collection contains 7381 data points derived from 123 pure ionic liquids and 13 kinds of binary ionic liquids mixtures. In terms of the collected database, a group contribution method based on 51 groups was used to predict the densities of ionic liquids. In group partition, the effect of interaction among several substitutes on the same center was considered. The same structure in different substitutes may have different group values. According to the estimation of pure ionic liquids' densities, the results show that the average relative error is 0.88% and the standard deviation (S) is 0.0181. Using the set of group values three pure ionic liquids densities were predicted, the average relative error is 0.27% and the S is 0.0048. For ionic liquid mixtures, they are thought considered as idea mixtures, so the group contribution method was used to estimate their densities and the average relative error is 1.22% with S is 0.0607. And the method can also be used to estimate the densities of MCl x type ionic liquids which are produced by mixing an ionic liquid with a Cl - anion and a kind of metal chloride.

  5. 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...

  6. A multitemporal and non-parametric approach for assessing the impacts of drought on vegetation greenness

    DEFF Research Database (Denmark)

    Carrao, Hugo; Sepulcre, Guadalupe; Horion, Stéphanie Marie Anne F

    2013-01-01

    This study evaluates the relationship between the frequency and duration of meteorological droughts and the subsequent temporal changes on the quantity of actively photosynthesizing biomass (greenness) estimated from satellite imagery on rainfed croplands in Latin America. An innovative non-parametric...... and non-supervised approach, based on the Fisher-Jenks optimal classification algorithm, is used to identify multi-scale meteorological droughts on the basis of empirical cumulative distributions of 1, 3, 6, and 12-monthly precipitation totals. As input data for the classifier, we use the gridded GPCC...... for the period between 1998 and 2010. The time-series analysis of vegetation greenness is performed during the growing season with a non-parametric method, namely the seasonal Relative Greenness (RG) of spatially accumulated fAPAR. The Global Land Cover map of 2000 and the GlobCover maps of 2005/2006 and 2009...

  7. Use of spatial capture–recapture to estimate density of Andean bears in northern Ecuador

    Science.gov (United States)

    Molina, Santiago; Fuller, Angela K.; Morin, Dana J.; Royle, J. Andrew

    2017-01-01

    The Andean bear (Tremarctos ornatus) is the only extant species of bear in South America and is considered threatened across its range and endangered in Ecuador. Habitat loss and fragmentation is considered a critical threat to the species, and there is a lack of knowledge regarding its distribution and abundance. The species is thought to occur at low densities, making field studies designed to estimate abundance or density challenging. We conducted a pilot camera-trap study to estimate Andean bear density in a recently identified population of Andean bears northwest of Quito, Ecuador, during 2012. We compared 12 candidate spatial capture–recapture models including covariates on encounter probability and density and estimated a density of 7.45 bears/100 km2 within the region. In addition, we estimated that approximately 40 bears used a recently named Andean bear corridor established by the Secretary of Environment, and we produced a density map for this area. Use of a rub-post with vanilla scent attractant allowed us to capture numerous photographs for each event, improving our ability to identify individual bears by unique facial markings. This study provides the first empirically derived density estimate for Andean bears in Ecuador and should provide direction for future landscape-scale studies interested in conservation initiatives requiring spatially explicit estimates of density.

  8. Analysis of small sample size studies using nonparametric bootstrap test with pooled resampling method.

    Science.gov (United States)

    Dwivedi, Alok Kumar; Mallawaarachchi, Indika; Alvarado, Luis A

    2017-06-30

    Experimental studies in biomedical research frequently pose analytical problems related to small sample size. In such studies, there are conflicting findings regarding the choice of parametric and nonparametric analysis, especially with non-normal data. In such instances, some methodologists questioned the validity of parametric tests and suggested nonparametric tests. In contrast, other methodologists found nonparametric tests to be too conservative and less powerful and thus preferred using parametric tests. Some researchers have recommended using a bootstrap test; however, this method also has small sample size limitation. We used a pooled method in nonparametric bootstrap test that may overcome the problem related with small samples in hypothesis testing. The present study compared nonparametric bootstrap test with pooled resampling method corresponding to parametric, nonparametric, and permutation tests through extensive simulations under various conditions and using real data examples. The nonparametric pooled bootstrap t-test provided equal or greater power for comparing two means as compared with unpaired t-test, Welch t-test, Wilcoxon rank sum test, and permutation test while maintaining type I error probability for any conditions except for Cauchy and extreme variable lognormal distributions. In such cases, we suggest using an exact Wilcoxon rank sum test. Nonparametric bootstrap paired t-test also provided better performance than other alternatives. Nonparametric bootstrap test provided benefit over exact Kruskal-Wallis test. We suggest using nonparametric bootstrap test with pooled resampling method for comparing paired or unpaired means and for validating the one way analysis of variance test results for non-normal data in small sample size studies. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  9. State of the Art in Photon-Density Estimation

    DEFF Research Database (Denmark)

    Hachisuka, Toshiya; Jarosz, Wojciech; Georgiev, Iliyan

    2013-01-01

    scattering. Since its introduction, photon-density estimation has been significantly extended in computer graphics with the introduction of: specialized techniques that intelligently modify the positions or bandwidths to reduce visual error using a small number of photons, approaches that eliminate error...

  10. State of the Art in Photon Density Estimation

    DEFF Research Database (Denmark)

    Hachisuka, Toshiya; Jarosz, Wojciech; Bouchard, Guillaume

    2012-01-01

    scattering. Since its introduction, photon-density estimation has been significantly extended in computer graphics with the introduction of: specialized techniques that intelligently modify the positions or bandwidths to reduce visual error using a small number of photons, approaches that eliminate error...

  11. PEDO-TRANSFER FUNCTIONS FOR ESTIMATING SOIL BULK DENSITY IN CENTRAL AMAZONIA

    Directory of Open Access Journals (Sweden)

    Henrique Seixas Barros

    2015-04-01

    Full Text Available Under field conditions in the Amazon forest, soil bulk density is difficult to measure. Rigorous methodological criteria must be applied to obtain reliable inventories of C stocks and soil nutrients, making this process expensive and sometimes unfeasible. This study aimed to generate models to estimate soil bulk density based on parameters that can be easily and reliably measured in the field and that are available in many soil-related inventories. Stepwise regression models to predict bulk density were developed using data on soil C content, clay content and pH in water from 140 permanent plots in terra firme (upland forests near Manaus, Amazonas State, Brazil. The model results were interpreted according to the coefficient of determination (R2 and Akaike information criterion (AIC and were validated with a dataset consisting of 125 plots different from those used to generate the models. The model with best performance in estimating soil bulk density under the conditions of this study included clay content and pH in water as independent variables and had R2 = 0.73 and AIC = -250.29. The performance of this model for predicting soil density was compared with that of models from the literature. The results showed that the locally calibrated equation was the most accurate for estimating soil bulk density for upland forests in the Manaus region.

  12. Constructing valid density matrices on an NMR quantum information processor via maximum likelihood estimation

    Energy Technology Data Exchange (ETDEWEB)

    Singh, Harpreet; Arvind; Dorai, Kavita, E-mail: kavita@iisermohali.ac.in

    2016-09-07

    Estimation of quantum states is an important step in any quantum information processing experiment. A naive reconstruction of the density matrix from experimental measurements can often give density matrices which are not positive, and hence not physically acceptable. How do we ensure that at all stages of reconstruction, we keep the density matrix positive? Recently a method has been suggested based on maximum likelihood estimation, wherein the density matrix is guaranteed to be positive definite. We experimentally implement this protocol on an NMR quantum information processor. We discuss several examples and compare with the standard method of state estimation. - Highlights: • State estimation using maximum likelihood method was performed on an NMR quantum information processor. • Physically valid density matrices were obtained every time in contrast to standard quantum state tomography. • Density matrices of several different entangled and separable states were reconstructed for two and three qubits.

  13. Moments expansion densities for quantifying financial risk

    OpenAIRE

    Ñíguez, T.M.; Perote, J.

    2017-01-01

    We propose a novel semi-nonparametric distribution that is feasibly parameterized to represent the non-Gaussianities of the asset return distributions. Our Moments Expansion (ME) density presents gains in simplicity attributable to its innovative polynomials, which are defined by the difference between the nth power of the random variable and the nth moment of the density used as the basis. We show that the Gram-Charlier distribution is a particular case of the ME-type of densities. The latte...

  14. Covariance and correlation estimation in electron-density maps.

    Science.gov (United States)

    Altomare, Angela; Cuocci, Corrado; Giacovazzo, Carmelo; Moliterni, Anna; Rizzi, Rosanna

    2012-03-01

    Quite recently two papers have been published [Giacovazzo & Mazzone (2011). Acta Cryst. A67, 210-218; Giacovazzo et al. (2011). Acta Cryst. A67, 368-382] which calculate the variance in any point of an electron-density map at any stage of the phasing process. The main aim of the papers was to associate a standard deviation to each pixel of the map, in order to obtain a better estimate of the map reliability. This paper deals with the covariance estimate between points of an electron-density map in any space group, centrosymmetric or non-centrosymmetric, no matter the correlation between the model and target structures. The aim is as follows: to verify if the electron density in one point of the map is amplified or depressed as an effect of the electron density in one or more other points of the map. High values of the covariances are usually connected with undesired features of the map. The phases are the primitive random variables of our probabilistic model; the covariance changes with the quality of the model and therefore with the quality of the phases. The conclusive formulas show that the covariance is also influenced by the Patterson map. Uncertainty on measurements may influence the covariance, particularly in the final stages of the structure refinement; a general formula is obtained taking into account both phase and measurement uncertainty, valid at any stage of the crystal structure solution.

  15. An Efficient Acoustic Density Estimation Method with Human Detectors Applied to Gibbons in Cambodia.

    Directory of Open Access Journals (Sweden)

    Darren Kidney

    Full Text Available Some animal species are hard to see but easy to hear. Standard visual methods for estimating population density for such species are often ineffective or inefficient, but methods based on passive acoustics show more promise. We develop spatially explicit capture-recapture (SECR methods for territorial vocalising species, in which humans act as an acoustic detector array. We use SECR and estimated bearing data from a single-occasion acoustic survey of a gibbon population in northeastern Cambodia to estimate the density of calling groups. The properties of the estimator are assessed using a simulation study, in which a variety of survey designs are also investigated. We then present a new form of the SECR likelihood for multi-occasion data which accounts for the stochastic availability of animals. In the context of gibbon surveys this allows model-based estimation of the proportion of groups that produce territorial vocalisations on a given day, thereby enabling the density of groups, instead of the density of calling groups, to be estimated. We illustrate the performance of this new estimator by simulation. We show that it is possible to estimate density reliably from human acoustic detections of visually cryptic species using SECR methods. For gibbon surveys we also show that incorporating observers' estimates of bearings to detected groups substantially improves estimator performance. Using the new form of the SECR likelihood we demonstrate that estimates of availability, in addition to population density and detection function parameters, can be obtained from multi-occasion data, and that the detection function parameters are not confounded with the availability parameter. This acoustic SECR method provides a means of obtaining reliable density estimates for territorial vocalising species. It is also efficient in terms of data requirements since since it only requires routine survey data. We anticipate that the low-tech field requirements will

  16. Network structure exploration via Bayesian nonparametric models

    International Nuclear Information System (INIS)

    Chen, Y; Wang, X L; Xiang, X; Tang, B Z; Bu, J Z

    2015-01-01

    Complex networks provide a powerful mathematical representation of complex systems in nature and society. To understand complex networks, it is crucial to explore their internal structures, also called structural regularities. The task of network structure exploration is to determine how many groups there are in a complex network and how to group the nodes of the network. Most existing structure exploration methods need to specify either a group number or a certain type of structure when they are applied to a network. In the real world, however, the group number and also the certain type of structure that a network has are usually unknown in advance. To explore structural regularities in complex networks automatically, without any prior knowledge of the group number or the certain type of structure, we extend a probabilistic mixture model that can handle networks with any type of structure but needs to specify a group number using Bayesian nonparametric theory. We also propose a novel Bayesian nonparametric model, called the Bayesian nonparametric mixture (BNPM) model. Experiments conducted on a large number of networks with different structures show that the BNPM model is able to explore structural regularities in networks automatically with a stable, state-of-the-art performance. (paper)

  17. Bioprocess iterative batch-to-batch optimization based on hybrid parametric/nonparametric models.

    Science.gov (United States)

    Teixeira, Ana P; Clemente, João J; Cunha, António E; Carrondo, Manuel J T; Oliveira, Rui

    2006-01-01

    This paper presents a novel method for iterative batch-to-batch dynamic optimization of bioprocesses. The relationship between process performance and control inputs is established by means of hybrid grey-box models combining parametric and nonparametric structures. The bioreactor dynamics are defined by material balance equations, whereas the cell population subsystem is represented by an adjustable mixture of nonparametric and parametric models. Thus optimizations are possible without detailed mechanistic knowledge concerning the biological system. A clustering technique is used to supervise the reliability of the nonparametric subsystem during the optimization. Whenever the nonparametric outputs are unreliable, the objective function is penalized. The technique was evaluated with three simulation case studies. The overall results suggest that the convergence to the optimal process performance may be achieved after a small number of batches. The model unreliability risk constraint along with sampling scheduling are crucial to minimize the experimental effort required to attain a given process performance. In general terms, it may be concluded that the proposed method broadens the application of the hybrid parametric/nonparametric modeling technique to "newer" processes with higher potential for optimization.

  18. Testing discontinuities in nonparametric regression

    KAUST Repository

    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

  19. Testing discontinuities in nonparametric regression

    KAUST Repository

    Dai, Wenlin; Zhou, Yuejin; Tong, Tiejun

    2017-01-01

    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

  20. Corruption clubs: empirical evidence from kernel density estimates

    NARCIS (Netherlands)

    Herzfeld, T.; Weiss, Ch.

    2007-01-01

    A common finding of many analytical models is the existence of multiple equilibria of corruption. Countries characterized by the same economic, social and cultural background do not necessarily experience the same levels of corruption. In this article, we use Kernel Density Estimation techniques to

  1. Quantal Response: Nonparametric Modeling

    Science.gov (United States)

    2017-01-01

    capture the behavior of observed phenomena. Higher-order polynomial and finite-dimensional spline basis models allow for more complicated responses as the...flexibility as these are nonparametric (not constrained to any particular functional form). These should be useful in identifying nonstandard behavior via... deviance ∆ = −2 log(Lreduced/Lfull) is defined in terms of the likelihood function L. For normal error, Lfull = 1, and based on Eq. A-2, we have log

  2. Estimation of Bouguer Density Precision: Development of Method for Analysis of La Soufriere Volcano Gravity Data

    Directory of Open Access Journals (Sweden)

    Hendra Gunawan

    2014-06-01

    Full Text Available http://dx.doi.org/10.17014/ijog.vol3no3.20084The precision of topographic density (Bouguer density estimation by the Nettleton approach is based on a minimum correlation of Bouguer gravity anomaly and topography. The other method, the Parasnis approach, is based on a minimum correlation of Bouguer gravity anomaly and Bouguer correction. The precision of Bouguer density estimates was investigated by both methods on simple 2D syntetic models and under an assumption free-air anomaly consisting of an effect of topography, an effect of intracrustal, and an isostatic compensation. Based on simulation results, Bouguer density estimates were then investigated for a gravity survey of 2005 on La Soufriere Volcano-Guadeloupe area (Antilles Islands. The Bouguer density based on the Parasnis approach is 2.71 g/cm3 for the whole area, except the edifice area where average topography density estimates are 2.21 g/cm3 where Bouguer density estimates from previous gravity survey of 1975 are 2.67 g/cm3. The Bouguer density in La Soufriere Volcano was uncertainly estimated to be 0.1 g/cm3. For the studied area, the density deduced from refraction seismic data is coherent with the recent Bouguer density estimates. New Bouguer anomaly map based on these Bouguer density values allows to a better geological intepretation.    

  3. Predicting Market Impact Costs Using Nonparametric Machine Learning Models.

    Science.gov (United States)

    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.

  4. Testing for constant nonparametric effects in general semiparametric regression models with interactions

    KAUST Repository

    Wei, Jiawei; Carroll, Raymond J.; Maity, Arnab

    2011-01-01

    We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work

  5. APLIKASI SPLINE ESTIMATOR TERBOBOT

    Directory of Open Access Journals (Sweden)

    I Nyoman Budiantara

    2001-01-01

    Full Text Available We considered the nonparametric regression model : Zj = X(tj + ej, j = 1,2,…,n, where X(tj is the regression curve. The random error ej are independently distributed normal with a zero mean and a variance s2/bj, bj > 0. The estimation of X obtained by minimizing a Weighted Least Square. The solution of this optimation is a Weighted Spline Polynomial. Further, we give an application of weigted spline estimator in nonparametric regression. Abstract in Bahasa Indonesia : Diberikan model regresi nonparametrik : Zj = X(tj + ej, j = 1,2,…,n, dengan X (tj kurva regresi dan ej sesatan random yang diasumsikan berdistribusi normal dengan mean nol dan variansi s2/bj, bj > 0. Estimasi kurva regresi X yang meminimumkan suatu Penalized Least Square Terbobot, merupakan estimator Polinomial Spline Natural Terbobot. Selanjutnya diberikan suatu aplikasi estimator spline terbobot dalam regresi nonparametrik. Kata kunci: Spline terbobot, Regresi nonparametrik, Penalized Least Square.

  6. Estimating population density and connectivity of American mink using spatial capture-recapture.

    Science.gov (United States)

    Fuller, Angela K; Sutherland, Chris S; Royle, J Andrew; Hare, Matthew P

    2016-06-01

    Estimating the abundance or density of populations is fundamental to the conservation and management of species, and as landscapes become more fragmented, maintaining landscape connectivity has become one of the most important challenges for biodiversity conservation. Yet these two issues have never been formally integrated together in a model that simultaneously models abundance while accounting for connectivity of a landscape. We demonstrate an application of using capture-recapture to develop a model of animal density using a least-cost path model for individual encounter probability that accounts for non-Euclidean connectivity in a highly structured network. We utilized scat detection dogs (Canis lupus familiaris) as a means of collecting non-invasive genetic samples of American mink (Neovison vison) individuals and used spatial capture-recapture models (SCR) to gain inferences about mink population density and connectivity. Density of mink was not constant across the landscape, but rather increased with increasing distance from city, town, or village centers, and mink activity was associated with water. The SCR model allowed us to estimate the density and spatial distribution of individuals across a 388 km² area. The model was used to investigate patterns of space usage and to evaluate covariate effects on encounter probabilities, including differences between sexes. This study provides an application of capture-recapture models based on ecological distance, allowing us to directly estimate landscape connectivity. This approach should be widely applicable to provide simultaneous direct estimates of density, space usage, and landscape connectivity for many species.

  7. Estimating population density and connectivity of American mink using spatial capture-recapture

    Science.gov (United States)

    Fuller, Angela K.; Sutherland, Christopher S.; Royle, Andy; Hare, Matthew P.

    2016-01-01

    Estimating the abundance or density of populations is fundamental to the conservation and management of species, and as landscapes become more fragmented, maintaining landscape connectivity has become one of the most important challenges for biodiversity conservation. Yet these two issues have never been formally integrated together in a model that simultaneously models abundance while accounting for connectivity of a landscape. We demonstrate an application of using capture–recapture to develop a model of animal density using a least-cost path model for individual encounter probability that accounts for non-Euclidean connectivity in a highly structured network. We utilized scat detection dogs (Canis lupus familiaris) as a means of collecting non-invasive genetic samples of American mink (Neovison vison) individuals and used spatial capture–recapture models (SCR) to gain inferences about mink population density and connectivity. Density of mink was not constant across the landscape, but rather increased with increasing distance from city, town, or village centers, and mink activity was associated with water. The SCR model allowed us to estimate the density and spatial distribution of individuals across a 388 km2 area. The model was used to investigate patterns of space usage and to evaluate covariate effects on encounter probabilities, including differences between sexes. This study provides an application of capture–recapture models based on ecological distance, allowing us to directly estimate landscape connectivity. This approach should be widely applicable to provide simultaneous direct estimates of density, space usage, and landscape connectivity for many species.

  8. Automated Breast Density Computation in Digital Mammography and Digital Breast Tomosynthesis: Influence on Mean Glandular Dose and BIRADS Density Categorization.

    Science.gov (United States)

    Castillo-García, Maria; Chevalier, Margarita; Garayoa, Julia; Rodriguez-Ruiz, Alejandro; García-Pinto, Diego; Valverde, Julio

    2017-07-01

    The study aimed to compare the breast density estimates from two algorithms on full-field digital mammography (FFDM) and digital breast tomosynthesis (DBT) and to analyze the clinical implications. We selected 561 FFDM and DBT examinations from patients without breast pathologies. Two versions of a commercial software (Quantra 2D and Quantra 3D) calculated the volumetric breast density automatically in FFDM and DBT, respectively. Other parameters such as area breast density and total breast volume were evaluated. We compared the results from both algorithms using the Mann-Whitney U non-parametric test and the Spearman's rank coefficient for data correlation analysis. Mean glandular dose (MGD) was calculated following the methodology proposed by Dance et al. Measurements with both algorithms are well correlated (r ≥ 0.77). However, there are statistically significant differences between the medians (P density median values from FFDM are, respectively, 8% and 77% higher than DBT estimations. Both algorithms classify 35% and 55% of breasts into BIRADS (Breast Imaging-Reporting and Data System) b and c categories, respectively. There are no significant differences between the MGD calculated using the breast density from each algorithm. DBT delivers higher MGD than FFDM, with a lower difference (5%) for breasts in the BIRADS d category. MGD is, on average, 6% higher than values obtained with the breast glandularity proposed by Dance et al. Breast density measurements from both algorithms lead to equivalent BIRADS classification and MGD values, hence showing no difference in clinical outcomes. The median MGD values of FFDM and DBT examinations are similar for dense breasts (BIRADS d category). Published by Elsevier Inc.

  9. An analytical framework for estimating aquatic species density from environmental DNA

    Science.gov (United States)

    Chambert, Thierry; Pilliod, David S.; Goldberg, Caren S.; Doi, Hideyuki; Takahara, Teruhiko

    2018-01-01

    Environmental DNA (eDNA) analysis of water samples is on the brink of becoming a standard monitoring method for aquatic species. This method has improved detection rates over conventional survey methods and thus has demonstrated effectiveness for estimation of site occupancy and species distribution. The frontier of eDNA applications, however, is to infer species density. Building upon previous studies, we present and assess a modeling approach that aims at inferring animal density from eDNA. The modeling combines eDNA and animal count data from a subset of sites to estimate species density (and associated uncertainties) at other sites where only eDNA data are available. As a proof of concept, we first perform a cross-validation study using experimental data on carp in mesocosms. In these data, fish densities are known without error, which allows us to test the performance of the method with known data. We then evaluate the model using field data from a study on a stream salamander species to assess the potential of this method to work in natural settings, where density can never be known with absolute certainty. Two alternative distributions (Normal and Negative Binomial) to model variability in eDNA concentration data are assessed. Assessment based on the proof of concept data (carp) revealed that the Negative Binomial model provided much more accurate estimates than the model based on a Normal distribution, likely because eDNA data tend to be overdispersed. Greater imprecision was found when we applied the method to the field data, but the Negative Binomial model still provided useful density estimates. We call for further model development in this direction, as well as further research targeted at sampling design optimization. It will be important to assess these approaches on a broad range of study systems.

  10. Kernel and wavelet density estimators on manifolds and more general metric spaces

    DEFF Research Database (Denmark)

    Cleanthous, G.; Georgiadis, Athanasios; Kerkyacharian, G.

    We consider the problem of estimating the density of observations taking values in classical or nonclassical spaces such as manifolds and more general metric spaces. Our setting is quite general but also sufficiently rich in allowing the development of smooth functional calculus with well localized...... spectral kernels, Besov regularity spaces, and wavelet type systems. Kernel and both linear and nonlinear wavelet density estimators are introduced and studied. Convergence rates for these estimators are established, which are analogous to the existing results in the classical setting of real...

