Variance estimation in the analysis of microarray data

KAUST Repository

Wang, Yuedong

2009-04-01

Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.

On the robustness of two-stage estimators

KAUST Repository

Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio

2012-01-01

The aim of this note is to provide a general framework for the analysis of the robustness properties of a broad class of two-stage models. We derive the influence function, the change-of-variance function, and the asymptotic variance of a general

Robust LOD scores for variance component-based linkage analysis.

Science.gov (United States)

Blangero, J; Williams, J T; Almasy, L

2000-01-01

The variance component method is now widely used for linkage analysis of quantitative traits. Although this approach offers many advantages, the importance of the underlying assumption of multivariate normality of the trait distribution within pedigrees has not been studied extensively. Simulation studies have shown that traits with leptokurtic distributions yield linkage test statistics that exhibit excessive Type I error when analyzed naively. We derive analytical formulae relating the deviation from the expected asymptotic distribution of the lod score to the kurtosis and total heritability of the quantitative trait. A simple correction constant yields a robust lod score for any deviation from normality and for any pedigree structure, and effectively eliminates the problem of inflated Type I error due to misspecification of the underlying probability model in variance component-based linkage analysis.

Shrinkage Estimators for Robust and Efficient Inference in Haplotype-Based Case-Control Studies

KAUST Repository

Chen, Yi-Hau; Chatterjee, Nilanjan; Carroll, Raymond J.

2009-01-01

Case-control association studies often aim to investigate the role of genes and gene-environment interactions in terms of the underlying haplotypes (i.e., the combinations of alleles at multiple genetic loci along chromosomal regions). The goal of this article is to develop robust but efficient approaches to the estimation of disease odds-ratio parameters associated with haplotypes and haplotype-environment interactions. We consider "shrinkage" estimation techniques that can adaptively relax the model assumptions of Hardy-Weinberg-Equilibrium and gene-environment independence required by recently proposed efficient "retrospective" methods. Our proposal involves first development of a novel retrospective approach to the analysis of case-control data, one that is robust to the nature of the gene-environment distribution in the underlying population. Next, it involves shrinkage of the robust retrospective estimator toward a more precise, but model-dependent, retrospective estimator using novel empirical Bayes and penalized regression techniques. Methods for variance estimation are proposed based on asymptotic theories. Simulations and two data examples illustrate both the robustness and efficiency of the proposed methods.

Shrinkage Estimators for Robust and Efficient Inference in Haplotype-Based Case-Control Studies

KAUST Repository

Chen, Yi-Hau

2009-03-01

Case-control association studies often aim to investigate the role of genes and gene-environment interactions in terms of the underlying haplotypes (i.e., the combinations of alleles at multiple genetic loci along chromosomal regions). The goal of this article is to develop robust but efficient approaches to the estimation of disease odds-ratio parameters associated with haplotypes and haplotype-environment interactions. We consider "shrinkage" estimation techniques that can adaptively relax the model assumptions of Hardy-Weinberg-Equilibrium and gene-environment independence required by recently proposed efficient "retrospective" methods. Our proposal involves first development of a novel retrospective approach to the analysis of case-control data, one that is robust to the nature of the gene-environment distribution in the underlying population. Next, it involves shrinkage of the robust retrospective estimator toward a more precise, but model-dependent, retrospective estimator using novel empirical Bayes and penalized regression techniques. Methods for variance estimation are proposed based on asymptotic theories. Simulations and two data examples illustrate both the robustness and efficiency of the proposed methods.

Variance computations for functional of absolute risk estimates.

Science.gov (United States)

Pfeiffer, R M; Petracci, E

2011-07-01

We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.

Comparing estimates of genetic variance across different relationship models.

Science.gov (United States)

Legarra, Andres

2016-02-01

Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.

Estimating High-Frequency Based (Co-) Variances: A Unified Approach

DEFF Research Database (Denmark)

Voev, Valeri; Nolte, Ingmar

We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent...... and commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...

Approximate zero-variance Monte Carlo estimation of Markovian unreliability

International Nuclear Information System (INIS)

Delcoux, J.L.; Labeau, P.E.; Devooght, J.

1997-01-01

Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)

Static models, recursive estimators and the zero-variance approach

KAUST Repository

Rubino, Gerardo

2016-01-07

When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent combinatorial explosion of the state spaces. In the Monte Carlo domain, on of the most significant difficulties is the rare event situation. In this talk, we describe this context and a recent technique that appears to be at the top performance level in the area, where we combined ideas that lead to very fast estimation procedures with another approach called zero-variance approximation. Both ideas produced a very efficient method that has the right theoretical property concerning robustness, the Bounded Relative Error one. Some examples illustrate the results.

Robust inference in sample selection models

KAUST Repository

Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio

2015-01-01

The problem of non-random sample selectivity often occurs in practice in many fields. The classical estimators introduced by Heckman are the backbone of the standard statistical analysis of these models. However, these estimators are very sensitive to small deviations from the distributional assumptions which are often not satisfied in practice. We develop a general framework to study the robustness properties of estimators and tests in sample selection models. We derive the influence function and the change-of-variance function of Heckman's two-stage estimator, and we demonstrate the non-robustness of this estimator and its estimated variance to small deviations from the model assumed. We propose a procedure for robustifying the estimator, prove its asymptotic normality and give its asymptotic variance. Both cases with and without an exclusion restriction are covered. This allows us to construct a simple robust alternative to the sample selection bias test. We illustrate the use of our new methodology in an analysis of ambulatory expenditures and we compare the performance of the classical and robust methods in a Monte Carlo simulation study.

Robust inference in sample selection models

KAUST Repository

Zhelonkin, Mikhail

2015-11-20

The problem of non-random sample selectivity often occurs in practice in many fields. The classical estimators introduced by Heckman are the backbone of the standard statistical analysis of these models. However, these estimators are very sensitive to small deviations from the distributional assumptions which are often not satisfied in practice. We develop a general framework to study the robustness properties of estimators and tests in sample selection models. We derive the influence function and the change-of-variance function of Heckman\\'s two-stage estimator, and we demonstrate the non-robustness of this estimator and its estimated variance to small deviations from the model assumed. We propose a procedure for robustifying the estimator, prove its asymptotic normality and give its asymptotic variance. Both cases with and without an exclusion restriction are covered. This allows us to construct a simple robust alternative to the sample selection bias test. We illustrate the use of our new methodology in an analysis of ambulatory expenditures and we compare the performance of the classical and robust methods in a Monte Carlo simulation study.

Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium

DEFF Research Database (Denmark)

Casas, Isabel; Mao, Xiuping; Veiga, Helena

This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...

Realized range-based estimation of integrated variance

DEFF Research Database (Denmark)

Christensen, Kim; Podolskij, Mark

2007-01-01

We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...

Robust estimation of the correlation matrix of longitudinal data

KAUST Repository

Maadooliat, Mehdi

2011-09-23

We propose a double-robust procedure for modeling the correlation matrix of a longitudinal dataset. It is based on an alternative Cholesky decomposition of the form Σ=DLL⊤D where D is a diagonal matrix proportional to the square roots of the diagonal entries of Σ and L is a unit lower-triangular matrix determining solely the correlation matrix. The first robustness is with respect to model misspecification for the innovation variances in D, and the second is robustness to outliers in the data. The latter is handled using heavy-tailed multivariate t-distributions with unknown degrees of freedom. We develop a Fisher scoring algorithm for computing the maximum likelihood estimator of the parameters when the nonredundant and unconstrained entries of (L,D) are modeled parsimoniously using covariates. We compare our results with those based on the modified Cholesky decomposition of the form LD2L⊤ using simulations and a real dataset. © 2011 Springer Science+Business Media, LLC.

DFT-based channel estimation and noise variance estimation techniques for single-carrier FDMA

OpenAIRE

Huang, G; Nix, AR; Armour, SMD

2010-01-01

Practical frequency domain equalization (FDE) systems generally require knowledge of the channel and the noise variance to equalize the received signal in a frequency-selective fading channel. Accurate channel estimate and noise variance estimate are thus desirable to improve receiver performance. In this paper we investigate the performance of the denoise channel estimator and the approximate linear minimum mean square error (A-LMMSE) channel estimator with channel power delay profile (PDP) ...

Comparison of variance estimators for metaanalysis of instrumental variable estimates

NARCIS (Netherlands)

Schmidt, A. F.; Hingorani, A. D.; Jefferis, B. J.; White, J.; Groenwold, R. H H; Dudbridge, F.; Ben-Shlomo, Y.; Chaturvedi, N.; Engmann, J.; Hughes, A.; Humphries, S.; Hypponen, E.; Kivimaki, M.; Kuh, D.; Kumari, M.; Menon, U.; Morris, R.; Power, C.; Price, J.; Wannamethee, G.; Whincup, P.

2016-01-01

Background: Mendelian randomization studies perform instrumental variable (IV) analysis using genetic IVs. Results of individual Mendelian randomization studies can be pooled through meta-analysis. We explored how different variance estimators influence the meta-analysed IV estimate. Methods: Two

Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix *

OpenAIRE

Ismail, Amine; Pham, Huyên

2016-01-01

This paper studies a robust continuous-time Markowitz portfolio selection pro\\-blem where the model uncertainty carries on the covariance matrix of multiple risky assets. This problem is formulated into a min-max mean-variance problem over a set of non-dominated probability measures that is solved by a McKean-Vlasov dynamic programming approach, which allows us to characterize the solution in terms of a Bellman-Isaacs equation in the Wasserstein space of probability measures. We provide expli...

Variance of a product with application to uranium estimation

International Nuclear Information System (INIS)

Lowe, V.W.; Waterman, M.S.

1976-01-01

The U in a container can either be determined directly by NDA or by estimating the weight of material in the container and the concentration of U in this material. It is important to examine the statistical properties of estimating the amount of U by multiplying the estimates of weight and concentration. The variance of the product determines the accuracy of the estimate of the amount of uranium. This paper examines the properties of estimates of the variance of the product of two random variables

Zero-intelligence realized variance estimation

NARCIS (Netherlands)

Gatheral, J.; Oomen, R.C.A.

2010-01-01

Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and

Robust Means Modeling: An Alternative for Hypothesis Testing of Independent Means under Variance Heterogeneity and Nonnormality

Science.gov (United States)

Fan, Weihua; Hancock, Gregory R.

2012-01-01

This study proposes robust means modeling (RMM) approaches for hypothesis testing of mean differences for between-subjects designs in order to control the biasing effects of nonnormality and variance inequality. Drawing from structural equation modeling (SEM), the RMM approaches make no assumption of variance homogeneity and employ robust…

Gini estimation under infinite variance

NARCIS (Netherlands)

A. Fontanari (Andrea); N.N. Taleb (Nassim Nicholas); P. Cirillo (Pasquale)

2018-01-01

textabstractWe study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α∈(1,2)). We show that, in such a case, the Gini coefficient

Qualitative Robustness in Estimation

Directory of Open Access Journals (Sweden)

Mohammed Nasser

2012-07-01

Full Text Available Normal 0 false false false EN-US X-NONE X-NONE /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:11.0pt; font-family:"Times New Roman","serif";} Qualitative robustness, influence function, and breakdown point are three main concepts to judge an estimator from the viewpoint of robust estimation. It is important as well as interesting to study relation among them. This article attempts to present the concept of qualitative robustness as forwarded by first proponents and its later development. It illustrates intricacies of qualitative robustness and its relation with consistency, and also tries to remove commonly believed misunderstandings about relation between influence function and qualitative robustness citing some examples from literature and providing a new counter-example. At the end it places a useful finite and a simulated version of   qualitative robustness index (QRI. In order to assess the performance of the proposed measures, we have compared fifteen estimators of correlation coefficient using simulated as well as real data sets.

On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization

NARCIS (Netherlands)

F. Cong (Fei); C.W. Oosterlee (Kees)

2017-01-01

textabstractWe consider robust pre-commitment and time-consistent mean-variance optimal asset allocation strategies, that are required to perform well also in a worst-case scenario regarding the development of the asset price. We show that worst-case scenarios for both strategies can be found by

Asymptotic variance of grey-scale surface area estimators

DEFF Research Database (Denmark)

Svane, Anne Marie

Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in isotropic and sufficiently smooth settings, resulting...... in a general asymptotic bound. For compact convex sets with nowhere vanishing Gaussian curvature, the asymptotics can be described more explicitly. As in the case of volume estimators, the variance is decomposed into a lattice sum and an oscillating term of at most the same magnitude....

The comparison between several robust ridge regression estimators in the presence of multicollinearity and multiple outliers

Science.gov (United States)

Zahari, Siti Meriam; Ramli, Norazan Mohamed; Moktar, Balkiah; Zainol, Mohammad Said

2014-09-01

In the presence of multicollinearity and multiple outliers, statistical inference of linear regression model using ordinary least squares (OLS) estimators would be severely affected and produces misleading results. To overcome this, many approaches have been investigated. These include robust methods which were reported to be less sensitive to the presence of outliers. In addition, ridge regression technique was employed to tackle multicollinearity problem. In order to mitigate both problems, a combination of ridge regression and robust methods was discussed in this study. The superiority of this approach was examined when simultaneous presence of multicollinearity and multiple outliers occurred in multiple linear regression. This study aimed to look at the performance of several well-known robust estimators; M, MM, RIDGE and robust ridge regression estimators, namely Weighted Ridge M-estimator (WRM), Weighted Ridge MM (WRMM), Ridge MM (RMM), in such a situation. Results of the study showed that in the presence of simultaneous multicollinearity and multiple outliers (in both x and y-direction), the RMM and RIDGE are more or less similar in terms of superiority over the other estimators, regardless of the number of observation, level of collinearity and percentage of outliers used. However, when outliers occurred in only single direction (y-direction), the WRMM estimator is the most superior among the robust ridge regression estimators, by producing the least variance. In conclusion, the robust ridge regression is the best alternative as compared to robust and conventional least squares estimators when dealing with simultaneous presence of multicollinearity and outliers.

Estimating quadratic variation using realized variance

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole Eiler; Shephard, N.

2002-01-01

with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....

Replication Variance Estimation under Two-phase Sampling in the Presence of Non-response

Directory of Open Access Journals (Sweden)

Muqaddas Javed

2014-09-01

Full Text Available Kim and Yu (2011 discussed replication variance estimator for two-phase stratified sampling. In this paper estimators for mean have been proposed in two-phase stratified sampling for different situation of existence of non-response at first phase and second phase. The expressions of variances of these estimators have been derived. Furthermore, replication-based jackknife variance estimators of these variances have also been derived. Simulation study has been conducted to investigate the performance of the suggested estimators.

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

Variance in parametric images: direct estimation from parametric projections

International Nuclear Information System (INIS)

Maguire, R.P.; Leenders, K.L.; Spyrou, N.M.

2000-01-01

Recent work has shown that it is possible to apply linear kinetic models to dynamic projection data in PET in order to calculate parameter projections. These can subsequently be back-projected to form parametric images - maps of parameters of physiological interest. Critical to the application of these maps, to test for significant changes between normal and pathophysiology, is an assessment of the statistical uncertainty. In this context, parametric images also include simple integral images from, e.g., [O-15]-water used to calculate statistical parametric maps (SPMs). This paper revisits the concept of parameter projections and presents a more general formulation of the parameter projection derivation as well as a method to estimate parameter variance in projection space, showing which analysis methods (models) can be used. Using simulated pharmacokinetic image data we show that a method based on an analysis in projection space inherently calculates the mathematically rigorous pixel variance. This results in an estimation which is as accurate as either estimating variance in image space during model fitting, or estimation by comparison across sets of parametric images - as might be done between individuals in a group pharmacokinetic PET study. The method based on projections has, however, a higher computational efficiency, and is also shown to be more precise, as reflected in smooth variance distribution images when compared to the other methods. (author)

Estimation of noise-free variance to measure heterogeneity.

Directory of Open Access Journals (Sweden)

Tilo Winkler

Full Text Available Variance is a statistical parameter used to characterize heterogeneity or variability in data sets. However, measurements commonly include noise, as random errors superimposed to the actual value, which may substantially increase the variance compared to a noise-free data set. Our aim was to develop and validate a method to estimate noise-free spatial heterogeneity of pulmonary perfusion using dynamic positron emission tomography (PET scans. On theoretical grounds, we demonstrate a linear relationship between the total variance of a data set derived from averages of n multiple measurements, and the reciprocal of n. Using multiple measurements with varying n yields estimates of the linear relationship including the noise-free variance as the constant parameter. In PET images, n is proportional to the number of registered decay events, and the variance of the image is typically normalized by the square of its mean value yielding a coefficient of variation squared (CV(2. The method was evaluated with a Jaszczak phantom as reference spatial heterogeneity (CV(r(2 for comparison with our estimate of noise-free or 'true' heterogeneity (CV(t(2. We found that CV(t(2 was only 5.4% higher than CV(r2. Additional evaluations were conducted on 38 PET scans of pulmonary perfusion using (13NN-saline injection. The mean CV(t(2 was 0.10 (range: 0.03-0.30, while the mean CV(2 including noise was 0.24 (range: 0.10-0.59. CV(t(2 was in average 41.5% of the CV(2 measured including noise (range: 17.8-71.2%. The reproducibility of CV(t(2 was evaluated using three repeated PET scans from five subjects. Individual CV(t(2 were within 16% of each subject's mean and paired t-tests revealed no difference among the results from the three consecutive PET scans. In conclusion, our method provides reliable noise-free estimates of CV(t(2 in PET scans, and may be useful for similar statistical problems in experimental data.

Toward a more robust variance-based global sensitivity analysis of model outputs

Energy Technology Data Exchange (ETDEWEB)

Tong, C

2007-10-15

Global sensitivity analysis (GSA) measures the variation of a model output as a function of the variations of the model inputs given their ranges. In this paper we consider variance-based GSA methods that do not rely on certain assumptions about the model structure such as linearity or monotonicity. These variance-based methods decompose the output variance into terms of increasing dimensionality called 'sensitivity indices', first introduced by Sobol' [25]. Sobol' developed a method of estimating these sensitivity indices using Monte Carlo simulations. McKay [13] proposed an efficient method using replicated Latin hypercube sampling to compute the 'correlation ratios' or 'main effects', which have been shown to be equivalent to Sobol's first-order sensitivity indices. Practical issues with using these variance estimators are how to choose adequate sample sizes and how to assess the accuracy of the results. This paper proposes a modified McKay main effect method featuring an adaptive procedure for accuracy assessment and improvement. We also extend our adaptive technique to the computation of second-order sensitivity indices. Details of the proposed adaptive procedure as wells as numerical results are included in this paper.

Robust estimation and hypothesis testing

CERN Document Server

Tiku, Moti L

2004-01-01

In statistical theory and practice, a certain distribution is usually assumed and then optimal solutions sought. Since deviations from an assumed distribution are very common, one cannot feel comfortable with assuming a particular distribution and believing it to be exactly correct. That brings the robustness issue in focus. In this book, we have given statistical procedures which are robust to plausible deviations from an assumed mode. The method of modified maximum likelihood estimation is used in formulating these procedures. The modified maximum likelihood estimators are explicit functions of sample observations and are easy to compute. They are asymptotically fully efficient and are as efficient as the maximum likelihood estimators for small sample sizes. The maximum likelihood estimators have computational problems and are, therefore, elusive. A broad range of topics are covered in this book. Solutions are given which are easy to implement and are efficient. The solutions are also robust to data anomali...

Introduction to Robust Estimation and Hypothesis Testing

CERN Document Server

Wilcox, Rand R

2012-01-01

This revised book provides a thorough explanation of the foundation of robust methods, incorporating the latest updates on R and S-Plus, robust ANOVA (Analysis of Variance) and regression. It guides advanced students and other professionals through the basic strategies used for developing practical solutions to problems, and provides a brief background on the foundations of modern methods, placing the new methods in historical context. Author Rand Wilcox includes chapter exercises and many real-world examples that illustrate how various methods perform in different situations.Introduction to R

Estimation of (co)variances for genomic regions of flexible sizes

DEFF Research Database (Denmark)

Sørensen, Lars P; Janss, Luc; Madsen, Per

2012-01-01

was used. There was a clear difference in the region-wise patterns of genomic correlation among combinations of traits, with distinctive peaks indicating the presence of pleiotropic QTL. CONCLUSIONS: The results show that it is possible to estimate, genome-wide and region-wise genomic (co)variances......BACKGROUND: Multi-trait genomic models in a Bayesian context can be used to estimate genomic (co)variances, either for a complete genome or for genomic regions (e.g. per chromosome) for the purpose of multi-trait genomic selection or to gain further insight into the genomic architecture of related...... with a common prior distribution for the marker allele substitution effects and estimation of the hyperparameters in this prior distribution from the progeny means data. From the Markov chain Monte Carlo samples of the allele substitution effects, genomic (co)variances were calculated on a whole-genome level...

Estimating Predictive Variance for Statistical Gas Distribution Modelling

International Nuclear Information System (INIS)

Lilienthal, Achim J.; Asadi, Sahar; Reggente, Matteo

2009-01-01

Recent publications in statistical gas distribution modelling have proposed algorithms that model mean and variance of a distribution. This paper argues that estimating the predictive concentration variance entails not only a gradual improvement but is rather a significant step to advance the field. This is, first, since the models much better fit the particular structure of gas distributions, which exhibit strong fluctuations with considerable spatial variations as a result of the intermittent character of gas dispersal. Second, because estimating the predictive variance allows to evaluate the model quality in terms of the data likelihood. This offers a solution to the problem of ground truth evaluation, which has always been a critical issue for gas distribution modelling. It also enables solid comparisons of different modelling approaches, and provides the means to learn meta parameters of the model, to determine when the model should be updated or re-initialised, or to suggest new measurement locations based on the current model. We also point out directions of related ongoing or potential future research work.

Simultaneous Monte Carlo zero-variance estimates of several correlated means

International Nuclear Information System (INIS)

Booth, T.E.

1998-01-01

Zero-variance biasing procedures are normally associated with estimating a single mean or tally. In particular, a zero-variance solution occurs when every sampling is made proportional to the product of the true probability multiplied by the expected score (importance) subsequent to the sampling; i.e., the zero-variance sampling is importance weighted. Because every tally has a different importance function, a zero-variance biasing for one tally cannot be a zero-variance biasing for another tally (unless the tallies are perfectly correlated). The way to optimize the situation when the required tallies have positive correlation is shown

Methods to estimate the between‐study variance and its uncertainty in meta‐analysis†

Science.gov (United States)

Jackson, Dan; Viechtbauer, Wolfgang; Bender, Ralf; Bowden, Jack; Knapp, Guido; Kuss, Oliver; Higgins, Julian PT; Langan, Dean; Salanti, Georgia

2015-01-01

Meta‐analyses are typically used to estimate the overall/mean of an outcome of interest. However, inference about between‐study variability, which is typically modelled using a between‐study variance parameter, is usually an additional aim. The DerSimonian and Laird method, currently widely used by default to estimate the between‐study variance, has been long challenged. Our aim is to identify known methods for estimation of the between‐study variance and its corresponding uncertainty, and to summarise the simulation and empirical evidence that compares them. We identified 16 estimators for the between‐study variance, seven methods to calculate confidence intervals, and several comparative studies. Simulation studies suggest that for both dichotomous and continuous data the estimator proposed by Paule and Mandel and for continuous data the restricted maximum likelihood estimator are better alternatives to estimate the between‐study variance. Based on the scenarios and results presented in the published studies, we recommend the Q‐profile method and the alternative approach based on a ‘generalised Cochran between‐study variance statistic’ to compute corresponding confidence intervals around the resulting estimates. Our recommendations are based on a qualitative evaluation of the existing literature and expert consensus. Evidence‐based recommendations require an extensive simulation study where all methods would be compared under the same scenarios. © 2015 The Authors. Research Synthesis Methods published by John Wiley & Sons Ltd. PMID:26332144

Variance estimation for sensitivity analysis of poverty and inequality measures

Directory of Open Access Journals (Sweden)

Christian Dudel

2017-04-01

Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.

A Robust Statistics Approach to Minimum Variance Portfolio Optimization

Science.gov (United States)

Yang, Liusha; Couillet, Romain; McKay, Matthew R.

2015-12-01

We study the design of portfolios under a minimum risk criterion. The performance of the optimized portfolio relies on the accuracy of the estimated covariance matrix of the portfolio asset returns. For large portfolios, the number of available market returns is often of similar order to the number of assets, so that the sample covariance matrix performs poorly as a covariance estimator. Additionally, financial market data often contain outliers which, if not correctly handled, may further corrupt the covariance estimation. We address these shortcomings by studying the performance of a hybrid covariance matrix estimator based on Tyler's robust M-estimator and on Ledoit-Wolf's shrinkage estimator while assuming samples with heavy-tailed distribution. Employing recent results from random matrix theory, we develop a consistent estimator of (a scaled version of) the realized portfolio risk, which is minimized by optimizing online the shrinkage intensity. Our portfolio optimization method is shown via simulations to outperform existing methods both for synthetic and real market data.

Robust AIC with High Breakdown Scale Estimate

Directory of Open Access Journals (Sweden)

Shokrya Saleh

2014-01-01

Full Text Available Akaike Information Criterion (AIC based on least squares (LS regression minimizes the sum of the squared residuals; LS is sensitive to outlier observations. Alternative criterion, which is less sensitive to outlying observation, has been proposed; examples are robust AIC (RAIC, robust Mallows Cp (RCp, and robust Bayesian information criterion (RBIC. In this paper, we propose a robust AIC by replacing the scale estimate with a high breakdown point estimate of scale. The robustness of the proposed methods is studied through its influence function. We show that, the proposed robust AIC is effective in selecting accurate models in the presence of outliers and high leverage points, through simulated and real data examples.

Variance estimates for transport in stochastic media by means of the master equation

International Nuclear Information System (INIS)

Pautz, S. D.; Franke, B. C.; Prinja, A. K.

2013-01-01

The master equation has been used to examine properties of transport in stochastic media. It has been shown previously that not only may the Levermore-Pomraning (LP) model be derived from the master equation for a description of ensemble-averaged transport quantities, but also that equations describing higher-order statistical moments may be obtained. We examine in greater detail the equations governing the second moments of the distribution of the angular fluxes, from which variances may be computed. We introduce a simple closure for these equations, as well as several models for estimating the variances of derived transport quantities. We revisit previous benchmarks for transport in stochastic media in order to examine the error of these new variance models. We find, not surprisingly, that the errors in these variance estimates are at least as large as the corresponding estimates of the average, and sometimes much larger. We also identify patterns in these variance estimates that may help guide the construction of more accurate models. (authors)

Variance estimation for complex indicators of poverty and inequality using linearization techniques

Directory of Open Access Journals (Sweden)

Guillaume Osier

2009-12-01

Full Text Available The paper presents the Eurostat experience in calculating measures of precision, including standard errors, confidence intervals and design effect coefficients - the ratio of the variance of a statistic with the actual sample design to the variance of that statistic with a simple random sample of same size - for the "Laeken" indicators, that is, a set of complex indicators of poverty and inequality which had been set out in the framework of the EU-SILC project (European Statistics on Income and Living Conditions. The Taylor linearization method (Tepping, 1968; Woodruff, 1971; Wolter, 1985; Tille, 2000 is actually a well-established method to obtain variance estimators for nonlinear statistics such as ratios, correlation or regression coefficients. It consists of approximating a nonlinear statistic with a linear function of the observations by using first-order Taylor Series expansions. Then, an easily found variance estimator of the linear approximation is used as an estimator of the variance of the nonlinear statistic. Although the Taylor linearization method handles all the nonlinear statistics which can be expressed as a smooth function of estimated totals, the approach fails to encompass the "Laeken" indicators since the latter are having more complex mathematical expressions. Consequently, a generalized linearization method (Deville, 1999, which relies on the concept of influence function (Hampel, Ronchetti, Rousseeuw and Stahel, 1986, has been implemented. After presenting the EU-SILC instrument and the main target indicators for which variance estimates are needed, the paper elaborates on the main features of the linearization approach based on influence functions. Ultimately, estimated standard errors, confidence intervals and design effect coefficients obtained from this approach are presented and discussed.

Variance estimation in the analysis of microarray data

KAUST Repository

Wang, Yuedong; Ma, Yanyuan; Carroll, Raymond J.

2009-01-01

Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing

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.

Robust and efficient parameter estimation in dynamic models of biological systems.

Science.gov (United States)

Gábor, Attila; Banga, Julio R

2015-10-29

Dynamic modelling provides a systematic framework to understand function in biological systems. Parameter estimation in nonlinear dynamic models remains a very challenging inverse problem due to its nonconvexity and ill-conditioning. Associated issues like overfitting and local solutions are usually not properly addressed in the systems biology literature despite their importance. Here we present a method for robust and efficient parameter estimation which uses two main strategies to surmount the aforementioned difficulties: (i) efficient global optimization to deal with nonconvexity, and (ii) proper regularization methods to handle ill-conditioning. In the case of regularization, we present a detailed critical comparison of methods and guidelines for properly tuning them. Further, we show how regularized estimations ensure the best trade-offs between bias and variance, reducing overfitting, and allowing the incorporation of prior knowledge in a systematic way. We illustrate the performance of the presented method with seven case studies of different nature and increasing complexity, considering several scenarios of data availability, measurement noise and prior knowledge. We show how our method ensures improved estimations with faster and more stable convergence. We also show how the calibrated models are more generalizable. Finally, we give a set of simple guidelines to apply this strategy to a wide variety of calibration problems. Here we provide a parameter estimation strategy which combines efficient global optimization with a regularization scheme. This method is able to calibrate dynamic models in an efficient and robust way, effectively fighting overfitting and allowing the incorporation of prior information.

Semiparametric efficient and robust estimation of an unknown symmetric population under arbitrary sample selection bias

KAUST Repository

Ma, Yanyuan

2013-09-01

We propose semiparametric methods to estimate the center and shape of a symmetric population when a representative sample of the population is unavailable due to selection bias. We allow an arbitrary sample selection mechanism determined by the data collection procedure, and we do not impose any parametric form on the population distribution. Under this general framework, we construct a family of consistent estimators of the center that is robust to population model misspecification, and we identify the efficient member that reaches the minimum possible estimation variance. The asymptotic properties and finite sample performance of the estimation and inference procedures are illustrated through theoretical analysis and simulations. A data example is also provided to illustrate the usefulness of the methods in practice. © 2013 American Statistical Association.