  11. Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models

    DEFF Research Database (Denmark)

    Kristensen, Dennis

    of the estimators and tests under the null are derived, and the power properties are analyzed by considering contiguous alternatives. Test directly comparing the drift and diffusion estimators under the relevant null and alternative are also analyzed. Markov Bootstrap versions of the test statistics are proposed...... to improve on the finite-sample approximations. The finite sample properties of the estimators are examined in a simulation study....

  12. A new approach for estimating the density of liquids.

    Science.gov (United States)

    Sakagami, T; Fuchizaki, K; Ohara, K

    2016-10-05

    We propose a novel approach with which to estimate the density of liquids. The approach is based on the assumption that the systems would be structurally similar when viewed at around the length scale (inverse wavenumber) of the first peak of the structure factor, unless their thermodynamic states differ significantly. The assumption was implemented via a similarity transformation to the radial distribution function to extract the density from the structure factor of a reference state with a known density. The method was first tested using two model liquids, and could predict the densities within an error of several percent unless the state in question differed significantly from the reference state. The method was then applied to related real liquids, and satisfactory results were obtained for predicted densities. The possibility of applying the method to amorphous materials is discussed.

  13. Spatial pattern corrections and sample sizes for forest density estimates of historical tree surveys

    Science.gov (United States)

    Brice B. Hanberry; Shawn Fraver; Hong S. He; Jian Yang; Dan C. Dey; Brian J. Palik

    2011-01-01

    The U.S. General Land Office land surveys document trees present during European settlement. However, use of these surveys for calculating historical forest density and other derived metrics is limited by uncertainty about the performance of plotless density estimators under a range of conditions. Therefore, we tested two plotless density estimators, developed by...

  14. Application of nonparametric statistic method for DNBR limit calculation

    International Nuclear Information System (INIS)

    Dong Bo; Kuang Bo; Zhu Xuenong

    2013-01-01

    Background: Nonparametric statistical method is a kind of statistical inference method not depending on a certain distribution; it calculates the tolerance limits under certain probability level and confidence through sampling methods. The DNBR margin is one important parameter of NPP design, which presents the safety level of NPP. Purpose and Methods: This paper uses nonparametric statistical method basing on Wilks formula and VIPER-01 subchannel analysis code to calculate the DNBR design limits (DL) of 300 MW NPP (Nuclear Power Plant) during the complete loss of flow accident, simultaneously compared with the DL of DNBR through means of ITDP to get certain DNBR margin. Results: The results indicate that this method can gain 2.96% DNBR margin more than that obtained by ITDP methodology. Conclusions: Because of the reduction of the conservation during analysis process, the nonparametric statistical method can provide greater DNBR margin and the increase of DNBR margin is benefited for the upgrading of core refuel scheme. (authors)

  15. 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.

  16. Multi-sample nonparametric treatments comparison in medical ...

    African Journals Online (AJOL)

    Multi-sample nonparametric treatments comparison in medical follow-up study with unequal observation processes through simulation and bladder tumour case study. P. L. Tan, N.A. Ibrahim, M.B. Adam, J. Arasan ...

  17. Reliability and precision of pellet-group counts for estimating landscape-level deer density

    Science.gov (United States)

    David S. deCalesta

    2013-01-01

    This study provides hitherto unavailable methodology for reliably and precisely estimating deer density within forested landscapes, enabling quantitative rather than qualitative deer management. Reliability and precision of the deer pellet-group technique were evaluated in 1 small and 2 large forested landscapes. Density estimates, adjusted to reflect deer harvest and...

  18. A nonparametric mean-variance smoothing method to assess Arabidopsis cold stress transcriptional regulator CBF2 overexpression microarray data.

    Science.gov (United States)

    Hu, Pingsha; Maiti, Tapabrata

    2011-01-01

    Microarray is a powerful tool for genome-wide gene expression analysis. In microarray expression data, often mean and variance have certain relationships. We present a non-parametric mean-variance smoothing method (NPMVS) to analyze differentially expressed genes. In this method, a nonlinear smoothing curve is fitted to estimate the relationship between mean and variance. Inference is then made upon shrinkage estimation of posterior means assuming variances are known. Different methods have been applied to simulated datasets, in which a variety of mean and variance relationships were imposed. The simulation study showed that NPMVS outperformed the other two popular shrinkage estimation methods in some mean-variance relationships; and NPMVS was competitive with the two methods in other relationships. A real biological dataset, in which a cold stress transcription factor gene, CBF2, was overexpressed, has also been analyzed with the three methods. Gene ontology and cis-element analysis showed that NPMVS identified more cold and stress responsive genes than the other two methods did. The good performance of NPMVS is mainly due to its shrinkage estimation for both means and variances. In addition, NPMVS exploits a non-parametric regression between mean and variance, instead of assuming a specific parametric relationship between mean and variance. The source code written in R is available from the authors on request.

  19. Nonparametric regression using the concept of minimum energy

    International Nuclear Information System (INIS)

    Williams, Mike

    2011-01-01

    It has recently been shown that an unbinned distance-based statistic, the energy, can be used to construct an extremely powerful nonparametric multivariate two sample goodness-of-fit test. An extension to this method that makes it possible to perform nonparametric regression using multiple multivariate data sets is presented in this paper. The technique, which is based on the concept of minimizing the energy of the system, permits determination of parameters of interest without the need for parametric expressions of the parent distributions of the data sets. The application and performance of this new method is discussed in the context of some simple example analyses.

  20. The Visualization and Analysis of POI Features under Network Space Supported by Kernel Density Estimation

    Directory of Open Access Journals (Sweden)

    YU Wenhao

    2015-01-01

    Full Text Available The distribution pattern and the distribution density of urban facility POIs are of great significance in the fields of infrastructure planning and urban spatial analysis. The kernel density estimation, which has been usually utilized for expressing these spatial characteristics, is superior to other density estimation methods (such as Quadrat analysis, Voronoi-based method, for that the Kernel density estimation considers the regional impact based on the first law of geography. However, the traditional kernel density estimation is mainly based on the Euclidean space, ignoring the fact that the service function and interrelation of urban feasibilities is carried out on the network path distance, neither than conventional Euclidean distance. Hence, this research proposed a computational model of network kernel density estimation, and the extension type of model in the case of adding constraints. This work also discussed the impacts of distance attenuation threshold and height extreme to the representation of kernel density. The large-scale actual data experiment for analyzing the different POIs' distribution patterns (random type, sparse type, regional-intensive type, linear-intensive type discusses the POI infrastructure in the city on the spatial distribution of characteristics, influence factors, and service functions.

  1. Regularized Regression and Density Estimation based on Optimal Transport

    KAUST Repository

    Burger, M.; Franek, M.; Schonlieb, C.-B.

    2012-01-01

    for estimating densities and for preserving edges in the case of total variation regularization. In order to compute solutions of the variational problems, a regularized optimal transport problem needs to be solved, for which we discuss several formulations

  2. Density Estimation in Several Populations With Uncertain Population Membership

    KAUST Repository

    Ma, Yanyuan

    2011-09-01

    We devise methods to estimate probability density functions of several populations using observations with uncertain population membership, meaning from which population an observation comes is unknown. The probability of an observation being sampled from any given population can be calculated. We develop general estimation procedures and bandwidth selection methods for our setting. We establish large-sample properties and study finite-sample performance using simulation studies. We illustrate our methods with data from a nutrition study.

  3. Examining the Feasibility and Utility of Estimating Partial Expected Value of Perfect Information (via a Nonparametric Approach) as Part of the Reimbursement Decision-Making Process in Ireland: Application to Drugs for Cancer.

    Science.gov (United States)

    McCullagh, Laura; Schmitz, Susanne; Barry, Michael; Walsh, Cathal

    2017-11-01

    In Ireland, all new drugs for which reimbursement by the healthcare payer is sought undergo a health technology assessment by the National Centre for Pharmacoeconomics. The National Centre for Pharmacoeconomics estimate expected value of perfect information but not partial expected value of perfect information (owing to computational expense associated with typical methodologies). The objective of this study was to examine the feasibility and utility of estimating partial expected value of perfect information via a computationally efficient, non-parametric regression approach. This was a retrospective analysis of evaluations on drugs for cancer that had been submitted to the National Centre for Pharmacoeconomics (January 2010 to December 2014 inclusive). Drugs were excluded if cost effective at the submitted price. Drugs were excluded if concerns existed regarding the validity of the applicants' submission or if cost-effectiveness model functionality did not allow required modifications to be made. For each included drug (n = 14), value of information was estimated at the final reimbursement price, at a threshold equivalent to the incremental cost-effectiveness ratio at that price. The expected value of perfect information was estimated from probabilistic analysis. Partial expected value of perfect information was estimated via a non-parametric approach. Input parameters with a population value at least €1 million were identified as potential targets for research. All partial estimates were determined within minutes. Thirty parameters (across nine models) each had a value of at least €1 million. These were categorised. Collectively, survival analysis parameters were valued at €19.32 million, health state utility parameters at €15.81 million and parameters associated with the cost of treating adverse effects at €6.64 million. Those associated with drug acquisition costs and with the cost of care were valued at €6.51 million and €5.71

  4. Urban birds in the Sonoran Desert: estimating population density from point counts

    Directory of Open Access Journals (Sweden)

    Karina Johnston López

    2015-01-01

    Full Text Available We conducted bird surveys in Hermosillo, Sonora using distance sampling to characterize detection functions at point-transects for native and non-native urban birds in a desert environment. From March to August 2013 we sampled 240 plots in the city and its surroundings; each plot was visited three times. Our purpose was to provide information for a rapid assessment of bird density in this region by using point counts. We identified 72 species, including six non-native species. Sixteen species had sufficient detections to accurately estimate the parameters of the detection functions. To illustrate the estimation of density from bird count data using our inferred detection functions, we estimated the density of the Eurasian Collared-Dove (Streptopelia decaocto under two different levels of urbanization: highly urbanized (90-100% of urban impact and moderately urbanized zones (39-50% of urban impact. Density of S. decaocto in the highly-urbanized and moderately-urbanized zones was 3.97±0.52 and 2.92±0.52 individuals/ha, respectively. By using our detection functions, avian ecologists can efficiently relocate time and effort that is regularly used for the estimation of detection distances, to increase the number of sites surveyed and to collect other relevant ecological information.

  5. Using bremsstrahlung for electron density estimation and correction in EAST tokamak

    Energy Technology Data Exchange (ETDEWEB)

    Chen, Yingjie, E-mail: bestfaye@gmail.com; Wu, Zhenwei; Gao, Wei; Jie, Yinxian; Zhang, Jizong; Huang, Juan; Zhang, Ling; Zhao, Junyu

    2013-11-15

    Highlights: • The visible bremsstrahlung diagnostic provides a simple and effective tool for electron density estimation in steady state discharges. • This method can make up some disadvantages of present FIR and TS diagnostics in EAST tokamak. • Line averaged electron density has been deduced from central VB signal. The results can also be used for FIR n{sub e} correction. • Typical n{sub e} profiles have been obtained with T{sub e} and reconstructed bremsstrahlung profiles. -- Abstract: In EAST electron density (n{sub e}) is measured by the multi-channel far-infrared (FIR) hydrogen cyanide (HCN) interferometer and Thomson scattering (TS) diagnostics. However, it is difficult to obtain accurate n{sub e} profile for that there are many problems existing in current electron density diagnostics. Since the visible bremsstrahlung (VB) emission coefficient has a strong dependence on electron density, the visible bremsstrahlung measurement system developed to determine the ion effective charge (Z{sub eff}) may also be used for n{sub e} estimation via inverse operations. With assumption that Z{sub eff} has a flat profile and does not change significantly in steady state discharges, line averaged electron density (n{sup ¯}{sub e}) has been deduced from VB signals in L-mode and H-mode discharges in EAST. The results are in good coincidence with n{sup ¯}{sub e} from FIR, which proves that VB measurement is an effective tool for n{sub e} estimation. VB diagnostic is also applied to n{sup ¯}{sub e} correction when FIR n{sup ¯}{sub e} is wrong for the laser phase shift reversal together with noise causes errors when electron density changed rapidly in the H-mode discharges. Typical n{sub e} profiles in L-mode and H-mode phase are also deduced with reconstructed bremsstrahlung profiles.

  6. Importance of tree basic density in biomass estimation and associated uncertainties

    DEFF Research Database (Denmark)

    Njana, Marco Andrew; Meilby, Henrik; Eid, Tron

    2016-01-01

    Key message Aboveground and belowground tree basic densities varied between and within the three mangrove species. If appropriately determined and applied, basic density may be useful in estimation of tree biomass. Predictive accuracy of the common (i.e. multi-species) models including aboveground...... of sustainable forest management, conservation and enhancement of carbon stocks (REDD+) initiatives offer an opportunity for sustainable management of forests including mangroves. In carbon accounting for REDD+, it is required that carbon estimates prepared for monitoring reporting and verification schemes...... and examine uncertainties in estimation of tree biomass using indirect methods. Methods This study focused on three dominant mangrove species (Avicennia marina (Forssk.) Vierh, Sonneratia alba J. Smith and Rhizophora mucronata Lam.) in Tanzania. A total of 120 trees were destructively sampled for aboveground...

  7. Estimating black bear density using DNA data from hair snares

    Science.gov (United States)

    Gardner, B.; Royle, J. Andrew; Wegan, M.T.; Rainbolt, R.E.; Curtis, P.D.

    2010-01-01

    DNA-based mark-recapture has become a methodological cornerstone of research focused on bear species. The objective of such studies is often to estimate population size; however, doing so is frequently complicated by movement of individual bears. Movement affects the probability of detection and the assumption of closure of the population required in most models. To mitigate the bias caused by movement of individuals, population size and density estimates are often adjusted using ad hoc methods, including buffering the minimum polygon of the trapping array. We used a hierarchical, spatial capturerecapture model that contains explicit components for the spatial-point process that governs the distribution of individuals and their exposure to (via movement), and detection by, traps. We modeled detection probability as a function of each individual's distance to the trap and an indicator variable for previous capture to account for possible behavioral responses. We applied our model to a 2006 hair-snare study of a black bear (Ursus americanus) population in northern New York, USA. Based on the microsatellite marker analysis of collected hair samples, 47 individuals were identified. We estimated mean density at 0.20 bears/km2. A positive estimate of the indicator variable suggests that bears are attracted to baited sites; therefore, including a trap-dependence covariate is important when using bait to attract individuals. Bayesian analysis of the model was implemented in WinBUGS, and we provide the model specification. The model can be applied to any spatially organized trapping array (hair snares, camera traps, mist nests, etc.) to estimate density and can also account for heterogeneity and covariate information at the trap or individual level. ?? The Wildlife Society.

  8. Multi-objective mixture-based iterated density estimation evolutionary algorithms

    NARCIS (Netherlands)

    Thierens, D.; Bosman, P.A.N.

    2001-01-01

    We propose an algorithm for multi-objective optimization using a mixture-based iterated density estimation evolutionary algorithm (MIDEA). The MIDEA algorithm is a prob- abilistic model building evolutionary algo- rithm that constructs at each generation a mixture of factorized probability

  9. EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area

    DEFF Research Database (Denmark)

    Proietti, Tommaso; Marczak, Martyna; Mazzi, Gianluigi

    EuroMInd-D is a density estimate of monthly gross domestic product (GDP) constructed according to a bottom–up approach, pooling the density estimates of eleven GDP components, by output and expenditure type. The components density estimates are obtained from a medium-size dynamic factor model...... of a set of coincident time series handling mixed frequencies of observation and ragged–edged data structures. They reflect both parameter and filtering uncertainty and are obtained by implementing a bootstrap algorithm for simulating from the distribution of the maximum likelihood estimators of the model...

  10. Essays on nonparametric econometrics of stochastic volatility

    NARCIS (Netherlands)

    Zu, Y.

    2012-01-01

    Volatility is a concept that describes the variation of financial returns. Measuring and modelling volatility dynamics is an important aspect of financial econometrics. This thesis is concerned with nonparametric approaches to volatility measurement and volatility model validation.

  11. Non-parametric Tuning of PID Controllers A Modified Relay-Feedback-Test Approach

    CERN Document Server

    Boiko, Igor

    2013-01-01

    The relay feedback test (RFT) has become a popular and efficient  tool used in process identification and automatic controller tuning. Non-parametric Tuning of PID Controllers couples new modifications of classical RFT with application-specific optimal tuning rules to form a non-parametric method of test-and-tuning. Test and tuning are coordinated through a set of common parameters so that a PID controller can obtain the desired gain or phase margins in a system exactly, even with unknown process dynamics. The concept of process-specific optimal tuning rules in the nonparametric setup, with corresponding tuning rules for flow, level pressure, and temperature control loops is presented in the text.   Common problems of tuning accuracy based on parametric and non-parametric approaches are addressed. In addition, the text treats the parametric approach to tuning based on the modified RFT approach and the exact model of oscillations in the system under test using the locus of a perturbedrelay system (LPRS) meth...

  12. Estimating abundance and density of Amur tigers along the Sino-Russian border.

    Science.gov (United States)

    Xiao, Wenhong; Feng, Limin; Mou, Pu; Miquelle, Dale G; Hebblewhite, Mark; Goldberg, Joshua F; Robinson, Hugh S; Zhao, Xiaodan; Zhou, Bo; Wang, Tianming; Ge, Jianping

    2016-07-01

    As an apex predator the Amur tiger (Panthera tigris altaica) could play a pivotal role in maintaining the integrity of forest ecosystems in Northeast Asia. Due to habitat loss and harvest over the past century, tigers rapidly declined in China and are now restricted to the Russian Far East and bordering habitat in nearby China. To facilitate restoration of the tiger in its historical range, reliable estimates of population size are essential to assess effectiveness of conservation interventions. Here we used camera trap data collected in Hunchun National Nature Reserve from April to June 2013 and 2014 to estimate tiger density and abundance using both maximum likelihood and Bayesian spatially explicit capture-recapture (SECR) methods. A minimum of 8 individuals were detected in both sample periods and the documentation of marking behavior and reproduction suggests the presence of a resident population. Using Bayesian SECR modeling within the 11 400 km(2) state space, density estimates were 0.33 and 0.40 individuals/100 km(2) in 2013 and 2014, respectively, corresponding to an estimated abundance of 38 and 45 animals for this transboundary Sino-Russian population. In a maximum likelihood framework, we estimated densities of 0.30 and 0.24 individuals/100 km(2) corresponding to abundances of 34 and 27, in 2013 and 2014, respectively. These density estimates are comparable to other published estimates for resident Amur tiger populations in the Russian Far East. This study reveals promising signs of tiger recovery in Northeast China, and demonstrates the importance of connectivity between the Russian and Chinese populations for recovering tigers in Northeast China. © 2016 International Society of Zoological Sciences, Institute of Zoology/Chinese Academy of Sciences and John Wiley & Sons Australia, Ltd.

  13. Performances of non-parametric statistics in sensitivity analysis and parameter ranking

    International Nuclear Information System (INIS)

    Saltelli, A.

    1987-01-01

    Twelve parametric and non-parametric sensitivity analysis techniques are compared in the case of non-linear model responses. The test models used are taken from the long-term risk analysis for the disposal of high level radioactive waste in a geological formation. They describe the transport of radionuclides through a set of engineered and natural barriers from the repository to the biosphere and to man. The output data from these models are the dose rates affecting the maximum exposed individual of a critical group at a given point in time. All the techniques are applied to the output from the same Monte Carlo simulations, where a modified version of Latin Hypercube method is used for the sample selection. Hypothesis testing is systematically applied to quantify the degree of confidence in the results given by the various sensitivity estimators. The estimators are ranked according to their robustness and stability, on the basis of two test cases. The conclusions are that no estimator can be considered the best from all points of view and recommend the use of more than just one estimator in sensitivity analysis

  14. Efficient estimation of an additive quantile regression model

    NARCIS (Netherlands)

    Cheng, Y.; de Gooijer, J.G.; Zerom, D.

    2011-01-01

    In this paper, two non-parametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a more viable alternative to existing kernel-based approaches. The second estimator

  15. Nonparametric Bayes Modeling of Multivariate Categorical Data.

    Science.gov (United States)

    Dunson, David B; Xing, Chuanhua

    2012-01-01

    Modeling of multivariate unordered categorical (nominal) data is a challenging problem, particularly in high dimensions and cases in which one wishes to avoid strong assumptions about the dependence structure. Commonly used approaches rely on the incorporation of latent Gaussian random variables or parametric latent class models. The goal of this article is to develop a nonparametric Bayes approach, which defines a prior with full support on the space of distributions for multiple unordered categorical variables. This support condition ensures that we are not restricting the dependence structure a priori. We show this can be accomplished through a Dirichlet process mixture of product multinomial distributions, which is also a convenient form for posterior computation. Methods for nonparametric testing of violations of independence are proposed, and the methods are applied to model positional dependence within transcription factor binding motifs.

  16. Estimating peer density effects on oral health for community-based older adults.

    Science.gov (United States)

    Chakraborty, Bibhas; Widener, Michael J; Mirzaei Salehabadi, Sedigheh; Northridge, Mary E; Kum, Susan S; Jin, Zhu; Kunzel, Carol; Palmer, Harvey D; Metcalf, Sara S

    2017-12-29

    As part of a long-standing line of research regarding how peer density affects health, researchers have sought to understand the multifaceted ways that the density of contemporaries living and interacting in proximity to one another influence social networks and knowledge diffusion, and subsequently health and well-being. This study examined peer density effects on oral health for racial/ethnic minority older adults living in northern Manhattan and the Bronx, New York, NY. Peer age-group density was estimated by smoothing US Census data with 4 kernel bandwidths ranging from 0.25 to 1.50 mile. Logistic regression models were developed using these spatial measures and data from the ElderSmile oral and general health screening program that serves predominantly racial/ethnic minority older adults at community centers in northern Manhattan and the Bronx. The oral health outcomes modeled as dependent variables were ordinal dentition status and binary self-rated oral health. After construction of kernel density surfaces and multiple imputation of missing data, logistic regression analyses were performed to estimate the effects of peer density and other sociodemographic characteristics on the oral health outcomes of dentition status and self-rated oral health. Overall, higher peer density was associated with better oral health for older adults when estimated using smaller bandwidths (0.25 and 0.50 mile). That is, statistically significant relationships (p density and improved dentition status were found when peer density was measured assuming a more local social network. As with dentition status, a positive significant association was found between peer density and fair or better self-rated oral health when peer density was measured assuming a more local social network. This study provides novel evidence that the oral health of community-based older adults is affected by peer density in an urban environment. To the extent that peer density signifies the potential for

  17. A projection and density estimation method for knowledge discovery.

    Directory of Open Access Journals (Sweden)

    Adam Stanski

    Full Text Available A key ingredient to modern data analysis is probability density estimation. However, it is well known that the curse of dimensionality prevents a proper estimation of densities in high dimensions. The problem is typically circumvented by using a fixed set of assumptions about the data, e.g., by assuming partial independence of features, data on a manifold or a customized kernel. These fixed assumptions limit the applicability of a method. In this paper we propose a framework that uses a flexible set of assumptions instead. It allows to tailor a model to various problems by means of 1d-decompositions. The approach achieves a fast runtime and is not limited by the curse of dimensionality as all estimations are performed in 1d-space. The wide range of applications is demonstrated at two very different real world examples. The first is a data mining software that allows the fully automatic discovery of patterns. The software is publicly available for evaluation. As a second example an image segmentation method is realized. It achieves state of the art performance on a benchmark dataset although it uses only a fraction of the training data and very simple features.

  18. [Estimation of Hunan forest carbon density based on spectral mixture analysis of MODIS data].

    Science.gov (United States)

    Yan, En-ping; Lin, Hui; Wang, Guang-xing; Chen, Zhen-xiong

    2015-11-01

    With the fast development of remote sensing technology, combining forest inventory sample plot data and remotely sensed images has become a widely used method to map forest carbon density. However, the existence of mixed pixels often impedes the improvement of forest carbon density mapping, especially when low spatial resolution images such as MODIS are used. In this study, MODIS images and national forest inventory sample plot data were used to conduct the study of estimation for forest carbon density. Linear spectral mixture analysis with and without constraint, and nonlinear spectral mixture analysis were compared to derive the fractions of different land use and land cover (LULC) types. Then sequential Gaussian co-simulation algorithm with and without the fraction images from spectral mixture analyses were employed to estimate forest carbon density of Hunan Province. Results showed that 1) Linear spectral mixture analysis with constraint, leading to a mean RMSE of 0.002, more accurately estimated the fractions of LULC types than linear spectral and nonlinear spectral mixture analyses; 2) Integrating spectral mixture analysis model and sequential Gaussian co-simulation algorithm increased the estimation accuracy of forest carbon density to 81.5% from 74.1%, and decreased the RMSE to 5.18 from 7.26; and 3) The mean value of forest carbon density for the province was 30.06 t · hm(-2), ranging from 0.00 to 67.35 t · hm(-2). This implied that the spectral mixture analysis provided a great potential to increase the estimation accuracy of forest carbon density on regional and global level.

  19. Robust Wave Resource Estimation

    DEFF Research Database (Denmark)

    Lavelle, John; Kofoed, Jens Peter

    2013-01-01

    density estimates of the PDF as a function both of Hm0 and Tp, and Hm0 and T0;2, together with the mean wave power per unit crest length, Pw, as a function of Hm0 and T0;2. The wave elevation parameters, from which the wave parameters are calculated, are filtered to correct or remove spurious data....... An overview is given of the methods used to do this, and a method for identifying outliers of the wave elevation data, based on the joint distribution of wave elevations and accelerations, is presented. The limitations of using a JONSWAP spectrum to model the measured wave spectra as a function of Hm0 and T0......;2 or Hm0 and Tp for the Hanstholm site data are demonstrated. As an alternative, the non-parametric loess method, which does not rely on any assumptions about the shape of the wave elevation spectra, is used to accurately estimate Pw as a function of Hm0 and T0;2....

  20. Semiautomatic estimation of breast density with DM-Scan software.

    Science.gov (United States)

    Martínez Gómez, I; Casals El Busto, M; Antón Guirao, J; Ruiz Perales, F; Llobet Azpitarte, R

    2014-01-01

    To evaluate the reproducibility of the calculation of breast density with DM-Scan software, which is based on the semiautomatic segmentation of fibroglandular tissue, and to compare it with the reproducibility of estimation by visual inspection. The study included 655 direct digital mammograms acquired using craniocaudal projections. Three experienced radiologists analyzed the density of the mammograms using DM-Scan, and the inter- and intra-observer agreement between pairs of radiologists for the Boyd and BI-RADS® scales were calculated using the intraclass correlation coefficient. The Kappa index was used to compare the inter- and intra-observer agreements with those obtained previously for visual inspection in the same set of images. For visual inspection, the mean interobserver agreement was 0,876 (95% CI: 0,873-0,879) on the Boyd scale and 0,823 (95% CI: 0,818-0,829) on the BI-RADS® scale. The mean intraobserver agreement was 0,813 (95% CI: 0,796-0,829) on the Boyd scale and 0,770 (95% CI: 0,742-0,797) on the BI-RADS® scale. For DM-Scan, the mean inter- and intra-observer agreement was 0,92, considerably higher than the agreement for visual inspection. The semiautomatic calculation of breast density using DM-Scan software is more reliable and reproducible than visual estimation and reduces the subjectivity and variability in determining breast density. Copyright © 2012 SERAM. Published by Elsevier Espana. All rights reserved.

  1. Efficient Estimation of Dynamic Density Functions with Applications in Streaming Data

    KAUST Repository

    Qahtan, Abdulhakim

    2016-05-11

    Recent advances in computing technology allow for collecting vast amount of data that arrive continuously in the form of streams. Mining data streams is challenged by the speed and volume of the arriving data. Furthermore, the underlying distribution of the data changes over the time in unpredicted scenarios. To reduce the computational cost, data streams are often studied in forms of condensed representation, e.g., Probability Density Function (PDF). This thesis aims at developing an online density estimator that builds a model called KDE-Track for characterizing the dynamic density of the data streams. KDE-Track estimates the PDF of the stream at a set of resampling points and uses interpolation to estimate the density at any given point. To reduce the interpolation error and computational complexity, we introduce adaptive resampling where more/less resampling points are used in high/low curved regions of the PDF. The PDF values at the resampling points are updated online to provide up-to-date model of the data stream. Comparing with other existing online density estimators, KDE-Track is often more accurate (as reflected by smaller error values) and more computationally efficient (as reflected by shorter running time). The anytime available PDF estimated by KDE-Track can be applied for visualizing the dynamic density of data streams, outlier detection and change detection in data streams. In this thesis work, the first application is to visualize the taxi traffic volume in New York city. Utilizing KDE-Track allows for visualizing and monitoring the traffic flow on real time without extra overhead and provides insight analysis of the pick up demand that can be utilized by service providers to improve service availability. The second application is to detect outliers in data streams from sensor networks based on the estimated PDF. The method detects outliers accurately and outperforms baseline methods designed for detecting and cleaning outliers in sensor data. The

  2. Investigating the impact of uneven magnetic flux density distribution on core loss estimation

    DEFF Research Database (Denmark)

    Niroumand, Farideh Javidi; Nymand, Morten; Wang, Yiren

    2017-01-01

    is calculated according to an effective flux density value and the macroscopic dimensions of the cores. However, the flux distribution in the core can alter by core shapes and/or operating conditions due to nonlinear material properties. This paper studies the element-wise estimation of the loss in magnetic......There are several approaches for loss estimation in magnetic cores, and all these approaches highly rely on accurate information about flux density distribution in the cores. It is often assumed that the magnetic flux density evenly distributes throughout the core and the overall core loss...

  3. Trap array configuration influences estimates and precision of black bear density and abundance.

    Directory of Open Access Journals (Sweden)

    Clay M Wilton

    Full Text Available Spatial capture-recapture (SCR models have advanced our ability to estimate population density for wide ranging animals by explicitly incorporating individual movement. Though these models are more robust to various spatial sampling designs, few studies have empirically tested different large-scale trap configurations using SCR models. We investigated how extent of trap coverage and trap spacing affects precision and accuracy of SCR parameters, implementing models using the R package secr. We tested two trapping scenarios, one spatially extensive and one intensive, using black bear (Ursus americanus DNA data from hair snare arrays in south-central Missouri, USA. We also examined the influence that adding a second, lower barbed-wire strand to snares had on quantity and spatial distribution of detections. We simulated trapping data to test bias in density estimates of each configuration under a range of density and detection parameter values. Field data showed that using multiple arrays with intensive snare coverage produced more detections of more individuals than extensive coverage. Consequently, density and detection parameters were more precise for the intensive design. Density was estimated as 1.7 bears per 100 km2 and was 5.5 times greater than that under extensive sampling. Abundance was 279 (95% CI = 193-406 bears in the 16,812 km2 study area. Excluding detections from the lower strand resulted in the loss of 35 detections, 14 unique bears, and the largest recorded movement between snares. All simulations showed low bias for density under both configurations. Results demonstrated that in low density populations with non-uniform distribution of population density, optimizing the tradeoff among snare spacing, coverage, and sample size is of critical importance to estimating parameters with high precision and accuracy. With limited resources, allocating available traps to multiple arrays with intensive trap spacing increased the amount of

  4. Estimation of larval density of Liriomyza sativae Blanchard (Diptera ...

    African Journals Online (AJOL)

    This study was conducted to develop sequential sampling plans to estimate larval density of Liriomyza sativae Blanchard (Diptera: Agromyzidae) at three precision levels in cucumber greenhouse. The within- greenhouse spatial patterns of larvae were aggregated. The slopes and intercepts of both Iwao's patchiness ...

  5. Nonparametric tests for equality of psychometric functions.

    Science.gov (United States)

    García-Pérez, Miguel A; Núñez-Antón, Vicente

    2017-12-07

    Many empirical studies measure psychometric functions (curves describing how observers' performance varies with stimulus magnitude) because these functions capture the effects of experimental conditions. To assess these effects, parametric curves are often fitted to the data and comparisons are carried out by testing for equality of mean parameter estimates across conditions. This approach is parametric and, thus, vulnerable to violations of the implied assumptions. Furthermore, testing for equality of means of parameters may be misleading: Psychometric functions may vary meaningfully across conditions on an observer-by-observer basis with no effect on the mean values of the estimated parameters. Alternative approaches to assess equality of psychometric functions per se are thus needed. This paper compares three nonparametric tests that are applicable in all situations of interest: The existing generalized Mantel-Haenszel test, a generalization of the Berry-Mielke test that was developed here, and a split variant of the generalized Mantel-Haenszel test also developed here. Their statistical properties (accuracy and power) are studied via simulation and the results show that all tests are indistinguishable as to accuracy but they differ non-uniformly as to power. Empirical use of the tests is illustrated via analyses of published data sets and practical recommendations are given. The computer code in MATLAB and R to conduct these tests is available as Electronic Supplemental Material.

  6. Features of the normal choriocapillaris with OCT-angiography: Density estimation and textural properties.

    Science.gov (United States)

    Montesano, Giovanni; Allegrini, Davide; Colombo, Leonardo; Rossetti, Luca M; Pece, Alfredo

    2017-01-01

    The main objective of our work is to perform an in depth analysis of the structural features of normal choriocapillaris imaged with OCT Angiography. Specifically, we provide an optimal radius for a circular Region of Interest (ROI) to obtain a stable estimate of the subfoveal choriocapillaris density and characterize its textural properties using Markov Random Fields. On each binarized image of the choriocapillaris OCT Angiography we performed simulated measurements of the subfoveal choriocapillaris densities with circular Regions of Interest (ROIs) of different radii and with small random displacements from the center of the Foveal Avascular Zone (FAZ). We then calculated the variability of the density measure with different ROI radii. We then characterized the textural features of choriocapillaris binary images by estimating the parameters of an Ising model. For each image we calculated the Optimal Radius (OR) as the minimum ROI radius required to obtain a standard deviation in the simulation below 0.01. The density measured with the individual OR was 0.52 ± 0.07 (mean ± STD). Similar density values (0.51 ± 0.07) were obtained using a fixed ROI radius of 450 μm. The Ising model yielded two parameter estimates (β = 0.34 ± 0.03; γ = 0.003 ± 0.012; mean ± STD), characterizing pixel clustering and white pixel density respectively. Using the estimated parameters to synthetize new random textures via simulation we obtained a good reproduction of the original choriocapillaris structural features and density. In conclusion, we developed an extensive characterization of the normal subfoveal choriocapillaris that might be used for flow analysis and applied to the investigation pathological alterations.

  7. EnviroAtlas - Portland, ME - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  8. EnviroAtlas - Woodbine, IA - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  9. EnviroAtlas - Durham, NC - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  10. EnviroAtlas - Fresno, CA - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  11. EnviroAtlas - Cleveland, OH - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  12. EnviroAtlas - Memphis, TN - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  13. EnviroAtlas - Milwaukee, WI - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  14. EnviroAtlas - Portland, OR - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  15. EnviroAtlas - Tampa, FL - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  16. EnviroAtlas - Austin, TX - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  17. EnviroAtlas - Paterson, NJ - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  18. EnviroAtlas - Phoenix, AZ - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  19. EnviroAtlas - Pittsburgh, PA - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  20. Nonparametric Estimation of Distributions in Random Effects Models

    KAUST Repository

    Hart, Jeffrey D.; Cañ ette, Isabel

    2011-01-01

    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

  1. Power of non-parametric linkage analysis in mapping genes contributing to human longevity in long-lived sib-pairs

    DEFF Research Database (Denmark)

    Tan, Qihua; Zhao, J H; Iachine, I

    2004-01-01

    This report investigates the power issue in applying the non-parametric linkage analysis of affected sib-pairs (ASP) [Kruglyak and Lander, 1995: Am J Hum Genet 57:439-454] to localize genes that contribute to human longevity using long-lived sib-pairs. Data were simulated by introducing a recently...... developed statistical model for measuring marker-longevity associations [Yashin et al., 1999: Am J Hum Genet 65:1178-1193], enabling direct power comparison between linkage and association approaches. The non-parametric linkage (NPL) scores estimated in the region harboring the causal allele are evaluated...... in case of a dominant effect. Although the power issue may depend heavily on the true genetic nature in maintaining survival, our study suggests that results from small-scale sib-pair investigations should be referred with caution, given the complexity of human longevity....

  2. Nonparametric predictive inference in statistical process control

    NARCIS (Netherlands)

    Arts, G.R.J.; Coolen, F.P.A.; Laan, van der P.

    2000-01-01

    New methods for statistical process control are presented, where the inferences have a nonparametric predictive nature. We consider several problems in process control in terms of uncertainties about future observable random quantities, and we develop inferences for these random quantities hased on

  3. EnviroAtlas Estimated Intersection Density of Walkable Roads Web Service

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in each EnviroAtlas community....

  4. Effects of stand density on top height estimation for ponderosa pine

    Science.gov (United States)

    Martin Ritchie; Jianwei Zhang; Todd Hamilton

    2012-01-01

    Site index, estimated as a function of dominant-tree height and age, is often used as an expression of site quality. This expression is assumed to be effectively independent of stand density. Observation of dominant height at two different ponderosa pine levels-of-growing-stock studies revealed that top height stability with respect to stand density depends on the...

  5. Generalized Jackknife Estimators of Weighted Average Derivatives

    DEFF Research Database (Denmark)

    Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael

    With the aim of improving the quality of asymptotic distributional approximations for nonlinear functionals of nonparametric estimators, this paper revisits the large-sample properties of an important member of that class, namely a kernel-based weighted average derivative estimator. Asymptotic...

  6. Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data

    DEFF Research Database (Denmark)

    Buch-Kromann, Tine; Nielsen, Jens

    2012-01-01

    This paper introduces a multivariate density estimator for truncated and censored data with special emphasis on extreme values based on survival analysis. A local constant density estimator is considered. We extend this estimator by means of tail flattening transformation, dimension reducing prior...

  7. A statistical methodology for quantification of uncertainty in best estimate code physical models

    International Nuclear Information System (INIS)

    Vinai, Paolo; Macian-Juan, Rafael; Chawla, Rakesh

    2007-01-01

    A novel uncertainty assessment methodology, based on a statistical non-parametric approach, is presented in this paper. It achieves quantification of code physical model uncertainty by making use of model performance information obtained from studies of appropriate separate-effect tests. Uncertainties are quantified in the form of estimated probability density functions (pdf's), calculated with a newly developed non-parametric estimator. The new estimator objectively predicts the probability distribution of the model's 'error' (its uncertainty) from databases reflecting the model's accuracy on the basis of available experiments. The methodology is completed by applying a novel multi-dimensional clustering technique based on the comparison of model error samples with the Kruskall-Wallis test. This takes into account the fact that a model's uncertainty depends on system conditions, since a best estimate code can give predictions for which the accuracy is affected by the regions of the physical space in which the experiments occur. The final result is an objective, rigorous and accurate manner of assigning uncertainty to coded models, i.e. the input information needed by code uncertainty propagation methodologies used for assessing the accuracy of best estimate codes in nuclear systems analysis. The new methodology has been applied to the quantification of the uncertainty in the RETRAN-3D void model and then used in the analysis of an independent separate-effect experiment. This has clearly demonstrated the basic feasibility of the approach, as well as its advantages in yielding narrower uncertainty bands in quantifying the code's accuracy for void fraction predictions

  8. Firing rate estimation using infinite mixture models and its application to neural decoding.

    Science.gov (United States)

    Shibue, Ryohei; Komaki, Fumiyasu

    2017-11-01

    Neural decoding is a framework for reconstructing external stimuli from spike trains recorded by various neural recordings. Kloosterman et al. proposed a new decoding method using marked point processes (Kloosterman F, Layton SP, Chen Z, Wilson MA. J Neurophysiol 111: 217-227, 2014). This method does not require spike sorting and thereby improves decoding accuracy dramatically. In this method, they used kernel density estimation to estimate intensity functions of marked point processes. However, the use of kernel density estimation causes problems such as low decoding accuracy and high computational costs. To overcome these problems, we propose a new decoding method using infinite mixture models to estimate intensity. The proposed method improves decoding performance in terms of accuracy and computational speed. We apply the proposed method to simulation and experimental data to verify its performance. NEW & NOTEWORTHY We propose a new neural decoding method using infinite mixture models and nonparametric Bayesian statistics. The proposed method improves decoding performance in terms of accuracy and computation speed. We have successfully applied the proposed method to position decoding from spike trains recorded in a rat hippocampus. Copyright © 2017 the American Physiological Society.

  9. Screen Wars, Star Wars, and Sequels: Nonparametric Reanalysis of Movie Profitability

    OpenAIRE

    W. D. Walls

    2012-01-01

    In this paper we use nonparametric statistical tools to quantify motion-picture profit. We quantify the unconditional distribution of profit, the distribution of profit conditional on stars and sequels, and we also model the conditional expectation of movie profits using a non- parametric data-driven regression model. The flexibility of the non-parametric approach accommodates the full range of possible relationships among the variables without prior specification of a functional form, thereb...

  10. Nonparametric predictive inference in reliability

    International Nuclear Information System (INIS)

    Coolen, F.P.A.; Coolen-Schrijner, P.; Yan, K.J.

    2002-01-01

    We introduce a recently developed statistical approach, called nonparametric predictive inference (NPI), to reliability. Bounds for the survival function for a future observation are presented. We illustrate how NPI can deal with right-censored data, and discuss aspects of competing risks. We present possible applications of NPI for Bernoulli data, and we briefly outline applications of NPI for replacement decisions. The emphasis is on introduction and illustration of NPI in reliability contexts, detailed mathematical justifications are presented elsewhere

  11. A Bayesian Nonparametric Approach to Factor Analysis

    DEFF Research Database (Denmark)

    Piatek, Rémi; Papaspiliopoulos, Omiros

    2018-01-01

    This paper introduces a new approach for the inference of non-Gaussian factor models based on Bayesian nonparametric methods. It relaxes the usual normality assumption on the latent factors, widely used in practice, which is too restrictive in many settings. Our approach, on the contrary, does no...

  12. Comparison of Parametric and Nonparametric Methods for Analyzing the Bias of a Numerical Model

    Directory of Open Access Journals (Sweden)

    Isaac Mugume

    2016-01-01

    Full Text Available Numerical models are presently applied in many fields for simulation and prediction, operation, or research. The output from these models normally has both systematic and random errors. The study compared January 2015 temperature data for Uganda as simulated using the Weather Research and Forecast model with actual observed station temperature data to analyze the bias using parametric (the root mean square error (RMSE, the mean absolute error (MAE, mean error (ME, skewness, and the bias easy estimate (BES and nonparametric (the sign test, STM methods. The RMSE normally overestimates the error compared to MAE. The RMSE and MAE are not sensitive to direction of bias. The ME gives both direction and magnitude of bias but can be distorted by extreme values while the BES is insensitive to extreme values. The STM is robust for giving the direction of bias; it is not sensitive to extreme values but it does not give the magnitude of bias. The graphical tools (such as time series and cumulative curves show the performance of the model with time. It is recommended to integrate parametric and nonparametric methods along with graphical methods for a comprehensive analysis of bias of a numerical model.

  13. Efficient estimation of an additive quantile regression model

    NARCIS (Netherlands)

    Cheng, Y.; de Gooijer, J.G.; Zerom, D.

    2009-01-01

    In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By

  14. Efficient estimation of an additive quantile regression model

    NARCIS (Netherlands)

    Cheng, Y.; de Gooijer, J.G.; Zerom, D.

    2010-01-01

    In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By

  15. Adaptive Convergence Rates of a Dirichlet Process Mixture of Multivariate Normals

    OpenAIRE

    Tokdar, Surya T.

    2011-01-01

    It is shown that a simple Dirichlet process mixture of multivariate normals offers Bayesian density estimation with adaptive posterior convergence rates. Toward this, a novel sieve for non-parametric mixture densities is explored, and its rate adaptability to various smoothness classes of densities in arbitrary dimension is demonstrated. This sieve construction is expected to offer a substantial technical advancement in studying Bayesian non-parametric mixture models based on stick-breaking p...

  16. Estimating Soil Bulk Density and Total Nitrogen from Catchment ...

    African Journals Online (AJOL)

    Even though data on soil bulk density (BD) and total nitrogen (TN) are essential for planning modern farming techniques, their data availability is limited for many applications in the developing word. This study is designed to estimate BD and TN from soil properties, land-use systems, soil types and landforms in the ...

  17. Network Kernel Density Estimation for the Analysis of Facility POI Hotspots

    Directory of Open Access Journals (Sweden)

    YU Wenhao

    2015-12-01

    Full Text Available The distribution pattern of urban facility POIs (points of interest usually forms clusters (i.e. "hotspots" in urban geographic space. To detect such type of hotspot, the methods mostly employ spatial density estimation based on Euclidean distance, ignoring the fact that the service function and interrelation of urban feasibilities is carried out on the network path distance, neither than conventional Euclidean distance. By using these methods, it is difficult to exactly and objectively delimitate the shape and the size of hotspot. Therefore, this research adopts the kernel density estimation based on the network distance to compute the density of hotspot and proposes a simple and efficient algorithm. The algorithm extends the 2D dilation operator to the 1D morphological operator, thus computing the density of network unit. Through evaluation experiment, it is suggested that the algorithm is more efficient and scalable than the existing algorithms. Based on the case study on real POI data, the range of hotspot can highlight the spatial characteristic of urban functions along traffic routes, in order to provide valuable spatial knowledge and information services for the applications of region planning, navigation and geographic information inquiring.

  18. Multivariate density estimation theory, practice, and visualization

    CERN Document Server

    Scott, David W

    2015-01-01

    David W. Scott, PhD, is Noah Harding Professor in the Department of Statistics at Rice University. The author of over 100 published articles, papers, and book chapters, Dr. Scott is also Fellow of the American Statistical Association (ASA) and the Institute of Mathematical Statistics. He is recipient of the ASA Founder's Award and the Army Wilks Award. His research interests include computational statistics, data visualization, and density estimation. Dr. Scott is also Coeditor of Wiley Interdisciplinary Reviews: Computational Statistics and previous Editor of the Journal of Computational and

  19. Analytical Plug-In Method for Kernel Density Estimator Applied to Genetic Neutrality Study

    Directory of Open Access Journals (Sweden)

    Samir Saoudi

    2008-07-01

    Full Text Available The plug-in method enables optimization of the bandwidth of the kernel density estimator in order to estimate probability density functions (pdfs. Here, a faster procedure than that of the common plug-in method is proposed. The mean integrated square error (MISE depends directly upon J(f which is linked to the second-order derivative of the pdf. As we intend to introduce an analytical approximation of J(f, the pdf is estimated only once, at the end of iterations. These two kinds of algorithm are tested on different random variables having distributions known for their difficult estimation. Finally, they are applied to genetic data in order to provide a better characterisation in the mean of neutrality of Tunisian Berber populations.

  20. Estimation and model selection of semiparametric multivariate survival functions under general censorship.

    Science.gov (United States)

    Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang

    2010-07-01

    We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root- n asymptotic normality of a two-step copula estimator to the pseudo-true copula parameter value according to KLIC, and provide a simple consistent estimator of its asymptotic variance, allowing for a first-step nonparametric estimation of the marginal survivals. We establish the asymptotic distribution of the penalized pseudo-likelihood ratio statistic for comparing multiple semiparametric multivariate survival functions subject to copula misspecification and general censorship. An empirical application is provided.