Autonomous estimation of Allan variance coefficients of onboard fiber optic gyro

International Nuclear Information System (INIS)

Song Ningfang; Yuan Rui; Jin Jing

2011-01-01

Satellite motion included in gyro output disturbs the estimation of Allan variance coefficients of fiber optic gyro on board. Moreover, as a standard method for noise analysis of fiber optic gyro, Allan variance has too large offline computational effort and data storages to be applied to online estimation. In addition, with the development of deep space exploration, it is urged that satellite requires more autonomy including autonomous fault diagnosis and reconfiguration. To overcome the barriers and meet satellite autonomy, we present a new autonomous method for estimation of Allan variance coefficients including rate ramp, rate random walk, bias instability, angular random walk and quantization noise coefficients. In the method, we calculate differences between angle increments of star sensor and gyro to remove satellite motion from gyro output, and propose a state-space model using nonlinear adaptive filter technique for quantities previously measured from offline data techniques such as the Allan variance method. Simulations show the method correctly estimates Allan variance coefficients, R = 2.7965exp-4 0 /h 2 , K = 1.1714exp-3 0 /h 1.5 , B = 1.3185exp-3 0 /h, N = 5.982exp-4 0 /h 0.5 and Q = 5.197exp-7 0 in real time, and tracks degradation of gyro performance from initail values, R = 0.651 0 /h 2 , K = 0.801 0 /h 1.5 , B = 0.385 0 /h, N = 0.0874 0 /h 0.5 and Q = 8.085exp-5 0 , to final estimations, R = 9.548 0 /h 2 , K = 9.524 0 /h 1.5 , B = 2.234 0 /h, N = 0.5594 0 /h 0.5 and Q = 5.113exp-4 0 , due to gamma radiation in space. The technique proposed here effectively isolates satellite motion, and requires no data storage and any supports from the ground.

Power Estimation in Multivariate Analysis of Variance

Directory of Open Access Journals (Sweden)

Jean François Allaire

2007-09-01

Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.

Estimation variance bounds of importance sampling simulations in digital communication systems

Science.gov (United States)

Lu, D.; Yao, K.

1991-01-01

In practical applications of importance sampling (IS) simulation, two basic problems are encountered, that of determining the estimation variance and that of evaluating the proper IS parameters needed in the simulations. The authors derive new upper and lower bounds on the estimation variance which are applicable to IS techniques. The upper bound is simple to evaluate and may be minimized by the proper selection of the IS parameter. Thus, lower and upper bounds on the improvement ratio of various IS techniques relative to the direct Monte Carlo simulation are also available. These bounds are shown to be useful and computationally simple to obtain. Based on the proposed technique, one can readily find practical suboptimum IS parameters. Numerical results indicate that these bounding techniques are useful for IS simulations of linear and nonlinear communication systems with intersymbol interference in which bit error rate and IS estimation variances cannot be obtained readily using prior techniques.

Robust Portfolio Optimization Using Pseudodistances

Science.gov (United States)

2015-01-01

The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns and covariance estimators that are inputs in the optimization procedure. In this paper we present robust estimators of mean and covariance matrix obtained by minimizing an empirical version of a pseudodistance between the assumed model and the true model underlying the data. We prove and discuss theoretical properties of these estimators, such as affine equivariance, B-robustness, asymptotic normality and asymptotic relative efficiency. These estimators can be easily used in place of the classical estimators, thereby providing robust optimized portfolios. A Monte Carlo simulation study and applications to real data show the advantages of the proposed approach. We study both in-sample and out-of-sample performance of the proposed robust portfolios comparing them with some other portfolios known in literature. PMID:26468948

Robust Portfolio Optimization Using Pseudodistances.

Science.gov (United States)

Toma, Aida; Leoni-Aubin, Samuela

2015-01-01

The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that outliers can have on the mean returns and covariance estimators that are inputs in the optimization procedure. In this paper we present robust estimators of mean and covariance matrix obtained by minimizing an empirical version of a pseudodistance between the assumed model and the true model underlying the data. We prove and discuss theoretical properties of these estimators, such as affine equivariance, B-robustness, asymptotic normality and asymptotic relative efficiency. These estimators can be easily used in place of the classical estimators, thereby providing robust optimized portfolios. A Monte Carlo simulation study and applications to real data show the advantages of the proposed approach. We study both in-sample and out-of-sample performance of the proposed robust portfolios comparing them with some other portfolios known in literature.

minimum variance estimation of yield parameters of rubber tree

African Journals Online (AJOL)

2013-03-01

Mar 1, 2013 ... It is our opinion that Kalman filter is a robust estimator of the ... Kalman filter, parameter estimation, rubber clones, Chow failure test, autocorrelation, STAMP, data ...... Mills, T.C. Modelling Current Temperature Trends.

An algorithm for robust non-linear analysis of radioimmunoassays and other bioassays

International Nuclear Information System (INIS)

Normolle, D.P.

1993-01-01

The four-parameter logistic function is an appropriate model for many types of bioassays that have continuous response variables, such as radioimmunoassays. By modelling the variance of replicates in an assay, one can modify the usual parameter estimation techniques (for example, Gauss-Newton or Marquardt-Levenberg) to produce parameter estimates for the standard curve that are robust against outlying observations. This article describes the computation of robust (M-) estimates for the parameters of the four-parameter logistic function. It describes techniques for modelling the variance structure of the replicates, modifications to the usual iterative algorithms for parameter estimation in non-linear models, and a formula for inverse confidence intervals. To demonstrate the algorithm, the article presents examples where the robustly estimated four-parameter logistic model is compared with the logit-log and four-parameter logistic models with least-squares estimates. (author)

Autonomous estimation of Allan variance coefficients of onboard fiber optic gyro

Energy Technology Data Exchange (ETDEWEB)

Song Ningfang; Yuan Rui; Jin Jing, E-mail: rayleing@139.com [School of Instrumentation Science and Opto-electronics Engineering, Beihang University, Beijing 100191 (China)

2011-09-15

Satellite motion included in gyro output disturbs the estimation of Allan variance coefficients of fiber optic gyro on board. Moreover, as a standard method for noise analysis of fiber optic gyro, Allan variance has too large offline computational effort and data storages to be applied to online estimation. In addition, with the development of deep space exploration, it is urged that satellite requires more autonomy including autonomous fault diagnosis and reconfiguration. To overcome the barriers and meet satellite autonomy, we present a new autonomous method for estimation of Allan variance coefficients including rate ramp, rate random walk, bias instability, angular random walk and quantization noise coefficients. In the method, we calculate differences between angle increments of star sensor and gyro to remove satellite motion from gyro output, and propose a state-space model using nonlinear adaptive filter technique for quantities previously measured from offline data techniques such as the Allan variance method. Simulations show the method correctly estimates Allan variance coefficients, R = 2.7965exp-4 {sup 0}/h{sup 2}, K = 1.1714exp-3 {sup 0}/h{sup 1.5}, B = 1.3185exp-3 {sup 0}/h, N = 5.982exp-4 {sup 0}/h{sup 0.5} and Q = 5.197exp-7 {sup 0} in real time, and tracks degradation of gyro performance from initail values, R = 0.651 {sup 0}/h{sup 2}, K = 0.801 {sup 0}/h{sup 1.5}, B = 0.385 {sup 0}/h, N = 0.0874 {sup 0}/h{sup 0.5} and Q = 8.085exp-5 {sup 0}, to final estimations, R = 9.548 {sup 0}/h{sup 2}, K = 9.524 {sup 0}/h{sup 1.5}, B = 2.234 {sup 0}/h, N = 0.5594 {sup 0}/h{sup 0.5} and Q = 5.113exp-4 {sup 0}, due to gamma radiation in space. The technique proposed here effectively isolates satellite motion, and requires no data storage and any supports from the ground.

Introduction to variance estimation

CERN Document Server

Wolter, Kirk M

2007-01-01

We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully. The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who...

Evaluation of Robust Estimators Applied to Fluorescence Assays

Directory of Open Access Journals (Sweden)

U. Ruotsalainen

2007-12-01

Full Text Available We evaluated standard robust methods in the estimation of fluorescence signal in novel assays used for determining the biomolecule concentrations. The objective was to obtain an accurate and reliable estimate using as few observations as possible by decreasing the influence of outliers. We assumed the true signals to have Gaussian distribution, while no assumptions about the outliers were made. The experimental results showed that arithmetic mean performs poorly even with the modest deviations. Further, the robust methods, especially the M-estimators, performed extremely well. The results proved that the use of robust methods is advantageous in the estimation problems where noise and deviations are significant, such as in biological and medical applications.

Robust Parameter and Signal Estimation in Induction Motors

DEFF Research Database (Denmark)

Børsting, H.

This thesis deals with theories and methods for robust parameter and signal estimation in induction motors. The project originates in industrial interests concerning sensor-less control of electrical drives. During the work, some general problems concerning estimation of signals and parameters...... in nonlinear systems, have been exposed. The main objectives of this project are: - analysis and application of theories and methods for robust estimation of parameters in a model structure, obtained from knowledge of the physics of the induction motor. - analysis and application of theories and methods...... for robust estimation of the rotor speed and driving torque of the induction motor based only on measurements of stator voltages and currents. Only contimuous-time models have been used, which means that physical related signals and parameters are estimated directly and not indirectly by some discrete...

Multi-population Genomic Relationships for Estimating Current Genetic Variances Within and Genetic Correlations Between Populations.

Science.gov (United States)

Wientjes, Yvonne C J; Bijma, Piter; Vandenplas, Jérémie; Calus, Mario P L

2017-10-01

Different methods are available to calculate multi-population genomic relationship matrices. Since those matrices differ in base population, it is anticipated that the method used to calculate genomic relationships affects the estimate of genetic variances, covariances, and correlations. The aim of this article is to define the multi-population genomic relationship matrix to estimate current genetic variances within and genetic correlations between populations. The genomic relationship matrix containing two populations consists of four blocks, one block for population 1, one block for population 2, and two blocks for relationships between the populations. It is known, based on literature, that by using current allele frequencies to calculate genomic relationships within a population, current genetic variances are estimated. In this article, we theoretically derived the properties of the genomic relationship matrix to estimate genetic correlations between populations and validated it using simulations. When the scaling factor of across-population genomic relationships is equal to the product of the square roots of the scaling factors for within-population genomic relationships, the genetic correlation is estimated unbiasedly even though estimated genetic variances do not necessarily refer to the current population. When this property is not met, the correlation based on estimated variances should be multiplied by a correction factor based on the scaling factors. In this study, we present a genomic relationship matrix which directly estimates current genetic variances as well as genetic correlations between populations. Copyright © 2017 by the Genetics Society of America.

Improved estimation of the variance in Monte Carlo criticality calculations

International Nuclear Information System (INIS)

Hoogenboom, J. Eduard

2008-01-01

Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k eff results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k eff will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k eff are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)

Improved estimation of the variance in Monte Carlo criticality calculations

Energy Technology Data Exchange (ETDEWEB)

Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)

2008-07-01

Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k{sub eff} results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k{sub eff} will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k{sub eff} are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)

On robust parameter estimation in brain-computer interfacing

Science.gov (United States)

Samek, Wojciech; Nakajima, Shinichi; Kawanabe, Motoaki; Müller, Klaus-Robert

2017-12-01

Objective. The reliable estimation of parameters such as mean or covariance matrix from noisy and high-dimensional observations is a prerequisite for successful application of signal processing and machine learning algorithms in brain-computer interfacing (BCI). This challenging task becomes significantly more difficult if the data set contains outliers, e.g. due to subject movements, eye blinks or loose electrodes, as they may heavily bias the estimation and the subsequent statistical analysis. Although various robust estimators have been developed to tackle the outlier problem, they ignore important structural information in the data and thus may not be optimal. Typical structural elements in BCI data are the trials consisting of a few hundred EEG samples and indicating the start and end of a task. Approach. This work discusses the parameter estimation problem in BCI and introduces a novel hierarchical view on robustness which naturally comprises different types of outlierness occurring in structured data. Furthermore, the class of minimum divergence estimators is reviewed and a robust mean and covariance estimator for structured data is derived and evaluated with simulations and on a benchmark data set. Main results. The results show that state-of-the-art BCI algorithms benefit from robustly estimated parameters. Significance. Since parameter estimation is an integral part of various machine learning algorithms, the presented techniques are applicable to many problems beyond BCI.

Estimation of the additive and dominance variances in South African ...

African Journals Online (AJOL)

The objective of this study was to estimate dominance variance for number born alive (NBA), 21- day litter weight (LWT21) and interval between parities (FI) in South African Landrace pigs. A total of 26223 NBA, 21335 LWT21 and 16370 FI records were analysed. Bayesian analysis via Gibbs sampling was used to estimate ...

Robust-BD Estimation and Inference for General Partially Linear Models

Directory of Open Access Journals (Sweden)

Chunming Zhang

2017-11-01

Full Text Available The classical quadratic loss for the partially linear model (PLM and the likelihood function for the generalized PLM are not resistant to outliers. This inspires us to propose a class of “robust-Bregman divergence (BD” estimators of both the parametric and nonparametric components in the general partially linear model (GPLM, which allows the distribution of the response variable to be partially specified, without being fully known. Using the local-polynomial function estimation method, we propose a computationally-efficient procedure for obtaining “robust-BD” estimators and establish the consistency and asymptotic normality of the “robust-BD” estimator of the parametric component β o . For inference procedures of β o in the GPLM, we show that the Wald-type test statistic W n constructed from the “robust-BD” estimators is asymptotically distribution free under the null, whereas the likelihood ratio-type test statistic Λ n is not. This provides an insight into the distinction from the asymptotic equivalence (Fan and Huang 2005 between W n and Λ n in the PLM constructed from profile least-squares estimators using the non-robust quadratic loss. Numerical examples illustrate the computational effectiveness of the proposed “robust-BD” estimators and robust Wald-type test in the appearance of outlying observations.

Comment on Hoffman and Rovine (2007): SPSS MIXED can estimate models with heterogeneous variances.

Science.gov (United States)

Weaver, Bruce; Black, Ryan A

2015-06-01

Hoffman and Rovine (Behavior Research Methods, 39:101-117, 2007) have provided a very nice overview of how multilevel models can be useful to experimental psychologists. They included two illustrative examples and provided both SAS and SPSS commands for estimating the models they reported. However, upon examining the SPSS syntax for the models reported in their Table 3, we found no syntax for models 2B and 3B, both of which have heterogeneous error variances. Instead, there is syntax that estimates similar models with homogeneous error variances and a comment stating that SPSS does not allow heterogeneous errors. But that is not correct. We provide SPSS MIXED commands to estimate models 2B and 3B with heterogeneous error variances and obtain results nearly identical to those reported by Hoffman and Rovine in their Table 3. Therefore, contrary to the comment in Hoffman and Rovine's syntax file, SPSS MIXED can estimate models with heterogeneous error variances.

Robust estimation for partially linear models with large-dimensional covariates.

Science.gov (United States)

Zhu, LiPing; Li, RunZe; Cui, HengJian

2013-10-01

We are concerned with robust estimation procedures to estimate the parameters in partially linear models with large-dimensional covariates. To enhance the interpretability, we suggest implementing a noncon-cave regularization method in the robust estimation procedure to select important covariates from the linear component. We establish the consistency for both the linear and the nonlinear components when the covariate dimension diverges at the rate of [Formula: see text], where n is the sample size. We show that the robust estimate of linear component performs asymptotically as well as its oracle counterpart which assumes the baseline function and the unimportant covariates were known a priori. With a consistent estimator of the linear component, we estimate the nonparametric component by a robust local linear regression. It is proved that the robust estimate of nonlinear component performs asymptotically as well as if the linear component were known in advance. Comprehensive simulation studies are carried out and an application is presented to examine the finite-sample performance of the proposed procedures.

Variance function estimation for immunoassays

International Nuclear Information System (INIS)

Raab, G.M.; Thompson, R.; McKenzie, I.

1980-01-01

A computer program is described which implements a recently described, modified likelihood method of determining an appropriate weighting function to use when fitting immunoassay dose-response curves. The relationship between the variance of the response and its mean value is assumed to have an exponential form, and the best fit to this model is determined from the within-set variability of many small sets of repeated measurements. The program estimates the parameter of the exponential function with its estimated standard error, and tests the fit of the experimental data to the proposed model. Output options include a list of the actual and fitted standard deviation of the set of responses, a plot of actual and fitted standard deviation against the mean response, and an ordered list of the 10 sets of data with the largest ratios of actual to fitted standard deviation. The program has been designed for a laboratory user without computing or statistical expertise. The test-of-fit has proved valuable for identifying outlying responses, which may be excluded from further analysis by being set to negative values in the input file. (Auth.)

An Analysis of Variance Approach for the Estimation of Response Time Distributions in Tests

Science.gov (United States)

Attali, Yigal

2010-01-01

Generalizability theory and analysis of variance methods are employed, together with the concept of objective time pressure, to estimate response time distributions and the degree of time pressure in timed tests. By estimating response time variance components due to person, item, and their interaction, and fixed effects due to item types and…

Robust structural optimization using Gauss-type quadrature formula

International Nuclear Information System (INIS)

Lee, Sang Hoon; Seo, Ki Seog; Chen, Shikui; Chen, Wei

2009-01-01

In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the Tensor Product Quadrature (TPQ) formula and the Univariate Dimension Reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

Robust structural optimization using Gauss-type quadrature formula

Energy Technology Data Exchange (ETDEWEB)

Lee, Sang Hoon; Seo, Ki Seog [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of); Chen, Shikui; Chen, Wei [Northwestern University, Illinois (United States)

2009-07-01

In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the Tensor Product Quadrature (TPQ) formula and the Univariate Dimension Reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

Robust Structural Optimization Using Gauss-type Quadrature Formula

Energy Technology Data Exchange (ETDEWEB)

Lee, Sang Hoon; Seo, Ki Seog; Chen, Shikui; Chen, Wei [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

2009-08-15

In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the tensor product quadrature (TPQ) formula and the univariate dimension reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty.

Robust Structural Optimization Using Gauss-type Quadrature Formula

International Nuclear Information System (INIS)

Lee, Sang Hoon; Seo, Ki Seog; Chen, Shikui; Chen, Wei

2009-01-01

In robust design, the mean and variance of design performance are frequently used to measure the design performance and its robustness under uncertainties. In this paper, we present the Gauss-type quadrature formula as a rigorous method for mean and variance estimation involving arbitrary input distributions and further extend its use to robust design optimization. One dimensional Gauss-type quadrature formula are constructed from the input probability distributions and utilized in the construction of multidimensional quadrature formula such as the tensor product quadrature (TPQ) formula and the univariate dimension reduction (UDR) method. To improve the efficiency of using it for robust design optimization, a semi-analytic design sensitivity analysis with respect to the statistical moments is proposed. The proposed approach is applied to a simple bench mark problems and robust topology optimization of structures considering various types of uncertainty

a comparative study of some robust ridge and liu estimators

African Journals Online (AJOL)

Dr A.B.Ahmed

estimation techniques such as Ridge and Liu Estimators are preferable to Ordinary Least Square. On the other hand, when outliers exist in the data, robust estimators like M, MM, LTS and S. Estimators, are preferred. To handle these two problems jointly, the study combines the Ridge and Liu Estimators with Robust.

On estimation of the noise variance in high-dimensional linear models

OpenAIRE

Golubev, Yuri; Krymova, Ekaterina

2017-01-01

We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator. The noise estimation is based on the adaptive normalisation of the squared error. We derive the upper bound for the concentration of the proposed method around the ideal estimator (the case of zero nuisance).

Multilevel variance estimators in MLMC and application for random obstacle problems

KAUST Repository

Chernov, Alexey

2014-01-06

The Multilevel Monte Carlo Method (MLMC) is a recently established sampling approach for uncertainty propagation for problems with random parameters. In this talk we present new convergence theorems for the multilevel variance estimators. As a result, we prove that under certain assumptions on the parameters, the variance can be estimated at essentially the same cost as the mean, and consequently as the cost required for solution of one forward problem for a fixed deterministic set of parameters. We comment on fast and stable evaluation of the estimators suitable for parallel large scale computations. The suggested approach is applied to a class of scalar random obstacle problems, a prototype of contact between deformable bodies. In particular, we are interested in rough random obstacles modelling contact between car tires and variable road surfaces. Numerical experiments support and complete the theoretical analysis.

Multilevel variance estimators in MLMC and application for random obstacle problems

KAUST Repository

Chernov, Alexey; Bierig, Claudio

2014-01-01

The Multilevel Monte Carlo Method (MLMC) is a recently established sampling approach for uncertainty propagation for problems with random parameters. In this talk we present new convergence theorems for the multilevel variance estimators. As a result, we prove that under certain assumptions on the parameters, the variance can be estimated at essentially the same cost as the mean, and consequently as the cost required for solution of one forward problem for a fixed deterministic set of parameters. We comment on fast and stable evaluation of the estimators suitable for parallel large scale computations. The suggested approach is applied to a class of scalar random obstacle problems, a prototype of contact between deformable bodies. In particular, we are interested in rough random obstacles modelling contact between car tires and variable road surfaces. Numerical experiments support and complete the theoretical analysis.

Doubly Robust Estimation of Optimal Dynamic Treatment Regimes

DEFF Research Database (Denmark)

Barrett, Jessica K; Henderson, Robin; Rosthøj, Susanne

2014-01-01

We compare methods for estimating optimal dynamic decision rules from observational data, with particular focus on estimating the regret functions defined by Murphy (in J. R. Stat. Soc., Ser. B, Stat. Methodol. 65:331-355, 2003). We formulate a doubly robust version of the regret-regression appro......We compare methods for estimating optimal dynamic decision rules from observational data, with particular focus on estimating the regret functions defined by Murphy (in J. R. Stat. Soc., Ser. B, Stat. Methodol. 65:331-355, 2003). We formulate a doubly robust version of the regret......-regression approach of Almirall et al. (in Biometrics 66:131-139, 2010) and Henderson et al. (in Biometrics 66:1192-1201, 2010) and demonstrate that it is equivalent to a reduced form of Robins' efficient g-estimation procedure (Robins, in Proceedings of the Second Symposium on Biostatistics. Springer, New York, pp....... 189-326, 2004). Simulation studies suggest that while the regret-regression approach is most efficient when there is no model misspecification, in the presence of misspecification the efficient g-estimation procedure is more robust. The g-estimation method can be difficult to apply in complex...

Estimating Mean and Variance Through Quantiles : An Experimental Comparison of Different Methods

NARCIS (Netherlands)

Moors, J.J.A.; Strijbosch, L.W.G.; van Groenendaal, W.J.H.

2002-01-01

If estimates of mean and variance are needed and only experts' opinions are available, the literature agrees that it is wise behaviour to ask only for their (subjective) estimates of quantiles: from these, estimates of the desired parameters are calculated.Quite a number of methods have been

Robust power spectral estimation for EEG data.

Science.gov (United States)

Melman, Tamar; Victor, Jonathan D

2016-08-01

Typical electroencephalogram (EEG) recordings often contain substantial artifact. These artifacts, often large and intermittent, can interfere with quantification of the EEG via its power spectrum. To reduce the impact of artifact, EEG records are typically cleaned by a preprocessing stage that removes individual segments or components of the recording. However, such preprocessing can introduce bias, discard available signal, and be labor-intensive. With this motivation, we present a method that uses robust statistics to reduce dependence on preprocessing by minimizing the effect of large intermittent outliers on the spectral estimates. Using the multitaper method (Thomson, 1982) as a starting point, we replaced the final step of the standard power spectrum calculation with a quantile-based estimator, and the Jackknife approach to confidence intervals with a Bayesian approach. The method is implemented in provided MATLAB modules, which extend the widely used Chronux toolbox. Using both simulated and human data, we show that in the presence of large intermittent outliers, the robust method produces improved estimates of the power spectrum, and that the Bayesian confidence intervals yield close-to-veridical coverage factors. The robust method, as compared to the standard method, is less affected by artifact: inclusion of outliers produces fewer changes in the shape of the power spectrum as well as in the coverage factor. In the presence of large intermittent outliers, the robust method can reduce dependence on data preprocessing as compared to standard methods of spectral estimation. Copyright © 2016 Elsevier B.V. All rights reserved.

Variance component and heritability estimates of early growth traits ...

African Journals Online (AJOL)

as selection criteria for meat production in sheep (Anon, 1970; Olson et ai., 1976;. Lasslo et ai., 1985; Badenhorst et ai., 1991). If these traits are to be included in a breeding programme, accurate estimates of breeding values will be needed to optimize selection programmes. This requires a knowledge of variance and co-.

Robust DOA Estimation of Harmonic Signals Using Constrained Filters on Phase Estimates

DEFF Research Database (Denmark)

Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

2014-01-01

In array signal processing, distances between receivers, e.g., microphones, cause time delays depending on the direction of arrival (DOA) of a signal source. We can then estimate the DOA from the time-difference of arrival (TDOA) estimates. However, many conventional DOA estimators based on TDOA...... estimates are not optimal in colored noise. In this paper, we estimate the DOA of a harmonic signal source from multi-channel phase estimates, which relate to narrowband TDOA estimates. More specifically, we design filters to apply on phase estimates to obtain a DOA estimate with minimum variance. Using...

Robust Visual Tracking Using the Bidirectional Scale Estimation

Directory of Open Access Journals (Sweden)

An Zhiyong

2017-01-01

Full Text Available Object tracking with robust scale estimation is a challenging task in computer vision. This paper presents a novel tracking algorithm that learns the translation and scale filters with a complementary scheme. The translation filter is constructed using the ridge regression and multidimensional features. A robust scale filter is constructed by the bidirectional scale estimation, including the forward scale and backward scale. Firstly, we learn the scale filter using the forward tracking information. Then the forward scale and backward scale can be estimated using the respective scale filter. Secondly, a conservative strategy is adopted to compromise the forward and backward scales. Finally, the scale filter is updated based on the final scale estimation. It is effective to update scale filter since the stable scale estimation can improve the performance of scale filter. To reveal the effectiveness of our tracker, experiments are performed on 32 sequences with significant scale variation and on the benchmark dataset with 50 challenging videos. Our results show that the proposed tracker outperforms several state-of-the-art trackers in terms of robustness and accuracy.

VIDEO DENOISING USING SWITCHING ADAPTIVE DECISION BASED ALGORITHM WITH ROBUST MOTION ESTIMATION TECHNIQUE

Directory of Open Access Journals (Sweden)

V. Jayaraj

2010-08-01

Full Text Available A Non-linear adaptive decision based algorithm with robust motion estimation technique is proposed for removal of impulse noise, Gaussian noise and mixed noise (impulse and Gaussian with edge and fine detail preservation in images and videos. The algorithm includes detection of corrupted pixels and the estimation of values for replacing the corrupted pixels. The main advantage of the proposed algorithm is that an appropriate filter is used for replacing the corrupted pixel based on the estimation of the noise variance present in the filtering window. This leads to reduced blurring and better fine detail preservation even at the high mixed noise density. It performs both spatial and temporal filtering for removal of the noises in the filter window of the videos. The Improved Cross Diamond Search Motion Estimation technique uses Least Median Square as a cost function, which shows improved performance than other motion estimation techniques with existing cost functions. The results show that the proposed algorithm outperforms the other algorithms in the visual point of view and in Peak Signal to Noise Ratio, Mean Square Error and Image Enhancement Factor.

Reduction of variance in spectral estimates for correction of ultrasonic aberration.

Science.gov (United States)

Astheimer, Jeffrey P; Pilkington, Wayne C; Waag, Robert C

2006-01-01

A variance reduction factor is defined to describe the rate of convergence and accuracy of spectra estimated from overlapping ultrasonic scattering volumes when the scattering is from a spatially uncorrelated medium. Assuming that the individual volumes are localized by a spherically symmetric Gaussian window and that centers of the volumes are located on orbits of an icosahedral rotation group, the factor is minimized by adjusting the weight and radius of each orbit. Conditions necessary for the application of the variance reduction method, particularly for statistical estimation of aberration, are examined. The smallest possible value of the factor is found by allowing an unlimited number of centers constrained only to be within a ball rather than on icosahedral orbits. Computations using orbits formed by icosahedral vertices, face centers, and edge midpoints with a constraint radius limited to a small multiple of the Gaussian width show that a significant reduction of variance can be achieved from a small number of centers in the confined volume and that this reduction is nearly the maximum obtainable from an unlimited number of centers in the same volume.

OPTIMAL SHRINKAGE ESTIMATION OF MEAN PARAMETERS IN FAMILY OF DISTRIBUTIONS WITH QUADRATIC VARIANCE.

Science.gov (United States)

Xie, Xianchao; Kou, S C; Brown, Lawrence

2016-03-01

This paper discusses the simultaneous inference of mean parameters in a family of distributions with quadratic variance function. We first introduce a class of semi-parametric/parametric shrinkage estimators and establish their asymptotic optimality properties. Two specific cases, the location-scale family and the natural exponential family with quadratic variance function, are then studied in detail. We conduct a comprehensive simulation study to compare the performance of the proposed methods with existing shrinkage estimators. We also apply the method to real data and obtain encouraging results.

Robust motion estimation using connected operators

OpenAIRE

Salembier Clairon, Philippe Jean; Sanson, H

1997-01-01

This paper discusses the use of connected operators for robust motion estimation The proposed strategy involves a motion estimation step extracting the dominant motion and a ltering step relying on connected operators that remove objects that do not fol low the dominant motion. These two steps are iterated in order to obtain an accurate motion estimation and a precise de nition of the objects fol lowing this motion This strategy can be applied on the entire frame or on individual connected c...

Estimation of genetic connectedness diagnostics based on prediction errors without the prediction error variance-covariance matrix.