  1. A citizen science based survey method for estimating the density of urban carnivores

    Science.gov (United States)

    Baker, Rowenna; Charman, Naomi; Karlsson, Heidi; Yarnell, Richard W.; Mill, Aileen C.; Smith, Graham C.; Tolhurst, Bryony A.

    2018-01-01

    Globally there are many examples of synanthropic carnivores exploiting growth in urbanisation. As carnivores can come into conflict with humans and are potential vectors of zoonotic disease, assessing densities in suburban areas and identifying factors that influence them are necessary to aid management and mitigation. However, fragmented, privately owned land restricts the use of conventional carnivore surveying techniques in these areas, requiring development of novel methods. We present a method that combines questionnaire distribution to residents with field surveys and GIS, to determine relative density of two urban carnivores in England, Great Britain. We determined the density of: red fox (Vulpes vulpes) social groups in 14, approximately 1km2 suburban areas in 8 different towns and cities; and Eurasian badger (Meles meles) social groups in three suburban areas of one city. Average relative fox group density (FGD) was 3.72 km-2, which was double the estimates for cities with resident foxes in the 1980’s. Density was comparable to an alternative estimate derived from trapping and GPS-tracking, indicating the validity of the method. However, FGD did not correlate with a national dataset based on fox sightings, indicating unreliability of the national data to determine actual densities or to extrapolate a national population estimate. Using species-specific clustering units that reflect social organisation, the method was additionally applied to suburban badgers to derive relative badger group density (BGD) for one city (Brighton, 2.41 km-2). We demonstrate that citizen science approaches can effectively obtain data to assess suburban carnivore density, however publicly derived national data sets need to be locally validated before extrapolations can be undertaken. The method we present for assessing densities of foxes and badgers in British towns and cities is also adaptable to other urban carnivores elsewhere. However this transferability is contingent on

  2. Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data

    KAUST Repository

    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.

  3. A novel technique for real-time estimation of edge pedestal density gradients via reflectometer time delay data

    Energy Technology Data Exchange (ETDEWEB)

    Zeng, L., E-mail: zeng@fusion.gat.com; Doyle, E. J.; Rhodes, T. L.; Wang, G.; Sung, C.; Peebles, W. A. [Physics and Astronomy Department, University of California, Los Angeles, California 90095 (United States); Bobrek, M. [Oak Ridge National Laboratory, Oak Ridge, Tennessee 37831-6006 (United States)

    2016-11-15

    A new model-based technique for fast estimation of the pedestal electron density gradient has been developed. The technique uses ordinary mode polarization profile reflectometer time delay data and does not require direct profile inversion. Because of its simple data processing, the technique can be readily implemented via a Field-Programmable Gate Array, so as to provide a real-time density gradient estimate, suitable for use in plasma control systems such as envisioned for ITER, and possibly for DIII-D and Experimental Advanced Superconducting Tokamak. The method is based on a simple edge plasma model with a linear pedestal density gradient and low scrape-off-layer density. By measuring reflectometer time delays for three adjacent frequencies, the pedestal density gradient can be estimated analytically via the new approach. Using existing DIII-D profile reflectometer data, the estimated density gradients obtained from the new technique are found to be in good agreement with the actual density gradients for a number of dynamic DIII-D plasma conditions.

  4. Non-parametric transformation for data correlation and integration: From theory to practice

    Energy Technology Data Exchange (ETDEWEB)

    Datta-Gupta, A.; Xue, Guoping; Lee, Sang Heon [Texas A& M Univ., College Station, TX (United States)

    1997-08-01

    The purpose of this paper is two-fold. First, we introduce the use of non-parametric transformations for correlating petrophysical data during reservoir characterization. Such transformations are completely data driven and do not require a priori functional relationship between response and predictor variables which is the case with traditional multiple regression. The transformations are very general, computationally efficient and can easily handle mixed data types for example, continuous variables such as porosity, permeability and categorical variables such as rock type, lithofacies. The power of the non-parametric transformation techniques for data correlation has been illustrated through synthetic and field examples. Second, we utilize these transformations to propose a two-stage approach for data integration during heterogeneity characterization. The principal advantages of our approach over traditional cokriging or cosimulation methods are: (1) it does not require a linear relationship between primary and secondary data, (2) it exploits the secondary information to its fullest potential by maximizing the correlation between the primary and secondary data, (3) it can be easily applied to cases where several types of secondary or soft data are involved, and (4) it significantly reduces variance function calculations and thus, greatly facilitates non-Gaussian cosimulation. We demonstrate the data integration procedure using synthetic and field examples. The field example involves estimation of pore-footage distribution using well data and multiple seismic attributes.

  5. PDE-Foam - a probability-density estimation method using self-adapting phase-space binning

    CERN Document Server

    Dannheim, Dominik; Voigt, Alexander; Grahn, Karl-Johan; Speckmayer, Peter

    2009-01-01

    Probability-Density Estimation (PDE) is a multivariate discrimination technique based on sampling signal and background densities defined by event samples from data or Monte-Carlo (MC) simulations in a multi-dimensional phase space. To efficiently use large event samples to estimate the probability density, a binary search tree (range searching) is used in the PDE-RS implementation. It is a generalisation of standard likelihood methods and a powerful classification tool for problems with highly non-linearly correlated observables. In this paper, we present an innovative improvement of the PDE method that uses a self-adapting binning method to divide the multi-dimensional phase space in a finite number of hyper-rectangles (cells). The binning algorithm adjusts the size and position of a predefined number of cells inside the multidimensional phase space, minimizing the variance of the signal and background densities inside the cells. The binned density information is stored in binary trees, allowing for a very ...

  6. Distributed Noise Generation for Density Estimation Based Clustering without Trusted Third Party

    Science.gov (United States)

    Su, Chunhua; Bao, Feng; Zhou, Jianying; Takagi, Tsuyoshi; Sakurai, Kouichi

    The rapid growth of the Internet provides people with tremendous opportunities for data collection, knowledge discovery and cooperative computation. However, it also brings the problem of sensitive information leakage. Both individuals and enterprises may suffer from the massive data collection and the information retrieval by distrusted parties. In this paper, we propose a privacy-preserving protocol for the distributed kernel density estimation-based clustering. Our scheme applies random data perturbation (RDP) technique and the verifiable secret sharing to solve the security problem of distributed kernel density estimation in [4] which assumed a mediate party to help in the computation.

  7. Statistical analysis of water-quality data containing multiple detection limits II: S-language software for nonparametric distribution modeling and hypothesis testing

    Science.gov (United States)

    Lee, L.; Helsel, D.

    2007-01-01

    Analysis of low concentrations of trace contaminants in environmental media often results in left-censored data that are below some limit of analytical precision. Interpretation of values becomes complicated when there are multiple detection limits in the data-perhaps as a result of changing analytical precision over time. Parametric and semi-parametric methods, such as maximum likelihood estimation and robust regression on order statistics, can be employed to model distributions of multiply censored data and provide estimates of summary statistics. However, these methods are based on assumptions about the underlying distribution of data. Nonparametric methods provide an alternative that does not require such assumptions. A standard nonparametric method for estimating summary statistics of multiply-censored data is the Kaplan-Meier (K-M) method. This method has seen widespread usage in the medical sciences within a general framework termed "survival analysis" where it is employed with right-censored time-to-failure data. However, K-M methods are equally valid for the left-censored data common in the geosciences. Our S-language software provides an analytical framework based on K-M methods that is tailored to the needs of the earth and environmental sciences community. This includes routines for the generation of empirical cumulative distribution functions, prediction or exceedance probabilities, and related confidence limits computation. Additionally, our software contains K-M-based routines for nonparametric hypothesis testing among an unlimited number of grouping variables. A primary characteristic of K-M methods is that they do not perform extrapolation and interpolation. Thus, these routines cannot be used to model statistics beyond the observed data range or when linear interpolation is desired. For such applications, the aforementioned parametric and semi-parametric methods must be used.

  8. Nonparametric predictive inference in statistical process control

    NARCIS (Netherlands)

    Arts, G.R.J.; Coolen, F.P.A.; Laan, van der P.

    2004-01-01

    Statistical process control (SPC) is used to decide when to stop a process as confidence in the quality of the next item(s) is low. Information to specify a parametric model is not always available, and as SPC is of a predictive nature, we present a control chart developed using nonparametric

  9. Non-parametric smoothing of experimental data

    International Nuclear Information System (INIS)

    Kuketayev, A.T.; Pen'kov, F.M.

    2007-01-01

    Full text: Rapid processing of experimental data samples in nuclear physics often requires differentiation in order to find extrema. Therefore, even at the preliminary stage of data analysis, a range of noise reduction methods are used to smooth experimental data. There are many non-parametric smoothing techniques: interval averages, moving averages, exponential smoothing, etc. Nevertheless, it is more common to use a priori information about the behavior of the experimental curve in order to construct smoothing schemes based on the least squares techniques. The latter methodology's advantage is that the area under the curve can be preserved, which is equivalent to conservation of total speed of counting. The disadvantages of this approach include the lack of a priori information. For example, very often the sums of undifferentiated (by a detector) peaks are replaced with one peak during the processing of data, introducing uncontrolled errors in the determination of the physical quantities. The problem is solvable only by having experienced personnel, whose skills are much greater than the challenge. We propose a set of non-parametric techniques, which allows the use of any additional information on the nature of experimental dependence. The method is based on a construction of a functional, which includes both experimental data and a priori information. Minimum of this functional is reached on a non-parametric smoothed curve. Euler (Lagrange) differential equations are constructed for these curves; then their solutions are obtained analytically or numerically. The proposed approach allows for automated processing of nuclear physics data, eliminating the need for highly skilled laboratory personnel. Pursuant to the proposed approach is the possibility to obtain smoothing curves in a given confidence interval, e.g. according to the χ 2 distribution. This approach is applicable when constructing smooth solutions of ill-posed problems, in particular when solving

  10. Effect of Broadband Nature of Marine Mammal Echolocation Clicks on Click-Based Population Density Estimates

    Science.gov (United States)

    2014-09-30

    No. 0704-0188 Public reporting burden for the collection of information is estimated to average 1 hour per response, including the time for reviewing...will be applied also to other species such as sperm whale (Physeter macrocephalus) (whose high source level assures long range detection and amplifies...improve the accuracy of marine mammal density estimation based on counting echolocation clicks, and will be applicable to density estimates obtained

  11. Estimating forest canopy bulk density using six indirect methods

    Science.gov (United States)

    Robert E. Keane; Elizabeth D. Reinhardt; Joe Scott; Kathy Gray; James Reardon

    2005-01-01

    Canopy bulk density (CBD) is an important crown characteristic needed to predict crown fire spread, yet it is difficult to measure in the field. Presented here is a comprehensive research effort to evaluate six indirect sampling techniques for estimating CBD. As reference data, detailed crown fuel biomass measurements were taken on each tree within fixed-area plots...

  12. Multivariate nonparametric regression and visualization with R and applications to finance

    CERN Document Server

    Klemelä, Jussi

    2014-01-01

    A modern approach to statistical learning and its applications through visualization methods With a unique and innovative presentation, Multivariate Nonparametric Regression and Visualization provides readers with the core statistical concepts to obtain complete and accurate predictions when given a set of data. Focusing on nonparametric methods to adapt to the multiple types of data generatingmechanisms, the book begins with an overview of classification and regression. The book then introduces and examines various tested and proven visualization techniques for learning samples and functio

  13. Analytical Plug-In Method for Kernel Density Estimator Applied to Genetic Neutrality Study

    Science.gov (United States)

    Troudi, Molka; Alimi, Adel M.; Saoudi, Samir

    2008-12-01

    The plug-in method enables optimization of the bandwidth of the kernel density estimator in order to estimate probability density functions (pdfs). Here, a faster procedure than that of the common plug-in method is proposed. The mean integrated square error (MISE) depends directly upon [InlineEquation not available: see fulltext.] which is linked to the second-order derivative of the pdf. As we intend to introduce an analytical approximation of [InlineEquation not available: see fulltext.], the pdf is estimated only once, at the end of iterations. These two kinds of algorithm are tested on different random variables having distributions known for their difficult estimation. Finally, they are applied to genetic data in order to provide a better characterisation in the mean of neutrality of Tunisian Berber populations.

  14. A note on the conditional density estimate in single functional index model

    OpenAIRE

    2010-01-01

    Abstract In this paper, we consider estimation of the conditional density of a scalar response variable Y given a Hilbertian random variable X when the observations are linked with a single-index structure. We establish the pointwise and the uniform almost complete convergence (with the rate) of the kernel estimate of this model. As an application, we show how our result can be applied in the prediction problem via the conditional mode estimate. Finally, the estimation of the funct...

  15. A nonparametric approach to calculate critical micelle concentrations: the local polynomial regression method

    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.)

  16. Bayesian nonparametric areal wombling for small-scale maps with an application to urinary bladder cancer data from Connecticut.

    Science.gov (United States)

    Guhaniyogi, Rajarshi

    2017-11-10

    With increasingly abundant spatial data in the form of case counts or rates combined over areal regions (eg, ZIP codes, census tracts, or counties), interest turns to formal identification of difference "boundaries," or barriers on the map, in addition to the estimated statistical map itself. "Boundary" refers to a border that describes vastly disparate outcomes in the adjacent areal units, perhaps caused by latent risk factors. This article focuses on developing a model-based statistical tool, equipped to identify difference boundaries in maps with a small number of areal units, also referred to as small-scale maps. This article proposes a novel and robust nonparametric boundary detection rule based on nonparametric Dirichlet processes, later referred to as Dirichlet process wombling (DPW) rule, by employing Dirichlet process-based mixture models for small-scale maps. Unlike the recently proposed nonparametric boundary detection rules based on false discovery rates, the DPW rule is free of ad hoc parameters, computationally simple, and readily implementable in freely available software for public health practitioners such as JAGS and OpenBUGS and yet provides statistically interpretable boundary detection in small-scale wombling. We offer a detailed simulation study and an application of our proposed approach to a urinary bladder cancer incidence rates dataset between 1990 and 2012 in the 8 counties in Connecticut. Copyright © 2017 John Wiley & Sons, Ltd.

  17. Bayesian nonparametric system reliability using sets of priors

    NARCIS (Netherlands)

    Walter, G.M.; Aslett, L.J.M.; Coolen, F.P.A.

    2016-01-01

    An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through bounds on the functioning probability. Given component level test

  18. EnviroAtlas - New Bedford, MA - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  19. EnviroAtlas - Green Bay, WI - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  20. EnviroAtlas - Des Moines, IA - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  1. EnviroAtlas - New York, NY - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  2. ESTIMATE OF STAND DENSITY INDEX FOR EUCALYPTUS UROPHYLLA USING DIFFERENT FIT METHODS

    Directory of Open Access Journals (Sweden)

    Ernani Lopes Possato

    Full Text Available ABSTRACT The Reineke stand density index (SDI was created on 1933 and remains as target of researches due to its importance on helping decision making regarding the management of population density. Part of such works is focused on the manner by which plots were selected and methods for the fit of Reineke model parameters in order to improve the definition of SDI value for the genetic material evaluated. The present study aimed to estimate the SDI value for Eucalyptus urophylla using the Reineke model fitted by the method of linear regression (LR and stochastic frontier analysis (SFA. The database containing pairs of data number of stems per hectare (N and mean quadratic diameter (Dq was selected in three intensities, containing the 8, 30 and 43 plots of greatest density, and models were fitted by LR and SFA on each selected intensities. The intensity of data selection altered slightly the estimates of parameters and SDI when comparing the fits of each method. On the other hand, the adjust method influenced the mean estimated values of slope and SDI, which corresponded to -1.863 and 740 for LR and -1.582 and 810 for SFA.

  3. Teaching Nonparametric Statistics Using Student Instrumental Values.

    Science.gov (United States)

    Anderson, Jonathan W.; Diddams, Margaret

    Nonparametric statistics are often difficult to teach in introduction to statistics courses because of the lack of real-world examples. This study demonstrated how teachers can use differences in the rankings and ratings of undergraduate and graduate values to discuss: (1) ipsative and normative scaling; (2) uses of the Mann-Whitney U-test; and…

  4. Testing for constant nonparametric effects in general semiparametric regression models with interactions

    KAUST Repository

    Wei, Jiawei

    2011-07-01

    We consider the problem of testing for a constant nonparametric effect in a general semi-parametric regression model when there is the potential for interaction between the parametrically and nonparametrically modeled variables. The work was originally motivated by a unique testing problem in genetic epidemiology (Chatterjee, et al., 2006) that involved a typical generalized linear model but with an additional term reminiscent of the Tukey one-degree-of-freedom formulation, and their interest was in testing for main effects of the genetic variables, while gaining statistical power by allowing for a possible interaction between genes and the environment. Later work (Maity, et al., 2009) involved the possibility of modeling the environmental variable nonparametrically, but they focused on whether there was a parametric main effect for the genetic variables. In this paper, we consider the complementary problem, where the interest is in testing for the main effect of the nonparametrically modeled environmental variable. We derive a generalized likelihood ratio test for this hypothesis, show how to implement it, and provide evidence that our method can improve statistical power when compared to standard partially linear models with main effects only. We use the method for the primary purpose of analyzing data from a case-control study of colorectal adenoma.

  5. Reliability assessment of complex mechatronic systems using a modified nonparametric belief propagation algorithm

    International Nuclear Information System (INIS)

    Zhong, X.; Ichchou, M.; Saidi, A.

    2010-01-01

    Various parametric skewed distributions are widely used to model the time-to-failure (TTF) in the reliability analysis of mechatronic systems, where many items are unobservable due to the high cost of testing. Estimating the parameters of those distributions becomes a challenge. Previous research has failed to consider this problem due to the difficulty of dependency modeling. Recently the methodology of Bayesian networks (BNs) has greatly contributed to the reliability analysis of complex systems. In this paper, the problem of system reliability assessment (SRA) is formulated as a BN considering the parameter uncertainty. As the quantitative specification of BN, a normal distribution representing the stochastic nature of TTF distribution is learned to capture the interactions between the basic items and their output items. The approximation inference of our continuous BN model is performed by a modified version of nonparametric belief propagation (NBP) which can avoid using a junction tree that is inefficient for the mechatronic case because of the large treewidth. After reasoning, we obtain the marginal posterior density of each TTF model parameter. Other information from diverse sources and expert priors can be easily incorporated in this SRA model to achieve more accurate results. Simulation in simple and complex cases of mechatronic systems demonstrates that the posterior of the parameter network fits the data well and the uncertainty passes effectively through our BN based SRA model by using the modified NBP.

  6. Estimating the Proportion of True Null Hypotheses in Multiple Testing Problems

    Directory of Open Access Journals (Sweden)

    Oluyemi Oyeniran

    2016-01-01

    Full Text Available The problem of estimating the proportion, π0, of the true null hypotheses in a multiple testing problem is important in cases where large scale parallel hypotheses tests are performed independently. While the problem is a quantity of interest in its own right in applications, the estimate of π0 can be used for assessing or controlling an overall false discovery rate. In this article, we develop an innovative nonparametric maximum likelihood approach to estimate π0. The nonparametric likelihood is proposed to be restricted to multinomial models and an EM algorithm is also developed to approximate the estimate of π0. Simulation studies show that the proposed method outperforms other existing methods. Using experimental microarray datasets, we demonstrate that the new method provides satisfactory estimate in practice.

  7. A framework for Bayesian nonparametric inference for causal effects of mediation.

    Science.gov (United States)

    Kim, Chanmin; Daniels, Michael J; Marcus, Bess H; Roy, Jason A

    2017-06-01

    We propose a Bayesian non-parametric (BNP) framework for estimating causal effects of mediation, the natural direct, and indirect, effects. The strategy is to do this in two parts. Part 1 is a flexible model (using BNP) for the observed data distribution. Part 2 is a set of uncheckable assumptions with sensitivity parameters that in conjunction with Part 1 allows identification and estimation of the causal parameters and allows for uncertainty about these assumptions via priors on the sensitivity parameters. For Part 1, we specify a Dirichlet process mixture of multivariate normals as a prior on the joint distribution of the outcome, mediator, and covariates. This approach allows us to obtain a (simple) closed form of each marginal distribution. For Part 2, we consider two sets of assumptions: (a) the standard sequential ignorability (Imai et al., 2010) and (b) weakened set of the conditional independence type assumptions introduced in Daniels et al. (2012) and propose sensitivity analyses for both. We use this approach to assess mediation in a physical activity promotion trial. © 2016, The International Biometric Society.

  8. Nonparametric identification of copula structures

    KAUST Repository

    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.

  9. Estimating the amount and distribution of radon flux density from the soil surface in China

    International Nuclear Information System (INIS)

    Zhuo Weihai; Guo Qiuju; Chen Bo; Cheng Guan

    2008-01-01

    Based on an idealized model, both the annual and the seasonal radon ( 222 Rn) flux densities from the soil surface at 1099 sites in China were estimated by linking a database of soil 226 Ra content and a global ecosystems database. Digital maps of the 222 Rn flux density in China were constructed in a spatial resolution of 25 km x 25 km by interpolation among the estimated data. An area-weighted annual average 222 Rn flux density from the soil surface across China was estimated to be 29.7 ± 9.4 mBq m -2 s -1 . Both regional and seasonal variations in the 222 Rn flux densities are significant in China. Annual average flux densities in the southeastern and northwestern China are generally higher than those in other regions of China, because of high soil 226 Ra content in the southeastern area and high soil aridity in the northwestern one. The seasonal average flux density is generally higher in summer/spring than winter, since relatively higher soil temperature and lower soil water saturation in summer/spring than other seasons are common in China

  10. Parametric, nonparametric and parametric modelling of a chaotic circuit time series

    Science.gov (United States)

    Timmer, J.; Rust, H.; Horbelt, W.; Voss, H. U.

    2000-09-01

    The determination of a differential equation underlying a measured time series is a frequently arising task in nonlinear time series analysis. In the validation of a proposed model one often faces the dilemma that it is hard to decide whether possible discrepancies between the time series and model output are caused by an inappropriate model or by bad estimates of parameters in a correct type of model, or both. We propose a combination of parametric modelling based on Bock's multiple shooting algorithm and nonparametric modelling based on optimal transformations as a strategy to test proposed models and if rejected suggest and test new ones. We exemplify this strategy on an experimental time series from a chaotic circuit where we obtain an extremely accurate reconstruction of the observed attractor.

  11. DNA-based population density estimation of black bear at northern ...

    African Journals Online (AJOL)

    The analysis of deoxyribonucleic acid (DNA) microsatellites from hair samples obtained by the non-invasive method of traps was used to estimate the population density of black bears (Ursus americanus eremicus) in a mountain located at the county of Lampazos, Nuevo Leon, Mexico. The genotyping of bears was ...

  12. Joint estimation of crown of thorns (Acanthaster planci densities on the Great Barrier Reef

    Directory of Open Access Journals (Sweden)

    M. Aaron MacNeil

    2016-08-01

    Full Text Available Crown-of-thorns starfish (CoTS; Acanthaster spp. are an outbreaking pest among many Indo-Pacific coral reefs that cause substantial ecological and economic damage. Despite ongoing CoTS research, there remain critical gaps in observing CoTS populations and accurately estimating their numbers, greatly limiting understanding of the causes and sources of CoTS outbreaks. Here we address two of these gaps by (1 estimating the detectability of adult CoTS on typical underwater visual count (UVC surveys using covariates and (2 inter-calibrating multiple data sources to estimate CoTS densities within the Cairns sector of the Great Barrier Reef (GBR. We find that, on average, CoTS detectability is high at 0.82 [0.77, 0.87] (median highest posterior density (HPD and [95% uncertainty intervals], with CoTS disc width having the greatest influence on detection. Integrating this information with coincident surveys from alternative sampling programs, we estimate CoTS densities in the Cairns sector of the GBR averaged 44 [41, 48] adults per hectare in 2014.