Science.gov (United States)

Holmes, John B; Dodds, Ken G; Lee, Michael A

2017-03-02

An important issue in genetic evaluation is the comparability of random effects (breeding values), particularly between pairs of animals in different contemporary groups. This is usually referred to as genetic connectedness. While various measures of connectedness have been proposed in the literature, there is general agreement that the most appropriate measure is some function of the prediction error variance-covariance matrix. However, obtaining the prediction error variance-covariance matrix is computationally demanding for large-scale genetic evaluations. Many alternative statistics have been proposed that avoid the computational cost of obtaining the prediction error variance-covariance matrix, such as counts of genetic links between contemporary groups, gene flow matrices, and functions of the variance-covariance matrix of estimated contemporary group fixed effects. In this paper, we show that a correction to the variance-covariance matrix of estimated contemporary group fixed effects will produce the exact prediction error variance-covariance matrix averaged by contemporary group for univariate models in the presence of single or multiple fixed effects and one random effect. We demonstrate the correction for a series of models and show that approximations to the prediction error matrix based solely on the variance-covariance matrix of estimated contemporary group fixed effects are inappropriate in certain circumstances. Our method allows for the calculation of a connectedness measure based on the prediction error variance-covariance matrix by calculating only the variance-covariance matrix of estimated fixed effects. Since the number of fixed effects in genetic evaluation is usually orders of magnitudes smaller than the number of random effect levels, the computational requirements for our method should be reduced.

Robust Least-Squares Support Vector Machine With Minimization of Mean and Variance of Modeling Error.

Science.gov (United States)

Lu, Xinjiang; Liu, Wenbo; Zhou, Chuang; Huang, Minghui

2017-06-13

The least-squares support vector machine (LS-SVM) is a popular data-driven modeling method and has been successfully applied to a wide range of applications. However, it has some disadvantages, including being ineffective at handling non-Gaussian noise as well as being sensitive to outliers. In this paper, a robust LS-SVM method is proposed and is shown to have more reliable performance when modeling a nonlinear system under conditions where Gaussian or non-Gaussian noise is present. The construction of a new objective function allows for a reduction of the mean of the modeling error as well as the minimization of its variance, and it does not constrain the mean of the modeling error to zero. This differs from the traditional LS-SVM, which uses a worst-case scenario approach in order to minimize the modeling error and constrains the mean of the modeling error to zero. In doing so, the proposed method takes the modeling error distribution information into consideration and is thus less conservative and more robust in regards to random noise. A solving method is then developed in order to determine the optimal parameters for the proposed robust LS-SVM. An additional analysis indicates that the proposed LS-SVM gives a smaller weight to a large-error training sample and a larger weight to a small-error training sample, and is thus more robust than the traditional LS-SVM. The effectiveness of the proposed robust LS-SVM is demonstrated using both artificial and real life cases.

On the estimation variance for the specific Euler-Poincaré characteristic of random networks.

Science.gov (United States)

Tscheschel, A; Stoyan, D

2003-07-01

The specific Euler number is an important topological characteristic in many applications. It is considered here for the case of random networks, which may appear in microscopy either as primary objects of investigation or as secondary objects describing in an approximate way other structures such as, for example, porous media. For random networks there is a simple and natural estimator of the specific Euler number. For its estimation variance, a simple Poisson approximation is given. It is based on the general exact formula for the estimation variance. In two examples of quite different nature and topology application of the formulas is demonstrated.

Estimation of the biserial correlation and its sampling variance for use in meta-analysis.

Science.gov (United States)

Jacobs, Perke; Viechtbauer, Wolfgang

2017-06-01

Meta-analyses are often used to synthesize the findings of studies examining the correlational relationship between two continuous variables. When only dichotomous measurements are available for one of the two variables, the biserial correlation coefficient can be used to estimate the product-moment correlation between the two underlying continuous variables. Unlike the point-biserial correlation coefficient, biserial correlation coefficients can therefore be integrated with product-moment correlation coefficients in the same meta-analysis. The present article describes the estimation of the biserial correlation coefficient for meta-analytic purposes and reports simulation results comparing different methods for estimating the coefficient's sampling variance. The findings indicate that commonly employed methods yield inconsistent estimates of the sampling variance across a broad range of research situations. In contrast, consistent estimates can be obtained using two methods that appear to be unknown in the meta-analytic literature. A variance-stabilizing transformation for the biserial correlation coefficient is described that allows for the construction of confidence intervals for individual coefficients with close to nominal coverage probabilities in most of the examined conditions. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Technical Note: On the efficiency of variance reduction techniques for Monte Carlo estimates of imaging noise.

Science.gov (United States)

Sharma, Diksha; Sempau, Josep; Badano, Aldo

2018-02-01

Monte Carlo simulations require large number of histories to obtain reliable estimates of the quantity of interest and its associated statistical uncertainty. Numerous variance reduction techniques (VRTs) have been employed to increase computational efficiency by reducing the statistical uncertainty. We investigate the effect of two VRTs for optical transport methods on accuracy and computing time for the estimation of variance (noise) in x-ray imaging detectors. We describe two VRTs. In the first, we preferentially alter the direction of the optical photons to increase detection probability. In the second, we follow only a fraction of the total optical photons generated. In both techniques, the statistical weight of photons is altered to maintain the signal mean. We use fastdetect2, an open-source, freely available optical transport routine from the hybridmantis package. We simulate VRTs for a variety of detector models and energy sources. The imaging data from the VRT simulations are then compared to the analog case (no VRT) using pulse height spectra, Swank factor, and the variance of the Swank estimate. We analyze the effect of VRTs on the statistical uncertainty associated with Swank factors. VRTs increased the relative efficiency by as much as a factor of 9. We demonstrate that we can achieve the same variance of the Swank factor with less computing time. With this approach, the simulations can be stopped when the variance of the variance estimates reaches the desired level of uncertainty. We implemented analytic estimates of the variance of Swank factor and demonstrated the effect of VRTs on image quality calculations. Our findings indicate that the Swank factor is dominated by the x-ray interaction profile as compared to the additional uncertainty introduced in the optical transport by the use of VRTs. For simulation experiments that aim at reducing the uncertainty in the Swank factor estimate, any of the proposed VRT can be used for increasing the relative

Robust median estimator in logisitc regression

Czech Academy of Sciences Publication Activity Database

Hobza, T.; Pardo, L.; Vajda, Igor

2008-01-01

Roč. 138, č. 12 (2008), s. 3822-3840 ISSN 0378-3758 R&D Projects: GA MŠk 1M0572 Grant - others:Instituto Nacional de Estadistica (ES) MPO FI - IM3/136; GA MŠk(CZ) MTM 2006-06872 Institutional research plan: CEZ:AV0Z10750506 Keywords : Logistic regression * Median * Robustness * Consistency and asymptotic normality * Morgenthaler * Bianco and Yohai * Croux and Hasellbroeck Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.679, year: 2008 http://library.utia.cas.cz/separaty/2008/SI/vajda-robust%20median%20estimator%20in%20logistic%20regression.pdf

Second order statistics of bilinear forms of robust scatter estimators

KAUST Repository

Kammoun, Abla

2015-08-12

This paper lies in the lineage of recent works studying the asymptotic behaviour of robust-scatter estimators in the case where the number of observations and the dimension of the population covariance matrix grow at infinity with the same pace. In particular, we analyze the fluctuations of bilinear forms of the robust shrinkage estimator of covariance matrix. We show that this result can be leveraged in order to improve the design of robust detection methods. As an example, we provide an improved generalized likelihood ratio based detector which combines robustness to impulsive observations and optimality across the shrinkage parameter, the optimality being considered for the false alarm regulation.

The variance of the locally measured Hubble parameter explained with different estimators

DEFF Research Database (Denmark)

Odderskov, Io Sandberg Hess; Hannestad, Steen; Brandbyge, Jacob

2017-01-01

We study the expected variance of measurements of the Hubble constant, H0, as calculated in either linear perturbation theory or using non-linear velocity power spectra derived from N-body simulations. We compare the variance with that obtained by carrying out mock observations in the N......-body simulations, and show that the estimator typically used for the local Hubble constant in studies based on perturbation theory is different from the one used in studies based on N-body simulations. The latter gives larger weight to distant sources, which explains why studies based on N-body simulations tend...... to obtain a smaller variance than that found from studies based on the power spectrum. Although both approaches result in a variance too small to explain the discrepancy between the value of H0 from CMB measurements and the value measured in the local universe, these considerations are important in light...

Automatic treatment of the variance estimation bias in TRIPOLI-4 criticality calculations

International Nuclear Information System (INIS)

Dumonteil, E.; Malvagi, F.

2012-01-01

The central limit (CLT) theorem States conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The use of Monte Carlo transport codes, such as Tripoli4, relies on those conditions. While these are verified in protection applications (the cycles provide independent measurements of fluxes and related quantities), the hypothesis of independent estimates/cycles is broken in criticality mode. Indeed the power iteration technique used in this mode couples a generation to its progeny. Often, after what is called 'source convergence' this coupling almost disappears (the solution is closed to equilibrium) but for loosely coupled systems, such as for PWR or large nuclear cores, the equilibrium is never found, or at least may take time to reach, and the variance estimation such as allowed by the CLT is under-evaluated. In this paper we first propose, by the mean of two different methods, to evaluate the typical correlation length, as measured in cycles number, and then use this information to diagnose correlation problems and to provide an improved variance estimation. Those two methods are based on Fourier spectral decomposition and on the lag k autocorrelation calculation. A theoretical modeling of the autocorrelation function, based on Gauss-Markov stochastic processes, will also be presented. Tests will be performed with Tripoli4 on a PWR pin cell. (authors)

Non-Stationary Rician Noise Estimation in Parallel MRI Using a Single Image: A Variance-Stabilizing Approach.

Science.gov (United States)

Pieciak, Tomasz; Aja-Fernandez, Santiago; Vegas-Sanchez-Ferrero, Gonzalo

2017-10-01

Parallel magnetic resonance imaging (pMRI) techniques have gained a great importance both in research and clinical communities recently since they considerably accelerate the image acquisition process. However, the image reconstruction algorithms needed to correct the subsampling artifacts affect the nature of noise, i.e., it becomes non-stationary. Some methods have been proposed in the literature dealing with the non-stationary noise in pMRI. However, their performance depends on information not usually available such as multiple acquisitions, receiver noise matrices, sensitivity coil profiles, reconstruction coefficients, or even biophysical models of the data. Besides, some methods show an undesirable granular pattern on the estimates as a side effect of local estimation. Finally, some methods make strong assumptions that just hold in the case of high signal-to-noise ratio (SNR), which limits their usability in real scenarios. We propose a new automatic noise estimation technique for non-stationary Rician noise that overcomes the aforementioned drawbacks. Its effectiveness is due to the derivation of a variance-stabilizing transformation designed to deal with any SNR. The method was compared to the main state-of-the-art methods in synthetic and real scenarios. Numerical results confirm the robustness of the method and its better performance for the whole range of SNRs.

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...

Efficient Cardinality/Mean-Variance Portfolios

OpenAIRE

Brito, R. Pedro; Vicente, Luís Nunes

2014-01-01

International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...

Variance components estimation for farrowing traits of three purebred pigs in Korea

Directory of Open Access Journals (Sweden)

Bryan Irvine Lopez

2017-09-01

Full Text Available Objective This study was conducted to estimate breed-specific variance components for total number born (TNB, number born alive (NBA and mortality rate from birth through weaning including stillbirths (MORT of three main swine breeds in Korea. In addition, the importance of including maternal genetic and service sire effects in estimation models was evaluated. Methods Records of farrowing traits from 6,412 Duroc, 18,020 Landrace, and 54,254 Yorkshire sows collected from January 2001 to September 2016 from different farms in Korea were used in the analysis. Animal models and the restricted maximum likelihood method were used to estimate variances in animal genetic, permanent environmental, maternal genetic, service sire and residuals. Results The heritability estimates ranged from 0.072 to 0.102, 0.090 to 0.099, and 0.109 to 0.121 for TNB; 0.087 to 0.110, 0.088 to 0.100, and 0.099 to 0.107 for NBA; and 0.027 to 0.031, 0.050 to 0.053, and 0.073 to 0.081 for MORT in the Duroc, Landrace and Yorkshire breeds, respectively. The proportion of the total variation due to permanent environmental effects, maternal genetic effects, and service sire effects ranged from 0.042 to 0.088, 0.001 to 0.031, and 0.001 to 0.021, respectively. Spearman rank correlations among models ranged from 0.98 to 0.99, demonstrating that the maternal genetic and service sire effects have small effects on the precision of the breeding value. Conclusion Models that include additive genetic and permanent environmental effects are suitable for farrowing traits in Duroc, Landrace, and Yorkshire populations in Korea. This breed-specific variance components estimates for litter traits can be utilized for pig improvement programs in Korea.

Robust Covariance Estimators Based on Information Divergences and Riemannian Manifold

Directory of Open Access Journals (Sweden)

Xiaoqiang Hua

2018-03-01

Full Text Available This paper proposes a class of covariance estimators based on information divergences in heterogeneous environments. In particular, the problem of covariance estimation is reformulated on the Riemannian manifold of Hermitian positive-definite (HPD matrices. The means associated with information divergences are derived and used as the estimators. Without resorting to the complete knowledge of the probability distribution of the sample data, the geometry of the Riemannian manifold of HPD matrices is considered in mean estimators. Moreover, the robustness of mean estimators is analyzed using the influence function. Simulation results indicate the robustness and superiority of an adaptive normalized matched filter with our proposed estimators compared with the existing alternatives.

Automatic treatment of the variance estimation bias in TRIPOLI-4 criticality calculations

Energy Technology Data Exchange (ETDEWEB)

Dumonteil, E.; Malvagi, F. [Commissariat a l' Energie Atomique et Aux Energies Alternatives, CEA SACLAY DEN, Laboratoire de Transport Stochastique et Deterministe, 91191 Gif-sur-Yvette (France)

2012-07-01

The central limit (CLT) theorem States conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The use of Monte Carlo transport codes, such as Tripoli4, relies on those conditions. While these are verified in protection applications (the cycles provide independent measurements of fluxes and related quantities), the hypothesis of independent estimates/cycles is broken in criticality mode. Indeed the power iteration technique used in this mode couples a generation to its progeny. Often, after what is called 'source convergence' this coupling almost disappears (the solution is closed to equilibrium) but for loosely coupled systems, such as for PWR or large nuclear cores, the equilibrium is never found, or at least may take time to reach, and the variance estimation such as allowed by the CLT is under-evaluated. In this paper we first propose, by the mean of two different methods, to evaluate the typical correlation length, as measured in cycles number, and then use this information to diagnose correlation problems and to provide an improved variance estimation. Those two methods are based on Fourier spectral decomposition and on the lag k autocorrelation calculation. A theoretical modeling of the autocorrelation function, based on Gauss-Markov stochastic processes, will also be presented. Tests will be performed with Tripoli4 on a PWR pin cell. (authors)

An unbiased estimator of the variance of simple random sampling using mixed random-systematic sampling

OpenAIRE

Padilla, Alberto

2009-01-01

Systematic sampling is a commonly used technique due to its simplicity and ease of implementation. The drawback of this simplicity is that it is not possible to estimate the design variance without bias. There are several ways to circumvent this problem. One method is to suppose that the variable of interest has a random order in the population, so the sample variance of simple random sampling without replacement is used. By means of a mixed random - systematic sample, an unbiased estimator o...

Correcting for Systematic Bias in Sample Estimates of Population Variances: Why Do We Divide by n-1?

Science.gov (United States)

Mittag, Kathleen Cage

An important topic presented in introductory statistics courses is the estimation of population parameters using samples. Students learn that when estimating population variances using sample data, we always get an underestimate of the population variance if we divide by n rather than n-1. One implication of this correction is that the degree of…

Heteroscedasticity resistant robust covariance matrix estimator

Czech Academy of Sciences Publication Activity Database

Víšek, Jan Ámos

2010-01-01

Roč. 17, č. 27 (2010), s. 33-49 ISSN 1212-074X Grant - others:GA UK(CZ) GA402/09/0557 Institutional research plan: CEZ:AV0Z10750506 Keywords : Regression * Covariance matrix * Heteroscedasticity * Resistant Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2011/SI/visek-heteroscedasticity resistant robust covariance matrix estimator.pdf

Two-level Robust Measurement Fusion Kalman Filter for Clustering Sensor Networks

Institute of Scientific and Technical Information of China (English)

ZHANG Peng; QI Wen-Juan; DENG Zi-Li

2014-01-01

This paper investigates the distributed fusion Kalman filtering over clustering sensor networks. The sensor network is partitioned as clusters by the nearest neighbor rule and each cluster consists of sensing nodes and cluster-head. Using the minimax robust estimation principle, based on the worst-case conservative system with the conservative upper bounds of noise variances, two-level robust measurement fusion Kalman filter is presented for the clustering sensor network systems with uncertain noise variances. It can significantly reduce the communication load and save energy when the number of sensors is very large. A Lyapunov equation approach for the robustness analysis is presented, by which the robustness of the local and fused Kalman filters is proved. The concept of the robust accuracy is presented, and the robust accuracy relations among the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the two-level weighted measurement fuser is equal to that of the global centralized robust fuser and is higher than those of each local robust filter and each local weighted measurement fuser. A simulation example shows the correctness and effectiveness of the proposed results.

Robust estimation of track parameters in wire chambers

International Nuclear Information System (INIS)

Bogdanova, N.B.; Bourilkov, D.T.

1988-01-01

The aim of this paper is to compare numerically the possibilities of the least square fit (LSF) and robust methods for modelled and real track data to determine the linear regression parameters of charged particles in wire chambers. It is shown, that Tukey robust estimate is superior to more standard (versions of LSF) methods. The efficiency of the method is illustrated by tables and figures for some important physical characteristics

A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations

NARCIS (Netherlands)

Moddemeijer, R

In the case of two signals with independent pairs of observations (x(n),y(n)) a statistic to estimate the variance of the histogram based mutual information estimator has been derived earlier. We present such a statistic for dependent pairs. To derive this statistic it is necessary to avail of a

Minimum variance linear unbiased estimators of loss and inventory

International Nuclear Information System (INIS)

Stewart, K.B.

1977-01-01

The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs

Adding a Parameter Increases the Variance of an Estimated Regression Function

Science.gov (United States)

Withers, Christopher S.; Nadarajah, Saralees

2011-01-01

The linear regression model is one of the most popular models in statistics. It is also one of the simplest models in statistics. It has received applications in almost every area of science, engineering and medicine. In this article, the authors show that adding a predictor to a linear model increases the variance of the estimated regression…

Estimation of the variance of noise in digital imaging for quality control

International Nuclear Information System (INIS)

Soro Bua, M.; Otero Martinez, C.; Vazquez Vazquez, R.; Santamarina Vazquez, F.; Lobato Busto, R.; Luna Vega, V.; Mosquera Sueiro, J.; Sanchez Garcia, M.; Pombar Camean, M.

2011-01-01

In this work is estimated variance kerma function pixel values for the real response curve nonlinear digital image system, without resorting to any approximation to the behavior of the detector. This result is compared with that obtained for the linearized version of the response curve.

Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known

NARCIS (Netherlands)

Danilov, D.L.; Magnus, J.R.

2002-01-01

We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this estimator in

Estimation of the mean of a univariate normal distribution when the variance is not known

NARCIS (Netherlands)

Danilov, Dmitri

2005-01-01

We consider the problem of estimating the first k coefficients in a regression equation with k+1 variables. For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002). We generalize this estimator to the case

Sex Estimation From Modern American Humeri and Femora, Accounting for Sample Variance Structure

DEFF Research Database (Denmark)

Boldsen, J. L.; Milner, G. R.; Boldsen, S. K.

2015-01-01

several decades. Results: For measurements individually and collectively, the probabilities of being one sex or the other were generated for samples with an equal distribution of males and females, taking into account the variance structure of the original measurements. The combination providing the best......Objectives: A new procedure for skeletal sex estimation based on humeral and femoral dimensions is presented, based on skeletons from the United States. The approach specifically addresses the problem that arises from a lack of variance homogeneity between the sexes, taking into account prior...... information about the sample's sex ratio, if known. Material and methods: Three measurements useful for estimating the sex of adult skeletons, the humeral and femoral head diameters and the humeral epicondylar breadth, were collected from 258 Americans born between 1893 and 1980 who died within the past...

Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.

Science.gov (United States)

Dazard, Jean-Eudes; Rao, J Sunil

2012-07-01

The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.

Robust bearing estimation for 3-component stations

International Nuclear Information System (INIS)

CLAASSEN, JOHN P.

2000-01-01

A robust bearing estimation process for 3-component stations has been developed and explored. The method, called SEEC for Search, Estimate, Evaluate and Correct, intelligently exploits the inherent information in the arrival at every step of the process to achieve near-optimal results. In particular the approach uses a consistent framework to define the optimal time-frequency windows on which to make estimates, to make the bearing estimates themselves, to construct metrics helpful in choosing the better estimates or admitting that the bearing is immeasurable, and finally to apply bias corrections when calibration information is available to yield a single final estimate. The algorithm was applied to a small but challenging set of events in a seismically active region. It demonstrated remarkable utility by providing better estimates and insights than previously available. Various monitoring implications are noted from these findings

Second order statistics of bilinear forms of robust scatter estimators

KAUST Repository

Kammoun, Abla; Couillet, Romain; Pascal, Fré dé ric

2015-01-01

. In particular, we analyze the fluctuations of bilinear forms of the robust shrinkage estimator of covariance matrix. We show that this result can be leveraged in order to improve the design of robust detection methods. As an example, we provide an improved

Estimation of breeding values for mean and dispersion, their variance and correlation using double hierarchical generalized linear models.

Science.gov (United States)

Felleki, M; Lee, D; Lee, Y; Gilmour, A R; Rönnegård, L

2012-12-01

The possibility of breeding for uniform individuals by selecting animals expressing a small response to environment has been studied extensively in animal breeding. Bayesian methods for fitting models with genetic components in the residual variance have been developed for this purpose, but have limitations due to the computational demands. We use the hierarchical (h)-likelihood from the theory of double hierarchical generalized linear models (DHGLM) to derive an estimation algorithm that is computationally feasible for large datasets. Random effects for both the mean and residual variance parts of the model are estimated together with their variance/covariance components. An important feature of the algorithm is that it can fit a correlation between the random effects for mean and variance. An h-likelihood estimator is implemented in the R software and an iterative reweighted least square (IRWLS) approximation of the h-likelihood is implemented using ASReml. The difference in variance component estimates between the two implementations is investigated, as well as the potential bias of the methods, using simulations. IRWLS gives the same results as h-likelihood in simple cases with no severe indication of bias. For more complex cases, only IRWLS could be used, and bias did appear. The IRWLS is applied on the pig litter size data previously analysed by Sorensen & Waagepetersen (2003) using Bayesian methodology. The estimates we obtained by using IRWLS are similar to theirs, with the estimated correlation between the random genetic effects being -0·52 for IRWLS and -0·62 in Sorensen & Waagepetersen (2003).

Noise measurement from magnitude MRI using local estimates of variance and skewness

International Nuclear Information System (INIS)

Rajan, Jeny; Poot, Dirk; Juntu, Jaber; Sijbers, Jan

2010-01-01

In this note, we address the estimation of the noise level in magnitude magnetic resonance (MR) images in the absence of background data. Most of the methods proposed earlier exploit the Rayleigh distributed background region in MR images to estimate the noise level. These methods, however, cannot be used for images where no background information is available. In this note, we propose two different approaches for noise level estimation in the absence of the image background. The first method is based on the local estimation of the noise variance using maximum likelihood estimation and the second method is based on the local estimation of the skewness of the magnitude data distribution. Experimental results on synthetic and real MR image datasets show that the proposed estimators accurately estimate the noise level in a magnitude MR image, even without background data. (note)

Pixel-level multisensor image fusion based on matrix completion and robust principal component analysis

Science.gov (United States)

Wang, Zhuozheng; Deller, J. R.; Fleet, Blair D.

2016-01-01

Acquired digital images are often corrupted by a lack of camera focus, faulty illumination, or missing data. An algorithm is presented for fusion of multiple corrupted images of a scene using the lifting wavelet transform. The method employs adaptive fusion arithmetic based on matrix completion and self-adaptive regional variance estimation. Characteristics of the wavelet coefficients are used to adaptively select fusion rules. Robust principal component analysis is applied to low-frequency image components, and regional variance estimation is applied to high-frequency components. Experiments reveal that the method is effective for multifocus, visible-light, and infrared image fusion. Compared with traditional algorithms, the new algorithm not only increases the amount of preserved information and clarity but also improves robustness.

Robust Optical Richness Estimation with Reduced Scatter

Energy Technology Data Exchange (ETDEWEB)

Rykoff, E.S.; /LBL, Berkeley; Koester, B.P.; /Chicago U. /Chicago U., KICP; Rozo, E.; /Chicago U. /Chicago U., KICP; Annis, J.; /Fermilab; Evrard, A.E.; /Michigan U. /Michigan U., MCTP; Hansen, S.M.; /Lick Observ.; Hao, J.; /Fermilab; Johnston, D.E.; /Fermilab; McKay, T.A.; /Michigan U. /Michigan U., MCTP; Wechsler, R.H.; /KIPAC, Menlo Park /SLAC

2012-06-07

Reducing the scatter between cluster mass and optical richness is a key goal for cluster cosmology from photometric catalogs. We consider various modifications to the red-sequence matched filter richness estimator of Rozo et al. (2009b), and evaluate their impact on the scatter in X-ray luminosity at fixed richness. Most significantly, we find that deeper luminosity cuts can reduce the recovered scatter, finding that {sigma}{sub ln L{sub X}|{lambda}} = 0.63 {+-} 0.02 for clusters with M{sub 500c} {approx}> 1.6 x 10{sup 14} h{sub 70}{sup -1} M{sub {circle_dot}}. The corresponding scatter in mass at fixed richness is {sigma}{sub ln M|{lambda}} {approx} 0.2-0.3 depending on the richness, comparable to that for total X-ray luminosity. We find that including blue galaxies in the richness estimate increases the scatter, as does weighting galaxies by their optical luminosity. We further demonstrate that our richness estimator is very robust. Specifically, the filter employed when estimating richness can be calibrated directly from the data, without requiring a-priori calibrations of the red-sequence. We also demonstrate that the recovered richness is robust to up to 50% uncertainties in the galaxy background, as well as to the choice of photometric filter employed, so long as the filters span the 4000 {angstrom} break of red-sequence galaxies. Consequently, our richness estimator can be used to compare richness estimates of different clusters, even if they do not share the same photometric data. Appendix A includes 'easy-bake' instructions for implementing our optimal richness estimator, and we are releasing an implementation of the code that works with SDSS data, as well as an augmented maxBCG catalog with the {lambda} richness measured for each cluster.

Seismic attenuation relationship with homogeneous and heterogeneous prediction-error variance models

Science.gov (United States)

Mu, He-Qing; Xu, Rong-Rong; Yuen, Ka-Veng

2014-03-01

Peak ground acceleration (PGA) estimation is an important task in earthquake engineering practice. One of the most well-known models is the Boore-Joyner-Fumal formula, which estimates the PGA using the moment magnitude, the site-to-fault distance and the site foundation properties. In the present study, the complexity for this formula and the homogeneity assumption for the prediction-error variance are investigated and an efficiency-robustness balanced formula is proposed. For this purpose, a reduced-order Monte Carlo simulation algorithm for Bayesian model class selection is presented to obtain the most suitable predictive formula and prediction-error model for the seismic attenuation relationship. In this approach, each model class (a predictive formula with a prediction-error model) is evaluated according to its plausibility given the data. The one with the highest plausibility is robust since it possesses the optimal balance between the data fitting capability and the sensitivity to noise. A database of strong ground motion records in the Tangshan region of China is obtained from the China Earthquake Data Center for the analysis. The optimal predictive formula is proposed based on this database. It is shown that the proposed formula with heterogeneous prediction-error variance is much simpler than the attenuation model suggested by Boore, Joyner and Fumal (1993).

Graphical evaluation of the ridge-type robust regression estimators in mixture experiments.

Science.gov (United States)

Erkoc, Ali; Emiroglu, Esra; Akay, Kadri Ulas

2014-01-01

In mixture experiments, estimation of the parameters is generally based on ordinary least squares (OLS). However, in the presence of multicollinearity and outliers, OLS can result in very poor estimates. In this case, effects due to the combined outlier-multicollinearity problem can be reduced to certain extent by using alternative approaches. One of these approaches is to use biased-robust regression techniques for the estimation of parameters. In this paper, we evaluate various ridge-type robust estimators in the cases where there are multicollinearity and outliers during the analysis of mixture experiments. Also, for selection of biasing parameter, we use fraction of design space plots for evaluating the effect of the ridge-type robust estimators with respect to the scaled mean squared error of prediction. The suggested graphical approach is illustrated on Hald cement data set.

Neuromorphic Configurable Architecture for Robust Motion Estimation

Directory of Open Access Journals (Sweden)

Guillermo Botella

2008-01-01

Full Text Available The robustness of the human visual system recovering motion estimation in almost any visual situation is enviable, performing enormous calculation tasks continuously, robustly, efficiently, and effortlessly. There is obviously a great deal we can learn from our own visual system. Currently, there are several optical flow algorithms, although none of them deals efficiently with noise, illumination changes, second-order motion, occlusions, and so on. The main contribution of this work is the efficient implementation of a biologically inspired motion algorithm that borrows nature templates as inspiration in the design of architectures and makes use of a specific model of human visual motion perception: Multichannel Gradient Model (McGM. This novel customizable architecture of a neuromorphic robust optical flow can be constructed with FPGA or ASIC device using properties of the cortical motion pathway, constituting a useful framework for building future complex bioinspired systems running in real time with high computational complexity. This work includes the resource usage and performance data, and the comparison with actual systems. This hardware has many application fields like object recognition, navigation, or tracking in difficult environments due to its bioinspired and robustness properties.