  13. Ambit determination method in estimating rice plant population density

    Directory of Open Access Journals (Sweden)

    Abu Bakar, B.,

    2017-11-01

    Full Text Available Rice plant population density is a key indicator in determining the crop setting and fertilizer application rate. It is therefore essential that the population density is monitored to ensure that a correct crop management decision is taken. The conventional method of determining plant population is by manually counting the total number of rice plant tillers in a 25 cm x 25 cm square frame. Sampling is done by randomly choosing several different locations within a plot to perform tiller counting. This sampling method is time consuming, labour intensive and costly. An alternative fast estimating method was developed to overcome this issue. The method relies on measuring the outer circumference or ambit of the contained rice plants in a 25 cm x 25 cm square frame to determine the number of tillers within that square frame. Data samples of rice variety MR219 were collected from rice plots in the Muda granary area, Sungai Limau Dalam, Kedah. The data were taken at 50 days and 70 days after seeding (DAS. A total of 100 data samples were collected for each sampling day. A good correlation was obtained for the variety of 50 DAS and 70 DAS. The model was then verified by taking 100 samples with the latching strap for 50 DAS and 70 DAS. As a result, this technique can be used as a fast, economical and practical alternative to manual tiller counting. The technique can potentially be used in the development of an electronic sensing system to estimate paddy plant population density.

  14. An asymptotically unbiased minimum density power divergence estimator for the Pareto-tail index

    DEFF Research Database (Denmark)

    Dierckx, Goedele; Goegebeur, Yuri; Guillou, Armelle

    2013-01-01

    We introduce a robust and asymptotically unbiased estimator for the tail index of Pareto-type distributions. The estimator is obtained by fitting the extended Pareto distribution to the relative excesses over a high threshold with the minimum density power divergence criterion. Consistency...

  15. Non-parametric estimation of the availability in a general repairable system

    International Nuclear Information System (INIS)

    Gamiz, M.L.; Roman, Y.

    2008-01-01

    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

  16. 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.

  17. A Monte Carlo Study of the Effect of Item Characteristic Curve Estimation on the Accuracy of Three Person-Fit Statistics

    Science.gov (United States)

    St-Onge, Christina; Valois, Pierre; Abdous, Belkacem; Germain, Stephane

    2009-01-01

    To date, there have been no studies comparing parametric and nonparametric Item Characteristic Curve (ICC) estimation methods on the effectiveness of Person-Fit Statistics (PFS). The primary aim of this study was to determine if the use of ICCs estimated by nonparametric methods would increase the accuracy of item response theory-based PFS for…

  18. Permissible Home Range Estimation (PHRE in Restricted Habitats: A New Algorithm and an Evaluation for Sea Otters.

    Directory of Open Access Journals (Sweden)

    L Max Tarjan

    Full Text Available Parametric and nonparametric kernel methods dominate studies of animal home ranges and space use. Most existing methods are unable to incorporate information about the underlying physical environment, leading to poor performance in excluding areas that are not used. Using radio-telemetry data from sea otters, we developed and evaluated a new algorithm for estimating home ranges (hereafter Permissible Home Range Estimation, or "PHRE" that reflects habitat suitability. We began by transforming sighting locations into relevant landscape features (for sea otters, coastal position and distance from shore. Then, we generated a bivariate kernel probability density function in landscape space and back-transformed this to geographic space in order to define a permissible home range. Compared to two commonly used home range estimation methods, kernel densities and local convex hulls, PHRE better excluded unused areas and required a smaller sample size. Our PHRE method is applicable to species whose ranges are restricted by complex physical boundaries or environmental gradients and will improve understanding of habitat-use requirements and, ultimately, aid in conservation efforts.

  19. A new approach on seismic mortality estimations based on average population density

    Science.gov (United States)

    Zhu, Xiaoxin; Sun, Baiqing; Jin, Zhanyong

    2016-12-01

    This study examines a new methodology to predict the final seismic mortality from earthquakes in China. Most studies established the association between mortality estimation and seismic intensity without considering the population density. In China, however, the data are not always available, especially when it comes to the very urgent relief situation in the disaster. And the population density varies greatly from region to region. This motivates the development of empirical models that use historical death data to provide the path to analyze the death tolls for earthquakes. The present paper employs the average population density to predict the final death tolls in earthquakes using a case-based reasoning model from realistic perspective. To validate the forecasting results, historical data from 18 large-scale earthquakes occurred in China are used to estimate the seismic morality of each case. And a typical earthquake case occurred in the northwest of Sichuan Province is employed to demonstrate the estimation of final death toll. The strength of this paper is that it provides scientific methods with overall forecast errors lower than 20 %, and opens the door for conducting final death forecasts with a qualitative and quantitative approach. Limitations and future research are also analyzed and discussed in the conclusion.

  20. Mammography density estimation with automated volumetic breast density measurement

    International Nuclear Information System (INIS)

    Ko, Su Yeon; Kim, Eun Kyung; Kim, Min Jung; Moon, Hee Jung

    2014-01-01

    To compare automated volumetric breast density measurement (VBDM) with radiologists' evaluations based on the Breast Imaging Reporting and Data System (BI-RADS), and to identify the factors associated with technical failure of VBDM. In this study, 1129 women aged 19-82 years who underwent mammography from December 2011 to January 2012 were included. Breast density evaluations by radiologists based on BI-RADS and by VBDM (Volpara Version 1.5.1) were compared. The agreement in interpreting breast density between radiologists and VBDM was determined based on four density grades (D1, D2, D3, and D4) and a binary classification of fatty (D1-2) vs. dense (D3-4) breast using kappa statistics. The association between technical failure of VBDM and patient age, total breast volume, fibroglandular tissue volume, history of partial mastectomy, the frequency of mass > 3 cm, and breast density was analyzed. The agreement between breast density evaluations by radiologists and VBDM was fair (k value = 0.26) when the four density grades (D1/D2/D3/D4) were used and moderate (k value = 0.47) for the binary classification (D1-2/D3-4). Twenty-seven women (2.4%) showed failure of VBDM. Small total breast volume, history of partial mastectomy, and high breast density were significantly associated with technical failure of VBDM (p 0.001 to 0.015). There is fair or moderate agreement in breast density evaluation between radiologists and VBDM. Technical failure of VBDM may be related to small total breast volume, a history of partial mastectomy, and high breast density.

  1. Estimate of energy density on CYCLOPS spatial filter pinhole structure

    International Nuclear Information System (INIS)

    Guch, S. Jr.

    1974-01-01

    The inclusion of a spatial filter between the B and C stages in CYCLOPS to reduce the effects of small-scale beam self-focusing is discussed. An estimate is made of the energy density to which the pinhole will be subjected, and the survivability of various pinhole materials and designs is discussed

  2. Improving incidence estimation in practice-based sentinel surveillance networks using spatial variation in general practitioner density

    Directory of Open Access Journals (Sweden)

    Cécile Souty

    2016-11-01

    Full Text Available Abstract Background In surveillance networks based on voluntary participation of health-care professionals, there is little choice regarding the selection of participants’ characteristics. External information about participants, for example local physician density, can help reduce bias in incidence estimates reported by the surveillance network. Methods There is an inverse association between the number of reported influenza-like illness (ILI cases and local general practitioners (GP density. We formulated and compared estimates of ILI incidence using this relationship. To compare estimates, we simulated epidemics using a spatially explicit disease model and their observation by surveillance networks with different characteristics: random, maximum coverage, largest cities, etc. Results In the French practice-based surveillance network – the “Sentinelles” network – GPs reported 3.6% (95% CI [3;4] less ILI cases as local GP density increased by 1 GP per 10,000 inhabitants. Incidence estimates varied markedly depending on scenarios for participant selection in surveillance. Yet accounting for change in GP density for participants allowed reducing bias. Applied on data from the Sentinelles network, changes in overall incidence ranged between 1.6 and 9.9%. Conclusions Local GP density is a simple measure that provides a way to reduce bias in estimating disease incidence in general practice. It can contribute to improving disease monitoring when it is not possible to choose the characteristics of participants.

  3. Assessing different parameters estimation methods of Weibull distribution to compute wind power density

    International Nuclear Information System (INIS)

    Mohammadi, Kasra; Alavi, Omid; Mostafaeipour, Ali; Goudarzi, Navid; Jalilvand, Mahdi

    2016-01-01

    Highlights: • Effectiveness of six numerical methods is evaluated to determine wind power density. • More appropriate method for computing the daily wind power density is estimated. • Four windy stations located in the south part of Alberta, Canada namely is investigated. • The more appropriate parameters estimation method was not identical among all examined stations. - Abstract: In this study, the effectiveness of six numerical methods is evaluated to determine the shape (k) and scale (c) parameters of Weibull distribution function for the purpose of calculating the wind power density. The selected methods are graphical method (GP), empirical method of Justus (EMJ), empirical method of Lysen (EML), energy pattern factor method (EPF), maximum likelihood method (ML) and modified maximum likelihood method (MML). The purpose of this study is to identify the more appropriate method for computing the wind power density in four stations distributed in Alberta province of Canada namely Edmonton City Center Awos, Grande Prairie A, Lethbridge A and Waterton Park Gate. To provide a complete analysis, the evaluations are performed on both daily and monthly scales. The results indicate that the precision of computed wind power density values change when different parameters estimation methods are used to determine the k and c parameters. Four methods of EMJ, EML, EPF and ML present very favorable efficiency while the GP method shows weak ability for all stations. However, it is found that the more effective method is not similar among stations owing to the difference in the wind characteristics.

  4. Fog Density Estimation and Image Defogging Based on Surrogate Modeling for Optical Depth.

    Science.gov (United States)

    Jiang, Yutong; Sun, Changming; Zhao, Yu; Yang, Li

    2017-05-03

    In order to estimate fog density correctly and to remove fog from foggy images appropriately, a surrogate model for optical depth is presented in this paper. We comprehensively investigate various fog-relevant features and propose a novel feature based on the hue, saturation, and value color space which correlate well with the perception of fog density. We use a surrogate-based method to learn a refined polynomial regression model for optical depth with informative fog-relevant features such as dark-channel, saturation-value, and chroma which are selected on the basis of sensitivity analysis. Based on the obtained accurate surrogate model for optical depth, an effective method for fog density estimation and image defogging is proposed. The effectiveness of our proposed method is verified quantitatively and qualitatively by the experimental results on both synthetic and real-world foggy images.

  5. Effects of LiDAR point density, sampling size and height threshold on estimation accuracy of crop biophysical parameters.

    Science.gov (United States)

    Luo, Shezhou; Chen, Jing M; Wang, Cheng; Xi, Xiaohuan; Zeng, Hongcheng; Peng, Dailiang; Li, Dong

    2016-05-30

    Vegetation leaf area index (LAI), height, and aboveground biomass are key biophysical parameters. Corn is an important and globally distributed crop, and reliable estimations of these parameters are essential for corn yield forecasting, health monitoring and ecosystem modeling. Light Detection and Ranging (LiDAR) is considered an effective technology for estimating vegetation biophysical parameters. However, the estimation accuracies of these parameters are affected by multiple factors. In this study, we first estimated corn LAI, height and biomass (R2 = 0.80, 0.874 and 0.838, respectively) using the original LiDAR data (7.32 points/m2), and the results showed that LiDAR data could accurately estimate these biophysical parameters. Second, comprehensive research was conducted on the effects of LiDAR point density, sampling size and height threshold on the estimation accuracy of LAI, height and biomass. Our findings indicated that LiDAR point density had an important effect on the estimation accuracy for vegetation biophysical parameters, however, high point density did not always produce highly accurate estimates, and reduced point density could deliver reasonable estimation results. Furthermore, the results showed that sampling size and height threshold were additional key factors that affect the estimation accuracy of biophysical parameters. Therefore, the optimal sampling size and the height threshold should be determined to improve the estimation accuracy of biophysical parameters. Our results also implied that a higher LiDAR point density, larger sampling size and height threshold were required to obtain accurate corn LAI estimation when compared with height and biomass estimations. In general, our results provide valuable guidance for LiDAR data acquisition and estimation of vegetation biophysical parameters using LiDAR data.

  6. Nonparametric Second-Order Theory of Error Propagation on Motion Groups.

    Science.gov (United States)

    Wang, Yunfeng; Chirikjian, Gregory S

    2008-01-01

    Error propagation on the Euclidean motion group arises in a number of areas such as in dead reckoning errors in mobile robot navigation and joint errors that accumulate from the base to the distal end of kinematic chains such as manipulators and biological macromolecules. We address error propagation in rigid-body poses in a coordinate-free way. In this paper we show how errors propagated by convolution on the Euclidean motion group, SE(3), can be approximated to second order using the theory of Lie algebras and Lie groups. We then show how errors that are small (but not so small that linearization is valid) can be propagated by a recursive formula derived here. This formula takes into account errors to second-order, whereas prior efforts only considered the first-order case. Our formulation is nonparametric in the sense that it will work for probability density functions of any form (not only Gaussians). Numerical tests demonstrate the accuracy of this second-order theory in the context of a manipulator arm and a flexible needle with bevel tip.

  7. Deep sea animal density and size estimated using a Dual-frequency IDentification SONar (DIDSON) offshore the island of Hawaii

    Science.gov (United States)

    Giorli, Giacomo; Drazen, Jeffrey C.; Neuheimer, Anna B.; Copeland, Adrienne; Au, Whitlow W. L.

    2018-01-01

    Pelagic animals that form deep sea scattering layers (DSLs) represent an important link in the food web between zooplankton and top predators. While estimating the composition, density and location of the DSL is important to understand mesopelagic ecosystem dynamics and to predict top predators' distribution, DSL composition and density are often estimated from trawls which may be biased in terms of extrusion, avoidance, and gear-associated biases. Instead, location and biomass of DSLs can be estimated from active acoustic techniques, though estimates are often in aggregate without regard to size or taxon specific information. For the first time in the open ocean, we used a DIDSON sonar to characterize the fauna in DSLs. Estimates of the numerical density and length of animals at different depths and locations along the Kona coast of the Island of Hawaii were determined. Data were collected below and inside the DSLs with the sonar mounted on a profiler. A total of 7068 animals were counted and sized. We estimated numerical densities ranging from 1 to 7 animals/m3 and individuals as long as 3 m were detected. These numerical densities were orders of magnitude higher than those estimated from trawls and average sizes of animals were much larger as well. A mixed model was used to characterize numerical density and length of animals as a function of deep sea layer sampled, location, time of day, and day of the year. Numerical density and length of animals varied by month, with numerical density also a function of depth. The DIDSON proved to be a good tool for open-ocean/deep-sea estimation of the numerical density and size of marine animals, especially larger ones. Further work is needed to understand how this methodology relates to estimates of volume backscatters obtained with standard echosounding techniques, density measures obtained with other sampling methodologies, and to precisely evaluate sampling biases.

  8. Modern nonparametric, robust and multivariate methods festschrift in honour of Hannu Oja

    CERN Document Server

    Taskinen, Sara

    2015-01-01

    Written by leading experts in the field, this edited volume brings together the latest findings in the area of nonparametric, robust and multivariate statistical methods. The individual contributions cover a wide variety of topics ranging from univariate nonparametric methods to robust methods for complex data structures. Some examples from statistical signal processing are also given. The volume is dedicated to Hannu Oja on the occasion of his 65th birthday and is intended for researchers as well as PhD students with a good knowledge of statistics.

  9. Weak Disposability in Nonparametric Production Analysis with Undesirable Outputs

    NARCIS (Netherlands)

    Kuosmanen, T.K.

    2005-01-01

    Environmental Economics and Natural Resources Group at Wageningen University in The Netherlands Weak disposability of outputs means that firms can abate harmful emissions by decreasing the activity level. Modeling weak disposability in nonparametric production analysis has caused some confusion.

  10. Crowd density estimation based on convolutional neural networks with mixed pooling

    Science.gov (United States)

    Zhang, Li; Zheng, Hong; Zhang, Ying; Zhang, Dongming

    2017-09-01

    Crowd density estimation is an important topic in the fields of machine learning and video surveillance. Existing methods do not provide satisfactory classification accuracy; moreover, they have difficulty in adapting to complex scenes. Therefore, we propose a method based on convolutional neural networks (CNNs). The proposed method improves performance of crowd density estimation in two key ways. First, we propose a feature pooling method named mixed pooling to regularize the CNNs. It replaces deterministic pooling operations with a parameter that, by studying the algorithm, could combine the conventional max pooling with average pooling methods. Second, we present a classification strategy, in which an image is divided into two cells and respectively categorized. The proposed approach was evaluated on three datasets: two ground truth image sequences and the University of California, San Diego, anomaly detection dataset. The results demonstrate that the proposed approach performs more effectively and easily than other methods.

  11. Estimation of Bouguer Density Precision: Development of Method for Analysis of La Soufriere Volcano Gravity Data

    OpenAIRE

    Gunawan, Hendra; Micheldiament, Micheldiament; Mikhailov, Valentin

    2008-01-01

    http://dx.doi.org/10.17014/ijog.vol3no3.20084The precision of topographic density (Bouguer density) estimation by the Nettleton approach is based on a minimum correlation of Bouguer gravity anomaly and topography. The other method, the Parasnis approach, is based on a minimum correlation of Bouguer gravity anomaly and Bouguer correction. The precision of Bouguer density estimates was investigated by both methods on simple 2D syntetic models and under an assumption free-air anomaly consisting ...

  12. Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis

    Directory of Open Access Journals (Sweden)

    Gabriel V. Montes-Rojas

    2011-01-01

    characteristics. The proposed method has two steps: first, the propensity score is estimated, and, second, a blocking estimation procedure using this estimate is used to compute treatment effects. In both cases, the estimators are proved to be consistent. Monte Carlo results show a better performance than other procedures based on the propensity score. Finally, these estimators are applied to a job training dataset.

  13. EnviroAtlas - Minneapolis/St. Paul, MN - Estimated Intersection Density of Walkable Roads

    Data.gov (United States)

    U.S. Environmental Protection Agency — This EnviroAtlas dataset estimates the intersection density of walkable roads within a 750 meter radius of any given 10 meter pixel in the community. Intersections...

  14. Improving statistical inference on pathogen densities estimated by quantitative molecular methods: malaria gametocytaemia as a case study.

    Science.gov (United States)

    Walker, Martin; Basáñez, María-Gloria; Ouédraogo, André Lin; Hermsen, Cornelus; Bousema, Teun; Churcher, Thomas S

    2015-01-16

    Quantitative molecular methods (QMMs) such as quantitative real-time polymerase chain reaction (q-PCR), reverse-transcriptase PCR (qRT-PCR) and quantitative nucleic acid sequence-based amplification (QT-NASBA) are increasingly used to estimate pathogen density in a variety of clinical and epidemiological contexts. These methods are often classified as semi-quantitative, yet estimates of reliability or sensitivity are seldom reported. Here, a statistical framework is developed for assessing the reliability (uncertainty) of pathogen densities estimated using QMMs and the associated diagnostic sensitivity. The method is illustrated with quantification of Plasmodium falciparum gametocytaemia by QT-NASBA. The reliability of pathogen (e.g. gametocyte) densities, and the accompanying diagnostic sensitivity, estimated by two contrasting statistical calibration techniques, are compared; a traditional method and a mixed model Bayesian approach. The latter accounts for statistical dependence of QMM assays run under identical laboratory protocols and permits structural modelling of experimental measurements, allowing precision to vary with pathogen density. Traditional calibration cannot account for inter-assay variability arising from imperfect QMMs and generates estimates of pathogen density that have poor reliability, are variable among assays and inaccurately reflect diagnostic sensitivity. The Bayesian mixed model approach assimilates information from replica QMM assays, improving reliability and inter-assay homogeneity, providing an accurate appraisal of quantitative and diagnostic performance. Bayesian mixed model statistical calibration supersedes traditional techniques in the context of QMM-derived estimates of pathogen density, offering the potential to improve substantially the depth and quality of clinical and epidemiological inference for a wide variety of pathogens.

  15. Efficient multidimensional regularization for Volterra series estimation

    Science.gov (United States)

    Birpoutsoukis, Georgios; Csurcsia, Péter Zoltán; Schoukens, Johan

    2018-05-01

    This paper presents an efficient nonparametric time domain nonlinear system identification method. It is shown how truncated Volterra series models can be efficiently estimated without the need of long, transient-free measurements. The method is a novel extension of the regularization methods that have been developed for impulse response estimates of linear time invariant systems. To avoid the excessive memory needs in case of long measurements or large number of estimated parameters, a practical gradient-based estimation method is also provided, leading to the same numerical results as the proposed Volterra estimation method. Moreover, the transient effects in the simulated output are removed by a special regularization method based on the novel ideas of transient removal for Linear Time-Varying (LTV) systems. Combining the proposed methodologies, the nonparametric Volterra models of the cascaded water tanks benchmark are presented in this paper. The results for different scenarios varying from a simple Finite Impulse Response (FIR) model to a 3rd degree Volterra series with and without transient removal are compared and studied. It is clear that the obtained models capture the system dynamics when tested on a validation dataset, and their performance is comparable with the white-box (physical) models.

  16. On the use of permutation in and the performance of a class of nonparametric methods to detect differential gene expression.

    Science.gov (United States)

    Pan, Wei

    2003-07-22

    Recently a class of nonparametric statistical methods, including the empirical Bayes (EB) method, the significance analysis of microarray (SAM) method and the mixture model method (MMM), have been proposed to detect differential gene expression for replicated microarray experiments conducted under two conditions. All the methods depend on constructing a test statistic Z and a so-called null statistic z. The null statistic z is used to provide some reference distribution for Z such that statistical inference can be accomplished. A common way of constructing z is to apply Z to randomly permuted data. Here we point our that the distribution of z may not approximate the null distribution of Z well, leading to possibly too conservative inference. This observation may apply to other permutation-based nonparametric methods. We propose a new method of constructing a null statistic that aims to estimate the null distribution of a test statistic directly. Using simulated data and real data, we assess and compare the performance of the existing method and our new method when applied in EB, SAM and MMM. Some interesting findings on operating characteristics of EB, SAM and MMM are also reported. Finally, by combining the idea of SAM and MMM, we outline a simple nonparametric method based on the direct use of a test statistic and a null statistic.

  17. 3D depth-to-basement and density contrast estimates using gravity and borehole data

    Science.gov (United States)

    Barbosa, V. C.; Martins, C. M.; Silva, J. B.

    2009-05-01

    We present a gravity inversion method for simultaneously estimating the 3D basement relief of a sedimentary basin and the parameters defining the parabolic decay of the density contrast with depth in a sedimentary pack assuming the prior knowledge about the basement depth at a few points. The sedimentary pack is approximated by a grid of 3D vertical prisms juxtaposed in both horizontal directions, x and y, of a right-handed coordinate system. The prisms' thicknesses represent the depths to the basement and are the parameters to be estimated from the gravity data. To produce stable depth-to-basement estimates we impose smoothness on the basement depths through minimization of the spatial derivatives of the parameters in the x and y directions. To estimate the parameters defining the parabolic decay of the density contrast with depth we mapped a functional containing prior information about the basement depths at a few points. We apply our method to synthetic data from a simulated complex 3D basement relief with two sedimentary sections having distinct parabolic laws describing the density contrast variation with depth. Our method retrieves the true parameters of the parabolic law of density contrast decay with depth and produces good estimates of the basement relief if the number and the distribution of boreholes are sufficient. We also applied our method to real gravity data from the onshore and part of the shallow offshore Almada Basin, on Brazil's northeastern coast. The estimated 3D Almada's basement shows geologic structures that cannot be easily inferred just from the inspection of the gravity anomaly. The estimated Almada relief presents steep borders evidencing the presence of gravity faults. Also, we note the existence of three terraces separating two local subbasins. These geologic features are consistent with Almada's geodynamic origin (the Mesozoic breakup of Gondwana and the opening of the South Atlantic Ocean) and they are important in understanding

  18. Bulk density estimation using a 3-dimensional image acquisition and analysis system

    Directory of Open Access Journals (Sweden)

    Heyduk Adam

    2016-01-01

    Full Text Available The paper presents a concept of dynamic bulk density estimation of a particulate matter stream using a 3-d image analysis system and a conveyor belt scale. A method of image acquisition should be adjusted to the type of scale. The paper presents some laboratory results of static bulk density measurements using the MS Kinect time-of-flight camera and OpenCV/Matlab software. Measurements were made for several different size classes.

  19. A new estimation method for nuclide number densities in equilibrium cycle

    International Nuclear Information System (INIS)

    Seino, Takeshi; Sekimoto, Hiroshi; Ando, Yoshihira.

    1997-01-01

    A new method is proposed for estimating nuclide number densities of LWR equilibrium cycle by multi-recycling calculation. Conventionally, it is necessary to spend a large computation time for attaining the ultimate equilibrium state. Hence, the cycle in nearly constant fuel composition has been considered as an equilibrium state which can be achieved by a few of recycling calculations on a simulated cycle operation under a specific fuel core design. The present method uses steady state fuel nuclide number densities as the initial guess for multi-recycling burnup calculation obtained by a continuously fuel supplied core model. The number densities are modified to be the initial number densities for nuclides of a batch supplied fuel. It was found that the calculated number densities could attain to more precise equilibrium state than that of a conventional multi-recycling calculation with a small number of recyclings. In particular, the present method could give the ultimate equilibrium number densities of the nuclides with the higher mass number than 245 Cm and 244 Pu which were not able to attain to the ultimate equilibrium state within a reasonable number of iterations using a conventional method. (author)

  20. 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.

  1. MR Imaging-based Estimation of Upper Motor Neuron Density in Patients with Amyotrophic Lateral Sclerosis: A Feasibility Study.

    Science.gov (United States)

    Chen, Jacqueline; Kostenko, Volodymyr; Pioro, Erik P; Trapp, Bruce D

    2018-01-23

    Purpose To determine if magnetic resonance (MR) imaging metrics can estimate primary motor cortex (PMC) motor neuron (MN) density in patients with amyotrophic lateral sclerosis (ALS). Materials and Methods Between 2012 and 2014, in situ brain MR imaging was performed in 11 patients with ALS (age range, 35-81 years; seven women and four men) soon after death (mean, 5.5 hours after death; range, 3.2-9.6 hours). The brain was removed, right PMC (RPMC) was excised, and MN density was quantified. RPMC metrics (thickness, volume, and magnetization transfer ratio) were calculated from MR images. Regression modeling was used to estimate MN density by using RPMC and global MR imaging metrics (brain and tissue volumes); clinical variables were subsequently evaluated as additional estimators. Models were tested at in vivo MR imaging by using the same imaging protocol (six patients with ALS; age range, 54-66 years; three women and three men). Results RPMC mean MN density varied over a greater than threefold range across patients and was estimated by a linear function of normalized gray matter volume (adjusted R 2 = 0.51; P = .008; <10% error in most patients). When considering only sporadic ALS, a linear function of normalized RPMC and white matter volumes estimated MN density (adjusted R 2 = 0.98; P = .01; <10% error in all patients). In vivo data analyses detected decreases in MN density over time. Conclusion PMC mean MN density varies widely in end-stage ALS possibly because of disease heterogeneity. MN density can potentially be estimated by MR imaging metrics. © RSNA, 2018 Online supplemental material is available for this article.

  2. Non-parametric analysis of production efficiency of poultry egg ...

    African Journals Online (AJOL)

    Non-parametric analysis of production efficiency of poultry egg farmers in Delta ... analysis of factors affecting the output of poultry farmers showed that stock ... should be put in place for farmers to learn the best farm practices carried out on the ...

  3. International Conference on Robust Rank-Based and Nonparametric Methods

    CERN Document Server

    McKean, Joseph

    2016-01-01

    The contributors to this volume include many of the distinguished researchers in this area. Many of these scholars have collaborated with Joseph McKean to develop underlying theory for these methods, obtain small sample corrections, and develop efficient algorithms for their computation. The papers cover the scope of the area, including robust nonparametric rank-based procedures through Bayesian and big data rank-based analyses. Areas of application include biostatistics and spatial areas. Over the last 30 years, robust rank-based and nonparametric methods have developed considerably. These procedures generalize traditional Wilcoxon-type methods for one- and two-sample location problems. Research into these procedures has culminated in complete analyses for many of the models used in practice including linear, generalized linear, mixed, and nonlinear models. Settings are both multivariate and univariate. With the development of R packages in these areas, computation of these procedures is easily shared with r...

  4. Estimating density of a rare and cryptic high-mountain Galliform species, the Buff-throated Partridge Tetraophasis szechenyii

    Directory of Open Access Journals (Sweden)

    Yu Xu

    2016-06-01

    Full Text Available Estimates of abundance or density are essential for wildlife management and conservation. There are few effective density estimates for the Buff-throated Partridge Tetraophasis szechenyii, a rare and elusive high-mountain Galliform species endemic to western China. In this study, we used the temporary emigration N-mixture model to estimate density of this species, with data acquired from playback point count surveys around a sacred area based on indigenous Tibetan culture of protection of wildlife, in Yajiang County, Sichuan, China, during April-June 2009. Within 84 125-m radius points, we recorded 53 partridge groups during three repeats. The best model indicated that detection probability was described by covariates of vegetation cover type, week of visit, time of day, and weather with weak effects, and a partridge group was present during a sampling period with a constant probability. The abundance component was accounted for by vegetation association. Abundance was substantially higher in rhododendron shrubs, fir-larch forests, mixed spruce-larch-birch forests, and especially oak thickets than in pine forests. The model predicted a density of 5.14 groups/km², which is similar to an estimate of 4.7 - 5.3 groups/km² quantified via an intensive spot-mapping effort. The post-hoc estimate of individual density was 14.44 individuals/km², based on the estimated mean group size of 2.81. We suggest that the method we employed is applicable to estimate densities of Buff-throated Partridges in large areas. Given importance of a mosaic habitat for this species, local logging should be regulated. Despite no effect of the conservation area (sacred on the abundance of Buff-throated Partridges, we suggest regulations linking the sacred mountain conservation area with the official conservation system because of strong local participation facilitated by sacred mountains in land conservation.

  5. Bayesian nonparametric dictionary learning for compressed sensing MRI.

    Science.gov (United States)

    Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping

    2014-12-01

    We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.

  6. Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci.

    Science.gov (United States)

    Yap, John Stephen; Fan, Jianqing; Wu, Rongling

    2009-12-01

    Estimation of the covariance structure of longitudinal processes is a fundamental prerequisite for the practical deployment of functional mapping designed to study the genetic regulation and network of quantitative variation in dynamic complex traits. We present a nonparametric approach for estimating the covariance structure of a quantitative trait measured repeatedly at a series of time points. Specifically, we adopt Huang et al.'s (2006, Biometrika 93, 85-98) approach of invoking the modified Cholesky decomposition and converting the problem into modeling a sequence of regressions of responses. A regularized covariance estimator is obtained using a normal penalized likelihood with an L(2) penalty. This approach, embedded within a mixture likelihood framework, leads to enhanced accuracy, precision, and flexibility of functional mapping while preserving its biological relevance. Simulation studies are performed to reveal the statistical properties and advantages of the proposed method. A real example from a mouse genome project is analyzed to illustrate the utilization of the methodology. The new method will provide a useful tool for genome-wide scanning for the existence and distribution of quantitative trait loci underlying a dynamic trait important to agriculture, biology, and health sciences.

  7. Temperature dependent power capability estimation of lithium-ion batteries for hybrid electric vehicles

    International Nuclear Information System (INIS)

    Zheng, Fangdan; Jiang, Jiuchun; Sun, Bingxiang; Zhang, Weige; Pecht, Michael

    2016-01-01

    The power capability of lithium-ion batteries affects the safety and reliability of hybrid electric vehicles and the estimate of power by battery management systems provides operating information for drivers. In this paper, lithium ion manganese oxide batteries are studied to illustrate the temperature dependency of power capability and an operating map of power capability is presented. Both parametric and non-parametric models are established in conditions of temperature, state of charge, and cell resistance to estimate the power capability. Six cells were tested and used for model development, training, and validation. Three samples underwent hybrid pulse power characterization tests at varied temperatures and were used for model parameter identification and model training. The other three were used for model validation. By comparison, the mean absolute error of the parametric model is about 29 W, and that of the non-parametric model is around 20 W. The mean relative errors of two models are 0.076 and 0.397, respectively. The parametric model has a higher accuracy in low temperature and state of charge conditions, while the non-parametric model has better estimation result in high temperature and state of charge conditions. Thus, two models can be utilized together to achieve a higher accuracy of power capability estimation. - Highlights: • The temperature dependency of power capability of lithium-ion battery is investigated. • The parametric and non-parametric power capability estimation models are proposed. • An exponential function is put forward to compensate the effects of temperature. • A comparative study on the accuracy of two models using statistical metrics is presented.

  8. Nonparametric Estimation of Regression Parameters in Measurement Error Models

    Czech Academy of Sciences Publication Activity Database

    Ehsanes Saleh, A.K.M.D.; Picek, J.; Kalina, Jan

    2009-01-01

    Roč. 67, č. 2 (2009), s. 177-200 ISSN 0026-1424 Grant - others:GA AV ČR(CZ) IAA101120801; GA MŠk(CZ) LC06024 Institutional research plan: CEZ:AV0Z10300504 Keywords : asymptotic relative efficiency(ARE) * asymptotic theory * emaculate mode * Me model * R-estimation * Reliabilty ratio(RR) Subject RIV: BB - Applied Statistics, Operational Research

  9. Impacts of Airborne Lidar Pulse Density on Estimating Biomass Stocks and Changes in a Selectively Logged Tropical Forest

    Directory of Open Access Journals (Sweden)

    Carlos Alberto Silva

    2017-10-01

    Full Text Available Airborne lidar is a technology well-suited for mapping many forest attributes, including aboveground biomass (AGB stocks and changes in selective logging in tropical forests. However, trade-offs still exist between lidar pulse density and accuracy of AGB estimates. We assessed the impacts of lidar pulse density on the estimation of AGB stocks and changes using airborne lidar and field plot data in a selectively logged tropical forest located near Paragominas, Pará, Brazil. Field-derived AGB was computed at 85 square 50 × 50 m plots in 2014. Lidar data were acquired in 2012 and 2014, and for each dataset the pulse density was subsampled from its original density of 13.8 and 37.5 pulses·m−2 to lower densities of 12, 10, 8, 6, 4, 2, 0.8, 0.6, 0.4 and 0.2 pulses·m−2. For each pulse density dataset, a power-law model was developed to estimate AGB stocks from lidar-derived mean height and corresponding changes between the years 2012 and 2014. We found that AGB change estimates at the plot level were only slightly affected by pulse density. However, at the landscape level we observed differences in estimated AGB change of >20 Mg·ha−1 when pulse density decreased from 12 to 0.2 pulses·m−2. The effects of pulse density were more pronounced in areas of steep slope, especially when the digital terrain models (DTMs used in the lidar derived forest height were created from reduced pulse density data. In particular, when the DTM from high pulse density in 2014 was used to derive the forest height from both years, the effects on forest height and the estimated AGB stock and changes did not exceed 20 Mg·ha−1. The results suggest that AGB change can be monitored in selective logging in tropical forests with reasonable accuracy and low cost with low pulse density lidar surveys if a baseline high-quality DTM is available from at least one lidar survey. We recommend the results of this study to be considered in developing projects and national

  10. Non-Parametric Kinetic (NPK Analysis of Thermal Oxidation of Carbon Aerogels

    Directory of Open Access Journals (Sweden)

    Azadeh Seifi

    2017-05-01

    Full Text Available In recent years, much attention has been paid to aerogel materials (especially carbon aerogels due to their potential uses in energy-related applications, such as thermal energy storage and thermal protection systems. These open cell carbon-based porous materials (carbon aerogels can strongly react with oxygen at relatively low temperatures (~ 400°C. Therefore, it is necessary to evaluate the thermal performance of carbon aerogels in view of their energy-related applications at high temperatures and under thermal oxidation conditions. The objective of this paper is to study theoretically and experimentally the oxidation reaction kinetics of carbon aerogel using the non-parametric kinetic (NPK as a powerful method. For this purpose, a non-isothermal thermogravimetric analysis, at three different heating rates, was performed on three samples each with its specific pore structure, density and specific surface area. The most significant feature of this method, in comparison with the model-free isoconversional methods, is its ability to separate the functionality of the reaction rate with the degree of conversion and temperature by the direct use of thermogravimetric data. Using this method, it was observed that the Nomen-Sempere model could provide the best fit to the data, while the temperature dependence of the rate constant was best explained by a Vogel-Fulcher relationship, where the reference temperature was the onset temperature of oxidation. Moreover, it was found from the results of this work that the assumption of the Arrhenius relation for the temperature dependence of the rate constant led to over-estimation of the apparent activation energy (up to 160 kJ/mol that was considerably different from the values (up to 3.5 kJ/mol predicted by the Vogel-Fulcher relationship in isoconversional methods

  11. A non-parametric consistency test of the ΛCDM model with Planck CMB data

    Energy Technology Data Exchange (ETDEWEB)

    Aghamousa, Amir; Shafieloo, Arman [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of); Hamann, Jan, E-mail: amir@aghamousa.com, E-mail: jan.hamann@unsw.edu.au, E-mail: shafieloo@kasi.re.kr [School of Physics, The University of New South Wales, Sydney NSW 2052 (Australia)

    2017-09-01

    Non-parametric reconstruction methods, such as Gaussian process (GP) regression, provide a model-independent way of estimating an underlying function and its uncertainty from noisy data. We demonstrate how GP-reconstruction can be used as a consistency test between a given data set and a specific model by looking for structures in the residuals of the data with respect to the model's best-fit. Applying this formalism to the Planck temperature and polarisation power spectrum measurements, we test their global consistency with the predictions of the base ΛCDM model. Our results do not show any serious inconsistencies, lending further support to the interpretation of the base ΛCDM model as cosmology's gold standard.

  12. Estimating the mass density in the thermosphere with the CYGNSS mission.

    Science.gov (United States)

    Bussy-Virat, C.; Ridley, A. J.

    2017-12-01

    The Cyclone Global Navigation Satellite System (CYGNSS) mission, launched in December 2016, is a constellation of eight satellites orbiting the Earth at 510 km. Its goal is to improve our understanding of rapid hurricane wind intensification. Each CYGNSS satellite uses GPS signals that are reflected off of the ocean's surface to measure the wind. The GPS can also be used to specify the orbit of the satellites quite precisely. The motion of satellites in low Earth orbit are greatly influenced by the neutral density of the surrounding atmosphere through drag. Modeling the neutral density in the upper atmosphere is a major challenge as it involves a comprehensive understanding of the complex coupling between the thermosphere and the ionosphere, the magnetosphere, and the Sun. This is why thermospheric models (such as NRLMSIS, Jacchia-Bowman, HASDM, GITM, or TIEGCM) can only approximate it with a limited accuracy, which decreases during strong geomagnetic events. Because atmospheric drag directly depends on the thermospheric density, it can be estimated applying filtering methods to the trajectories of the CYGNSS observatories. The CYGNSS mission can provide unique results since the constellation of eight satellites enables multiple measurements of the same region at close intervals ( 10 minutes), which can be used to detect short time scale features. Moreover, the CYGNSS spacecraft can be pitched from a low to high drag attitude configuration, which can be used in the filtering methods to improve the accuracy of the atmospheric density estimation. The methodology and the results of this approach applied to the CYGNSS mission will be presented.

  13. Comparing nonparametric Bayesian tree priors for clonal reconstruction of tumors.

    Science.gov (United States)

    Deshwar, Amit G; Vembu, Shankar; Morris, Quaid

    2015-01-01

    Statistical machine learning methods, especially nonparametric Bayesian methods, have become increasingly popular to infer clonal population structure of tumors. Here we describe the treeCRP, an extension of the Chinese restaurant process (CRP), a popular construction used in nonparametric mixture models, to infer the phylogeny and genotype of major subclonal lineages represented in the population of cancer cells. We also propose new split-merge updates tailored to the subclonal reconstruction problem that improve the mixing time of Markov chains. In comparisons with the tree-structured stick breaking prior used in PhyloSub, we demonstrate superior mixing and running time using the treeCRP with our new split-merge procedures. We also show that given the same number of samples, TSSB and treeCRP have similar ability to recover the subclonal structure of a tumor…

  14. Seismic Signal Compression Using Nonparametric Bayesian Dictionary Learning via Clustering

    Directory of Open Access Journals (Sweden)

    Xin Tian

    2017-06-01

    Full Text Available We introduce a seismic signal compression method based on nonparametric Bayesian dictionary learning method via clustering. The seismic data is compressed patch by patch, and the dictionary is learned online. Clustering is introduced for dictionary learning. A set of dictionaries could be generated, and each dictionary is used for one cluster’s sparse coding. In this way, the signals in one cluster could be well represented by their corresponding dictionaries. A nonparametric Bayesian dictionary learning method is used to learn the dictionaries, which naturally infers an appropriate dictionary size for each cluster. A uniform quantizer and an adaptive arithmetic coding algorithm are adopted to code the sparse coefficients. With comparisons to other state-of-the art approaches, the effectiveness of the proposed method could be validated in the experiments.

  15. Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data

    KAUST Repository

    Cheng, Guang; Zhou, Lan; Huang, Jianhua Z.

    2014-01-01

    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

  16. Decompounding random sums: A nonparametric approach

    DEFF Research Database (Denmark)

    Hansen, Martin Bøgsted; Pitts, Susan M.

    Observations from sums of random variables with a random number of summands, known as random, compound or stopped sums arise within many areas of engineering and science. Quite often it is desirable to infer properties of the distribution of the terms in the random sum. In the present paper we...... 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...

  17. Consistent Estimation of Pricing Kernels from Noisy Price Data

    OpenAIRE

    Vladislav Kargin

    2003-01-01

    If pricing kernels are assumed non-negative then the inverse problem of finding the pricing kernel is well-posed. The constrained least squares method provides a consistent estimate of the pricing kernel. When the data are limited, a new method is suggested: relaxed maximization of the relative entropy. This estimator is also consistent. Keywords: $\\epsilon$-entropy, non-parametric estimation, pricing kernel, inverse problems.

  18. The Wegner Estimate and the Integrated Density of States for some ...

    Indian Academy of Sciences (India)

    The integrated density of states (IDS) for random operators is an important function describing many physical characteristics of a random system. Properties of the IDS are derived from the Wegner estimate that describes the influence of finite-volume perturbations on a background system. In this paper, we present a simple ...

  19. Nonparametric modeling of dynamic functional connectivity in fmri data

    DEFF Research Database (Denmark)

    Nielsen, Søren Føns Vind; Madsen, Kristoffer H.; Røge, Rasmus

    2015-01-01

    dynamic changes. The existing approaches modeling dynamic connectivity have primarily been based on time-windowing the data and k-means clustering. We propose a nonparametric generative model for dynamic FC in fMRI that does not rely on specifying window lengths and number of dynamic states. Rooted...

  20. Parametric vs. Nonparametric Regression Modelling within Clinical Decision Support

    Czech Academy of Sciences Publication Activity Database

    Kalina, Jan; Zvárová, Jana

    2017-01-01

    Roč. 5, č. 1 (2017), s. 21-27 ISSN 1805-8698 R&D Projects: GA ČR GA17-01251S Institutional support: RVO:67985807 Keywords : decision support systems * decision rules * statistical analysis * nonparametric regression Subject RIV: IN - Informatics, Computer Science OBOR OECD: Statistics and probability

  1. Automated voxelization of 3D atom probe data through kernel density estimation

    International Nuclear Information System (INIS)

    Srinivasan, Srikant; Kaluskar, Kaustubh; Dumpala, Santoshrupa; Broderick, Scott; Rajan, Krishna

    2015-01-01

    Identifying nanoscale chemical features from atom probe tomography (APT) data routinely involves adjustment of voxel size as an input parameter, through visual supervision, making the final outcome user dependent, reliant on heuristic knowledge and potentially prone to error. This work utilizes Kernel density estimators to select an optimal voxel size in an unsupervised manner to perform feature selection, in particular targeting resolution of interfacial features and chemistries. The capability of this approach is demonstrated through analysis of the γ / γ’ interface in a Ni–Al–Cr superalloy. - Highlights: • Develop approach for standardizing aspects of atom probe reconstruction. • Use Kernel density estimators to select optimal voxel sizes in an unsupervised manner. • Perform interfacial analysis of Ni–Al–Cr superalloy, using new automated approach. • Optimize voxel size to preserve the feature of interest and minimizing loss / noise.

  2. Trapping Elusive Cats: Using Intensive Camera Trapping to Estimate the Density of a Rare African Felid.

    Science.gov (United States)

    Brassine, Eléanor; Parker, Daniel

    2015-01-01

    Camera trapping studies have become increasingly popular to produce population estimates of individually recognisable mammals. Yet, monitoring techniques for rare species which occur at extremely low densities are lacking. Additionally, species which have unpredictable movements may make obtaining reliable population estimates challenging due to low detectability. Our study explores the effectiveness of intensive camera trapping for estimating cheetah (Acinonyx jubatus) numbers. Using both a more traditional, systematic grid approach and pre-determined, targeted sites for camera placement, the cheetah population of the Northern Tuli Game Reserve, Botswana was sampled between December 2012 and October 2013. Placement of cameras in a regular grid pattern yielded very few (n = 9) cheetah images and these were insufficient to estimate cheetah density. However, pre-selected cheetah scent-marking posts provided 53 images of seven adult cheetahs (0.61 ± 0.18 cheetahs/100 km²). While increasing the length of the camera trapping survey from 90 to 130 days increased the total number of cheetah images obtained (from 53 to 200), no new individuals were recorded and the estimated population density remained stable. Thus, our study demonstrates that targeted camera placement (irrespective of survey duration) is necessary for reliably assessing cheetah densities where populations are naturally very low or dominated by transient individuals. Significantly our approach can easily be applied to other rare predator species.

  3. Trapping Elusive Cats: Using Intensive Camera Trapping to Estimate the Density of a Rare African Felid

    Science.gov (United States)

    Brassine, Eléanor; Parker, Daniel

    2015-01-01

    Camera trapping studies have become increasingly popular to produce population estimates of individually recognisable mammals. Yet, monitoring techniques for rare species which occur at extremely low densities are lacking. Additionally, species which have unpredictable movements may make obtaining reliable population estimates challenging due to low detectability. Our study explores the effectiveness of intensive camera trapping for estimating cheetah (Acinonyx jubatus) numbers. Using both a more traditional, systematic grid approach and pre-determined, targeted sites for camera placement, the cheetah population of the Northern Tuli Game Reserve, Botswana was sampled between December 2012 and October 2013. Placement of cameras in a regular grid pattern yielded very few (n = 9) cheetah images and these were insufficient to estimate cheetah density. However, pre-selected cheetah scent-marking posts provided 53 images of seven adult cheetahs (0.61 ± 0.18 cheetahs/100km²). While increasing the length of the camera trapping survey from 90 to 130 days increased the total number of cheetah images obtained (from 53 to 200), no new individuals were recorded and the estimated population density remained stable. Thus, our study demonstrates that targeted camera placement (irrespective of survey duration) is necessary for reliably assessing cheetah densities where populations are naturally very low or dominated by transient individuals. Significantly our approach can easily be applied to other rare predator species. PMID:26698574

  4. Trapping Elusive Cats: Using Intensive Camera Trapping to Estimate the Density of a Rare African Felid.

    Directory of Open Access Journals (Sweden)

    Eléanor Brassine

    Full Text Available Camera trapping studies have become increasingly popular to produce population estimates of individually recognisable mammals. Yet, monitoring techniques for rare species which occur at extremely low densities are lacking. Additionally, species which have unpredictable movements may make obtaining reliable population estimates challenging due to low detectability. Our study explores the effectiveness of intensive camera trapping for estimating cheetah (Acinonyx jubatus numbers. Using both a more traditional, systematic grid approach and pre-determined, targeted sites for camera placement, the cheetah population of the Northern Tuli Game Reserve, Botswana was sampled between December 2012 and October 2013. Placement of cameras in a regular grid pattern yielded very few (n = 9 cheetah images and these were insufficient to estimate cheetah density. However, pre-selected cheetah scent-marking posts provided 53 images of seven adult cheetahs (0.61 ± 0.18 cheetahs/100 km². While increasing the length of the camera trapping survey from 90 to 130 days increased the total number of cheetah images obtained (from 53 to 200, no new individuals were recorded and the estimated population density remained stable. Thus, our study demonstrates that targeted camera placement (irrespective of survey duration is necessary for reliably assessing cheetah densities where populations are naturally very low or dominated by transient individuals. Significantly our approach can easily be applied to other rare predator species.