A robust background regression based score estimation algorithm for hyperspectral anomaly detection

Science.gov (United States)

Zhao, Rui; Du, Bo; Zhang, Liangpei; Zhang, Lefei

2016-12-01

Anomaly detection has become a hot topic in the hyperspectral image analysis and processing fields in recent years. The most important issue for hyperspectral anomaly detection is the background estimation and suppression. Unreasonable or non-robust background estimation usually leads to unsatisfactory anomaly detection results. Furthermore, the inherent nonlinearity of hyperspectral images may cover up the intrinsic data structure in the anomaly detection. In order to implement robust background estimation, as well as to explore the intrinsic data structure of the hyperspectral image, we propose a robust background regression based score estimation algorithm (RBRSE) for hyperspectral anomaly detection. The Robust Background Regression (RBR) is actually a label assignment procedure which segments the hyperspectral data into a robust background dataset and a potential anomaly dataset with an intersection boundary. In the RBR, a kernel expansion technique, which explores the nonlinear structure of the hyperspectral data in a reproducing kernel Hilbert space, is utilized to formulate the data as a density feature representation. A minimum squared loss relationship is constructed between the data density feature and the corresponding assigned labels of the hyperspectral data, to formulate the foundation of the regression. Furthermore, a manifold regularization term which explores the manifold smoothness of the hyperspectral data, and a maximization term of the robust background average density, which suppresses the bias caused by the potential anomalies, are jointly appended in the RBR procedure. After this, a paired-dataset based k-nn score estimation method is undertaken on the robust background and potential anomaly datasets, to implement the detection output. The experimental results show that RBRSE achieves superior ROC curves, AUC values, and background-anomaly separation than some of the other state-of-the-art anomaly detection methods, and is easy to implement

A comparative study of some robust ridge and liu estimators ...

African Journals Online (AJOL)

In multiple linear regression analysis, multicollinearity and outliers are two main problems. When multicollinearity exists, biased estimation techniques such as Ridge and Liu Estimators are preferable to Ordinary Least Square. On the other hand, when outliers exist in the data, robust estimators like M, MM, LTS and S ...

Prediction-error variance in Bayesian model updating: a comparative study

Science.gov (United States)

Asadollahi, Parisa; Li, Jian; Huang, Yong

2017-04-01

In Bayesian model updating, the likelihood function is commonly formulated by stochastic embedding in which the maximum information entropy probability model of prediction error variances plays an important role and it is Gaussian distribution subject to the first two moments as constraints. The selection of prediction error variances can be formulated as a model class selection problem, which automatically involves a trade-off between the average data-fit of the model class and the information it extracts from the data. Therefore, it is critical for the robustness in the updating of the structural model especially in the presence of modeling errors. To date, three ways of considering prediction error variances have been seem in the literature: 1) setting constant values empirically, 2) estimating them based on the goodness-of-fit of the measured data, and 3) updating them as uncertain parameters by applying Bayes' Theorem at the model class level. In this paper, the effect of different strategies to deal with the prediction error variances on the model updating performance is investigated explicitly. A six-story shear building model with six uncertain stiffness parameters is employed as an illustrative example. Transitional Markov Chain Monte Carlo is used to draw samples of the posterior probability density function of the structure model parameters as well as the uncertain prediction variances. The different levels of modeling uncertainty and complexity are modeled through three FE models, including a true model, a model with more complexity, and a model with modeling error. Bayesian updating is performed for the three FE models considering the three aforementioned treatments of the prediction error variances. The effect of number of measurements on the model updating performance is also examined in the study. The results are compared based on model class assessment and indicate that updating the prediction error variances as uncertain parameters at the model

A new variance stabilizing transformation for gene expression data analysis.

Science.gov (United States)

Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor

2013-12-01

In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.

HOTELLING'S T2 CONTROL CHARTS BASED ON ROBUST ESTIMATORS

Directory of Open Access Journals (Sweden)

SERGIO YÁÑEZ

2010-01-01

Full Text Available Under the presence of multivariate outliers, in a Phase I analysis of historical set of data, the T 2 control chart based on the usual sample mean vector and sample variance covariance matrix performs poorly. Several alternative estimators have been proposed. Among them, estimators based on the minimum volume ellipsoid (MVE and the minimum covariance determinant (MCD are powerful in detecting a reasonable number of outliers. In this paper we propose a T 2 control chart using the biweight S estimators for the location and dispersion parameters when monitoring multivariate individual observations. Simulation studies show that this method outperforms the T 2 control chart based on MVE estimators for a small number of observations.

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/.

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/.

Simultaneous estimation of the in-mean and in-variance causal connectomes of the human brain.

Science.gov (United States)

Duggento, A; Passamonti, L; Guerrisi, M; Toschi, N

2017-07-01

In recent years, the study of the human connectome (i.e. of statistical relationships between non spatially contiguous neurophysiological events in the human brain) has been enormously fuelled by technological advances in high-field functional magnetic resonance imaging (fMRI) as well as by coordinated world wide data-collection efforts like the Human Connectome Project (HCP). In this context, Granger Causality (GC) approaches have recently been employed to incorporate information about the directionality of the influence exerted by a brain region on another. However, while fluctuations in the Blood Oxygenation Level Dependent (BOLD) signal at rest also contain important information about the physiological processes that underlie neurovascular coupling and associations between disjoint brain regions, so far all connectivity estimation frameworks have focused on central tendencies, hence completely disregarding so-called in-variance causality (i.e. the directed influence of the volatility of one signal on the volatility of another). In this paper, we develop a framework for simultaneous estimation of both in-mean and in-variance causality in complex networks. We validate our approach using synthetic data from complex ensembles of coupled nonlinear oscillators, and successively employ HCP data to provide the very first estimate of the in-variance connectome of the human brain.

A robust bayesian estimate of the concordance correlation coefficient.

Science.gov (United States)

Feng, Dai; Baumgartner, Richard; Svetnik, Vladimir

2015-01-01

A need for assessment of agreement arises in many situations including statistical biomarker qualification or assay or method validation. Concordance correlation coefficient (CCC) is one of the most popular scaled indices reported in evaluation of agreement. Robust methods for CCC estimation currently present an important statistical challenge. Here, we propose a novel Bayesian method of robust estimation of CCC based on multivariate Student's t-distribution and compare it with its alternatives. Furthermore, we extend the method to practically relevant settings, enabling incorporation of confounding covariates and replications. The superiority of the new approach is demonstrated using simulation as well as real datasets from biomarker application in electroencephalography (EEG). This biomarker is relevant in neuroscience for development of treatments for insomnia.

Robust stability and ℋ ∞ -estimation for uncertain discrete systems with state-delay

Directory of Open Access Journals (Sweden)

Mahmoud Magdi S.

2001-01-01

Full Text Available In this paper, we investigate the problems of robust stability and ℋ ∞ -estimation for a class of linear discrete-time systems with time-varying norm-bounded parameter uncertainty and unknown state-delay. We provide complete results for robust stability with prescribed performance measure and establish a version of the discrete Bounded Real Lemma. Then, we design a linear estimator such that the estimation error dynamics is robustly stable with a guaranteed ℋ ∞ -performance irrespective of the parameteric uncertainties and unknown state delays. A numerical example is worked out to illustrate the developed theory.

On the Computation of the RMSEA and CFI from the Mean-And-Variance Corrected Test Statistic with Nonnormal Data in SEM.

Science.gov (United States)

Savalei, Victoria

2018-01-01

A new type of nonnormality correction to the RMSEA has recently been developed, which has several advantages over existing corrections. In particular, the new correction adjusts the sample estimate of the RMSEA for the inflation due to nonnormality, while leaving its population value unchanged, so that established cutoff criteria can still be used to judge the degree of approximate fit. A confidence interval (CI) for the new robust RMSEA based on the mean-corrected ("Satorra-Bentler") test statistic has also been proposed. Follow up work has provided the same type of nonnormality correction for the CFI (Brosseau-Liard & Savalei, 2014). These developments have recently been implemented in lavaan. This note has three goals: a) to show how to compute the new robust RMSEA and CFI from the mean-and-variance corrected test statistic; b) to offer a new CI for the robust RMSEA based on the mean-and-variance corrected test statistic; and c) to caution that the logic of the new nonnormality corrections to RMSEA and CFI is most appropriate for the maximum likelihood (ML) estimator, and cannot easily be generalized to the most commonly used categorical data estimators.

Components of variance involved in estimating soil water content and water content change using a neutron moisture meter

International Nuclear Information System (INIS)

Sinclair, D.F.; Williams, J.

1979-01-01

There have been significant developments in the design and use of neutron moisture meters since Hewlett et al.(1964) investigated the sources of variance when using this instrument to estimate soil moisture. There appears to be little in the literature, however, which updates these findings. This paper aims to isolate the components of variance when moisture content and moisture change are estimated using the neutron scattering method with current technology and methods

A more realistic estimate of the variances and systematic errors in spherical harmonic geomagnetic field models

DEFF Research Database (Denmark)

Lowes, F.J.; Olsen, Nils

2004-01-01

Most modern spherical harmonic geomagnetic models based on satellite data include estimates of the variances of the spherical harmonic coefficients of the model; these estimates are based on the geometry of the data and the fitting functions, and on the magnitude of the residuals. However...

Association analysis using next-generation sequence data from publicly available control groups: the robust variance score statistic.

Science.gov (United States)

Derkach, Andriy; Chiang, Theodore; Gong, Jiafen; Addis, Laura; Dobbins, Sara; Tomlinson, Ian; Houlston, Richard; Pal, Deb K; Strug, Lisa J

2014-08-01

Sufficiently powered case-control studies with next-generation sequence (NGS) data remain prohibitively expensive for many investigators. If feasible, a more efficient strategy would be to include publicly available sequenced controls. However, these studies can be confounded by differences in sequencing platform; alignment, single nucleotide polymorphism and variant calling algorithms; read depth; and selection thresholds. Assuming one can match cases and controls on the basis of ethnicity and other potential confounding factors, and one has access to the aligned reads in both groups, we investigate the effect of systematic differences in read depth and selection threshold when comparing allele frequencies between cases and controls. We propose a novel likelihood-based method, the robust variance score (RVS), that substitutes genotype calls by their expected values given observed sequence data. We show theoretically that the RVS eliminates read depth bias in the estimation of minor allele frequency. We also demonstrate that, using simulated and real NGS data, the RVS method controls Type I error and has comparable power to the 'gold standard' analysis with the true underlying genotypes for both common and rare variants. An RVS R script and instructions can be found at strug.research.sickkids.ca, and at https://github.com/strug-lab/RVS. lisa.strug@utoronto.ca Supplementary data are available at Bioinformatics online. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Estimates for Genetic Variance Components in Reciprocal Recurrent Selection in Populations Derived from Maize Single-Cross Hybrids

Directory of Open Access Journals (Sweden)

Matheus Costa dos Reis

2014-01-01

Full Text Available This study was carried out to obtain the estimates of genetic variance and covariance components related to intra- and interpopulation in the original populations (C0 and in the third cycle (C3 of reciprocal recurrent selection (RRS which allows breeders to define the best breeding strategy. For that purpose, the half-sib progenies of intrapopulation (P11 and P22 and interpopulation (P12 and P21 from populations 1 and 2 derived from single-cross hybrids in the 0 and 3 cycles of the reciprocal recurrent selection program were used. The intra- and interpopulation progenies were evaluated in a 10×10 triple lattice design in two separate locations. The data for unhusked ear weight (ear weight without husk and plant height were collected. All genetic variance and covariance components were estimated from the expected mean squares. The breakdown of additive variance into intrapopulation and interpopulation additive deviations (στ2 and the covariance between these and their intrapopulation additive effects (CovAτ found predominance of the dominance effect for unhusked ear weight. Plant height for these components shows that the intrapopulation additive effect explains most of the variation. Estimates for intrapopulation and interpopulation additive genetic variances confirm that populations derived from single-cross hybrids have potential for recurrent selection programs.

Stereological estimation of the mean and variance of nuclear volume from vertical sections

DEFF Research Database (Denmark)

Sørensen, Flemming Brandt

1991-01-01

The application of assumption-free, unbiased stereological techniques for estimation of the volume-weighted mean nuclear volume, nuclear vv, from vertical sections of benign and malignant nuclear aggregates in melanocytic skin tumours is described. Combining sampling of nuclei with uniform...... probability in a physical disector and Cavalieri's direct estimator of volume, the unbiased, number-weighted mean nuclear volume, nuclear vN, of the same benign and malignant nuclear populations is also estimated. Having obtained estimates of nuclear volume in both the volume- and number distribution...... to the larger malignant nuclei. Finally, the variance in the volume distribution of nuclear volume is estimated by shape-independent estimates of the volume-weighted second moment of the nuclear volume, vv2, using both a manual and a computer-assisted approach. The working procedure for the description of 3-D...

Comparison of robustness to outliers between robust poisson models and log-binomial models when estimating relative risks for common binary outcomes: a simulation study.

Science.gov (United States)

Chen, Wansu; Shi, Jiaxiao; Qian, Lei; Azen, Stanley P

2014-06-26

To estimate relative risks or risk ratios for common binary outcomes, the most popular model-based methods are the robust (also known as modified) Poisson and the log-binomial regression. Of the two methods, it is believed that the log-binomial regression yields more efficient estimators because it is maximum likelihood based, while the robust Poisson model may be less affected by outliers. Evidence to support the robustness of robust Poisson models in comparison with log-binomial models is very limited. In this study a simulation was conducted to evaluate the performance of the two methods in several scenarios where outliers existed. The findings indicate that for data coming from a population where the relationship between the outcome and the covariate was in a simple form (e.g. log-linear), the two models yielded comparable biases and mean square errors. However, if the true relationship contained a higher order term, the robust Poisson models consistently outperformed the log-binomial models even when the level of contamination is low. The robust Poisson models are more robust (or less sensitive) to outliers compared to the log-binomial models when estimating relative risks or risk ratios for common binary outcomes. Users should be aware of the limitations when choosing appropriate models to estimate relative risks or risk ratios.

Can genetic estimators provide robust estimates of the effective number of breeders in small populations?

Directory of Open Access Journals (Sweden)

Marion Hoehn

Full Text Available The effective population size (N(e is proportional to the loss of genetic diversity and the rate of inbreeding, and its accurate estimation is crucial for the monitoring of small populations. Here, we integrate temporal studies of the gecko Oedura reticulata, to compare genetic and demographic estimators of N(e. Because geckos have overlapping generations, our goal was to demographically estimate N(bI, the inbreeding effective number of breeders and to calculate the N(bI/N(a ratio (N(a =number of adults for four populations. Demographically estimated N(bI ranged from 1 to 65 individuals. The mean reduction in the effective number of breeders relative to census size (N(bI/N(a was 0.1 to 1.1. We identified the variance in reproductive success as the most important variable contributing to reduction of this ratio. We used four methods to estimate the genetic based inbreeding effective number of breeders N(bI(gen and the variance effective populations size N(eV(gen estimates from the genotype data. Two of these methods - a temporal moment-based (MBT and a likelihood-based approach (TM3 require at least two samples in time, while the other two were single-sample estimators - the linkage disequilibrium method with bias correction LDNe and the program ONeSAMP. The genetic based estimates were fairly similar across methods and also similar to the demographic estimates excluding those estimates, in which upper confidence interval boundaries were uninformative. For example, LDNe and ONeSAMP estimates ranged from 14-55 and 24-48 individuals, respectively. However, temporal methods suffered from a large variation in confidence intervals and concerns about the prior information. We conclude that the single-sample estimators are an acceptable short-cut to estimate N(bI for species such as geckos and will be of great importance for the monitoring of species in fragmented landscapes.

Comparison of Classical and Robust Estimates of Threshold Auto-regression Parameters

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V. B. Goryainov

2017-01-01

Full Text Available The study object is the first-order threshold auto-regression model with a single zero-located threshold. The model describes a stochastic temporal series with discrete time by means of a piecewise linear equation consisting of two linear classical first-order autoregressive equations. One of these equations is used to calculate a running value of the temporal series. A control variable that determines the choice between these two equations is the sign of the previous value of the same series.The first-order threshold autoregressive model with a single threshold depends on two real parameters that coincide with the coefficients of the piecewise linear threshold equation. These parameters are assumed to be unknown. The paper studies an estimate of the least squares, an estimate the least modules, and the M-estimates of these parameters. The aim of the paper is a comparative study of the accuracy of these estimates for the main probabilistic distributions of the updating process of the threshold autoregressive equation. These probability distributions were normal, contaminated normal, logistic, double-exponential distributions, a Student's distribution with different number of degrees of freedom, and a Cauchy distribution.As a measure of the accuracy of each estimate, was chosen its variance to measure the scattering of the estimate around the estimated parameter. An estimate with smaller variance made from the two estimates was considered to be the best. The variance was estimated by computer simulation. To estimate the smallest modules an iterative weighted least-squares method was used and the M-estimates were done by the method of a deformable polyhedron (the Nelder-Mead method. To calculate the least squares estimate, an explicit analytic expression was used.It turned out that the estimation of least squares is best only with the normal distribution of the updating process. For the logistic distribution and the Student's distribution with the

Method for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations

CSIR Research Space (South Africa)

Kirton, A

2010-08-01

Full Text Available for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations A KIRTON B SCHOLES S ARCHIBALD CSIR Ecosystem Processes and Dynamics, Natural Resources and the Environment P.O. BOX 395, Pretoria, 0001, South... intervals (confidence intervals for predicted values) for allometric estimates can be obtained using an example of estimating tree biomass from stem diameter. It explains how to deal with relationships which are in the power function form - a common form...

Uncertainty quantification for radiation measurements: Bottom-up error variance estimation using calibration information

International Nuclear Information System (INIS)

Burr, T.; Croft, S.; Krieger, T.; Martin, K.; Norman, C.; Walsh, S.

2016-01-01

One example of top-down uncertainty quantification (UQ) involves comparing two or more measurements on each of multiple items. One example of bottom-up UQ expresses a measurement result as a function of one or more input variables that have associated errors, such as a measured count rate, which individually (or collectively) can be evaluated for impact on the uncertainty in the resulting measured value. In practice, it is often found that top-down UQ exhibits larger error variances than bottom-up UQ, because some error sources are present in the fielded assay methods used in top-down UQ that are not present (or not recognized) in the assay studies used in bottom-up UQ. One would like better consistency between the two approaches in order to claim understanding of the measurement process. The purpose of this paper is to refine bottom-up uncertainty estimation by using calibration information so that if there are no unknown error sources, the refined bottom-up uncertainty estimate will agree with the top-down uncertainty estimate to within a specified tolerance. Then, in practice, if the top-down uncertainty estimate is larger than the refined bottom-up uncertainty estimate by more than the specified tolerance, there must be omitted sources of error beyond those predicted from calibration uncertainty. The paper develops a refined bottom-up uncertainty approach for four cases of simple linear calibration: (1) inverse regression with negligible error in predictors, (2) inverse regression with non-negligible error in predictors, (3) classical regression followed by inversion with negligible error in predictors, and (4) classical regression followed by inversion with non-negligible errors in predictors. Our illustrations are of general interest, but are drawn from our experience with nuclear material assay by non-destructive assay. The main example we use is gamma spectroscopy that applies the enrichment meter principle. Previous papers that ignore error in predictors

Determinants of long-term growth : New results applying robust estimation and extreme bounds analysis

NARCIS (Netherlands)

Sturm, J.-E.; de Haan, J.

2005-01-01

Two important problems exist in cross-country growth studies: outliers and model uncertainty. Employing Sala-i-Martin's (1997a,b) data set, we first use robust estimation and analyze to what extent outliers influence OLS regressions. We then use both OLS and robust estimation techniques in applying

A COMPARISON OF SOME ROBUST BIVARIATE CONTROL CHARTS FOR INDIVIDUAL OBSERVATIONS

Directory of Open Access Journals (Sweden)

Moustafa Omar Ahmed Abu - Shawiesh

2014-06-01

Full Text Available This paper proposed and considered some bivariate control charts to monitor individual observations from a statistical process control. Usual control charts which use mean and variance-covariance estimators are sensitive to outliers. We consider the following robust alternatives to the classical Hoteling's T2: T2MedMAD, T2MCD, T2MVE a simulation study has been conducted to compare the performance of these control charts. Two real life data are analyzed to illustrate the application of these robust alternatives.

Estimating open population site occupancy from presence-absence data lacking the robust design.

Science.gov (United States)

Dail, D; Madsen, L

2013-03-01

Many animal monitoring studies seek to estimate the proportion of a study area occupied by a target population. The study area is divided into spatially distinct sites where the detected presence or absence of the population is recorded, and this is repeated in time for multiple seasons. However, when occupied sites are detected with probability p Ecology 84, 2200-2207) developed a multiseason model for estimating seasonal site occupancy (ψt ) while accounting for unknown p. Their model performs well when observations are collected according to the robust design, where multiple sampling occasions occur during each season; the repeated sampling aids in the estimation p. However, their model does not perform as well when the robust design is lacking. In this paper, we propose an alternative likelihood model that yields improved seasonal estimates of p and Ψt in the absence of the robust design. We construct the marginal likelihood of the observed data by conditioning on, and summing out, the latent number of occupied sites during each season. A simulation study shows that in cases without the robust design, the proposed model estimates p with less bias than the MacKenzie et al. model and hence improves the estimates of Ψt . We apply both models to a data set consisting of repeated presence-absence observations of American robins (Turdus migratorius) with yearly survey periods. The two models are compared to a third estimator available when the repeated counts (from the same study) are considered, with the proposed model yielding estimates of Ψt closest to estimates from the point count model. Copyright © 2013, The International Biometric Society.

Estimation of additive and dominance variance for reproductive traits from different models in Duroc purebred

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Talerngsak Angkuraseranee

2010-05-01

Full Text Available The additive and dominance genetic variances of 5,801 Duroc reproductive and growth records were estimated usingBULPF90 PC-PACK. Estimates were obtained for number born alive (NBA, birth weight (BW, number weaned (NW, andweaning weight (WW. Data were analyzed using two mixed model equations. The first model included fixed effects andrandom effects identifying inbreeding depression, additive gene effect and permanent environments effects. The secondmodel was similar to the first model, but included the dominance genotypic effect. Heritability estimates of NBA, BW, NWand WW from the two models were 0.1558/0.1716, 0.1616/0.1737, 0.0372/0.0874 and 0.1584/0.1516 respectively. Proportionsof dominance effect to total phenotypic variance from the dominance model were 0.1024, 0.1625, 0.0470, and 0.1536 for NBA,BW, NW and WW respectively. Dominance effects were found to have sizable influence on the litter size traits analyzed.Therefore, genetic evaluation with the dominance model (Model 2 is found more appropriate than the animal model (Model 1.

Robust and bias-corrected estimation of the coefficient of tail dependence

DEFF Research Database (Denmark)

Dutang, C.; Goegebeur, Y.; Guillou, A.

2014-01-01

We introduce a robust and asymptotically unbiased estimator for the coefficient of tail dependence in multivariate extreme value statistics. The estimator is obtained by fitting a second order model to the data by means of the minimum density power divergence criterion. The asymptotic properties ...

Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models

NARCIS (Netherlands)

Cizek, P.; Aquaro, M.

2015-01-01

This paper extends an existing outlier-robust estimator of linear dynamic panel data models with fixed effects, which is based on the median ratio of two consecutive pairs of first-differenced data. To improve its precision and robust properties, a general procedure based on many pairwise

Robust cylinder pressure estimation in heavy-duty diesel engines

NARCIS (Netherlands)

Kulah, S.; Forrai, A.; Rentmeester, F.; Donkers, T.; Willems, F.P.T.

2017-01-01

The robustness of a new single-cylinder pressure sensor concept is experimentally demonstrated on a six-cylinder heavy-duty diesel engine. Using a single-cylinder pressure sensor and a crank angle sensor, this single-cylinder pressure sensor concept estimates the in-cylinder pressure traces in the

Robust experiment design for estimating myocardial β adrenergic receptor concentration using PET

International Nuclear Information System (INIS)

Salinas, Cristian; Muzic, Raymond F. Jr.; Ernsberger, Paul; Saidel, Gerald M.

2007-01-01

Myocardial β adrenergic receptor (β-AR) concentration can substantially decrease in congestive heart failure and significantly increase in chronic volume overload, such as in severe aortic valve regurgitation. Positron emission tomography (PET) with an appropriate ligand-receptor model can be used for noninvasive estimation of myocardial β-AR concentration in vivo. An optimal design of the experiment protocol, however, is needed for sufficiently precise estimates of β-AR concentration in a heterogeneous population. Standard methods of optimal design do not account for a heterogeneous population with a wide range of β-AR concentrations and other physiological parameters and consequently are inadequate. To address this, we have developed a methodology to design a robust two-injection protocol that provides reliable estimates of myocardial β-AR concentration in normal and pathologic states. A two-injection protocol of the high affinity β-AR antagonist [ 18 F]-(S)-fluorocarazolol was designed based on a computer-generated (or synthetic) population incorporating a wide range of β-AR concentrations. Timing and dosage of the ligand injections were optimally designed with minimax criterion to provide the least bad β-AR estimates for the worst case in the synthetic population. This robust experiment design for PET was applied to experiments with pigs before and after β-AR upregulation by chemical sympathectomy. Estimates of β-AR concentration were found by minimizing the difference between the model-predicted and experimental PET data. With this robust protocol, estimates of β-AR concentration showed high precision in both normal and pathologic states. The increase in β-AR concentration after sympathectomy predicted noninvasively with PET is consistent with the increase shown by in vitro assays in pig myocardium. A robust experiment protocol was designed for PET that yields reliable estimates of β-AR concentration in a population with normal and pathologic

Estimating the mean and variance of measurements from serial radioactive decay schemes with emphasis on 222Rn and its short-lived progeny

International Nuclear Information System (INIS)

Inkret, W.C.; Borak, T.B.; Boes, D.C.

1990-01-01

Classically, the mean and variance of radioactivity measurements are estimated from poisson distributions. However, the random distribution of observed events is not poisson when the half-life is short compared with the interval of observation or when more than one event can be associated with a single initial atom. Procedures were developed to estimate the mean and variance of single measurements of serial radioactive processes. Results revealed that observations from the three consecutive alpha emissions beginning with 222 Rn are positively correlated. Since the poisson estimator ignores covariance terms, it underestimates the true variance of the measurement. The reverse is true for mixtures of radon daughters only. (author)

A Robust Adaptive Unscented Kalman Filter for Nonlinear Estimation with Uncertain Noise Covariance.

Science.gov (United States)

Zheng, Binqi; Fu, Pengcheng; Li, Baoqing; Yuan, Xiaobing

2018-03-07

The Unscented Kalman filter (UKF) may suffer from performance degradation and even divergence while mismatch between the noise distribution assumed as a priori by users and the actual ones in a real nonlinear system. To resolve this problem, this paper proposes a robust adaptive UKF (RAUKF) to improve the accuracy and robustness of state estimation with uncertain noise covariance. More specifically, at each timestep, a standard UKF will be implemented first to obtain the state estimations using the new acquired measurement data. Then an online fault-detection mechanism is adopted to judge if it is necessary to update current noise covariance. If necessary, innovation-based method and residual-based method are used to calculate the estimations of current noise covariance of process and measurement, respectively. By utilizing a weighting factor, the filter will combine the last noise covariance matrices with the estimations as the new noise covariance matrices. Finally, the state estimations will be corrected according to the new noise covariance matrices and previous state estimations. Compared with the standard UKF and other adaptive UKF algorithms, RAUKF converges faster to the actual noise covariance and thus achieves a better performance in terms of robustness, accuracy, and computation for nonlinear estimation with uncertain noise covariance, which is demonstrated by the simulation results.

A proxy for variance in dense matching over homogeneous terrain

Science.gov (United States)

Altena, Bas; Cockx, Liesbet; Goedemé, Toon

2014-05-01

Automation in photogrammetry and avionics have brought highly autonomous UAV mapping solutions on the market. These systems have great potential for geophysical research, due to their mobility and simplicity of work. Flight planning can be done on site and orientation parameters are estimated automatically. However, one major drawback is still present: if contrast is lacking, stereoscopy fails. Consequently, topographic information cannot be obtained precisely through photogrammetry for areas with low contrast. Even though more robustness is added in the estimation through multi-view geometry, a precise product is still lacking. For the greater part, interpolation is applied over these regions, where the estimation is constrained by uniqueness, its epipolar line and smoothness. Consequently, digital surface models are generated with an estimate of the topography, without holes but also without an indication of its variance. Every dense matching algorithm is based on a similarity measure. Our methodology uses this property to support the idea that if only noise is present, no correspondence can be detected. Therefore, the noise level is estimated in respect to the intensity signal of the topography (SNR) and this ratio serves as a quality indicator for the automatically generated product. To demonstrate this variance indicator, two different case studies were elaborated. The first study is situated at an open sand mine near the village of Kiezegem, Belgium. Two different UAV systems flew over the site. One system had automatic intensity regulation, and resulted in low contrast over the sandy interior of the mine. That dataset was used to identify the weak estimations of the topography and was compared with the data from the other UAV flight. In the second study a flight campaign with the X100 system was conducted along the coast near Wenduine, Belgium. The obtained images were processed through structure-from-motion software. Although the beach had a very low

Simultaneous Monte Carlo zero-variance estimates of several correlated means

International Nuclear Information System (INIS)

Booth, T.E.