  5. Identification and estimation of survivor average causal effects.

    Science.gov (United States)

    Tchetgen Tchetgen, Eric J

    2014-09-20

    In longitudinal studies, outcomes ascertained at follow-up are typically undefined for individuals who die prior to the follow-up visit. In such settings, outcomes are said to be truncated by death and inference about the effects of a point treatment or exposure, restricted to individuals alive at the follow-up visit, could be biased even if as in experimental studies, treatment assignment were randomized. To account for truncation by death, the survivor average causal effect (SACE) defines the effect of treatment on the outcome for the subset of individuals who would have survived regardless of exposure status. In this paper, the author nonparametrically identifies SACE by leveraging post-exposure longitudinal correlates of survival and outcome that may also mediate the exposure effects on survival and outcome. Nonparametric identification is achieved by supposing that the longitudinal data arise from a certain nonparametric structural equations model and by making the monotonicity assumption that the effect of exposure on survival agrees in its direction across individuals. A novel weighted analysis involving a consistent estimate of the survival process is shown to produce consistent estimates of SACE. A data illustration is given, and the methods are extended to the context of time-varying exposures. We discuss a sensitivity analysis framework that relaxes assumptions about independent errors in the nonparametric structural equations model and may be used to assess the extent to which inference may be altered by a violation of key identifying assumptions. © 2014 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd.

  6. Notes on the Implementation of Non-Parametric Statistics within the Westinghouse Realistic Large Break LOCA Evaluation Model (ASTRUM)

    International Nuclear Information System (INIS)

    Frepoli, Cesare; Oriani, Luca

    2006-01-01

    In recent years, non-parametric or order statistics methods have been widely used to assess the impact of the uncertainties within Best-Estimate LOCA evaluation models. The bounding of the uncertainties is achieved with a direct Monte Carlo sampling of the uncertainty attributes, with the minimum trial number selected to 'stabilize' the estimation of the critical output values (peak cladding temperature (PCT), local maximum oxidation (LMO), and core-wide oxidation (CWO A non-parametric order statistics uncertainty analysis was recently implemented within the Westinghouse Realistic Large Break LOCA evaluation model, also referred to as 'Automated Statistical Treatment of Uncertainty Method' (ASTRUM). The implementation or interpretation of order statistics in safety analysis is not fully consistent within the industry. This has led to an extensive public debate among regulators and researchers which can be found in the open literature. The USNRC-approved Westinghouse method follows a rigorous implementation of the order statistics theory, which leads to the execution of 124 simulations within a Large Break LOCA analysis. This is a solid approach which guarantees that a bounding value (at 95% probability) of the 95 th percentile for each of the three 10 CFR 50.46 ECCS design acceptance criteria (PCT, LMO and CWO) is obtained. The objective of this paper is to provide additional insights on the ASTRUM statistical approach, with a more in-depth analysis of pros and cons of the order statistics and of the Westinghouse approach in the implementation of this statistical methodology. (authors)

  7. Semiparametric estimation of covariance matrices for longitudinal data.

    Science.gov (United States)

    Fan, Jianqing; Wu, Yichao

    2008-12-01

    Estimation of longitudinal data covariance structure poses significant challenges because the data are usually collected at irregular time points. A viable semiparametric model for covariance matrices was proposed in Fan, Huang and Li (2007) that allows one to estimate the variance function nonparametrically and to estimate the correlation function parametrically via aggregating information from irregular and sparse data points within each subject. However, the asymptotic properties of their quasi-maximum likelihood estimator (QMLE) of parameters in the covariance model are largely unknown. In the current work, we address this problem in the context of more general models for the conditional mean function including parametric, nonparametric, or semi-parametric. We also consider the possibility of rough mean regression function and introduce the difference-based method to reduce biases in the context of varying-coefficient partially linear mean regression models. This provides a more robust estimator of the covariance function under a wider range of situations. Under some technical conditions, consistency and asymptotic normality are obtained for the QMLE of the parameters in the correlation function. Simulation studies and a real data example are used to illustrate the proposed approach.

  8. Nonparametric method for failures diagnosis in the actuating subsystem of aircraft control system

    Science.gov (United States)

    Terentev, M. N.; Karpenko, S. S.; Zybin, E. Yu; Kosyanchuk, V. V.

    2018-02-01

    In this paper we design a nonparametric method for failures diagnosis in the aircraft control system that uses the measurements of the control signals and the aircraft states only. It doesn’t require a priori information of the aircraft model parameters, training or statistical calculations, and is based on analytical nonparametric one-step-ahead state prediction approach. This makes it possible to predict the behavior of unidentified and failure dynamic systems, to weaken the requirements to control signals, and to reduce the diagnostic time and problem complexity.

  9. MAP estimators and their consistency in Bayesian nonparametric inverse problems

    KAUST Repository

    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.

  10. MAP estimators and their consistency in Bayesian nonparametric inverse problems

    International Nuclear Information System (INIS)

    Dashti, M; Law, K J H; Stuart, A M; Voss, J

    2013-01-01

    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 μ 0 . We work under a natural set of conditions on the likelihood which implies the existence of a well-posed posterior measure, μ y . 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. (paper)

  11. Nonparametric test of consistency between cosmological models and multiband CMB measurements

    Energy Technology Data Exchange (ETDEWEB)

    Aghamousa, Amir [Asia Pacific Center for Theoretical Physics, Pohang, Gyeongbuk 790-784 (Korea, Republic of); Shafieloo, Arman, E-mail: amir@apctp.org, E-mail: shafieloo@kasi.re.kr [Korea Astronomy and Space Science Institute, Daejeon 305-348 (Korea, Republic of)

    2015-06-01

    We present a novel approach to test the consistency of the cosmological models with multiband CMB data using a nonparametric approach. In our analysis we calibrate the REACT (Risk Estimation and Adaptation after Coordinate Transformation) confidence levels associated with distances in function space (confidence distances) based on the Monte Carlo simulations in order to test the consistency of an assumed cosmological model with observation. To show the applicability of our algorithm, we confront Planck 2013 temperature data with concordance model of cosmology considering two different Planck spectra combination. In order to have an accurate quantitative statistical measure to compare between the data and the theoretical expectations, we calibrate REACT confidence distances and perform a bias control using many realizations of the data. Our results in this work using Planck 2013 temperature data put the best fit ΛCDM model at 95% (∼ 2σ) confidence distance from the center of the nonparametric confidence set while repeating the analysis excluding the Planck 217 × 217 GHz spectrum data, the best fit ΛCDM model shifts to 70% (∼ 1σ) confidence distance. The most prominent features in the data deviating from the best fit ΛCDM model seems to be at low multipoles  18 < ℓ < 26 at greater than 2σ, ℓ ∼ 750 at ∼1 to 2σ and ℓ ∼ 1800 at greater than 2σ level. Excluding the 217×217 GHz spectrum the feature at ℓ ∼ 1800 becomes substantially less significance at ∼1 to 2σ confidence level. Results of our analysis based on the new approach we propose in this work are in agreement with other analysis done using alternative methods.

  12. The importance of spatial models for estimating the strength of density dependence

    DEFF Research Database (Denmark)

    Thorson, James T.; Skaug, Hans J.; Kristensen, Kasper

    2014-01-01

    the California Coast. In this case, the nonspatial model estimates implausible oscillatory dynamics on an annual time scale, while the spatial model estimates strong autocorrelation and is supported by model selection tools. We conclude by discussing the importance of improved data archiving techniques, so...... that spatial models can be used to re-examine classic questions regarding the presence and strength of density dependence in wild populations Read More: http://www.esajournals.org/doi/abs/10.1890/14-0739.1...

  13. Nonparametric Tree-Based Predictive Modeling of Storm Outages on an Electric Distribution Network.

    Science.gov (United States)

    He, Jichao; Wanik, David W; Hartman, Brian M; Anagnostou, Emmanouil N; Astitha, Marina; Frediani, Maria E B

    2017-03-01

    This article compares two nonparametric tree-based models, quantile regression forests (QRF) and Bayesian additive regression trees (BART), for predicting storm outages on an electric distribution network in Connecticut, USA. We evaluated point estimates and prediction intervals of outage predictions for both models using high-resolution weather, infrastructure, and land use data for 89 storm events (including hurricanes, blizzards, and thunderstorms). We found that spatially BART predicted more accurate point estimates than QRF. However, QRF produced better prediction intervals for high spatial resolutions (2-km grid cells and towns), while BART predictions aggregated to coarser resolutions (divisions and service territory) more effectively. We also found that the predictive accuracy was dependent on the season (e.g., tree-leaf condition, storm characteristics), and that the predictions were most accurate for winter storms. Given the merits of each individual model, we suggest that BART and QRF be implemented together to show the complete picture of a storm's potential impact on the electric distribution network, which would allow for a utility to make better decisions about allocating prestorm resources. © 2016 Society for Risk Analysis.

  14. Estimation of current density distribution of PAFC by analysis of cell exhaust gas

    Energy Technology Data Exchange (ETDEWEB)

    Kato, S.; Seya, A. [Fuji Electric Co., Ltd., Ichihara-shi (Japan); Asano, A. [Fuji Electric Corporate, Ltd., Yokosuka-shi (Japan)

    1996-12-31

    To estimate distributions of Current densities, voltages, gas concentrations, etc., in phosphoric acid fuel cell (PAFC) stacks, is very important for getting fuel cells with higher quality. In this work, we leave developed a numerical simulation tool to map out the distribution in a PAFC stack. And especially to Study Current density distribution in the reaction area of the cell, we analyzed gas composition in several positions inside a gas outlet manifold of the PAFC stack. Comparing these measured data with calculated data, the current density distribution in a cell plane calculated by the simulation, was certified.

  15. Sensitivity of Technical Efficiency Estimates to Estimation Methods: An Empirical Comparison of Parametric and Non-Parametric Approaches

    OpenAIRE

    de-Graft Acquah, Henry

    2014-01-01

    This paper highlights the sensitivity of technical efficiency estimates to estimation approaches using empirical data. Firm specific technical efficiency and mean technical efficiency are estimated using the non parametric Data Envelope Analysis (DEA) and the parametric Corrected Ordinary Least Squares (COLS) and Stochastic Frontier Analysis (SFA) approaches. Mean technical efficiency is found to be sensitive to the choice of estimation technique. Analysis of variance and Tukey’s test sugge...

  16. Scattered image artifacts from cone beam computed tomography and its clinical potential in bone mineral density estimation.

    Science.gov (United States)

    Ko, Hoon; Jeong, Kwanmoon; Lee, Chang-Hoon; Jun, Hong Young; Jeong, Changwon; Lee, Myeung Su; Nam, Yunyoung; Yoon, Kwon-Ha; Lee, Jinseok

    2016-01-01

    Image artifacts affect the quality of medical images and may obscure anatomic structure and pathology. Numerous methods for suppression and correction of scattered image artifacts have been suggested in the past three decades. In this paper, we assessed the feasibility of use of information on scattered artifacts for estimation of bone mineral density (BMD) without dual-energy X-ray absorptiometry (DXA) or quantitative computed tomographic imaging (QCT). To investigate the relationship between scattered image artifacts and BMD, we first used a forearm phantom and cone-beam computed tomography. In the phantom, we considered two regions of interest-bone-equivalent solid material containing 50 mg HA per cm(-3) and water-to represent low- and high-density trabecular bone, respectively. We compared the scattered image artifacts in the high-density material with those in the low-density material. The technique was then applied to osteoporosis patients and healthy subjects to assess its feasibility for BMD estimation. The high-density material produced a greater number of scattered image artifacts than the low-density material. Moreover, the radius and ulna of healthy subjects produced a greater number of scattered image artifacts than those from osteoporosis patients. Although other parameters, such as bone thickness and X-ray incidence, should be considered, our technique facilitated BMD estimation directly without DXA or QCT. We believe that BMD estimation based on assessment of scattered image artifacts may benefit the prevention, early treatment and management of osteoporosis.

  17. Bayesian Nonparametric Clustering for Positive Definite Matrices.

    Science.gov (United States)

    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.

  18. An Improved Convolutional Neural Network on Crowd Density Estimation

    Directory of Open Access Journals (Sweden)

    Pan Shao-Yun

    2016-01-01

    Full Text Available In this paper, a new method is proposed for crowd density estimation. An improved convolutional neural network is combined with traditional texture feature. The data calculated by the convolutional layer can be treated as a new kind of features.So more useful information of images can be extracted by different features.In the meantime, the size of image has little effect on the result of convolutional neural network. Experimental results indicate that our scheme has adequate performance to allow for its use in real world applications.

  19. Reliability of different sampling densities for estimating and mapping lichen diversity in biomonitoring studies

    International Nuclear Information System (INIS)

    Ferretti, M.; Brambilla, E.; Brunialti, G.; Fornasier, F.; Mazzali, C.; Giordani, P.; Nimis, P.L.

    2004-01-01

    Sampling requirements related to lichen biomonitoring include optimal sampling density for obtaining precise and unbiased estimates of population parameters and maps of known reliability. Two available datasets on a sub-national scale in Italy were used to determine a cost-effective sampling density to be adopted in medium-to-large-scale biomonitoring studies. As expected, the relative error in the mean Lichen Biodiversity (Italian acronym: BL) values and the error associated with the interpolation of BL values for (unmeasured) grid cells increased as the sampling density decreased. However, the increase in size of the error was not linear and even a considerable reduction (up to 50%) in the original sampling effort led to a far smaller increase in errors in the mean estimates (<6%) and in mapping (<18%) as compared with the original sampling densities. A reduction in the sampling effort can result in considerable savings of resources, which can then be used for a more detailed investigation of potentially problematic areas. It is, however, necessary to decide the acceptable level of precision at the design stage of the investigation, so as to select the proper sampling density. - An acceptable level of precision must be decided before determining a sampling design

  20. Estimating the potential gains from mergers

    DEFF Research Database (Denmark)

    Bogetoft, Peter; Wang, Dexiang

    2005-01-01

    We introduce simple production economic models to estimate the potential gains from mergers. We decompose the gains into technical ef¿ciency, size (scale) and harmony (mix) gains, and we discuss alternative ways to capture these gains. We propose to approximate the production processes using...... the non-parametric. Data Envelopment Analysis (DEA) approach, and we use the resulting operational approach to estimate the potential gains from merging agricultural extension of¿ces in Denmark....

  1. A Nonparametric Operational Risk Modeling Approach Based on Cornish-Fisher Expansion

    Directory of Open Access Journals (Sweden)

    Xiaoqian Zhu

    2014-01-01

    Full Text Available It is generally accepted that the choice of severity distribution in loss distribution approach has a significant effect on the operational risk capital estimation. However, the usually used parametric approaches with predefined distribution assumption might be not able to fit the severity distribution accurately. The objective of this paper is to propose a nonparametric operational risk modeling approach based on Cornish-Fisher expansion. In this approach, the samples of severity are generated by Cornish-Fisher expansion and then used in the Monte Carlo simulation to sketch the annual operational loss distribution. In the experiment, the proposed approach is employed to calculate the operational risk capital charge for the overall Chinese banking. The experiment dataset is the most comprehensive operational risk dataset in China as far as we know. The results show that the proposed approach is able to use the information of high order moments and might be more effective and stable than the usually used parametric approach.

  2. Density Forecasts of Crude-Oil Prices Using Option-Implied and ARCH-Type Models

    DEFF Research Database (Denmark)

    Tsiaras, Leonidas; Høg, Esben

      The predictive accuracy of competing crude-oil price forecast densities is investigated for the 1994-2006 period. Moving beyond standard ARCH models that rely exclusively on past returns, we examine the benefits of utilizing the forward-looking information that is embedded in the prices...... as for regions and intervals that are of special interest for the economic agent. We find that non-parametric adjustments of risk-neutral density forecasts perform significantly better than their parametric counterparts. Goodness-of-fit tests and out-of-sample likelihood comparisons favor forecast densities...

  3. Kernel density estimation and transition maps of Moldavian Neolithic and Eneolithic settlement

    Directory of Open Access Journals (Sweden)

    Robin Brigand

    2018-04-01

    Full Text Available The data presented in this article are related to the research article entitled “Neo-Eneolithic settlement pattern and salt exploitation in Romanian Moldavia” (Brigand and Weller, 2018 [1]. Kernel density estimation (KDE is used in order to move beyond the discrete distribution of sites and to enable us to work on a continuous surface that reflects the intensity of the occupation in the space. Maps of density per period – Neolithic I (Cris, Neolithic II (LBK, Eneolithic I (Precucuteni, Eneolithic II (Cucuteni A, Eneolithic III-IV (Cucuteni A-B and B – are used to create maps of density difference (Figs. 1–4 in order to analyse the dynamic (either non-existent, negative or positive between two chronological sequences.

  4. Nonparametric Forecasting for Biochar Utilization in Poyang Lake Eco-Economic Zone in China

    Directory of Open Access Journals (Sweden)

    Meng-Shiuh Chang

    2014-01-01

    Full Text Available Agriculture is the least profitable industry in China. However, even with large financial subsidies from the government, farmers’ living standards have had no significant impact so far due to the historical, geographical, climatic factors. The study examines and quantifies the net economic and environmental benefits by utilizing biochar as a soil amendment in eleven counties in the Poyang Lake Eco-Economic Zone. A nonparametric kernel regression model is employed to estimate the relation between the scaled environmental and economic factors, which are determined as regression variables. In addition, the partial linear and single index regression models are used for comparison. In terms of evaluations of mean squared errors, the kernel estimator, exceeding the other estimators, is employed to forecast benefits of using biochar under various scenarios. The results indicate that biochar utilization can potentially increase farmers’ income if rice is planted and the net economic benefits can be achieved up to ¥114,900. The net economic benefits are higher when the pyrolysis plant is built in the south of Poyang Lake Eco-Economic Zone than when it is built in the north as the southern land is relatively barren, and biochar can save more costs on irrigation and fertilizer use.

  5. Nonparametric combinatorial sequence models.

    Science.gov (United States)

    Wauthier, Fabian L; Jordan, Michael I; Jojic, Nebojsa

    2011-11-01

    This work considers biological sequences that exhibit combinatorial structures in their composition: groups of positions of the aligned sequences are "linked" and covary as one unit across sequences. If multiple such groups exist, complex interactions can emerge between them. Sequences of this kind arise frequently in biology but methodologies for analyzing them are still being developed. This article presents a nonparametric prior on sequences which allows combinatorial structures to emerge and which induces a posterior distribution over factorized sequence representations. We carry out experiments on three biological sequence families which indicate that combinatorial structures are indeed present and that combinatorial sequence models can more succinctly describe them than simpler mixture models. We conclude with an application to MHC binding prediction which highlights the utility of the posterior distribution over sequence representations induced by the prior. By integrating out the posterior, our method compares favorably to leading binding predictors.

  6. Non-parametric production analysis of pesticides use in the Netherlands

    NARCIS (Netherlands)

    Oude Lansink, A.G.J.M.; Silva, E.

    2004-01-01

    Many previous empirical studies on the productivity of pesticides suggest that pesticides are under-utilized in agriculture despite the general held believe that these inputs are substantially over-utilized. This paper uses data envelopment analysis (DEA) to calculate non-parametric measures of the

  7. Use of spatial capture-recapture modeling and DNA data to estimate densities of elusive animals

    Science.gov (United States)

    Kery, Marc; Gardner, Beth; Stoeckle, Tabea; Weber, Darius; Royle, J. Andrew

    2011-01-01

    Assessment of abundance, survival, recruitment rates, and density (i.e., population assessment) is especially challenging for elusive species most in need of protection (e.g., rare carnivores). Individual identification methods, such as DNA sampling, provide ways of studying such species efficiently and noninvasively. Additionally, statistical methods that correct for undetected animals and account for locations where animals are captured are available to efficiently estimate density and other demographic parameters. We collected hair samples of European wildcat (Felis silvestris) from cheek-rub lure sticks, extracted DNA from the samples, and identified each animals' genotype. To estimate the density of wildcats, we used Bayesian inference in a spatial capture-recapture model. We used WinBUGS to fit a model that accounted for differences in detection probability among individuals and seasons and between two lure arrays. We detected 21 individual wildcats (including possible hybrids) 47 times. Wildcat density was estimated at 0.29/km2 (SE 0.06), and 95% of the activity of wildcats was estimated to occur within 1.83 km from their home-range center. Lures located systematically were associated with a greater number of detections than lures placed in a cell on the basis of expert opinion. Detection probability of individual cats was greatest in late March. Our model is a generalized linear mixed model; hence, it can be easily extended, for instance, to incorporate trap- and individual-level covariates. We believe that the combined use of noninvasive sampling techniques and spatial capture-recapture models will improve population assessments, especially for rare and elusive animals.

  8. The estimation of time-varying risks in asset pricing modelling using B-Spline method

    Science.gov (United States)

    Nurjannah; Solimun; Rinaldo, Adji

    2017-12-01

    Asset pricing modelling has been extensively studied in the past few decades to explore the risk-return relationship. The asset pricing literature typically assumed a static risk-return relationship. However, several studies found few anomalies in the asset pricing modelling which captured the presence of the risk instability. The dynamic model is proposed to offer a better model. The main problem highlighted in the dynamic model literature is that the set of conditioning information is unobservable and therefore some assumptions have to be made. Hence, the estimation requires additional assumptions about the dynamics of risk. To overcome this problem, the nonparametric estimators can also be used as an alternative for estimating risk. The flexibility of the nonparametric setting avoids the problem of misspecification derived from selecting a functional form. This paper investigates the estimation of time-varying asset pricing model using B-Spline, as one of nonparametric approach. The advantages of spline method is its computational speed and simplicity, as well as the clarity of controlling curvature directly. The three popular asset pricing models will be investigated namely CAPM (Capital Asset Pricing Model), Fama-French 3-factors model and Carhart 4-factors model. The results suggest that the estimated risks are time-varying and not stable overtime which confirms the risk instability anomaly. The results is more pronounced in Carhart’s 4-factors model.

  9. Stochastic estimation of nuclear level density in the nuclear shell model: An application to parity-dependent level density in 58Ni

    Directory of Open Access Journals (Sweden)

    Noritaka Shimizu

    2016-02-01

    Full Text Available We introduce a novel method to obtain level densities in large-scale shell-model calculations. Our method is a stochastic estimation of eigenvalue count based on a shifted Krylov-subspace method, which enables us to obtain level densities of huge Hamiltonian matrices. This framework leads to a successful description of both low-lying spectroscopy and the experimentally observed equilibration of Jπ=2+ and 2− states in 58Ni in a unified manner.