1997-08-01

Zero variance procedures have been in existence since the dawn of Monte Carlo. Previous works all treat the problem of zero variance solutions for a single tally. One often wants to get low variance solutions to more than one tally. When the sets of random walks needed for two tallies are similar, it is more efficient to do zero variance biasing for both tallies in the same Monte Carlo run, instead of two separate runs. The theory presented here correlates the random walks of particles by the similarity of their tallies. Particles with dissimilar tallies rapidly become uncorrelated whereas particles with similar tallies will stay correlated through most of their random walk. The theory herein should allow practitioners to make efficient use of zero-variance biasing procedures in practical problems

Robust efficient estimation of heart rate pulse from video

Science.gov (United States)

Xu, Shuchang; Sun, Lingyun; Rohde, Gustavo Kunde

2014-01-01

We describe a simple but robust algorithm for estimating the heart rate pulse from video sequences containing human skin in real time. Based on a model of light interaction with human skin, we define the change of blood concentration due to arterial pulsation as a pixel quotient in log space, and successfully use the derived signal for computing the pulse heart rate. Various experiments with different cameras, different illumination condition, and different skin locations were conducted to demonstrate the effectiveness and robustness of the proposed algorithm. Examples computed with normal illumination show the algorithm is comparable with pulse oximeter devices both in accuracy and sensitivity. PMID:24761294

Simulation study on heterogeneous variance adjustment for observations with different measurement error variance

DEFF Research Database (Denmark)

Pitkänen, Timo; Mäntysaari, Esa A; Nielsen, Ulrik Sander

2013-01-01

of variance correction is developed for the same observations. As automated milking systems are becoming more popular the current evaluation model needs to be enhanced to account for the different measurement error variances of observations from automated milking systems. In this simulation study different...... models and different approaches to account for heterogeneous variance when observations have different measurement error variances were investigated. Based on the results we propose to upgrade the currently applied models and to calibrate the heterogeneous variance adjustment method to yield same genetic......The Nordic Holstein yield evaluation model describes all available milk, protein and fat test-day yields from Denmark, Finland and Sweden. In its current form all variance components are estimated from observations recorded under conventional milking systems. Also the model for heterogeneity...

Newton-Gauss Algorithm of Robust Weighted Total Least Squares Model

Directory of Open Access Journals (Sweden)

WANG Bin

2015-06-01

Full Text Available Based on the Newton-Gauss iterative algorithm of weighted total least squares (WTLS, a robust WTLS (RWTLS model is presented. The model utilizes the standardized residuals to construct the weight factor function and the square root of the variance component estimator with robustness is obtained by introducing the median method. Therefore, the robustness in both the observation and structure spaces can be simultaneously achieved. To obtain standardized residuals, the linearly approximate cofactor propagation law is employed to derive the expression of the cofactor matrix of WTLS residuals. The iterative calculation steps for RWTLS are also described. The experiment indicates that the model proposed in this paper exhibits satisfactory robustness for gross errors handling problem of WTLS, the obtained parameters have no significant difference with the results of WTLS without gross errors. Therefore, it is superior to the robust weighted total least squares model directly constructed with residuals.

Statistical methodology for estimating the mean difference in a meta-analysis without study-specific variance information.

Science.gov (United States)

Sangnawakij, Patarawan; Böhning, Dankmar; Adams, Stephen; Stanton, Michael; Holling, Heinz

2017-04-30

Statistical inference for analyzing the results from several independent studies on the same quantity of interest has been investigated frequently in recent decades. Typically, any meta-analytic inference requires that the quantity of interest is available from each study together with an estimate of its variability. The current work is motivated by a meta-analysis on comparing two treatments (thoracoscopic and open) of congenital lung malformations in young children. Quantities of interest include continuous end-points such as length of operation or number of chest tube days. As studies only report mean values (and no standard errors or confidence intervals), the question arises how meta-analytic inference can be developed. We suggest two methods to estimate study-specific variances in such a meta-analysis, where only sample means and sample sizes are available in the treatment arms. A general likelihood ratio test is derived for testing equality of variances in two groups. By means of simulation studies, the bias and estimated standard error of the overall mean difference from both methodologies are evaluated and compared with two existing approaches: complete study analysis only and partial variance information. The performance of the test is evaluated in terms of type I error. Additionally, we illustrate these methods in the meta-analysis on comparing thoracoscopic and open surgery for congenital lung malformations and in a meta-analysis on the change in renal function after kidney donation. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Variance in exposed perturbations impairs retention of visuomotor adaptation.

Science.gov (United States)

Canaveral, Cesar Augusto; Danion, Frédéric; Berrigan, Félix; Bernier, Pierre-Michel

2017-11-01

Sensorimotor control requires an accurate estimate of the state of the body. The brain optimizes state estimation by combining sensory signals with predictions of the sensory consequences of motor commands using a forward model. Given that both sensory signals and predictions are uncertain (i.e., noisy), the brain optimally weights the relative reliance on each source of information during adaptation. In support, it is known that uncertainty in the sensory predictions influences the rate and generalization of visuomotor adaptation. We investigated whether uncertainty in the sensory predictions affects the retention of a new visuomotor relationship. This was done by exposing three separate groups to a visuomotor rotation whose mean was common at 15° counterclockwise but whose variance around the mean differed (i.e., SD of 0°, 3.2°, or 4.5°). Retention was assessed by measuring the persistence of the adapted behavior in a no-vision phase. Results revealed that mean reach direction late in adaptation was similar across groups, suggesting it depended mainly on the mean of exposed rotations and was robust to differences in variance. However, retention differed across groups, with higher levels of variance being associated with a more rapid reversion toward nonadapted behavior. A control experiment ruled out the possibility that differences in retention were accounted for by differences in success rates. Exposure to variable rotations may have increased the uncertainty in sensory predictions, making the adapted forward model more labile and susceptible to change or decay. NEW & NOTEWORTHY The brain predicts the sensory consequences of motor commands through a forward model. These predictions are subject to uncertainty. We use visuomotor adaptation and modulate uncertainty in the sensory predictions by manipulating the variance in exposed rotations. Results reveal that variance does not influence the final extent of adaptation but selectively impairs the retention of

Validation of consistency of Mendelian sampling variance.

Science.gov (United States)

Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H

2018-03-01

Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic

Estimation of measurement variance in the context of environment statistics

Science.gov (United States)

Maiti, Pulakesh

2015-02-01

The object of environment statistics is for providing information on the environment, on its most important changes over time, across locations and identifying the main factors that influence them. Ultimately environment statistics would be required to produce higher quality statistical information. For this timely, reliable and comparable data are needed. Lack of proper and uniform definitions, unambiguous classifications pose serious problems to procure qualitative data. These cause measurement errors. We consider the problem of estimating measurement variance so that some measures may be adopted to improve upon the quality of data on environmental goods and services and on value statement in economic terms. The measurement technique considered here is that of employing personal interviewers and the sampling considered here is that of two-stage sampling.

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...

MMSE-based algorithm for joint signal detection, channel and noise variance estimation for OFDM systems

CERN Document Server

Savaux, Vincent

2014-01-01

This book presents an algorithm for the detection of an orthogonal frequency division multiplexing (OFDM) signal in a cognitive radio context by means of a joint and iterative channel and noise estimation technique. Based on the minimum mean square criterion, it performs an accurate detection of a user in a frequency band, by achieving a quasi-optimal channel and noise variance estimation if the signal is present, and by estimating the noise level in the band if the signal is absent. Organized into three chapters, the first chapter provides the background against which the system model is pr

Estimation non-paramétrique robuste pour données fonctionnelles

OpenAIRE

Crambes , Christophe; Delsol , Laurent; Laksaci , Ali

2009-01-01

International audience; L'estimation robuste présente une approche alternative aux méthodes de régression classiques, par exemple lorsque les observations sont affectées par la présence de données aberrantes. Récemment, ces estimateurs robustes ont été considérés pour des modèles avec données fonctionnelles. Dans cet exposé, nous considérons un modèle de régression robuste avec une variable d'intérêt réelle et une variable explicative fonctionnelle. Nous définissons un estimateur non-paramétr...

Robustness of SOC Estimation Algorithms for EV Lithium-Ion Batteries against Modeling Errors and Measurement Noise

Directory of Open Access Journals (Sweden)

Xue Li

2015-01-01

Full Text Available State of charge (SOC is one of the most important parameters in battery management system (BMS. There are numerous algorithms for SOC estimation, mostly of model-based observer/filter types such as Kalman filters, closed-loop observers, and robust observers. Modeling errors and measurement noises have critical impact on accuracy of SOC estimation in these algorithms. This paper is a comparative study of robustness of SOC estimation algorithms against modeling errors and measurement noises. By using a typical battery platform for vehicle applications with sensor noise and battery aging characterization, three popular and representative SOC estimation methods (extended Kalman filter, PI-controlled observer, and H∞ observer are compared on such robustness. The simulation and experimental results demonstrate that deterioration of SOC estimation accuracy under modeling errors resulted from aging and larger measurement noise, which is quantitatively characterized. The findings of this paper provide useful information on the following aspects: (1 how SOC estimation accuracy depends on modeling reliability and voltage measurement accuracy; (2 pros and cons of typical SOC estimators in their robustness and reliability; (3 guidelines for requirements on battery system identification and sensor selections.

Robust estimation and moment selection in dynamic fixed-effects panel data models

NARCIS (Netherlands)

Cizek, Pavel; Aquaro, Michele

Considering linear dynamic panel data models with fixed effects, existing outlier–robust estimators based on the median ratio of two consecutive pairs of first-differenced data are extended to higher-order differencing. The estimation procedure is thus based on many pairwise differences and their

Simultaneous estimation of cross-validation errors in least squares collocation applied for statistical testing and evaluation of the noise variance components

Science.gov (United States)

Behnabian, Behzad; Mashhadi Hossainali, Masoud; Malekzadeh, Ahad

2018-02-01

The cross-validation technique is a popular method to assess and improve the quality of prediction by least squares collocation (LSC). We present a formula for direct estimation of the vector of cross-validation errors (CVEs) in LSC which is much faster than element-wise CVE computation. We show that a quadratic form of CVEs follows Chi-squared distribution. Furthermore, a posteriori noise variance factor is derived by the quadratic form of CVEs. In order to detect blunders in the observations, estimated standardized CVE is proposed as the test statistic which can be applied when noise variances are known or unknown. We use LSC together with the methods proposed in this research for interpolation of crustal subsidence in the northern coast of the Gulf of Mexico. The results show that after detection and removing outliers, the root mean square (RMS) of CVEs and estimated noise standard deviation are reduced about 51 and 59%, respectively. In addition, RMS of LSC prediction error at data points and RMS of estimated noise of observations are decreased by 39 and 67%, respectively. However, RMS of LSC prediction error on a regular grid of interpolation points covering the area is only reduced about 4% which is a consequence of sparse distribution of data points for this case study. The influence of gross errors on LSC prediction results is also investigated by lower cutoff CVEs. It is indicated that after elimination of outliers, RMS of this type of errors is also reduced by 19.5% for a 5 km radius of vicinity. We propose a method using standardized CVEs for classification of dataset into three groups with presumed different noise variances. The noise variance components for each of the groups are estimated using restricted maximum-likelihood method via Fisher scoring technique. Finally, LSC assessment measures were computed for the estimated heterogeneous noise variance model and compared with those of the homogeneous model. The advantage of the proposed method is the

Robust estimation of hydrological model parameters

Directory of Open Access Journals (Sweden)

A. Bárdossy

2008-11-01

Full Text Available The estimation of hydrological model parameters is a challenging task. With increasing capacity of computational power several complex optimization algorithms have emerged, but none of the algorithms gives a unique and very best parameter vector. The parameters of fitted hydrological models depend upon the input data. The quality of input data cannot be assured as there may be measurement errors for both input and state variables. In this study a methodology has been developed to find a set of robust parameter vectors for a hydrological model. To see the effect of observational error on parameters, stochastically generated synthetic measurement errors were applied to observed discharge and temperature data. With this modified data, the model was calibrated and the effect of measurement errors on parameters was analysed. It was found that the measurement errors have a significant effect on the best performing parameter vector. The erroneous data led to very different optimal parameter vectors. To overcome this problem and to find a set of robust parameter vectors, a geometrical approach based on Tukey's half space depth was used. The depth of the set of N randomly generated parameters was calculated with respect to the set with the best model performance (Nash-Sutclife efficiency was used for this study for each parameter vector. Based on the depth of parameter vectors, one can find a set of robust parameter vectors. The results show that the parameters chosen according to the above criteria have low sensitivity and perform well when transfered to a different time period. The method is demonstrated on the upper Neckar catchment in Germany. The conceptual HBV model was used for this study.

The Distribution of the Sample Minimum-Variance Frontier

OpenAIRE

Raymond Kan; Daniel R. Smith

2008-01-01

In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...

On the Performance of Maximum Likelihood versus Means and Variance Adjusted Weighted Least Squares Estimation in CFA

Science.gov (United States)

Beauducel, Andre; Herzberg, Philipp Yorck

2006-01-01

This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…

A COSMIC VARIANCE COOKBOOK

International Nuclear Information System (INIS)

Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.

2011-01-01

Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic

Variance of discharge estimates sampled using acoustic Doppler current profilers from moving boats

Science.gov (United States)

Garcia, Carlos M.; Tarrab, Leticia; Oberg, Kevin; Szupiany, Ricardo; Cantero, Mariano I.

2012-01-01

This paper presents a model for quantifying the random errors (i.e., variance) of acoustic Doppler current profiler (ADCP) discharge measurements from moving boats for different sampling times. The model focuses on the random processes in the sampled flow field and has been developed using statistical methods currently available for uncertainty analysis of velocity time series. Analysis of field data collected using ADCP from moving boats from three natural rivers of varying sizes and flow conditions shows that, even though the estimate of the integral time scale of the actual turbulent flow field is larger than the sampling interval, the integral time scale of the sampled flow field is on the order of the sampling interval. Thus, an equation for computing the variance error in discharge measurements associated with different sampling times, assuming uncorrelated flow fields is appropriate. The approach is used to help define optimal sampling strategies by choosing the exposure time required for ADCPs to accurately measure flow discharge.

Robust Multi-Frame Adaptive Optics Image Restoration Algorithm Using Maximum Likelihood Estimation with Poisson Statistics

Directory of Open Access Journals (Sweden)

Dongming Li

2017-04-01

Full Text Available An adaptive optics (AO system provides real-time compensation for atmospheric turbulence. However, an AO image is usually of poor contrast because of the nature of the imaging process, meaning that the image contains information coming from both out-of-focus and in-focus planes of the object, which also brings about a loss in quality. In this paper, we present a robust multi-frame adaptive optics image restoration algorithm via maximum likelihood estimation. Our proposed algorithm uses a maximum likelihood method with image regularization as the basic principle, and constructs the joint log likelihood function for multi-frame AO images based on a Poisson distribution model. To begin with, a frame selection method based on image variance is applied to the observed multi-frame AO images to select images with better quality to improve the convergence of a blind deconvolution algorithm. Then, by combining the imaging conditions and the AO system properties, a point spread function estimation model is built. Finally, we develop our iterative solutions for AO image restoration addressing the joint deconvolution issue. We conduct a number of experiments to evaluate the performances of our proposed algorithm. Experimental results show that our algorithm produces accurate AO image restoration results and outperforms the current state-of-the-art blind deconvolution methods.

variance components and genetic parameters for live weight

African Journals Online (AJOL)

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Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.

R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.

Science.gov (United States)

Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil

2011-01-01

We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.

A mixture model for robust registration in Kinect sensor

Science.gov (United States)

Peng, Li; Zhou, Huabing; Zhu, Shengguo

2018-03-01

The Microsoft Kinect sensor has been widely used in many applications, but it suffers from the drawback of low registration precision between color image and depth image. In this paper, we present a robust method to improve the registration precision by a mixture model that can handle multiply images with the nonparametric model. We impose non-parametric geometrical constraints on the correspondence, as a prior distribution, in a reproducing kernel Hilbert space (RKHS).The estimation is performed by the EM algorithm which by also estimating the variance of the prior model is able to obtain good estimates. We illustrate the proposed method on the public available dataset. The experimental results show that our approach outperforms the baseline methods.

Variance Risk Premia on Stocks and Bonds

DEFF Research Database (Denmark)

Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea

We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...

Robust Backlash Estimation for Industrial Drive-Train Systems—Theory and Validation

DEFF Research Database (Denmark)

Papageorgiou, Dimitrios; Blanke, Mogens; Niemann, Hans Henrik

2018-01-01

Backlash compensation is used in modern machinetool controls to ensure high-accuracy positioning. When wear of a machine causes deadzone width to increase, high-accuracy control may be maintained if the deadzone is accurately estimated. Deadzone estimation is also an important parameter to indica......-of-the-art Siemens equipment. The experiments validate the theory and show that expected performance and robustness to parameter uncertainties are both achieved....

Meta-analysis of SNPs involved in variance heterogeneity using Levene's test for equal variances

Science.gov (United States)

Deng, Wei Q; Asma, Senay; Paré, Guillaume

2014-01-01

Meta-analysis is a commonly used approach to increase the sample size for genome-wide association searches when individual studies are otherwise underpowered. Here, we present a meta-analysis procedure to estimate the heterogeneity of the quantitative trait variance attributable to genetic variants using Levene's test without needing to exchange individual-level data. The meta-analysis of Levene's test offers the opportunity to combine the considerable sample size of a genome-wide meta-analysis to identify the genetic basis of phenotypic variability and to prioritize single-nucleotide polymorphisms (SNPs) for gene–gene and gene–environment interactions. The use of Levene's test has several advantages, including robustness to departure from the normality assumption, freedom from the influence of the main effects of SNPs, and no assumption of an additive genetic model. We conducted a meta-analysis of the log-transformed body mass index of 5892 individuals and identified a variant with a highly suggestive Levene's test P-value of 4.28E-06 near the NEGR1 locus known to be associated with extreme obesity. PMID:23921533

Estimation of State of Charge of Lithium-Ion Batteries Used in HEV Using Robust Extended Kalman Filtering

Directory of Open Access Journals (Sweden)

Suleiman M. Sharkh

2012-04-01

Full Text Available A robust extended Kalman filter (EKF is proposed as a method for estimation of the state of charge (SOC of lithium-ion batteries used in hybrid electric vehicles (HEVs. An equivalent circuit model of the battery, including its electromotive force (EMF hysteresis characteristics and polarization characteristics is used. The effect of the robust EKF gain coefficient on SOC estimation is analyzed, and an optimized gain coefficient is determined to restrain battery terminal voltage from fluctuating. Experimental and simulation results are presented. SOC estimates using the standard EKF are compared with the proposed robust EKF algorithm to demonstrate the accuracy and precision of the latter for SOC estimation.

Robust position estimation of a mobile vehicle

International Nuclear Information System (INIS)

Conan, V.

1994-01-01

The ability to estimate the position of a mobile vehicle is a key task for navigation over large distances in complex indoor environments such as nuclear power plants. Schematics of the plants are available, but they are incomplete, as real settings contain many objects, such as pipes, cables or furniture, that mask part of the model. The position estimation method described in this paper matches 3-D data with a simple schematic of a plant. It is basically independent of odometer information and viewpoint, robust to noisy data and spurious points and largely insensitive to occlusions. The method is based on a hypothesis/verification paradigm and its complexity is polynomial; it runs in O(m 4 n 4 ), where m represents the number of model patches and n the number of scene patches. Heuristics are presented to speed up the algorithm. Results on real 3-D data show good behaviour even when the scene is very occluded. (authors). 16 refs., 3 figs., 1 tab

Adjustment of Measurements with Multiplicative Errors: Error Analysis, Estimates of the Variance of Unit Weight, and Effect on Volume Estimation from LiDAR-Type Digital Elevation Models

Directory of Open Access Journals (Sweden)

Yun Shi

2014-01-01

Full Text Available Modern observation technology has verified that measurement errors can be proportional to the true values of measurements such as GPS, VLBI baselines and LiDAR. Observational models of this type are called multiplicative error models. This paper is to extend the work of Xu and Shimada published in 2000 on multiplicative error models to analytical error analysis of quantities of practical interest and estimates of the variance of unit weight. We analytically derive the variance-covariance matrices of the three least squares (LS adjustments, the adjusted measurements and the corrections of measurements in multiplicative error models. For quality evaluation, we construct five estimators for the variance of unit weight in association of the three LS adjustment methods. Although LiDAR measurements are contaminated with multiplicative random errors, LiDAR-based digital elevation models (DEM have been constructed as if they were of additive random errors. We will simulate a model landslide, which is assumed to be surveyed with LiDAR, and investigate the effect of LiDAR-type multiplicative error measurements on DEM construction and its effect on the estimate of landslide mass volume from the constructed DEM.

Robust subspace estimation using low-rank optimization theory and applications

CERN Document Server

Oreifej, Omar

2014-01-01

Various fundamental applications in computer vision and machine learning require finding the basis of a certain subspace. Examples of such applications include face detection, motion estimation, and activity recognition. An increasing interest has been recently placed on this area as a result of significant advances in the mathematics of matrix rank optimization. Interestingly, robust subspace estimation can be posed as a low-rank optimization problem, which can be solved efficiently using techniques such as the method of Augmented Lagrange Multiplier. In this book,?the authors?discuss fundame

Robustness Beamforming Algorithms

Directory of Open Access Journals (Sweden)

Sajad Dehghani

2014-04-01

Full Text Available Adaptive beamforming methods are known to degrade in the presence of steering vector and covariance matrix uncertinity. In this paper, a new approach is presented to robust adaptive minimum variance distortionless response beamforming make robust against both uncertainties in steering vector and covariance matrix. This method minimize a optimization problem that contains a quadratic objective function and a quadratic constraint. The optimization problem is nonconvex but is converted to a convex optimization problem in this paper. It is solved by the interior-point method and optimum weight vector to robust beamforming is achieved.

Investing in Global Markets: Big Data and Applications of Robust Regression

Directory of Open Access Journals (Sweden)

John eGuerard

2016-02-01

Full Text Available In this analysis of the risk and return of stocks in global markets, we apply several applications of robust regression techniques in producing stock selection models and several optimization techniques in portfolio construction in global stock universes. We find that (1 the robust regression applications are appropriate for modeling stock returns in global markets; and (2 mean-variance techniques continue to produce portfolios capable of generating excess returns above transaction costs and statistically significant asset selection. We estimate expected return models in a global equity markets using a given stock selection model and generate statistically significant active returns from various portfolio construction techniques.

Robust estimation of autoregressive processes using a mixture-based filter-bank

Czech Academy of Sciences Publication Activity Database

Šmídl, V.; Anthony, Q.; Kárný, Miroslav; Guy, Tatiana Valentine

2005-01-01

Roč. 54, č. 4 (2005), s. 315-323 ISSN 0167-6911 R&D Projects: GA AV ČR IBS1075351; GA ČR GA102/03/0049; GA ČR GP102/03/P010; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bayesian estimation * probabilistic mixtures * recursive estimation Subject RIV: BC - Control Systems Theory Impact factor: 1.239, year: 2005 http://library.utia.cas.cz/separaty/historie/karny-robust estimation of autoregressive processes using a mixture-based filter- bank .pdf

Phenotypic variance, plasticity and heritability estimates of critical thermal limits depend on methodological context

DEFF Research Database (Denmark)

Chown, Steven L.; Jumbam, Keafon R.; Sørensen, Jesper Givskov

2009-01-01

used during assessments of critical thermal limits to activity. To date, the focus of work has almost exclusively been on the effects of rate variation on mean values of the critical limits. 2.  If the rate of temperature change used in an experimental trial affects not only the trait mean but also its...... this is the case for critical thermal limits using a population of the model species Drosophila melanogaster and the invasive ant species Linepithema humile. 4.  We found that effects of the different rates of temperature change are variable among traits and species. However, in general, different rates...... of temperature change resulted in different phenotypic variances and different estimates of heritability, presuming that genetic variance remains constant. We also found that different rates resulted in different conclusions regarding the responses of the species to acclimation, especially in the case of L...

Robust Approaches to Forecasting

OpenAIRE

Jennifer Castle; David Hendry; Michael P. Clements

2014-01-01

We investigate alternative robust approaches to forecasting, using a new class of robust devices, contrasted with equilibrium correction models. Their forecasting properties are derived facing a range of likely empirical problems at the forecast origin, including measurement errors, implulses, omitted variables, unanticipated location shifts and incorrectly included variables that experience a shift. We derive the resulting forecast biases and error variances, and indicate when the methods ar...

Unbiased minimum variance estimator of a matrix exponential function. Application to Boltzmann/Bateman coupled equations solving

International Nuclear Information System (INIS)

Dumonteil, E.; Diop, C. M.

2009-01-01

This paper derives an unbiased minimum variance estimator (UMVE) of a matrix exponential function of a normal wean. The result is then used to propose a reference scheme to solve Boltzmann/Bateman coupled equations, thanks to Monte Carlo transport codes. The last section will present numerical results on a simple example. (authors)

Auto Regressive Moving Average (ARMA) Modeling Method for Gyro Random Noise Using a Robust Kalman Filter

Science.gov (United States)

Huang, Lei

2015-01-01

To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed. The ARMA model parameters are employed as state arguments. Unknown time-varying estimators of observation noise are used to achieve the estimated mean and variance of the observation noise. Using the robust Kalman filtering, the ARMA model parameters are estimated accurately. The developed ARMA modeling method has the advantages of a rapid convergence and high accuracy. Thus, the required sample size is reduced. It can be applied to modeling applications for gyro random noise in which a fast and accurate ARMA modeling method is required. PMID:26437409

Simple robust technique using time delay estimation for the control and synchronization of Lorenz systems

International Nuclear Information System (INIS)

Jin, Maolin; Chang, Pyung Hun

2009-01-01

This work presents two simple and robust techniques based on time delay estimation for the respective control and synchronization of chaos systems. First, one of these techniques is applied to the control of a chaotic Lorenz system with both matched and mismatched uncertainties. The nonlinearities in the Lorenz system is cancelled by time delay estimation and desired error dynamics is inserted. Second, the other technique is applied to the synchronization of the Lue system and the Lorenz system with uncertainties. The synchronization input consists of three elements that have transparent and clear meanings. Since time delay estimation enables a very effective and efficient cancellation of disturbances and nonlinearities, the techniques turn out to be simple and robust. Numerical simulation results show fast, accurate and robust performance of the proposed techniques, thereby demonstrating their effectiveness for the control and synchronization of Lorenz systems.

Working covariance model selection for generalized estimating equations.

Science.gov (United States)

Carey, Vincent J; Wang, You-Gan

2011-11-20

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice. Copyright © 2011 John Wiley & Sons, Ltd.

Power System Real-Time Monitoring by Using PMU-Based Robust State Estimation Method

DEFF Research Database (Denmark)

Zhao, Junbo; Zhang, Gexiang; Das, Kaushik

2016-01-01

Accurate real-time states provided by the state estimator are critical for power system reliable operation and control. This paper proposes a novel phasor measurement unit (PMU)-based robust state estimation method (PRSEM) to real-time monitor a power system under different operation conditions...... the system real-time states with good robustness and can address several kinds of BD.......-based bad data (BD) detection method, which can handle the smearing effect and critical measurement errors, is presented. We evaluate PRSEM by using IEEE benchmark test systems and a realistic utility system. The numerical results indicate that, in short computation time, PRSEM can effectively track...

Robustness of variance and autocorrelation as indicators of critical slowing down

NARCIS (Netherlands)

Dakos, V.; Nes, van E.H.; Odorico, D' P.; Scheffer, M.

2012-01-01

Ecosystems close to a critical threshold lose resilience, in the sense that perturbations can more easily push them into an alternative state. Recently, it has been proposed that such loss of resilience may be detected from elevated autocorrelation and variance in the fluctuations of the state of an

Doubly robust estimation of generalized partial linear models for longitudinal data with dropouts.

Science.gov (United States)

Lin, Huiming; Fu, Bo; Qin, Guoyou; Zhu, Zhongyi

2017-12-01

We develop a doubly robust estimation of generalized partial linear models for longitudinal data with dropouts. Our method extends the highly efficient aggregate unbiased estimating function approach proposed in Qu et al. (2010) to a doubly robust one in the sense that under missing at random (MAR), our estimator is consistent when either the linear conditional mean condition is satisfied or a model for the dropout process is correctly specified. We begin with a generalized linear model for the marginal mean, and then move forward to a generalized partial linear model, allowing for nonparametric covariate effect by using the regression spline smoothing approximation. We establish the asymptotic theory for the proposed method and use simulation studies to compare its finite sample performance with that of Qu's method, the complete-case generalized estimating equation (GEE) and the inverse-probability weighted GEE. The proposed method is finally illustrated using data from a longitudinal cohort study. © 2017, The International Biometric Society.

Robust w-Estimators for Cryo-EM Class Means

Science.gov (United States)

Huang, Chenxi; Tagare, Hemant D.

2016-01-01

A critical step in cryogenic electron microscopy (cryo-EM) image analysis is to calculate the average of all images aligned to a projection direction. This average, called the “class mean”, improves the signal-to-noise ratio in single particle reconstruction (SPR). The averaging step is often compromised because of outlier images of ice, contaminants, and particle fragments. Outlier detection and rejection in the majority of current cryo-EM methods is done using cross-correlation with a manually determined threshold. Empirical assessment shows that the performance of these methods is very sensitive to the threshold. This paper proposes an alternative: a “w-estimator” of the average image, which is robust to outliers and which does not use a threshold. Various properties of the estimator, such as consistency and influence function are investigated. An extension of the estimator to images with different contrast transfer functions (CTFs) is also provided. Experiments with simulated and real cryo-EM images show that the proposed estimator performs quite well in the presence of outliers. PMID:26841397

A Hybrid One-Way ANOVA Approach for the Robust and Efficient Estimation of Differential Gene Expression with Multiple Patterns.

Directory of Open Access Journals (Sweden)

Mohammad Manir Hossain Mollah

Full Text Available Identifying genes that are differentially expressed (DE between two or more conditions with multiple patterns of expression is one of the primary objectives of gene expression data analysis. Several statistical approaches, including one-way analysis of variance (ANOVA, are used to identify DE genes. However, most of these methods provide misleading results for two or more conditions with multiple patterns of expression in the presence of outlying genes. In this paper, an attempt is made to develop a hybrid one-way ANOVA approach that unifies the robustness and efficiency of estimation using the minimum β-divergence method to overcome some problems that arise in the existing robust methods for both small- and large-sample cases with multiple patterns of expression.The proposed method relies on a β-weight function, which produces values between 0 and 1. The β-weight function with β = 0.2 is used as a measure of outlier detection. It assigns smaller weights (≥ 0 to outlying expressions and larger weights (≤ 1 to typical expressions. The distribution of the β-weights is used to calculate the cut-off point, which is compared to the observed β-weight of an expression to determine whether that gene expression is an outlier. This weight function plays a key role in unifying the robustness and efficiency of estimation in one-way ANOVA.Analyses of simulated gene expression profiles revealed that all eight methods (ANOVA, SAM, LIMMA, EBarrays, eLNN, KW, robust BetaEB and proposed perform almost identically for m = 2 conditions in the absence of outliers. However, the robust BetaEB method and the proposed method exhibited considerably better performance than the other six methods in the presence of outliers. In this case, the BetaEB method exhibited slightly better performance than the proposed method for the small-sample cases, but the the proposed method exhibited much better performance than the BetaEB method for both the small- and large

ESTIMATION OF GRASPING TORQUE USING ROBUST REACTION TORQUE OBSERVER FOR ROBOTIC FORCEPS

OpenAIRE

塚本, 祐介

2015-01-01

Abstract— In this paper, the estimation of the grasping torque of robotic forceps without the use of a force/torque sensor is discussed. To estimate the grasping torque when the robotic forceps driven by a rotary motor with a reduction gear grasps an object, a novel robust reaction torque observer is proposed. In the case where a conventional reaction force/torque observer is applied, the estimated torque includes not only the grasping torque, namely the reaction torque, but also t...

Directional variance adjustment: bias reduction in covariance matrices based on factor analysis with an application to portfolio optimization.

Science.gov (United States)

Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W; Müller, Klaus-Robert; Lemm, Steven

2013-01-01

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.

Variance Swaps in BM&F: Pricing and Viability of Hedge

Directory of Open Access Journals (Sweden)

Richard John Brostowicz Junior

2010-07-01

Full Text Available A variance swap can theoretically be priced with an infinite set of vanilla calls and puts options considering that the realized variance follows a purely diffusive process with continuous monitoring. In this article we willanalyze the possible differences in pricing considering discrete monitoring of realized variance. It will analyze the pricing of variance swaps with payoff in dollars, since there is a OTC market that works this way and thatpotentially serve as a hedge for the variance swaps traded in BM&F. Additionally, will be tested the feasibility of hedge of variance swaps when there is liquidity in just a few exercise prices, as is the case of FX optionstraded in BM&F. Thus be assembled portfolios containing variance swaps and their replicating portfolios using the available exercise prices as proposed in (DEMETERFI et al., 1999. With these portfolios, the effectiveness of the hedge was not robust in mostly of tests conducted in this work.

A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.

Science.gov (United States)

Hayashi, Hideaki; Furui, Akira; Kurita, Yuichi; Tsuji, Toshio

2017-11-01

Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force. Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this

Efficient and robust estimation for longitudinal mixed models for binary data

DEFF Research Database (Denmark)

Holst, René

2009-01-01

This paper proposes a longitudinal mixed model for binary data. The model extends the classical Poisson trick, in which a binomial regression is fitted by switching to a Poisson framework. A recent estimating equations method for generalized linear longitudinal mixed models, called GEEP, is used...... as a vehicle for fitting the conditional Poisson regressions, given a latent process of serial correlated Tweedie variables. The regression parameters are estimated using a quasi-score method, whereas the dispersion and correlation parameters are estimated by use of bias-corrected Pearson-type estimating...... equations, using second moments only. Random effects are predicted by BLUPs. The method provides a computationally efficient and robust approach to the estimation of longitudinal clustered binary data and accommodates linear and non-linear models. A simulation study is used for validation and finally...

Global robust stability of delayed neural networks: Estimating upper limit of norm of delayed connection weight matrix

International Nuclear Information System (INIS)

Singh, Vimal

2007-01-01

The question of estimating the upper limit of -parallel B -parallel 2 , which is a key step in some recently reported global robust stability criteria for delayed neural networks, is revisited ( B denotes the delayed connection weight matrix). Recently, Cao, Huang, and Qu have given an estimate of the upper limit of -parallel B -parallel 2 . In the present paper, an alternative estimate of the upper limit of -parallel B -parallel 2 is highlighted. It is shown that the alternative estimate may yield some new global robust stability results

Adaptive robust Kalman filtering for precise point positioning

International Nuclear Information System (INIS)

Guo, Fei; Zhang, Xiaohong

2014-01-01

The optimality of precise point postioning (PPP) solution using a Kalman filter is closely connected to the quality of the a priori information about the process noise and the updated mesurement noise, which are sometimes difficult to obtain. Also, the estimation enviroment in the case of dynamic or kinematic applications is not always fixed but is subject to change. To overcome these problems, an adaptive robust Kalman filtering algorithm, the main feature of which introduces an equivalent covariance matrix to resist the unexpected outliers and an adaptive factor to balance the contribution of observational information and predicted information from the system dynamic model, is applied for PPP processing. The basic models of PPP including the observation model, dynamic model and stochastic model are provided first. Then an adaptive robust Kalmam filter is developed for PPP. Compared with the conventional robust estimator, only the observation with largest standardized residual will be operated by the IGG III function in each iteration to avoid reducing the contribution of the normal observations or even filter divergence. Finally, tests carried out in both static and kinematic modes have confirmed that the adaptive robust Kalman filter outperforms the classic Kalman filter by turning either the equivalent variance matrix or the adaptive factor or both of them. This becomes evident when analyzing the positioning errors in flight tests at the turns due to the target maneuvering and unknown process/measurement noises. (paper)

Genetic variance in micro-environmental sensitivity for milk and milk quality in Walloon Holstein cattle.

Science.gov (United States)

Vandenplas, J; Bastin, C; Gengler, N; Mulder, H A

2013-09-01

Animals that are robust to environmental changes are desirable in the current dairy industry. Genetic differences in micro-environmental sensitivity can be studied through heterogeneity of residual variance between animals. However, residual variance between animals is usually assumed to be homogeneous in traditional genetic evaluations. The aim of this study was to investigate genetic heterogeneity of residual variance by estimating variance components in residual variance for milk yield, somatic cell score, contents in milk (g/dL) of 2 groups of milk fatty acids (i.e., saturated and unsaturated fatty acids), and the content in milk of one individual fatty acid (i.e., oleic acid, C18:1 cis-9), for first-parity Holstein cows in the Walloon Region of Belgium. A total of 146,027 test-day records from 26,887 cows in 747 herds were available. All cows had at least 3 records and a known sire. These sires had at least 10 cows with records and each herd × test-day had at least 5 cows. The 5 traits were analyzed separately based on fixed lactation curve and random regression test-day models for the mean. Estimation of variance components was performed by running iteratively expectation maximization-REML algorithm by the implementation of double hierarchical generalized linear models. Based on fixed lactation curve test-day mean models, heritability for residual variances ranged between 1.01×10(-3) and 4.17×10(-3) for all traits. The genetic standard deviation in residual variance (i.e., approximately the genetic coefficient of variation of residual variance) ranged between 0.12 and 0.17. Therefore, some genetic variance in micro-environmental sensitivity existed in the Walloon Holstein dairy cattle for the 5 studied traits. The standard deviations due to herd × test-day and permanent environment in residual variance ranged between 0.36 and 0.45 for herd × test-day effect and between 0.55 and 0.97 for permanent environmental effect. Therefore, nongenetic effects also

Realized Variance and Market Microstructure Noise

DEFF Research Database (Denmark)

Hansen, Peter R.; Lunde, Asger

2006-01-01

We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...

Robust estimation of adaptive tensors of curvature by tensor voting.

Science.gov (United States)

Tong, Wai-Shun; Tang, Chi-Keung

2005-03-01

Although curvature estimation from a given mesh or regularly sampled point set is a well-studied problem, it is still challenging when the input consists of a cloud of unstructured points corrupted by misalignment error and outlier noise. Such input is ubiquitous in computer vision. In this paper, we propose a three-pass tensor voting algorithm to robustly estimate curvature tensors, from which accurate principal curvatures and directions can be calculated. Our quantitative estimation is an improvement over the previous two-pass algorithm, where only qualitative curvature estimation (sign of Gaussian curvature) is performed. To overcome misalignment errors, our improved method automatically corrects input point locations at subvoxel precision, which also rejects outliers that are uncorrectable. To adapt to different scales locally, we define the RadiusHit of a curvature tensor to quantify estimation accuracy and applicability. Our curvature estimation algorithm has been proven with detailed quantitative experiments, performing better in a variety of standard error metrics (percentage error in curvature magnitudes, absolute angle difference in curvature direction) in the presence of a large amount of misalignment noise.

Robust estimation of seismic coda shape

Science.gov (United States)

Nikkilä, Mikko; Polishchuk, Valentin; Krasnoshchekov, Dmitry

2014-04-01

We present a new method for estimation of seismic coda shape. It falls into the same class of methods as non-parametric shape reconstruction with the use of neural network techniques where data are split into a training and validation data sets. We particularly pursue the well-known problem of image reconstruction formulated in this case as shape isolation in the presence of a broadly defined noise. This combined approach is enabled by the intrinsic feature of seismogram which can be divided objectively into a pre-signal seismic noise with lack of the target shape, and the remainder that contains scattered waveforms compounding the coda shape. In short, we separately apply shape restoration procedure to pre-signal seismic noise and the event record, which provides successful delineation of the coda shape in the form of a smooth almost non-oscillating function of time. The new algorithm uses a recently developed generalization of classical computational-geometry tool of α-shape. The generalization essentially yields robust shape estimation by ignoring locally a number of points treated as extreme values, noise or non-relevant data. Our algorithm is conceptually simple and enables the desired or pre-determined level of shape detail, constrainable by an arbitrary data fit criteria. The proposed tool for coda shape delineation provides an alternative to moving averaging and/or other smoothing techniques frequently used for this purpose. The new algorithm is illustrated with an application to the problem of estimating the coda duration after a local event. The obtained relation coefficient between coda duration and epicentral distance is consistent with the earlier findings in the region of interest.

Note on an Identity Between Two Unbiased Variance Estimators for the Grand Mean in a Simple Random Effects Model.

Science.gov (United States)

Levin, Bruce; Leu, Cheng-Shiun

2013-01-01

We demonstrate the algebraic equivalence of two unbiased variance estimators for the sample grand mean in a random sample of subjects from an infinite population where subjects provide repeated observations following a homoscedastic random effects model.

A Robust and Multi-Weighted Approach to Estimating Topographically Correlated Tropospheric Delays in Radar Interferograms

Directory of Open Access Journals (Sweden)

Bangyan Zhu

2016-07-01

Full Text Available Spatial and temporal variations in the vertical stratification of the troposphere introduce significant propagation delays in interferometric synthetic aperture radar (InSAR observations. Observations of small amplitude surface deformations and regional subsidence rates are plagued by tropospheric delays, and strongly correlated with topographic height variations. Phase-based tropospheric correction techniques assuming a linear relationship between interferometric phase and topography have been exploited and developed, with mixed success. Producing robust estimates of tropospheric phase delay however plays a critical role in increasing the accuracy of InSAR measurements. Meanwhile, few phase-based correction methods account for the spatially variable tropospheric delay over lager study regions. Here, we present a robust and multi-weighted approach to estimate the correlation between phase and topography that is relatively insensitive to confounding processes such as regional subsidence over larger regions as well as under varying tropospheric conditions. An expanded form of robust least squares is introduced to estimate the spatially variable correlation between phase and topography by splitting the interferograms into multiple blocks. Within each block, correlation is robustly estimated from the band-filtered phase and topography. Phase-elevation ratios are multiply- weighted and extrapolated to each persistent scatter (PS pixel. We applied the proposed method to Envisat ASAR images over the Southern California area, USA, and found that our method mitigated the atmospheric noise better than the conventional phase-based method. The corrected ground surface deformation agreed better with those measured from GPS.

Principal component approach in variance component estimation for international sire evaluation

Directory of Open Access Journals (Sweden)

Jakobsen Jette

2011-05-01

Full Text Available Abstract Background The dairy cattle breeding industry is a highly globalized business, which needs internationally comparable and reliable breeding values of sires. The international Bull Evaluation Service, Interbull, was established in 1983 to respond to this need. Currently, Interbull performs multiple-trait across country evaluations (MACE for several traits and breeds in dairy cattle and provides international breeding values to its member countries. Estimating parameters for MACE is challenging since the structure of datasets and conventional use of multiple-trait models easily result in over-parameterized genetic covariance matrices. The number of parameters to be estimated can be reduced by taking into account only the leading principal components of the traits considered. For MACE, this is readily implemented in a random regression model. Methods This article compares two principal component approaches to estimate variance components for MACE using real datasets. The methods tested were a REML approach that directly estimates the genetic principal components (direct PC and the so-called bottom-up REML approach (bottom-up PC, in which traits are sequentially added to the analysis and the statistically significant genetic principal components are retained. Furthermore, this article evaluates the utility of the bottom-up PC approach to determine the appropriate rank of the (covariance matrix. Results Our study demonstrates the usefulness of both approaches and shows that they can be applied to large multi-country models considering all concerned countries simultaneously. These strategies can thus replace the current practice of estimating the covariance components required through a series of analyses involving selected subsets of traits. Our results support the importance of using the appropriate rank in the genetic (covariance matrix. Using too low a rank resulted in biased parameter estimates, whereas too high a rank did not result in

Robust head pose estimation via supervised manifold learning.

Science.gov (United States)

Wang, Chao; Song, Xubo

2014-05-01

Head poses can be automatically estimated using manifold learning algorithms, with the assumption that with the pose being the only variable, the face images should lie in a smooth and low-dimensional manifold. However, this estimation approach is challenging due to other appearance variations related to identity, head location in image, background clutter, facial expression, and illumination. To address the problem, we propose to incorporate supervised information (pose angles of training samples) into the process of manifold learning. The process has three stages: neighborhood construction, graph weight computation and projection learning. For the first two stages, we redefine inter-point distance for neighborhood construction as well as graph weight by constraining them with the pose angle information. For Stage 3, we present a supervised neighborhood-based linear feature transformation algorithm to keep the data points with similar pose angles close together but the data points with dissimilar pose angles far apart. The experimental results show that our method has higher estimation accuracy than the other state-of-art algorithms and is robust to identity and illumination variations. Copyright © 2014 Elsevier Ltd. All rights reserved.

Geomagnetic matching navigation algorithm based on robust estimation

Science.gov (United States)

Xie, Weinan; Huang, Liping; Qu, Zhenshen; Wang, Zhenhuan

2017-08-01

The outliers in the geomagnetic survey data seriously affect the precision of the geomagnetic matching navigation and badly disrupt its reliability. A novel algorithm which can eliminate the outliers influence is investigated in this paper. First, the weight function is designed and its principle of the robust estimation is introduced. By combining the relation equation between the matching trajectory and the reference trajectory with the Taylor series expansion for geomagnetic information, a mathematical expression of the longitude, latitude and heading errors is acquired. The robust target function is obtained by the weight function and the mathematical expression. Then the geomagnetic matching problem is converted to the solutions of nonlinear equations. Finally, Newton iteration is applied to implement the novel algorithm. Simulation results show that the matching error of the novel algorithm is decreased to 7.75% compared to the conventional mean square difference (MSD) algorithm, and is decreased to 18.39% to the conventional iterative contour matching algorithm when the outlier is 40nT. Meanwhile, the position error of the novel algorithm is 0.017° while the other two algorithms fail to match when the outlier is 400nT.

A new method for robust video watermarking resistant against key estimation attacks

Science.gov (United States)

Mitekin, Vitaly

2015-12-01

This paper presents a new method for high-capacity robust digital video watermarking and algorithms of embedding and extraction of watermark based on this method. Proposed method uses password-based two-dimensional pseudonoise arrays for watermark embedding, making brute-force attacks aimed at steganographic key retrieval mostly impractical. Proposed algorithm for 2-dimensional "noise-like" watermarking patterns generation also allows to significantly decrease watermark collision probability ( i.e. probability of correct watermark detection and extraction using incorrect steganographic key or password).. Experimental research provided in this work also shows that simple correlation-based watermark detection procedure can be used, providing watermark robustness against lossy compression and watermark estimation attacks. At the same time, without decreasing robustness of embedded watermark, average complexity of the brute-force key retrieval attack can be increased to 1014 watermark extraction attempts (compared to 104-106 for a known robust watermarking schemes). Experimental results also shows that for lowest embedding intensity watermark preserves it's robustness against lossy compression of host video and at the same time preserves higher video quality (PSNR up to 51dB) compared to known wavelet-based and DCT-based watermarking algorithms.

Estimator-based multiobjective robust control strategy for an active pantograph in high-speed railways

DEFF Research Database (Denmark)

Lu, Xiaobing; Liu, Zhigang; Song, Yang

2018-01-01

Active control of the pantograph is one of the promising measures for decreasing fluctuation in the contact force between the pantograph and the catenary. In this paper, an estimator-based multiobjective robust control strategy is proposed for an active pantograph, which consists of a state estim...

Robust estimation of partially linear models for longitudinal data with dropouts and measurement error.

Science.gov (United States)

Qin, Guoyou; Zhang, Jiajia; Zhu, Zhongyi; Fung, Wing

2016-12-20

Outliers, measurement error, and missing data are commonly seen in longitudinal data because of its data collection process. However, no method can address all three of these issues simultaneously. This paper focuses on the robust estimation of partially linear models for longitudinal data with dropouts and measurement error. A new robust estimating equation, simultaneously tackling outliers, measurement error, and missingness, is proposed. The asymptotic properties of the proposed estimator are established under some regularity conditions. The proposed method is easy to implement in practice by utilizing the existing standard generalized estimating equations algorithms. The comprehensive simulation studies show the strength of the proposed method in dealing with longitudinal data with all three features. Finally, the proposed method is applied to data from the Lifestyle Education for Activity and Nutrition study and confirms the effectiveness of the intervention in producing weight loss at month 9. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Robust state estimation for uncertain fuzzy bidirectional associative memory networks with time-varying delays

Science.gov (United States)

Vadivel, P.; Sakthivel, R.; Mathiyalagan, K.; Arunkumar, A.

2013-09-01

This paper addresses the issue of robust state estimation for a class of fuzzy bidirectional associative memory (BAM) neural networks with time-varying delays and parameter uncertainties. By constructing the Lyapunov-Krasovskii functional, which contains the triple-integral term and using the free-weighting matrix technique, a set of sufficient conditions are derived in terms of linear matrix inequalities (LMIs) to estimate the neuron states through available output measurements such that the dynamics of the estimation error system is robustly asymptotically stable. In particular, we consider a generalized activation function in which the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. More precisely, the design of the state estimator for such BAM neural networks can be obtained by solving some LMIs, which are dependent on the size of the time derivative of the time-varying delays. Finally, a numerical example with simulation result is given to illustrate the obtained theoretical results.

Robust state estimation for uncertain fuzzy bidirectional associative memory networks with time-varying delays

International Nuclear Information System (INIS)

Vadivel, P; Sakthivel, R; Mathiyalagan, K; Arunkumar, A

2013-01-01

This paper addresses the issue of robust state estimation for a class of fuzzy bidirectional associative memory (BAM) neural networks with time-varying delays and parameter uncertainties. By constructing the Lyapunov–Krasovskii functional, which contains the triple-integral term and using the free-weighting matrix technique, a set of sufficient conditions are derived in terms of linear matrix inequalities (LMIs) to estimate the neuron states through available output measurements such that the dynamics of the estimation error system is robustly asymptotically stable. In particular, we consider a generalized activation function in which the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. More precisely, the design of the state estimator for such BAM neural networks can be obtained by solving some LMIs, which are dependent on the size of the time derivative of the time-varying delays. Finally, a numerical example with simulation result is given to illustrate the obtained theoretical results. (paper)

Volatility and variance swaps : A comparison of quantitative models to calculate the fair volatility and variance strike

OpenAIRE

Röring, Johan

2017-01-01

Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...

A robust methodology for kinetic model parameter estimation for biocatalytic reactions

DEFF Research Database (Denmark)

Al-Haque, Naweed; Andrade Santacoloma, Paloma de Gracia; Lima Afonso Neto, Watson

2012-01-01

lead to globally optimized parameter values. In this article, a robust methodology to estimate parameters for biocatalytic reaction kinetic expressions is proposed. The methodology determines the parameters in a systematic manner by exploiting the best features of several of the current approaches...... parameters, which are strongly correlated with each other. State-of-the-art methodologies such as nonlinear regression (using progress curves) or graphical analysis (using initial rate data, for example, the Lineweaver-Burke plot, Hanes plot or Dixon plot) often incorporate errors in the estimates and rarely...

A Robust WLS Power System State Estimation Method Integrating a Wide-Area Measurement System and SCADA Technology

Directory of Open Access Journals (Sweden)

Tao Jin

2015-04-01

Full Text Available With the development of modern society, the scale of the power system is rapidly increased accordingly, and the framework and mode of running of power systems are trending towards more complexity. It is nowadays much more important for the dispatchers to know exactly the state parameters of the power network through state estimation. This paper proposes a robust power system WLS state estimation method integrating a wide-area measurement system (WAMS and SCADA technology, incorporating phasor measurements and the results of the traditional state estimator in a post-processing estimator, which greatly reduces the scale of the non-linear estimation problem as well as the number of iterations and the processing time per iteration. This paper firstly analyzes the wide-area state estimation model in detail, then according to the issue that least squares does not account for bad data and outliers, the paper proposes a robust weighted least squares (WLS method that combines a robust estimation principle with least squares by equivalent weight. The performance assessment is discussed through setting up mathematical models of the distribution network. The effectiveness of the proposed method was proved to be accurate and reliable by simulations and experiments.

BROJA-2PID: A Robust Estimator for Bivariate Partial Information Decomposition

Directory of Open Access Journals (Sweden)

Abdullah Makkeh

2018-04-01

Full Text Available Makkeh, Theis, and Vicente found that Cone Programming model is the most robust to compute the Bertschinger et al. partial information decomposition (BROJA PID measure. We developed a production-quality robust software that computes the BROJA PID measure based on the Cone Programming model. In this paper, we prove the important property of strong duality for the Cone Program and prove an equivalence between the Cone Program and the original Convex problem. Then, we describe in detail our software, explain how to use it, and perform some experiments comparing it to other estimators. Finally, we show that the software can be extended to compute some quantities of a trivaraite PID measure.

ROBUST: an interactive FORTRAN-77 package for exploratory data analysis using parametric, ROBUST and nonparametric location and scale estimates, data transformations, normality tests, and outlier assessment

Science.gov (United States)

Rock, N. M. S.

ROBUST calculates 53 statistics, plus significance levels for 6 hypothesis tests, on each of up to 52 variables. These together allow the following properties of the data distribution for each variable to be examined in detail: (1) Location. Three means (arithmetic, geometric, harmonic) are calculated, together with the midrange and 19 high-performance robust L-, M-, and W-estimates of location (combined, adaptive, trimmed estimates, etc.) (2) Scale. The standard deviation is calculated along with the H-spread/2 (≈ semi-interquartile range), the mean and median absolute deviations from both mean and median, and a biweight scale estimator. The 23 location and 6 scale estimators programmed cover all possible degrees of robustness. (3) Normality: Distributions are tested against the null hypothesis that they are normal, using the 3rd (√ h1) and 4th ( b 2) moments, Geary's ratio (mean deviation/standard deviation), Filliben's probability plot correlation coefficient, and a more robust test based on the biweight scale estimator. These statistics collectively are sensitive to most usual departures from normality. (4) Presence of outliers. The maximum and minimum values are assessed individually or jointly using Grubbs' maximum Studentized residuals, Harvey's and Dixon's criteria, and the Studentized range. For a single input variable, outliers can be either winsorized or eliminated and all estimates recalculated iteratively as desired. The following data-transformations also can be applied: linear, log 10, generalized Box Cox power (including log, reciprocal, and square root), exponentiation, and standardization. For more than one variable, all results are tabulated in a single run of ROBUST. Further options are incorporated to assess ratios (of two variables) as well as discrete variables, and be concerned with missing data. Cumulative S-plots (for assessing normality graphically) also can be generated. The mutual consistency or inconsistency of all these measures

Robust Estimation for a CSTR Using a High Order Sliding Mode Observer and an Observer-Based Estimator

Directory of Open Access Journals (Sweden)

Esteban Jiménez-Rodríguez

2016-12-01

Full Text Available This paper presents an estimation structure for a continuous stirred-tank reactor, which is comprised of a sliding mode observer-based estimator coupled with a high-order sliding-mode observer. The whole scheme allows the robust estimation of the state and some parameters, specifically the concentration of the reactive mass, the heat of reaction and the global coefficient of heat transfer, by measuring the temperature inside the reactor and the temperature inside the jacket. In order to verify the results, the convergence proof of the proposed structure is done, and numerical simulations are presented with noiseless and noisy measurements, suggesting the applicability of the posed approach.

Using SNP markers to estimate additive, dominance and imprinting genetic variance

DEFF Research Database (Denmark)

Lopes, M S; Bastiaansen, J W M; Janss, Luc

The contributions of additive, dominance and imprinting effects to the variance of number of teats (NT) were evaluated in two purebred pig populations using SNP markers. Three different random regression models were evaluated, accounting for the mean and: 1) additive effects (MA), 2) additive...... and dominance effects (MAD) and 3) additive, dominance and imprinting effects (MADI). Additive heritability estimates were 0.30, 0.28 and 0.27-0.28 in both lines using MA, MAD and MADI, respectively. Dominance heritability ranged from 0.06 to 0.08 using MAD and MADI. Imprinting heritability ranged from 0.......01 to 0.02. Dominance effects make an important contribution to the genetic variation of NT in the two lines evaluated. Imprinting effects appeared less important for NT than additive and dominance effects. The SNP random regression model presented and evaluated in this study is a feasible approach...

A random sampling approach for robust estimation of tissue-to-plasma ratio from extremely sparse data.

Science.gov (United States)

Chu, Hui-May; Ette, Ene I

2005-09-02

his study was performed to develop a new nonparametric approach for the estimation of robust tissue-to-plasma ratio from extremely sparsely sampled paired data (ie, one sample each from plasma and tissue per subject). Tissue-to-plasma ratio was estimated from paired/unpaired experimental data using independent time points approach, area under the curve (AUC) values calculated with the naïve data averaging approach, and AUC values calculated using sampling based approaches (eg, the pseudoprofile-based bootstrap [PpbB] approach and the random sampling approach [our proposed approach]). The random sampling approach involves the use of a 2-phase algorithm. The convergence of the sampling/resampling approaches was investigated, as well as the robustness of the estimates produced by different approaches. To evaluate the latter, new data sets were generated by introducing outlier(s) into the real data set. One to 2 concentration values were inflated by 10% to 40% from their original values to produce the outliers. Tissue-to-plasma ratios computed using the independent time points approach varied between 0 and 50 across time points. The ratio obtained from AUC values acquired using the naive data averaging approach was not associated with any measure of uncertainty or variability. Calculating the ratio without regard to pairing yielded poorer estimates. The random sampling and pseudoprofile-based bootstrap approaches yielded tissue-to-plasma ratios with uncertainty and variability. However, the random sampling approach, because of the 2-phase nature of its algorithm, yielded more robust estimates and required fewer replications. Therefore, a 2-phase random sampling approach is proposed for the robust estimation of tissue-to-plasma ratio from extremely sparsely sampled data.

Directional Variance Adjustment: Bias Reduction in Covariance Matrices Based on Factor Analysis with an Application to Portfolio Optimization

Science.gov (United States)

Bartz, Daniel; Hatrick, Kerr; Hesse, Christian W.; Müller, Klaus-Robert; Lemm, Steven

2013-01-01

Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA) algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation. PMID:23844016

Directional variance adjustment: bias reduction in covariance matrices based on factor analysis with an application to portfolio optimization.

Directory of Open Access Journals (Sweden)

Daniel Bartz

Full Text Available Robust and reliable covariance estimates play a decisive role in financial and many other applications. An important class of estimators is based on factor models. Here, we show by extensive Monte Carlo simulations that covariance matrices derived from the statistical Factor Analysis model exhibit a systematic error, which is similar to the well-known systematic error of the spectrum of the sample covariance matrix. Moreover, we introduce the Directional Variance Adjustment (DVA algorithm, which diminishes the systematic error. In a thorough empirical study for the US, European, and Hong Kong stock market we show that our proposed method leads to improved portfolio allocation.

Robust estimation for homoscedastic regression in the secondary analysis of case-control data

KAUST Repository

Wei, Jiawei; Carroll, Raymond J.; Mü ller, Ursula U.; Keilegom, Ingrid Van; Chatterjee, Nilanjan

2012-01-01

Primary analysis of case-control studies focuses on the relationship between disease D and a set of covariates of interest (Y, X). A secondary application of the case-control study, which is often invoked in modern genetic epidemiologic association studies, is to investigate the interrelationship between the covariates themselves. The task is complicated owing to the case-control sampling, where the regression of Y on X is different from what it is in the population. Previous work has assumed a parametric distribution for Y given X and derived semiparametric efficient estimation and inference without any distributional assumptions about X. We take up the issue of estimation of a regression function when Y given X follows a homoscedastic regression model, but otherwise the distribution of Y is unspecified. The semiparametric efficient approaches can be used to construct semiparametric efficient estimates, but they suffer from a lack of robustness to the assumed model for Y given X. We take an entirely different approach. We show how to estimate the regression parameters consistently even if the assumed model for Y given X is incorrect, and thus the estimates are model robust. For this we make the assumption that the disease rate is known or well estimated. The assumption can be dropped when the disease is rare, which is typically so for most case-control studies, and the estimation algorithm simplifies. Simulations and empirical examples are used to illustrate the approach.