  10. Hierarchical Bayesian nonparametric mixture models for clustering with variable relevance determination.

    Science.gov (United States)

    Yau, Christopher; Holmes, Chris

    2011-07-01

    We propose a hierarchical Bayesian nonparametric mixture model for clustering when some of the covariates are assumed to be of varying relevance to the clustering problem. This can be thought of as an issue in variable selection for unsupervised learning. We demonstrate that by defining a hierarchical population based nonparametric prior on the cluster locations scaled by the inverse covariance matrices of the likelihood we arrive at a 'sparsity prior' representation which admits a conditionally conjugate prior. This allows us to perform full Gibbs sampling to obtain posterior distributions over parameters of interest including an explicit measure of each covariate's relevance and a distribution over the number of potential clusters present in the data. This also allows for individual cluster specific variable selection. We demonstrate improved inference on a number of canonical problems.

  11. Spot Variance Path Estimation and its Application to High Frequency Jump Testing

    NARCIS (Netherlands)

    Bos, C.S.; Janus, P.; Koopman, S.J.

    2012-01-01

    This paper considers spot variance path estimation from datasets of intraday high-frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects, and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used to

  12. Estimates of high absolute densities and emergence rates of demersal zooplankton from the Agatti Atoll, laccadives

    Digital Repository Service at National Institute of Oceanography (India)

    Madhupratap, M.; Achuthankutty, C.T.; Nair, S.R.S.

    Direct sampling of the sandy substratus of the Agatti Lagoon with a corer showed the presence of vary high densities of epibenthic forms. On average, densities were about 25 times higher than previously estimated with emergence traps. About 80...

  13. Density of Jatropha curcas Seed Oil and its Methyl Esters: Measurement and Estimations

    Science.gov (United States)

    Veny, Harumi; Baroutian, Saeid; Aroua, Mohamed Kheireddine; Hasan, Masitah; Raman, Abdul Aziz; Sulaiman, Nik Meriam Nik

    2009-04-01

    Density data as a function of temperature have been measured for Jatropha curcas seed oil, as well as biodiesel jatropha methyl esters at temperatures from above their melting points to 90 ° C. The data obtained were used to validate the method proposed by Spencer and Danner using a modified Rackett equation. The experimental and estimated density values using the modified Rackett equation gave almost identical values with average absolute percent deviations less than 0.03% for the jatropha oil and 0.04% for the jatropha methyl esters. The Janarthanan empirical equation was also employed to predict jatropha biodiesel densities. This equation performed equally well with average absolute percent deviations within 0.05%. Two simple linear equations for densities of jatropha oil and its methyl esters are also proposed in this study.

  14. Sampling Error in Relation to Cyst Nematode Population Density Estimation in Small Field Plots.

    Science.gov (United States)

    Župunski, Vesna; Jevtić, Radivoje; Jokić, Vesna Spasić; Župunski, Ljubica; Lalošević, Mirjana; Ćirić, Mihajlo; Ćurčić, Živko

    2017-06-01

    Cyst nematodes are serious plant-parasitic pests which could cause severe yield losses and extensive damage. Since there is still very little information about error of population density estimation in small field plots, this study contributes to the broad issue of population density assessment. It was shown that there was no significant difference between cyst counts of five or seven bulk samples taken per each 1-m 2 plot, if average cyst count per examined plot exceeds 75 cysts per 100 g of soil. Goodness of fit of data to probability distribution tested with χ 2 test confirmed a negative binomial distribution of cyst counts for 21 out of 23 plots. The recommended measure of sampling precision of 17% expressed through coefficient of variation ( cv ) was achieved if the plots of 1 m 2 contaminated with more than 90 cysts per 100 g of soil were sampled with 10-core bulk samples taken in five repetitions. If plots were contaminated with less than 75 cysts per 100 g of soil, 10-core bulk samples taken in seven repetitions gave cv higher than 23%. This study indicates that more attention should be paid on estimation of sampling error in experimental field plots to ensure more reliable estimation of population density of cyst nematodes.

  15. A Nonparametric Test for Seasonal Unit Roots

    OpenAIRE

    Kunst, Robert M.

    2009-01-01

    Abstract: We consider a nonparametric test for the null of seasonal unit roots in quarterly time series that builds on the RUR (records unit root) test by Aparicio, Escribano, and Sipols. We find that the test concept is more promising than a formalization of visual aids such as plots by quarter. In order to cope with the sensitivity of the original RUR test to autocorrelation under its null of a unit root, we suggest an augmentation step by autoregression. We present some evidence on the siz...

  16. Bayesian nonparametric estimation of hazard rate in monotone Aalen model

    Czech Academy of Sciences Publication Activity Database

    Timková, Jana

    2014-01-01

    Roč. 50, č. 6 (2014), s. 849-868 ISSN 0023-5954 Institutional support: RVO:67985556 Keywords : Aalen model * Bayesian estimation * MCMC Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.541, year: 2014 http://library.utia.cas.cz/separaty/2014/SI/timkova-0438210.pdf

  17. NONPARAMETRIC FIXED EFFECT PANEL DATA MODELS: RELATIONSHIP BETWEEN AIR POLLUTION AND INCOME FOR TURKEY

    Directory of Open Access Journals (Sweden)

    Rabia Ece OMAY

    2013-06-01

    Full Text Available In this study, relationship between gross domestic product (GDP per capita and sulfur dioxide (SO2 and particulate matter (PM10 per capita is modeled for Turkey. Nonparametric fixed effect panel data analysis is used for the modeling. The panel data covers 12 territories, in first level of Nomenclature of Territorial Units for Statistics (NUTS, for period of 1990-2001. Modeling of the relationship between GDP and SO2 and PM10 for Turkey, the non-parametric models have given good results.

  18. Power spectral density of velocity fluctuations estimated from phase Doppler data

    Science.gov (United States)

    Jedelsky, Jan; Lizal, Frantisek; Jicha, Miroslav

    2012-04-01

    Laser Doppler Anemometry (LDA) and its modifications such as PhaseDoppler Particle Anemometry (P/DPA) is point-wise method for optical nonintrusive measurement of particle velocity with high data rate. Conversion of the LDA velocity data from temporal to frequency domain - calculation of power spectral density (PSD) of velocity fluctuations, is a non trivial task due to nonequidistant data sampling in time. We briefly discuss possibilities for the PSD estimation and specify limitations caused by seeding density and other factors of the flow and LDA setup. Arbitrary results of LDA measurements are compared with corresponding Hot Wire Anemometry (HWA) data in the frequency domain. Slot correlation (SC) method implemented in software program Kern by Nobach (2006) is used for the PSD estimation. Influence of several input parameters on resulting PSDs is described. Optimum setup of the software for our data of particle-laden air flow in realistic human airway model is documented. Typical character of the flow is described using PSD plots of velocity fluctuations with comments on specific properties of the flow. Some recommendations for improvements of future experiments to acquire better PSD results are given.

  19. Power spectral density of velocity fluctuations estimated from phase Doppler data

    Directory of Open Access Journals (Sweden)

    Jicha Miroslav

    2012-04-01

    Full Text Available Laser Doppler Anemometry (LDA and its modifications such as PhaseDoppler Particle Anemometry (P/DPA is point-wise method for optical nonintrusive measurement of particle velocity with high data rate. Conversion of the LDA velocity data from temporal to frequency domain – calculation of power spectral density (PSD of velocity fluctuations, is a non trivial task due to nonequidistant data sampling in time. We briefly discuss possibilities for the PSD estimation and specify limitations caused by seeding density and other factors of the flow and LDA setup. Arbitrary results of LDA measurements are compared with corresponding Hot Wire Anemometry (HWA data in the frequency domain. Slot correlation (SC method implemented in software program Kern by Nobach (2006 is used for the PSD estimation. Influence of several input parameters on resulting PSDs is described. Optimum setup of the software for our data of particle-laden air flow in realistic human airway model is documented. Typical character of the flow is described using PSD plots of velocity fluctuations with comments on specific properties of the flow. Some recommendations for improvements of future experiments to acquire better PSD results are given.

  20. A comparative study of non-parametric models for identification of ...

    African Journals Online (AJOL)

    However, the frequency response method using random binary signals was good for unpredicted white noise characteristics and considered the best method for non-parametric system identifica-tion. The autoregressive external input (ARX) model was very useful for system identification, but on applicati-on, few input ...

  1. Development of a sampling strategy and sample size calculation to estimate the distribution of mammographic breast density in Korean women.

    Science.gov (United States)

    Jun, Jae Kwan; Kim, Mi Jin; Choi, Kui Son; Suh, Mina; Jung, Kyu-Won

    2012-01-01

    Mammographic breast density is a known risk factor for breast cancer. To conduct a survey to estimate the distribution of mammographic breast density in Korean women, appropriate sampling strategies for representative and efficient sampling design were evaluated through simulation. Using the target population from the National Cancer Screening Programme (NCSP) for breast cancer in 2009, we verified the distribution estimate by repeating the simulation 1,000 times using stratified random sampling to investigate the distribution of breast density of 1,340,362 women. According to the simulation results, using a sampling design stratifying the nation into three groups (metropolitan, urban, and rural), with a total sample size of 4,000, we estimated the distribution of breast density in Korean women at a level of 0.01% tolerance. Based on the results of our study, a nationwide survey for estimating the distribution of mammographic breast density among Korean women can be conducted efficiently.

  2. A semi-nonparametric mixture model for selecting functionally consistent proteins.

    Science.gov (United States)

    Yu, Lianbo; Doerge, Rw

    2010-09-28

    High-throughput technologies have led to a new era of proteomics. Although protein microarray experiments are becoming more common place there are a variety of experimental and statistical issues that have yet to be addressed, and that will carry over to new high-throughput technologies unless they are investigated. One of the largest of these challenges is the selection of functionally consistent proteins. We present a novel semi-nonparametric mixture model for classifying proteins as consistent or inconsistent while controlling the false discovery rate and the false non-discovery rate. The performance of the proposed approach is compared to current methods via simulation under a variety of experimental conditions. We provide a statistical method for selecting functionally consistent proteins in the context of protein microarray experiments, but the proposed semi-nonparametric mixture model method can certainly be generalized to solve other mixture data problems. The main advantage of this approach is that it provides the posterior probability of consistency for each protein.

  3. 1st Conference of the International Society for Nonparametric Statistics

    CERN Document Server

    Lahiri, S; Politis, Dimitris

    2014-01-01

    This volume is composed of peer-reviewed papers that have developed from the First Conference of the International Society for NonParametric Statistics (ISNPS). This inaugural conference took place in Chalkidiki, Greece, June 15-19, 2012. It was organized with the co-sponsorship of the IMS, the ISI, and other organizations. M.G. Akritas, S.N. Lahiri, and D.N. Politis are the first executive committee members of ISNPS, and the editors of this volume. ISNPS has a distinguished Advisory Committee that includes Professors R.Beran, P.Bickel, R. Carroll, D. Cook, P. Hall, R. Johnson, B. Lindsay, E. Parzen, P. Robinson, M. Rosenblatt, G. Roussas, T. SubbaRao, and G. Wahba. The Charting Committee of ISNPS consists of more than 50 prominent researchers from all over the world.   The chapters in this volume bring forth recent advances and trends in several areas of nonparametric statistics. In this way, the volume facilitates the exchange of research ideas, promotes collaboration among researchers from all over the wo...

  4. 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.

  5. Estimation of Nanodiamond Surface Charge Density from Zeta Potential and Molecular Dynamics Simulations.

    Science.gov (United States)

    Ge, Zhenpeng; Wang, Yi

    2017-04-20

    Molecular dynamics simulations of nanoparticles (NPs) are increasingly used to study their interactions with various biological macromolecules. Such simulations generally require detailed knowledge of the surface composition of the NP under investigation. Even for some well-characterized nanoparticles, however, this knowledge is not always available. An example is nanodiamond, a nanoscale diamond particle with surface dominated by oxygen-containing functional groups. In this work, we explore using the harmonic restraint method developed by Venable et al., to estimate the surface charge density (σ) of nanodiamonds. Based on the Gouy-Chapman theory, we convert the experimentally determined zeta potential of a nanodiamond to an effective charge density (σ eff ), and then use the latter to estimate σ via molecular dynamics simulations. Through scanning a series of nanodiamond models, we show that the above method provides a straightforward protocol to determine the surface charge density of relatively large (> ∼100 nm) NPs. Overall, our results suggest that despite certain limitation, the above protocol can be readily employed to guide the model construction for MD simulations, which is particularly useful when only limited experimental information on the NP surface composition is available to a modeler.

  6. Application of Density Estimation Methods to Datasets Collected From a Glider

    Science.gov (United States)

    2015-09-30

    2832. PUBLICATIONS Küsel, E.T., Siderius, M., and Mellinger, D.K., “Single-sensor, cue- counting population density estimation: Average ...contained echolocation clicks of sperm whales (Physeter macrocephalus). This species is also known to occur in the Gulf of Mexico where data is...Because such approach considers the entire click bandwidth, the average probability of detection of thousands of click realizations, and hence the

  7. Estimating the joint survival probabilities of married individuals

    NARCIS (Netherlands)

    Sanders, Lisanne; Melenberg, Bertrand

    We estimate the joint survival probability of spouses using a large random sample drawn from a Dutch census. As benchmarks we use two bivariate Weibull models. We consider more flexible models, using a semi-nonparametric approach, by extending the independent Weibull distribution using squared

  8. Economic decision making and the application of nonparametric prediction models

    Science.gov (United States)

    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.

  9. Nonparametric Bayesian models through probit stick-breaking processes.

    Science.gov (United States)

    Rodríguez, Abel; Dunson, David B

    2011-03-01

    We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology.

  10. Estimation of energy density of Li-S batteries with liquid and solid electrolytes

    Science.gov (United States)

    Li, Chunmei; Zhang, Heng; Otaegui, Laida; Singh, Gurpreet; Armand, Michel; Rodriguez-Martinez, Lide M.

    2016-09-01

    With the exponential growth of technology in mobile devices and the rapid expansion of electric vehicles into the market, it appears that the energy density of the state-of-the-art Li-ion batteries (LIBs) cannot satisfy the practical requirements. Sulfur has been one of the best cathode material choices due to its high charge storage (1675 mAh g-1), natural abundance and easy accessibility. In this paper, calculations are performed for different cell design parameters such as the active material loading, the amount/thickness of electrolyte, the sulfur utilization, etc. to predict the energy density of Li-S cells based on liquid, polymeric and ceramic electrolytes. It demonstrates that Li-S battery is most likely to be competitive in gravimetric energy density, but not volumetric energy density, with current technology, when comparing with LIBs. Furthermore, the cells with polymer and thin ceramic electrolytes show promising potential in terms of high gravimetric energy density, especially the cells with the polymer electrolyte. This estimation study of Li-S energy density can be used as a good guidance for controlling the key design parameters in order to get desirable energy density at cell-level.

  11. Glaucoma Monitoring in a Clinical Setting Glaucoma Progression Analysis vs Nonparametric Progression Analysis in the Groningen Longitudinal Glaucoma Study

    NARCIS (Netherlands)

    Wesselink, Christiaan; Heeg, Govert P.; Jansonius, Nomdo M.

    Objective: To compare prospectively 2 perimetric progression detection algorithms for glaucoma, the Early Manifest Glaucoma Trial algorithm (glaucoma progression analysis [GPA]) and a nonparametric algorithm applied to the mean deviation (MD) (nonparametric progression analysis [NPA]). Methods:

  12. A Bayesian approach to the analysis of quantal bioassay studies using nonparametric mixture models.

    Science.gov (United States)

    Fronczyk, Kassandra; Kottas, Athanasios

    2014-03-01

    We develop a Bayesian nonparametric mixture modeling framework for quantal bioassay settings. The approach is built upon modeling dose-dependent response distributions. We adopt a structured nonparametric prior mixture model, which induces a monotonicity restriction for the dose-response curve. Particular emphasis is placed on the key risk assessment goal of calibration for the dose level that corresponds to a specified response. The proposed methodology yields flexible inference for the dose-response relationship as well as for other inferential objectives, as illustrated with two data sets from the literature. © 2013, The International Biometric Society.

  13. Robust Estimation of Electron Density From Anatomic Magnetic Resonance Imaging of the Brain Using a Unifying Multi-Atlas Approach

    Energy Technology Data Exchange (ETDEWEB)

    Ren, Shangjie [Tianjin Key Laboratory of Process Measurement and Control, School of Electrical Engineering and Automation, Tianjin University, Tianjin (China); Department of Radiation Oncology, Stanford University School of Medicine, Palo Alto, California (United States); Hara, Wendy; Wang, Lei; Buyyounouski, Mark K.; Le, Quynh-Thu; Xing, Lei [Department of Radiation Oncology, Stanford University School of Medicine, Palo Alto, California (United States); Li, Ruijiang, E-mail: rli2@stanford.edu [Department of Radiation Oncology, Stanford University School of Medicine, Palo Alto, California (United States)

    2017-03-15

    Purpose: To develop a reliable method to estimate electron density based on anatomic magnetic resonance imaging (MRI) of the brain. Methods and Materials: We proposed a unifying multi-atlas approach for electron density estimation based on standard T1- and T2-weighted MRI. First, a composite atlas was constructed through a voxelwise matching process using multiple atlases, with the goal of mitigating effects of inherent anatomic variations between patients. Next we computed for each voxel 2 kinds of conditional probabilities: (1) electron density given its image intensity on T1- and T2-weighted MR images; and (2) electron density given its spatial location in a reference anatomy, obtained by deformable image registration. These were combined into a unifying posterior probability density function using the Bayesian formalism, which provided the optimal estimates for electron density. We evaluated the method on 10 patients using leave-one-patient-out cross-validation. Receiver operating characteristic analyses for detecting different tissue types were performed. Results: The proposed method significantly reduced the errors in electron density estimation, with a mean absolute Hounsfield unit error of 119, compared with 140 and 144 (P<.0001) using conventional T1-weighted intensity and geometry-based approaches, respectively. For detection of bony anatomy, the proposed method achieved an 89% area under the curve, 86% sensitivity, 88% specificity, and 90% accuracy, which improved upon intensity and geometry-based approaches (area under the curve: 79% and 80%, respectively). Conclusion: The proposed multi-atlas approach provides robust electron density estimation and bone detection based on anatomic MRI. If validated on a larger population, our work could enable the use of MRI as a primary modality for radiation treatment planning.

  14. About an adaptively weighted Kaplan-Meier estimate.

    Science.gov (United States)

    Plante, Jean-François

    2009-09-01

    The minimum averaged mean squared error nonparametric adaptive weights use data from m possibly different populations to infer about one population of interest. The definition of these weights is based on the properties of the empirical distribution function. We use the Kaplan-Meier estimate to let the weights accommodate right-censored data and use them to define the weighted Kaplan-Meier estimate. The proposed estimate is smoother than the usual Kaplan-Meier estimate and converges uniformly in probability to the target distribution. Simulations show that the performances of the weighted Kaplan-Meier estimate on finite samples exceed that of the usual Kaplan-Meier estimate. A case study is also presented.

  15. A general approach to posterior contraction in nonparametric inverse problems

    NARCIS (Netherlands)

    Knapik, Bartek; Salomond, Jean Bernard

    In this paper, we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive contraction rates for the parameter of interest from contraction rates of the related

  16. Remote estimation of crown size and tree density in snowy areas

    Science.gov (United States)

    Kishi, R.; Ito, A.; Kamada, K.; Fukita, T.; Lahrita, L.; Kawase, Y.; Murahashi, K.; Kawamata, H.; Naruse, N.; Takahashi, Y.

    2017-12-01

    Precise estimation of tree density in the forest leads us to understand the amount of carbon dioxide fixed by plants. Aerial photographs have been used to measure the number of trees. Campaign using aircraft, however, is expensive ( $50,000/1 campaign flight) and the research area is limited in drone. In addition, previous studies estimating the density of trees from aerial photographs have been performed in the summer, so there was a gap of 15% in the estimation due to the overlapping of the leaves. Here, we have proposed a method to accurately estimate the number of forest trees from the satellite images of snow-covered deciduous forest area, using the ratio of branches to snow. The advantages of our method are as follows; 1) snow area could be excluded easily due to the high reflectance, 2) tree branches are small overlapping compared to leaves. Although our method can use only in the snowfall region, the area covered with snow in the world becomes more than 12,800,000 km2. Our proposition should play an important role in discussing global warming. As a test area, we have chosen the forest near Mt. Amano in Iwate prefecture in Japan. First, we made a new index of (Band1-Band5)/(Band1+Band5), which will be suitable to distinguish between the snow and the tree trunk using the corresponding spectral reflection data. Next, the index values of changing the ratio in 1% increments were listed. From the satellite image analysis at 4 points, the ratio of snow to tree trunk showed the following values, I:61%, II:65%, III:66% and IV:65%. To confirm the estimation, we used the aerial photograph from Google earth; the rate was I:42.05%, II:48.89%, III:50.64%, IV:49.05%, respectively. There is a correlation between the numerical values of both, but there are differences. We will discuss in detail at this point, focusing on the effect of shadows.

  17. A pdf-Free Change Detection Test Based on Density Difference Estimation.

    Science.gov (United States)

    Bu, Li; Alippi, Cesare; Zhao, Dongbin

    2018-02-01

    The ability to detect online changes in stationarity or time variance in a data stream is a hot research topic with striking implications. In this paper, we propose a novel probability density function-free change detection test, which is based on the least squares density-difference estimation method and operates online on multidimensional inputs. The test does not require any assumption about the underlying data distribution, and is able to operate immediately after having been configured by adopting a reservoir sampling mechanism. Thresholds requested to detect a change are automatically derived once a false positive rate is set by the application designer. Comprehensive experiments validate the effectiveness in detection of the proposed method both in terms of detection promptness and accuracy.

  18. Large Scale Density Estimation of Blue and Fin Whales: Utilizing Sparse Array Data to Develop and Implement a New Method for Estimating Blue and Fin Whale Density

    Science.gov (United States)

    2015-09-30

    titled “Ocean Basin Impact of Ambient Noise on Marine Mammal Detectability, Distribution, and Acoustic Communication ”. Patterns and trends of ocean... mammals in response to potentially negative interactions with human activity requires knowledge of how many animals are present in an area during a...specific time period. Many marine mammal species are relatively hard to sight, making standard visual methods of density estimation difficult and

  19. Parametric estimation of P(X > Y) for normal distributions in the context of probabilistic environmental risk assessment.

    Science.gov (United States)

    Jacobs, Rianne; Bekker, Andriëtte A; van der Voet, Hilko; Ter Braak, Cajo J F

    2015-01-01

    Estimating the risk, P(X > Y), in probabilistic environmental risk assessment of nanoparticles is a problem when confronted by potentially small risks and small sample sizes of the exposure concentration X and/or the effect concentration Y. This is illustrated in the motivating case study of aquatic risk assessment of nano-Ag. A non-parametric estimator based on data alone is not sufficient as it is limited by sample size. In this paper, we investigate the maximum gain possible when making strong parametric assumptions as opposed to making no parametric assumptions at all. We compare maximum likelihood and Bayesian estimators with the non-parametric estimator and study the influence of sample size and risk on the (interval) estimators via simulation. We found that the parametric estimators enable us to estimate and bound the risk for smaller sample sizes and small risks. Also, the Bayesian estimator outperforms the maximum likelihood estimators in terms of coverage and interval lengths and is, therefore, preferred in our motivating case study.

  20. Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet Process Mixtures.

    Science.gov (United States)

    Filippi, Sarah; Holmes, Chris C; Nieto-Barajas, Luis E

    2016-11-16

    In this article we propose novel Bayesian nonparametric methods using Dirichlet Process Mixture (DPM) models for detecting pairwise dependence between random variables while accounting for uncertainty in the form of the underlying distributions. A key criteria is that the procedures should scale to large data sets. In this regard we find that the formal calculation of the Bayes factor for a dependent-vs.-independent DPM joint probability measure is not feasible computationally. To address this we present Bayesian diagnostic measures for characterising evidence against a "null model" of pairwise independence. In simulation studies, as well as for a real data analysis, we show that our approach provides a useful tool for the exploratory nonparametric Bayesian analysis of large multivariate data sets.

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