Robust estimation for homoscedastic regression in the secondary analysis of case-control data

KAUST Repository

Wei, Jiawei

2012-12-04

Primary analysis of case-control studies focuses on the relationship between disease D and a set of covariates of interest (Y, X). A secondary application of the case-control study, which is often invoked in modern genetic epidemiologic association studies, is to investigate the interrelationship between the covariates themselves. The task is complicated owing to the case-control sampling, where the regression of Y on X is different from what it is in the population. Previous work has assumed a parametric distribution for Y given X and derived semiparametric efficient estimation and inference without any distributional assumptions about X. We take up the issue of estimation of a regression function when Y given X follows a homoscedastic regression model, but otherwise the distribution of Y is unspecified. The semiparametric efficient approaches can be used to construct semiparametric efficient estimates, but they suffer from a lack of robustness to the assumed model for Y given X. We take an entirely different approach. We show how to estimate the regression parameters consistently even if the assumed model for Y given X is incorrect, and thus the estimates are model robust. For this we make the assumption that the disease rate is known or well estimated. The assumption can be dropped when the disease is rare, which is typically so for most case-control studies, and the estimation algorithm simplifies. Simulations and empirical examples are used to illustrate the approach.

Detection of heart beats in multimodal data: a robust beat-to-beat interval estimation approach.

Science.gov (United States)

Antink, Christoph Hoog; Brüser, Christoph; Leonhardt, Steffen

2015-08-01

The heart rate and its variability play a vital role in the continuous monitoring of patients, especially in the critical care unit. They are commonly derived automatically from the electrocardiogram as the interval between consecutive heart beat. While their identification by QRS-complexes is straightforward under ideal conditions, the exact localization can be a challenging task if the signal is severely contaminated with noise and artifacts. At the same time, other signals directly related to cardiac activity are often available. In this multi-sensor scenario, methods of multimodal sensor-fusion allow the exploitation of redundancies to increase the accuracy and robustness of beat detection.In this paper, an algorithm for the robust detection of heart beats in multimodal data is presented. Classic peak-detection is augmented by robust multi-channel, multimodal interval estimation to eliminate false detections and insert missing beats. This approach yielded a score of 90.70 and was thus ranked third place in the PhysioNet/Computing in Cardiology Challenge 2014: Robust Detection of Heart Beats in Muthmodal Data follow-up analysis.In the future, the robust beat-to-beat interval estimator may directly be used for the automated processing of multimodal patient data for applications such as diagnosis support and intelligent alarming.

Robust transceiver design for reciprocal M × N interference channel based on statistical linearization approximation

Science.gov (United States)

Mayvan, Ali D.; Aghaeinia, Hassan; Kazemi, Mohammad

2017-12-01

This paper focuses on robust transceiver design for throughput enhancement on the interference channel (IC), under imperfect channel state information (CSI). In this paper, two algorithms are proposed to improve the throughput of the multi-input multi-output (MIMO) IC. Each transmitter and receiver has, respectively, M and N antennas and IC operates in a time division duplex mode. In the first proposed algorithm, each transceiver adjusts its filter to maximize the expected value of signal-to-interference-plus-noise ratio (SINR). On the other hand, the second algorithm tries to minimize the variances of the SINRs to hedge against the variability due to CSI error. Taylor expansion is exploited to approximate the effect of CSI imperfection on mean and variance. The proposed robust algorithms utilize the reciprocity of wireless networks to optimize the estimated statistical properties in two different working modes. Monte Carlo simulations are employed to investigate sum rate performance of the proposed algorithms and the advantage of incorporating variation minimization into the transceiver design.

Robust regularized least-squares beamforming approach to signal estimation

KAUST Repository

Suliman, Mohamed Abdalla Elhag

2017-05-12

In this paper, we address the problem of robust adaptive beamforming of signals received by a linear array. The challenge associated with the beamforming problem is twofold. Firstly, the process requires the inversion of the usually ill-conditioned covariance matrix of the received signals. Secondly, the steering vector pertaining to the direction of arrival of the signal of interest is not known precisely. To tackle these two challenges, the standard capon beamformer is manipulated to a form where the beamformer output is obtained as a scaled version of the inner product of two vectors. The two vectors are linearly related to the steering vector and the received signal snapshot, respectively. The linear operator, in both cases, is the square root of the covariance matrix. A regularized least-squares (RLS) approach is proposed to estimate these two vectors and to provide robustness without exploiting prior information. Simulation results show that the RLS beamformer using the proposed regularization algorithm outperforms state-of-the-art beamforming algorithms, as well as another RLS beamformers using a standard regularization approaches.

Search-free license plate localization based on saliency and local variance estimation

Science.gov (United States)

Safaei, Amin; Tang, H. L.; Sanei, S.

2015-02-01

In recent years, the performance and accuracy of automatic license plate number recognition (ALPR) systems have greatly improved, however the increasing number of applications for such systems have made ALPR research more challenging than ever. The inherent computational complexity of search dependent algorithms remains a major problem for current ALPR systems. This paper proposes a novel search-free method of localization based on the estimation of saliency and local variance. Gabor functions are then used to validate the choice of candidate license plate. The algorithm was applied to three image datasets with different levels of complexity and the results compared with a number of benchmark methods, particularly in terms of speed. The proposed method outperforms the state of the art methods and can be used for real time applications.

mBEEF-vdW: Robust fitting of error estimation density functionals

DEFF Research Database (Denmark)

Lundgård, Keld Troen; Wellendorff, Jess; Voss, Johannes

2016-01-01

. The functional is fitted within the Bayesian error estimation functional (BEEF) framework [J. Wellendorff et al., Phys. Rev. B 85, 235149 (2012); J. Wellendorff et al., J. Chem. Phys. 140, 144107 (2014)]. We improve the previously used fitting procedures by introducing a robust MM-estimator based loss function...... catalysis, including datasets that were not used for its training. Overall, we find that mBEEF-vdW has a higher general accuracy than competing popular functionals, and it is one of the best performing functionals on chemisorption systems, surface energies, lattice constants, and dispersion. We also show...

Robust Non-Local TV-L1 Optical Flow Estimation with Occlusion Detection.

Science.gov (United States)

Zhang, Congxuan; Chen, Zhen; Wang, Mingrun; Li, Ming; Jiang, Shaofeng

2017-06-05

In this paper, we propose a robust non-local TV-L1 optical flow method with occlusion detection to address the problem of weak robustness of optical flow estimation with motion occlusion. Firstly, a TV-L1 form for flow estimation is defined using a combination of the brightness constancy and gradient constancy assumptions in the data term and by varying the weight under the Charbonnier function in the smoothing term. Secondly, to handle the potential risk of the outlier in the flow field, a general non-local term is added in the TV-L1 optical flow model to engender the typical non-local TV-L1 form. Thirdly, an occlusion detection method based on triangulation is presented to detect the occlusion regions of the sequence. The proposed non-local TV-L1 optical flow model is performed in a linearizing iterative scheme using improved median filtering and a coarse-to-fine computing strategy. The results of the complex experiment indicate that the proposed method can overcome the significant influence of non-rigid motion, motion occlusion, and large displacement motion. Results of experiments comparing the proposed method and existing state-of-the-art methods by respectively using Middlebury and MPI Sintel database test sequences show that the proposed method has higher accuracy and better robustness.

Evaluation of errors in prior mean and variance in the estimation of integrated circuit failure rates using Bayesian methods

Science.gov (United States)

Fletcher, B. C.

1972-01-01

The critical point of any Bayesian analysis concerns the choice and quantification of the prior information. The effects of prior data on a Bayesian analysis are studied. Comparisons of the maximum likelihood estimator, the Bayesian estimator, and the known failure rate are presented. The results of the many simulated trails are then analyzed to show the region of criticality for prior information being supplied to the Bayesian estimator. In particular, effects of prior mean and variance are determined as a function of the amount of test data available.

Robust Control Methods for On-Line Statistical Learning

Directory of Open Access Journals (Sweden)

Capobianco Enrico

2001-01-01

Full Text Available The issue of controlling that data processing in an experiment results not affected by the presence of outliers is relevant for statistical control and learning studies. Learning schemes should thus be tested for their capacity of handling outliers in the observed training set so to achieve reliable estimates with respect to the crucial bias and variance aspects. We describe possible ways of endowing neural networks with statistically robust properties by defining feasible error criteria. It is convenient to cast neural nets in state space representations and apply both Kalman filter and stochastic approximation procedures in order to suggest statistically robustified solutions for on-line learning.

WTA estimates using the method of paired comparison: tests of robustness

Science.gov (United States)

Patricia A. Champ; John B. Loomis

1998-01-01

The method of paired comparison is modified to allow choices between two alternative gains so as to estimate willingness to accept (WTA) without loss aversion. The robustness of WTA values for two public goods is tested with respect to sensitivity of theWTA measure to the context of the bundle of goods used in the paired comparison exercise and to the scope (scale) of...

Robustness of S1 statistic with Hodges-Lehmann for skewed distributions

Science.gov (United States)

Ahad, Nor Aishah; Yahaya, Sharipah Soaad Syed; Yin, Lee Ping

2016-10-01

Analysis of variance (ANOVA) is a common use parametric method to test the differences in means for more than two groups when the populations are normally distributed. ANOVA is highly inefficient under the influence of non- normal and heteroscedastic settings. When the assumptions are violated, researchers are looking for alternative such as Kruskal-Wallis under nonparametric or robust method. This study focused on flexible method, S1 statistic for comparing groups using median as the location estimator. S1 statistic was modified by substituting the median with Hodges-Lehmann and the default scale estimator with the variance of Hodges-Lehmann and MADn to produce two different test statistics for comparing groups. Bootstrap method was used for testing the hypotheses since the sampling distributions of these modified S1 statistics are unknown. The performance of the proposed statistic in terms of Type I error was measured and compared against the original S1 statistic, ANOVA and Kruskal-Wallis. The propose procedures show improvement compared to the original statistic especially under extremely skewed distribution.

Estimating temporary emigration and breeding proportions using capture-recapture data with Pollock's robust design

Science.gov (United States)

Kendall, W.L.; Nichols, J.D.; Hines, J.E.

1997-01-01

Statistical inference for capture-recapture studies of open animal populations typically relies on the assumption that all emigration from the studied population is permanent. However, there are many instances in which this assumption is unlikely to be met. We define two general models for the process of temporary emigration, completely random and Markovian. We then consider effects of these two types of temporary emigration on Jolly-Seber (Seber 1982) estimators and on estimators arising from the full-likelihood approach of Kendall et al. (1995) to robust design data. Capture-recapture data arising from Pollock's (1982) robust design provide the basis for obtaining unbiased estimates of demographic parameters in the presence of temporary emigration and for estimating the probability of temporary emigration. We present a likelihood-based approach to dealing with temporary emigration that permits estimation under different models of temporary emigration and yields tests for completely random and Markovian emigration. In addition, we use the relationship between capture probability estimates based on closed and open models under completely random temporary emigration to derive three ad hoc estimators for the probability of temporary emigration, two of which should be especially useful in situations where capture probabilities are heterogeneous among individual animals. Ad hoc and full-likelihood estimators are illustrated for small mammal capture-recapture data sets. We believe that these models and estimators will be useful for testing hypotheses about the process of temporary emigration, for estimating demographic parameters in the presence of temporary emigration, and for estimating probabilities of temporary emigration. These latter estimates are frequently of ecological interest as indicators of animal movement and, in some sampling situations, as direct estimates of breeding probabilities and proportions.

Rotated Walsh-Hadamard Spreading with Robust Channel Estimation for a Coded MC-CDMA System

Directory of Open Access Journals (Sweden)

Raulefs Ronald

2004-01-01

Full Text Available We investigate rotated Walsh-Hadamard spreading matrices for a broadband MC-CDMA system with robust channel estimation in the synchronous downlink. The similarities between rotated spreading and signal space diversity are outlined. In a multiuser MC-CDMA system, possible performance improvements are based on the chosen detector, the channel code, and its Hamming distance. By applying rotated spreading in comparison to a standard Walsh-Hadamard spreading code, a higher throughput can be achieved. As combining the channel code and the spreading code forms a concatenated code, the overall minimum Hamming distance of the concatenated code increases. This asymptotically results in an improvement of the bit error rate for high signal-to-noise ratio. Higher convolutional channel code rates are mostly generated by puncturing good low-rate channel codes. The overall Hamming distance decreases significantly for the punctured channel codes. Higher channel code rates are favorable for MC-CDMA, as MC-CDMA utilizes diversity more efficiently compared to pure OFDMA. The application of rotated spreading in an MC-CDMA system allows exploiting diversity even further. We demonstrate that the rotated spreading gain is still present for a robust pilot-aided channel estimator. In a well-designed system, rotated spreading extends the performance by using a maximum likelihood detector with robust channel estimation at the receiver by about 1 dB.

Methodology in robust and nonparametric statistics

CERN Document Server

Jurecková, Jana; Picek, Jan

2012-01-01

Introduction and SynopsisIntroductionSynopsisPreliminariesIntroductionInference in Linear ModelsRobustness ConceptsRobust and Minimax Estimation of LocationClippings from Probability and Asymptotic TheoryProblemsRobust Estimation of Location and RegressionIntroductionM-EstimatorsL-EstimatorsR-EstimatorsMinimum Distance and Pitman EstimatorsDifferentiable Statistical FunctionsProblemsAsymptotic Representations for L-Estimators

Sparse and shrunken estimates of MRI networks in the brain and their influence on network properties

DEFF Research Database (Denmark)

Romero-Garcia, Rafael; Clemmensen, Line Katrine Harder

2014-01-01

approaches showed more stable results with a relative low variance at the expense of a little bias. Interestingly, topological properties as local and global efficiency estimated in networks constructed from traditional non-regularized correlations also showed higher variability when compared to those from...... regularized networks. Our findings suggest that a population-based connectivity study can achieve a more robust description of cortical topology through regularization of the correlation estimates. Four regularization methods were examined: Two with shrinkage (Ridge and Schäfer’s shrinkage), one with sparsity...... (Lasso) and one with both shrinkage and sparsity (Elastic net). Furthermore, the different regularizations resulted in different correlation estimates as well as network properties. The shrunken estimates resulted in lower variance of the estimates than the sparse estimates....

Variance bias analysis for the Gelbard's batch method

Energy Technology Data Exchange (ETDEWEB)

Seo, Jae Uk; Shim, Hyung Jin [Seoul National Univ., Seoul (Korea, Republic of)

2014-05-15

In this paper, variances and the bias will be derived analytically when the Gelbard's batch method is applied. And then, the real variance estimated from this bias will be compared with the real variance calculated from replicas. Variance and the bias were derived analytically when the batch method was applied. If the batch method was applied to calculate the sample variance, covariance terms between tallies which exist in the batch were eliminated from the bias. With the 2 by 2 fission matrix problem, we could calculate real variance regardless of whether or not the batch method was applied. However as batch size got larger, standard deviation of real variance was increased. When we perform a Monte Carlo estimation, we could get a sample variance as the statistical uncertainty of it. However, this value is smaller than the real variance of it because a sample variance is biased. To reduce this bias, Gelbard devised the method which is called the Gelbard's batch method. It has been certificated that a sample variance get closer to the real variance when the batch method is applied. In other words, the bias get reduced. This fact is well known to everyone in the MC field. However, so far, no one has given the analytical interpretation on it.

M-estimator for the 3D symmetric Helmert coordinate transformation

Science.gov (United States)

Chang, Guobin; Xu, Tianhe; Wang, Qianxin

2018-01-01

The M-estimator for the 3D symmetric Helmert coordinate transformation problem is developed. Small-angle rotation assumption is abandoned. The direction cosine matrix or the quaternion is used to represent the rotation. The 3 × 1 multiplicative error vector is defined to represent the rotation estimation error. An analytical solution can be employed to provide the initial approximate for iteration, if the outliers are not large. The iteration is carried out using the iterative reweighted least-squares scheme. In each iteration after the first one, the measurement equation is linearized using the available parameter estimates, the reweighting matrix is constructed using the residuals obtained in the previous iteration, and then the parameter estimates with their variance-covariance matrix are calculated. The influence functions of a single pseudo-measurement on the least-squares estimator and on the M-estimator are derived to theoretically show the robustness. In the solution process, the parameter is rescaled in order to improve the numerical stability. Monte Carlo experiments are conducted to check the developed method. Different cases to investigate whether the assumed stochastic model is correct are considered. The results with the simulated data slightly deviating from the true model are used to show the developed method's statistical efficacy at the assumed stochastic model, its robustness against the deviations from the assumed stochastic model, and the validity of the estimated variance-covariance matrix no matter whether the assumed stochastic model is correct or not.

Efficient estimation of the robustness region of biological models with oscillatory behavior.

Directory of Open Access Journals (Sweden)

Mochamad Apri

Full Text Available Robustness is an essential feature of biological systems, and any mathematical model that describes such a system should reflect this feature. Especially, persistence of oscillatory behavior is an important issue. A benchmark model for this phenomenon is the Laub-Loomis model, a nonlinear model for cAMP oscillations in Dictyostelium discoideum. This model captures the most important features of biomolecular networks oscillating at constant frequencies. Nevertheless, the robustness of its oscillatory behavior is not yet fully understood. Given a system that exhibits oscillating behavior for some set of parameters, the central question of robustness is how far the parameters may be changed, such that the qualitative behavior does not change. The determination of such a "robustness region" in parameter space is an intricate task. If the number of parameters is high, it may be also time consuming. In the literature, several methods are proposed that partially tackle this problem. For example, some methods only detect particular bifurcations, or only find a relatively small box-shaped estimate for an irregularly shaped robustness region. Here, we present an approach that is much more general, and is especially designed to be efficient for systems with a large number of parameters. As an illustration, we apply the method first to a well understood low-dimensional system, the Rosenzweig-MacArthur model. This is a predator-prey model featuring satiation of the predator. It has only two parameters and its bifurcation diagram is available in the literature. We find a good agreement with the existing knowledge about this model. When we apply the new method to the high dimensional Laub-Loomis model, we obtain a much larger robustness region than reported earlier in the literature. This clearly demonstrates the power of our method. From the results, we conclude that the biological system underlying is much more robust than was realized until now.

Data-Driven Robust RVFLNs Modeling of a Blast Furnace Iron-Making Process Using Cauchy Distribution Weighted M-Estimation

Energy Technology Data Exchange (ETDEWEB)

Zhou, Ping; Lv, Youbin; Wang, Hong; Chai, Tianyou

2017-09-01

Optimal operation of a practical blast furnace (BF) ironmaking process depends largely on a good measurement of molten iron quality (MIQ) indices. However, measuring the MIQ online is not feasible using the available techniques. In this paper, a novel data-driven robust modeling is proposed for online estimation of MIQ using improved random vector functional-link networks (RVFLNs). Since the output weights of traditional RVFLNs are obtained by the least squares approach, a robustness problem may occur when the training dataset is contaminated with outliers. This affects the modeling accuracy of RVFLNs. To solve this problem, a Cauchy distribution weighted M-estimation based robust RFVLNs is proposed. Since the weights of different outlier data are properly determined by the Cauchy distribution, their corresponding contribution on modeling can be properly distinguished. Thus robust and better modeling results can be achieved. Moreover, given that the BF is a complex nonlinear system with numerous coupling variables, the data-driven canonical correlation analysis is employed to identify the most influential components from multitudinous factors that affect the MIQ indices to reduce the model dimension. Finally, experiments using industrial data and comparative studies have demonstrated that the obtained model produces a better modeling and estimating accuracy and stronger robustness than other modeling methods.

Estimates of variance components for postweaning feed intake and ...

African Journals Online (AJOL)

Mike

2013-03-09

Mar 9, 2013 ... transformation of RFIp and RDGp to z-scores (mean = 0.0, variance = 1.0) and then ... generation pedigree (n = 9 653) used for this analysis. ..... Nkrumah, J.D., Basarab, J.A., Wang, Z., Li, C., Price, M.A., Okine, E.K., Crews Jr., ...

A robust methodology for modal parameters estimation applied to SHM

Science.gov (United States)

Cardoso, Rharã; Cury, Alexandre; Barbosa, Flávio

2017-10-01

The subject of structural health monitoring is drawing more and more attention over the last years. Many vibration-based techniques aiming at detecting small structural changes or even damage have been developed or enhanced through successive researches. Lately, several studies have focused on the use of raw dynamic data to assess information about structural condition. Despite this trend and much skepticism, many methods still rely on the use of modal parameters as fundamental data for damage detection. Therefore, it is of utmost importance that modal identification procedures are performed with a sufficient level of precision and automation. To fulfill these requirements, this paper presents a novel automated time-domain methodology to identify modal parameters based on a two-step clustering analysis. The first step consists in clustering modes estimates from parametric models of different orders, usually presented in stabilization diagrams. In an automated manner, the first clustering analysis indicates which estimates correspond to physical modes. To circumvent the detection of spurious modes or the loss of physical ones, a second clustering step is then performed. The second step consists in the data mining of information gathered from the first step. To attest the robustness and efficiency of the proposed methodology, numerically generated signals as well as experimental data obtained from a simply supported beam tested in laboratory and from a railway bridge are utilized. The results appeared to be more robust and accurate comparing to those obtained from methods based on one-step clustering analysis.

A robust method for estimating motorbike count based on visual information learning

Science.gov (United States)

Huynh, Kien C.; Thai, Dung N.; Le, Sach T.; Thoai, Nam; Hamamoto, Kazuhiko

2015-03-01

Estimating the number of vehicles in traffic videos is an important and challenging task in traffic surveillance, especially with a high level of occlusions between vehicles, e.g.,in crowded urban area with people and/or motorbikes. In such the condition, the problem of separating individual vehicles from foreground silhouettes often requires complicated computation [1][2][3]. Thus, the counting problem is gradually shifted into drawing statistical inferences of target objects density from their shape [4], local features [5], etc. Those researches indicate a correlation between local features and the number of target objects. However, they are inadequate to construct an accurate model for vehicles density estimation. In this paper, we present a reliable method that is robust to illumination changes and partial affine transformations. It can achieve high accuracy in case of occlusions. Firstly, local features are extracted from images of the scene using Speed-Up Robust Features (SURF) method. For each image, a global feature vector is computed using a Bag-of-Words model which is constructed from the local features above. Finally, a mapping between the extracted global feature vectors and their labels (the number of motorbikes) is learned. That mapping provides us a strong prediction model for estimating the number of motorbikes in new images. The experimental results show that our proposed method can achieve a better accuracy in comparison to others.

Evaluation of the robustness of estimating five components from a skin spectral image

Science.gov (United States)

Akaho, Rina; Hirose, Misa; Tsumura, Norimichi

2018-04-01

We evaluated the robustness of a method used to estimate five components (i.e., melanin, oxy-hemoglobin, deoxy-hemoglobin, shading, and surface reflectance) from the spectral reflectance of skin at five wavelengths against noise and a change in epidermis thickness. We also estimated the five components from recorded images of age spots and circles under the eyes using the method. We found that noise in the image must be no more 0.1% to accurately estimate the five components and that the thickness of the epidermis affects the estimation. We acquired the distribution of major causes for age spots and circles under the eyes by applying the method to recorded spectral images.

Fast and Robust Nanocellulose Width Estimation Using Turbidimetry.

Science.gov (United States)

Shimizu, Michiko; Saito, Tsuguyuki; Nishiyama, Yoshiharu; Iwamoto, Shinichiro; Yano, Hiroyuki; Isogai, Akira; Endo, Takashi

2016-10-01

The dimensions of nanocelluloses are important factors in controlling their material properties. The present study reports a fast and robust method for estimating the widths of individual nanocellulose particles based on the turbidities of their water dispersions. Seven types of nanocellulose, including short and rigid cellulose nanocrystals and long and flexible cellulose nanofibers, are prepared via different processes. Their widths are calculated from the respective turbidity plots of their water dispersions, based on the theory of light scattering by thin and long particles. The turbidity-derived widths of the seven nanocelluloses range from 2 to 10 nm, and show good correlations with the thicknesses of nanocellulose particles spread on flat mica surfaces determined using atomic force microscopy. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Variance Function Estimation. Revision.

Science.gov (United States)

1987-03-01

UNLSIFIED RFOSR-TR-87-±112 F49620-85-C-O144 F/C 12/3 NL EEEEEEh LOUA28~ ~ L53 11uLoo MICROOP REOUINTS-’HR ------ N L E U INARF-% - IS %~1 %i % 0111...and 9 jointly. If 7,, 0. and are any preliminary estimators for 71, 6. and 3. define 71 and 6 to be the solutions of (4.1) N1 IN2 (7., ’ Td " ~ - / =0P

Estimating the robustness of composite CBA & MCA assessments by variation of criteria importance order

DEFF Research Database (Denmark)

Jensen, Anders Vestergaard; Barfod, Michael Bruhn; Leleur, Steen

is based on the fact that when using MCA as a decision-support tool, questions often arise about the weighting (or prioritising) of the included criteria. This part of the MCA is seen as the most subjective part and could give reasons for discussion among the decision makers or stakeholders. Furthermore......This paper discusses the concept of using rank variation concerning the stake-holder prioritising of importance criteria for exploring the sensitivity of criteria weights in multi-criteria analysis (MCA). Thereby the robustness of the MCA-based decision support can be tested. The analysis described......, the relative weights can make a large difference in the resulting assessment of alternatives [1]. Therefore it is highly relevant to introduce a procedure for estimating the importance of criteria weights. This paper proposes a methodology for estimating the robustness of weights used in additive utility...

Estimating additive and non-additive genetic variances and predicting genetic merits using genome-wide dense single nucleotide polymorphism markers.

Directory of Open Access Journals (Sweden)

Guosheng Su

Full Text Available Non-additive genetic variation is usually ignored when genome-wide markers are used to study the genetic architecture and genomic prediction of complex traits in human, wild life, model organisms or farm animals. However, non-additive genetic effects may have an important contribution to total genetic variation of complex traits. This study presented a genomic BLUP model including additive and non-additive genetic effects, in which additive and non-additive genetic relation matrices were constructed from information of genome-wide dense single nucleotide polymorphism (SNP markers. In addition, this study for the first time proposed a method to construct dominance relationship matrix using SNP markers and demonstrated it in detail. The proposed model was implemented to investigate the amounts of additive genetic, dominance and epistatic variations, and assessed the accuracy and unbiasedness of genomic predictions for daily gain in pigs. In the analysis of daily gain, four linear models were used: 1 a simple additive genetic model (MA, 2 a model including both additive and additive by additive epistatic genetic effects (MAE, 3 a model including both additive and dominance genetic effects (MAD, and 4 a full model including all three genetic components (MAED. Estimates of narrow-sense heritability were 0.397, 0.373, 0.379 and 0.357 for models MA, MAE, MAD and MAED, respectively. Estimated dominance variance and additive by additive epistatic variance accounted for 5.6% and 9.5% of the total phenotypic variance, respectively. Based on model MAED, the estimate of broad-sense heritability was 0.506. Reliabilities of genomic predicted breeding values for the animals without performance records were 28.5%, 28.8%, 29.2% and 29.5% for models MA, MAE, MAD and MAED, respectively. In addition, models including non-additive genetic effects improved unbiasedness of genomic predictions.

Multivariate Variance Targeting in the BEKK-GARCH Model

DEFF Research Database (Denmark)

Pedersen, Rasmus Søndergaard; Rahbek, Anders

2014-01-01

This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...

Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting

Directory of Open Access Journals (Sweden)

Stanislav Anatolyev

2015-08-01

Full Text Available Estimation of GARCH models can be simplified by augmenting quasi-maximum likelihood (QML estimation with variance targeting, which reduces the degree of parameterization and facilitates estimation. We compare the two approaches and investigate, via simulations, how non-normality features of the return distribution affect the quality of estimation of the volatility equation and corresponding value-at-risk predictions. We find that most GARCH coefficients and associated predictions are more precisely estimated when no variance targeting is employed. Bias properties are exacerbated for a heavier-tailed distribution of standardized returns, while the distributional asymmetry has little or moderate impact, these phenomena tending to be more pronounced under variance targeting. Some effects further intensify if one uses ML based on a leptokurtic distribution in place of normal QML. The sample size has also a more favorable effect on estimation precision when no variance targeting is used. Thus, if computational costs are not prohibitive, variance targeting should probably be avoided.

Robust Manhattan Frame Estimation From a Single RGB-D Image

KAUST Repository

Bernard Ghanem; Heilbron, Fabian Caba; Niebles, Juan Carlos; Thabet, Ali Kassem

2015-01-01

This paper proposes a new framework for estimating the Manhattan Frame (MF) of an indoor scene from a single RGB-D image. Our technique formulates this problem as the estimation of a rotation matrix that best aligns the normals of the captured scene to a canonical world axes. By introducing sparsity constraints, our method can simultaneously estimate the scene MF, the surfaces in the scene that are best aligned to one of three coordinate axes, and the outlier surfaces that do not align with any of the axes. To test our approach, we contribute a new set of annotations to determine ground truth MFs in each image of the popular NYUv2 dataset. We use this new benchmark to experimentally demonstrate that our method is more accurate, faster, more reliable and more robust than the methods used in the literature. We further motivate our technique by showing how it can be used to address the RGB-D SLAM problem in indoor scenes by incorporating it into and improving the performance of a popular RGB-D SLAM method.

Robust Manhattan Frame Estimation From a Single RGB-D Image

KAUST Repository

Bernard Ghanem

2015-06-02

This paper proposes a new framework for estimating the Manhattan Frame (MF) of an indoor scene from a single RGB-D image. Our technique formulates this problem as the estimation of a rotation matrix that best aligns the normals of the captured scene to a canonical world axes. By introducing sparsity constraints, our method can simultaneously estimate the scene MF, the surfaces in the scene that are best aligned to one of three coordinate axes, and the outlier surfaces that do not align with any of the axes. To test our approach, we contribute a new set of annotations to determine ground truth MFs in each image of the popular NYUv2 dataset. We use this new benchmark to experimentally demonstrate that our method is more accurate, faster, more reliable and more robust than the methods used in the literature. We further motivate our technique by showing how it can be used to address the RGB-D SLAM problem in indoor scenes by incorporating it into and improving the performance of a popular RGB-D SLAM method.

Multivariate Variance Targeting in the BEKK-GARCH Model

DEFF Research Database (Denmark)

Pedersen, Rasmus Søndergaard; Rahbek, Anders

This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...

Robust and sparse correlation matrix estimation for the analysis of high-dimensional genomics data.

Science.gov (United States)

Serra, Angela; Coretto, Pietro; Fratello, Michele; Tagliaferri, Roberto; Stegle, Oliver

2018-02-15

Microarray technology can be used to study the expression of thousands of genes across a number of different experimental conditions, usually hundreds. The underlying principle is that genes sharing similar expression patterns, across different samples, can be part of the same co-expression system, or they may share the same biological functions. Groups of genes are usually identified based on cluster analysis. Clustering methods rely on the similarity matrix between genes. A common choice to measure similarity is to compute the sample correlation matrix. Dimensionality reduction is another popular data analysis task which is also based on covariance/correlation matrix estimates. Unfortunately, covariance/correlation matrix estimation suffers from the intrinsic noise present in high-dimensional data. Sources of noise are: sampling variations, presents of outlying sample units, and the fact that in most cases the number of units is much larger than the number of genes. In this paper, we propose a robust correlation matrix estimator that is regularized based on adaptive thresholding. The resulting method jointly tames the effects of the high-dimensionality, and data contamination. Computations are easy to implement and do not require hand tunings. Both simulated and real data are analyzed. A Monte Carlo experiment shows that the proposed method is capable of remarkable performances. Our correlation metric is more robust to outliers compared with the existing alternatives in two gene expression datasets. It is also shown how the regularization allows to automatically detect and filter spurious correlations. The same regularization is also extended to other less robust correlation measures. Finally, we apply the ARACNE algorithm on the SyNTreN gene expression data. Sensitivity and specificity of the reconstructed network is compared with the gold standard. We show that ARACNE performs better when it takes the proposed correlation matrix estimator as input. The R

Problems of variance reduction in the simulation of random variables

International Nuclear Information System (INIS)

Lessi, O.

1987-01-01

The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced

Robust k-mer frequency estimation using gapped k-mers.

Science.gov (United States)

Ghandi, Mahmoud; Mohammad-Noori, Morteza; Beer, Michael A

2014-08-01

Oligomers of fixed length, k, commonly known as k-mers, are often used as fundamental elements in the description of DNA sequence features of diverse biological function, or as intermediate elements in the constuction of more complex descriptors of sequence features such as position weight matrices. k-mers are very useful as general sequence features because they constitute a complete and unbiased feature set, and do not require parameterization based on incomplete knowledge of biological mechanisms. However, a fundamental limitation in the use of k-mers as sequence features is that as k is increased, larger spatial correlations in DNA sequence elements can be described, but the frequency of observing any specific k-mer becomes very small, and rapidly approaches a sparse matrix of binary counts. Thus any statistical learning approach using k-mers will be susceptible to noisy estimation of k-mer frequencies once k becomes large. Because all molecular DNA interactions have limited spatial extent, gapped k-mers often carry the relevant biological signal. Here we use gapped k-mer counts to more robustly estimate the ungapped k-mer frequencies, by deriving an equation for the minimum norm estimate of k-mer frequencies given an observed set of gapped k-mer frequencies. We demonstrate that this approach provides a more accurate estimate of the k-mer frequencies in real biological sequences using a sample of CTCF binding sites in the human genome.

Assessing robustness of designs for random effects parameters for nonlinear mixed-effects models.

Science.gov (United States)

Duffull, Stephen B; Hooker, Andrew C

2017-12-01

Optimal designs for nonlinear models are dependent on the choice of parameter values. Various methods have been proposed to provide designs that are robust to uncertainty in the prior choice of parameter values. These methods are generally based on estimating the expectation of the determinant (or a transformation of the determinant) of the information matrix over the prior distribution of the parameter values. For high dimensional models this can be computationally challenging. For nonlinear mixed-effects models the question arises as to the importance of accounting for uncertainty in the prior value of the variances of the random effects parameters. In this work we explore the influence of the variance of the random effects parameters on the optimal design. We find that the method for approximating the expectation and variance of the likelihood is of potential importance for considering the influence of random effects. The most common approximation to the likelihood, based on a first-order Taylor series approximation, yields designs that are relatively insensitive to the prior value of the variance of the random effects parameters and under these conditions it appears to be sufficient to consider uncertainty on the fixed-effects parameters only.

A robust standard deviation control chart

NARCIS (Netherlands)

Schoonhoven, M.; Does, R.J.M.M.

2012-01-01

This article studies the robustness of Phase I estimators for the standard deviation control chart. A Phase I estimator should be efficient in the absence of contaminations and resistant to disturbances. Most of the robust estimators proposed in the literature are robust against either diffuse

Genetic control of residual variance of yearling weight in Nellore beef cattle.

Science.gov (United States)

Iung, L H S; Neves, H H R; Mulder, H A; Carvalheiro, R

2017-04-01

There is evidence for genetic variability in residual variance of livestock traits, which offers the potential for selection for increased uniformity of production. Different statistical approaches have been employed to study this topic; however, little is known about the concordance between them. The aim of our study was to investigate the genetic heterogeneity of residual variance on yearling weight (YW; 291.15 ± 46.67) in a Nellore beef cattle population; to compare the results of the statistical approaches, the two-step approach and the double hierarchical generalized linear model (DHGLM); and to evaluate the effectiveness of power transformation to accommodate scale differences. The comparison was based on genetic parameters, accuracy of EBV for residual variance, and cross-validation to assess predictive performance of both approaches. A total of 194,628 yearling weight records from 625 sires were used in the analysis. The results supported the hypothesis of genetic heterogeneity of residual variance on YW in Nellore beef cattle and the opportunity of selection, measured through the genetic coefficient of variation of residual variance (0.10 to 0.12 for the two-step approach and 0.17 for DHGLM, using an untransformed data set). However, low estimates of genetic variance associated with positive genetic correlations between mean and residual variance (about 0.20 for two-step and 0.76 for DHGLM for an untransformed data set) limit the genetic response to selection for uniformity of production while simultaneously increasing YW itself. Moreover, large sire families are needed to obtain accurate estimates of genetic merit for residual variance, as indicated by the low heritability estimates (Box-Cox transformation was able to decrease the dependence of the variance on the mean and decreased the estimates of genetic parameters for residual variance. The transformation reduced but did not eliminate all the genetic heterogeneity of residual variance, highlighting

Multivariate Variance Targeting in the BEKK-GARCH Model

DEFF Research Database (Denmark)

Pedersen, Rasmus Søndergaard; Rahbek, Anders

This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...

Variance components for body weight in Japanese quails (Coturnix japonica

Directory of Open Access Journals (Sweden)

RO Resende

2005-03-01

Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.

Robust Pose Estimation using the SwissRanger SR-3000 Camera

DEFF Research Database (Denmark)

Gudmundsson, Sigurjon Arni; Larsen, Rasmus; Ersbøll, Bjarne Kjær

2007-01-01

In this paper a robust method is presented to classify and estimate an objects pose from a real time range image and a low dimensional model. The model is made from a range image training set which is reduced dimensionally by a nonlinear manifold learning method named Local Linear Embedding (LLE)......). New range images are then projected to this model giving the low dimensional coordinates of the object pose in an efficient manner. The range images are acquired by a state of the art SwissRanger SR-3000 camera making the projection process work in real-time....

An efficient sampling approach for variance-based sensitivity analysis based on the law of total variance in the successive intervals without overlapping

Science.gov (United States)

Yun, Wanying; Lu, Zhenzhou; Jiang, Xian

2018-06-01

To efficiently execute the variance-based global sensitivity analysis, the law of total variance in the successive intervals without overlapping is proved at first, on which an efficient space-partition sampling-based approach is subsequently proposed in this paper. Through partitioning the sample points of output into different subsets according to different inputs, the proposed approach can efficiently evaluate all the main effects concurrently by one group of sample points. In addition, there is no need for optimizing the partition scheme in the proposed approach. The maximum length of subintervals is decreased by increasing the number of sample points of model input variables in the proposed approach, which guarantees the convergence condition of the space-partition approach well. Furthermore, a new interpretation on the thought of partition is illuminated from the perspective of the variance ratio function. Finally, three test examples and one engineering application are employed to demonstrate the accuracy, efficiency and robustness of the proposed approach.

Estimation of expected value for lognormal and gamma distributions

International Nuclear Information System (INIS)

White, G.C.

1978-01-01

Concentrations of environmental pollutants tend to follow positively skewed frequency distributions. Two such density functions are the gamma and lognormal. Minimum variance unbiased estimators of the expected value for both densities are available. The small sample statistical properties of each of these estimators were compared for its own distribution, as well as the other distribution to check the robustness of the estimator. Results indicated that the arithmetic mean provides an unbiased estimator when the underlying density function of the sample is either lognormal or gamma, and that the achieved coverage of the confidence interval is greater than 75 percent for coefficients of variation less than two. Further Monte Carlo simulations were conducted to study the robustness of the above estimators by simulating a lognormal or gamma distribution with the expected value of a particular observation selected from a uniform distribution before the lognormal or gamma observation is generated. Again, the arithmetic mean provides an unbiased estimate of expected value, and the coverage of the confidence interval is greater than 75 percent for coefficients of variation less than two

Proceedings of the First International Symposium on Robust Design 2014

DEFF Research Database (Denmark)

The symposium concerns the topic of robust design from a practical and industry orientated perspective. During the 2 day symposium we will share our understanding of the need of industry with respect to the control of variance, reliability issues and approaches to robust design. The target audience...

A New Approach for Predicting the Variance of Random Decrement Functions

DEFF Research Database (Denmark)

Asmussen, J. C.; Brincker, Rune

mean Gaussian distributed processes the RD functions are proportional to the correlation functions of the processes. If a linear structur is loaded by Gaussian white noise the modal parameters can be extracted from the correlation funtions of the response, only. One of the weaknesses of the RD...... technique is that no consistent approach to estimate the variance of the RD functions is known. Only approximate relations are available, which can only be used under special conditions. The variance of teh RD functions contains valuable information about accuracy of the estimates. Furthermore, the variance...... can be used as basis for a decision about how many time lags from the RD funtions should be used in the modal parameter extraction procedure. This paper suggests a new method for estimating the variance of the RD functions. The method is consistent in the sense that the accuracy of the approach...

A New Approach for Predicting the Variance of Random Decrement Functions

DEFF Research Database (Denmark)

Asmussen, J. C.; Brincker, Rune

1998-01-01

mean Gaussian distributed processes the RD functions are proportional to the correlation functions of the processes. If a linear structur is loaded by Gaussian white noise the modal parameters can be extracted from the correlation funtions of the response, only. One of the weaknesses of the RD...... technique is that no consistent approach to estimate the variance of the RD functions is known. Only approximate relations are available, which can only be used under special conditions. The variance of teh RD functions contains valuable information about accuracy of the estimates. Furthermore, the variance...... can be used as basis for a decision about how many time lags from the RD funtions should be used in the modal parameter extraction procedure. This paper suggests a new method for estimating the variance of the RD functions. The method is consistent in the sense that the accuracy of the approach...

Robust best linear estimation for regression analysis using surrogate and instrumental variables.

Science.gov (United States)

Wang, C Y

2012-04-01

We investigate methods for regression analysis when covariates are measured with errors. In a subset of the whole cohort, a surrogate variable is available for the true unobserved exposure variable. The surrogate variable satisfies the classical measurement error model, but it may not have repeated measurements. In addition to the surrogate variables that are available among the subjects in the calibration sample, we assume that there is an instrumental variable (IV) that is available for all study subjects. An IV is correlated with the unobserved true exposure variable and hence can be useful in the estimation of the regression coefficients. We propose a robust best linear estimator that uses all the available data, which is the most efficient among a class of consistent estimators. The proposed estimator is shown to be consistent and asymptotically normal under very weak distributional assumptions. For Poisson or linear regression, the proposed estimator is consistent even if the measurement error from the surrogate or IV is heteroscedastic. Finite-sample performance of the proposed estimator is examined and compared with other estimators via intensive simulation studies. The proposed method and other methods are applied to a bladder cancer case-control study.

Minimum Variance Portfolios in the Brazilian Equity Market

Directory of Open Access Journals (Sweden)

Alexandre Rubesam

2013-03-01

Full Text Available We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the minimum variance portfolios to those of the following benchmarks: (i the IBOVESPA equity index, (ii an equally-weighted portfolio, (iii the maximum Sharpe ratio portfolio and (iv the maximum growth portfolio. Our results show that the minimum variance portfolio has higher returns with lower risk compared to the benchmarks. We also consider long-short 130/30 minimum variance portfolios and obtain similar results. The minimum variance portfolio invests in relatively few stocks with low βs measured with respect to the IBOVESPA index, being easily replicable by individual and institutional investors alike.

Estimating nonrigid motion from inconsistent intensity with robust shape features

International Nuclear Information System (INIS)

Liu, Wenyang; Ruan, Dan

2013-01-01

Purpose: To develop a nonrigid motion estimation method that is robust to heterogeneous intensity inconsistencies amongst the image pairs or image sequence. Methods: Intensity and contrast variations, as in dynamic contrast enhanced magnetic resonance imaging, present a considerable challenge to registration methods based on general discrepancy metrics. In this study, the authors propose and validate a novel method that is robust to such variations by utilizing shape features. The geometry of interest (GOI) is represented with a flexible zero level set, segmented via well-behaved regularized optimization. The optimization energy drives the zero level set to high image gradient regions, and regularizes it with area and curvature priors. The resulting shape exhibits high consistency even in the presence of intensity or contrast variations. Subsequently, a multiscale nonrigid registration is performed to seek a regular deformation field that minimizes shape discrepancy in the vicinity of GOIs. Results: To establish the working principle, realistic 2D and 3D images were subject to simulated nonrigid motion and synthetic intensity variations, so as to enable quantitative evaluation of registration performance. The proposed method was benchmarked against three alternative registration approaches, specifically, optical flow, B-spline based mutual information, and multimodality demons. When intensity consistency was satisfied, all methods had comparable registration accuracy for the GOIs. When intensities among registration pairs were inconsistent, however, the proposed method yielded pronounced improvement in registration accuracy, with an approximate fivefold reduction in mean absolute error (MAE = 2.25 mm, SD = 0.98 mm), compared to optical flow (MAE = 9.23 mm, SD = 5.36 mm), B-spline based mutual information (MAE = 9.57 mm, SD = 8.74 mm) and mutimodality demons (MAE = 10.07 mm, SD = 4.03 mm). Applying the proposed method on a real MR image sequence also provided

Application of Higher Order Fission Matrix for Real Variance Estimation in McCARD Monte Carlo Eigenvalue Calculation

Energy Technology Data Exchange (ETDEWEB)

Park, Ho Jin [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of); Shim, Hyung Jin [Seoul National University, Seoul (Korea, Republic of)

2015-05-15

In a Monte Carlo (MC) eigenvalue calculation, it is well known that the apparent variance of a local tally such as pin power differs from the real variance considerably. The MC method in eigenvalue calculations uses a power iteration method. In the power iteration method, the fission matrix (FM) and fission source density (FSD) are used as the operator and the solution. The FM is useful to estimate a variance and covariance because the FM can be calculated by a few cycle calculations even at inactive cycle. Recently, S. Carney have implemented the higher order fission matrix (HOFM) capabilities into the MCNP6 MC code in order to apply to extend the perturbation theory to second order. In this study, the HOFM capability by the Hotelling deflation method was implemented into McCARD and used to predict the behavior of a real and apparent SD ratio. In the simple 1D slab problems, the Endo's theoretical model predicts well the real to apparent SD ratio. It was noted that the Endo's theoretical model with the McCARD higher mode FS solutions by the HOFM yields much better the real to apparent SD ratio than that with the analytic solutions. In the near future, the application for a high dominance ratio problem such as BEAVRS benchmark will be conducted.

Empirical single sample quantification of bias and variance in Q-ball imaging.

Science.gov (United States)

Hainline, Allison E; Nath, Vishwesh; Parvathaneni, Prasanna; Blaber, Justin A; Schilling, Kurt G; Anderson, Adam W; Kang, Hakmook; Landman, Bennett A

2018-02-06

The bias and variance of high angular resolution diffusion imaging methods have not been thoroughly explored in the literature and may benefit from the simulation extrapolation (SIMEX) and bootstrap techniques to estimate bias and variance of high angular resolution diffusion imaging metrics. The SIMEX approach is well established in the statistics literature and uses simulation of increasingly noisy data to extrapolate back to a hypothetical case with no noise. The bias of calculated metrics can then be computed by subtracting the SIMEX estimate from the original pointwise measurement. The SIMEX technique has been studied in the context of diffusion imaging to accurately capture the bias in fractional anisotropy measurements in DTI. Herein, we extend the application of SIMEX and bootstrap approaches to characterize bias and variance in metrics obtained from a Q-ball imaging reconstruction of high angular resolution diffusion imaging data. The results demonstrate that SIMEX and bootstrap approaches provide consistent estimates of the bias and variance of generalized fractional anisotropy, respectively. The RMSE for the generalized fractional anisotropy estimates shows a 7% decrease in white matter and an 8% decrease in gray matter when compared with the observed generalized fractional anisotropy estimates. On average, the bootstrap technique results in SD estimates that are approximately 97% of the true variation in white matter, and 86% in gray matter. Both SIMEX and bootstrap methods are flexible, estimate population characteristics based on single scans, and may be extended for bias and variance estimation on a variety of high angular resolution diffusion imaging metrics. © 2018 International Society for Magnetic Resonance in Medicine.

Estimation of Genetic Variance Components Including Mutation and Epistasis using Bayesian Approach in a Selection Experiment on Body Weight in Mice

DEFF Research Database (Denmark)

Widyas, Nuzul; Jensen, Just; Nielsen, Vivi Hunnicke

Selection experiment was performed for weight gain in 13 generations of outbred mice. A total of 18 lines were included in the experiment. Nine lines were allotted to each of the two treatment diets (19.3 and 5.1 % protein). Within each diet three lines were selected upwards, three lines were...... selected downwards and three lines were kept as controls. Bayesian statistical methods are used to estimate the genetic variance components. Mixed model analysis is modified including mutation effect following the methods by Wray (1990). DIC was used to compare the model. Models including mutation effect...... have better fit compared to the model with only additive effect. Mutation as direct effect contributes 3.18% of the total phenotypic variance. While in the model with interactions between additive and mutation, it contributes 1.43% as direct effect and 1.36% as interaction effect of the total variance...

Variance Function Partially Linear Single-Index Models1.

Science.gov (United States)

Lian, Heng; Liang, Hua; Carroll, Raymond J

2015-01-01

We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.

Estimation of genetic parameters and their sampling variances for quantitative traits in the type 2 modified augmented design

OpenAIRE

Frank M. You; Qijian Song; Gaofeng Jia; Yanzhao Cheng; Scott Duguid; Helen Booker; Sylvie Cloutier

2016-01-01

The type 2 modified augmented design (MAD2) is an efficient unreplicated experimental design used for evaluating large numbers of lines in plant breeding and for assessing genetic variation in a population. Statistical methods and data adjustment for soil heterogeneity have been previously described for this design. In the absence of replicated test genotypes in MAD2, their total variance cannot be partitioned into genetic and error components as required to estimate heritability and genetic ...

Human Age Estimation Method Robust to Camera Sensor and/or Face Movement

Directory of Open Access Journals (Sweden)

Dat Tien Nguyen

2015-08-01

Full Text Available Human age can be employed in many useful real-life applications, such as customer service systems, automatic vending machines, entertainment, etc. In order to obtain age information, image-based age estimation systems have been developed using information from the human face. However, limitations exist for current age estimation systems because of the various factors of camera motion and optical blurring, facial expressions, gender, etc. Motion blurring can usually be presented on face images by the movement of the camera sensor and/or the movement of the face during image acquisition. Therefore, the facial feature in captured images can be transformed according to the amount of motion, which causes performance degradation of age estimation systems. In this paper, the problem caused by motion blurring is addressed and its solution is proposed in order to make age estimation systems robust to the effects of motion blurring. Experiment results show that our method is more efficient for enhancing age estimation performance compared with systems that do not employ our method.

Uncertainty Estimate in Resources Assessment: A Geostatistical Contribution

International Nuclear Information System (INIS)

Souza, Luis Eduardo de; Costa, Joao Felipe C. L.; Koppe, Jair C.

2004-01-01

For many decades the mining industry regarded resources/reserves estimation and classification as a mere calculation requiring basic mathematical and geological knowledge. Most methods were based on geometrical procedures and spatial data distribution. Therefore, uncertainty associated with tonnages and grades either were ignored or mishandled, although various mining codes require a measure of confidence in the values reported. Traditional methods fail in reporting the level of confidence in the quantities and grades. Conversely, kriging is known to provide the best estimate and its associated variance. Among kriging methods, Ordinary Kriging (OK) probably is the most widely used one for mineral resource/reserve estimation, mainly because of its robustness and its facility in uncertainty assessment by using the kriging variance. It also is known that OK variance is unable to recognize local data variability, an important issue when heterogeneous mineral deposits with higher and poorer grade zones are being evaluated. Alternatively, stochastic simulation are used to build local or global uncertainty about a geological attribute respecting its statistical moments. This study investigates methods capable of incorporating uncertainty to the estimates of resources and reserves via OK and sequential gaussian and sequential indicator simulation The results showed that for the type of mineralization studied all methods classified the tonnages similarly. The methods are illustrated using an exploration drill hole data sets from a large Brazilian coal deposit

Methods for robustness programming

NARCIS (Netherlands)

Olieman, N.J.

2008-01-01

Robustness of an object is defined as the probability that an object will have properties as required. Robustness Programming (RP) is a mathematical approach for Robustness estimation and Robustness optimisation. An example in the context of designing a food product, is finding the best composition

Gravity interpretation of dipping faults using the variance analysis method

International Nuclear Information System (INIS)

Essa, Khalid S

2013-01-01

A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)

A Note on the Effect of Data Clustering on the Multiple-Imputation Variance Estimator: A Theoretical Addendum to the Lewis et al. article in JOS 2014

Directory of Open Access Journals (Sweden)

He Yulei

2016-03-01

Full Text Available Multiple imputation is a popular approach to handling missing data. Although it was originally motivated by survey nonresponse problems, it has been readily applied to other data settings. However, its general behavior still remains unclear when applied to survey data with complex sample designs, including clustering. Recently, Lewis et al. (2014 compared single- and multiple-imputation analyses for certain incomplete variables in the 2008 National Ambulatory Medicare Care Survey, which has a nationally representative, multistage, and clustered sampling design. Their study results suggested that the increase of the variance estimate due to multiple imputation compared with single imputation largely disappears for estimates with large design effects. We complement their empirical research by providing some theoretical reasoning. We consider data sampled from an equally weighted, single-stage cluster design and characterize the process using a balanced, one-way normal random-effects model. Assuming that the missingness is completely at random, we derive analytic expressions for the within- and between-multiple-imputation variance estimators for the mean estimator, and thus conveniently reveal the impact of design effects on these variance estimators. We propose approximations for the fraction of missing information in clustered samples, extending previous results for simple random samples. We discuss some generalizations of this research and its practical implications for data release by statistical agencies.

Estimating the Robustness of Composite CBA and MCDA Assessments by Variation of Criteria Importance Order

DEFF Research Database (Denmark)

Jensen, Anders Vestergaard; Barfod, Michael Bruhn; Leleur, Steen

2011-01-01

described is based on the fact that when using MCA as a decision-support tool, questions often arise about the weighting (or prioritising) of the included criteria. This part of the MCA is seen as the most subjective part and could give reasons for discussion among the decision makers or stakeholders......Abstract This paper discusses the concept of using rank variation concerning the stakeholder prioritising of importance criteria for exploring the sensitivity of criteria weights in multi-criteria analysis (MCA). Thereby the robustness of the MCA-based decision support can be tested. The analysis....... Furthermore, the relative weights can make a large difference in the resulting assessment of alternatives (Hobbs and Meier 2000). Therefore it is highly relevant to introduce a procedure for estimating the importance of criteria weights. This paper proposes a methodology for estimating the robustness...

Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization

NARCIS (Netherlands)

Z. Bai (Zhidong); H. Li (Hua); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

2016-01-01

textabstractThis paper considers the portfolio problem for high dimensional data when the dimension and size are both large. We analyze the traditional Markowitz mean-variance (MV) portfolio by large dimension matrix theory, and find the spectral distribution of the sample covariance is the main

Robust driver heartbeat estimation: A q-Hurst exponent based automatic sensor change with interactive multi-model EKF.

Science.gov (United States)

Vrazic, Sacha

2015-08-01

Preventing car accidents by monitoring the driver's physiological parameters is of high importance. However, existing measurement methods are not robust to driver's body movements. In this paper, a system that estimates the heartbeat from the seat embedded piezoelectric sensors, and that is robust to strong body movements is presented. Multifractal q-Hurst exponents are used within a classifier to predict the most probable best sensor signal to be used in an Interactive Multi-Model Extended Kalman Filter pulsation estimation procedure. The car vibration noise is reduced using an autoregressive exogenous model to predict the noise on sensors. The performance of the proposed system was evaluated on real driving data up to 100 km/h and with slaloms at high speed. It is shown that this method improves by 36.7% the pulsation estimation under strong body movement compared to static sensor pulsation estimation and appears to provide reliable pulsation variability information for top-level analysis of drowsiness or other conditions.

Age Estimation Robust to Optical and Motion Blurring by Deep Residual CNN

Directory of Open Access Journals (Sweden)

Jeon Seong Kang

2018-04-01

Full Text Available Recently, real-time human age estimation based on facial images has been applied in various areas. Underneath this phenomenon lies an awareness that age estimation plays an important role in applying big data to target marketing for age groups, product demand surveys, consumer trend analysis, etc. However, in a real-world environment, various optical and motion blurring effects can occur. Such effects usually cause a problem in fully capturing facial features such as wrinkles, which are essential to age estimation, thereby degrading accuracy. Most of the previous studies on age estimation were conducted for input images almost free from blurring effect. To overcome this limitation, we propose the use of a deep ResNet-152 convolutional neural network for age estimation, which is robust to various optical and motion blurring effects of visible light camera sensors. We performed experiments with various optical and motion blurred images created from the park aging mind laboratory (PAL and craniofacial longitudinal morphological face database (MORPH databases, which are publicly available. According to the results, the proposed method exhibited better age estimation performance than the previous methods.

Analysis of conditional genetic effects and variance components in developmental genetics.

Science.gov (United States)

Zhu, J

1995-12-01

A genetic model with additive-dominance effects and genotype x environment interactions is presented for quantitative traits with time-dependent measures. The genetic model for phenotypic means at time t conditional on phenotypic means measured at previous time (t-1) is defined. Statistical methods are proposed for analyzing conditional genetic effects and conditional genetic variance components. Conditional variances can be estimated by minimum norm quadratic unbiased estimation (MINQUE) method. An adjusted unbiased prediction (AUP) procedure is suggested for predicting conditional genetic effects. A worked example from cotton fruiting data is given for comparison of unconditional and conditional genetic variances and additive effects.

Space-partition method for the variance-based sensitivity analysis: Optimal partition scheme and comparative study

International Nuclear Information System (INIS)

Zhai, Qingqing; Yang, Jun; Zhao, Yu

2014-01-01

Variance-based sensitivity analysis has been widely studied and asserted itself among practitioners. Monte Carlo simulation methods are well developed in the calculation of variance-based sensitivity indices but they do not make full use of each model run. Recently, several works mentioned a scatter-plot partitioning method to estimate the variance-based sensitivity indices from given data, where a single bunch of samples is sufficient to estimate all the sensitivity indices. This paper focuses on the space-partition method in the estimation of variance-based sensitivity indices, and its convergence and other performances are investigated. Since the method heavily depends on the partition scheme, the influence of the partition scheme is discussed and the optimal partition scheme is proposed based on the minimized estimator's variance. A decomposition and integration procedure is proposed to improve the estimation quality for higher order sensitivity indices. The proposed space-partition method is compared with the more traditional method and test cases show that it outperforms the traditional one

Numerical experiment on variance biases and Monte Carlo neutronics analysis with thermal hydraulic feedback

International Nuclear Information System (INIS)

Hyung, Jin Shim; Beom, Seok Han; Chang, Hyo Kim

2003-01-01

Monte Carlo (MC) power method based on the fixed number of fission sites at the beginning of each cycle is known to cause biases in the variances of the k-eigenvalue (keff) and the fission reaction rate estimates. Because of the biases, the apparent variances of keff and the fission reaction rate estimates from a single MC run tend to be smaller or larger than the real variances of the corresponding quantities, depending on the degree of the inter-generational correlation of the sample. We demonstrate this through a numerical experiment involving 100 independent MC runs for the neutronics analysis of a 17 x 17 fuel assembly of a pressurized water reactor (PWR). We also demonstrate through the numerical experiment that Gelbard and Prael's batch method and Ueki et al's covariance estimation method enable one to estimate the approximate real variances of keff and the fission reaction rate estimates from a single MC run. We then show that the use of the approximate real variances from the two-bias predicting methods instead of the apparent variances provides an efficient MC power iteration scheme that is required in the MC neutronics analysis of a real system to determine the pin power distribution consistent with the thermal hydraulic (TH) conditions of individual pins of the system. (authors)

Variance swap payoffs, risk premia and extreme market conditions

DEFF Research Database (Denmark)

Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco

This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....

Robustness of serial clustering of extratropical cyclones to the choice of tracking method

Directory of Open Access Journals (Sweden)

Joaquim G. Pinto

2016-07-01

Full Text Available Cyclone clusters are a frequent synoptic feature in the Euro-Atlantic area. Recent studies have shown that serial clustering of cyclones generally occurs on both flanks and downstream regions of the North Atlantic storm track, while cyclones tend to occur more regulary on the western side of the North Atlantic basin near Newfoundland. This study explores the sensitivity of serial clustering to the choice of cyclone tracking method using cyclone track data from 15 methods derived from ERA-Interim data (1979–2010. Clustering is estimated by the dispersion (ratio of variance to mean of winter [December – February (DJF] cyclone passages near each grid point over the Euro-Atlantic area. The mean number of cyclone counts and their variance are compared between methods, revealing considerable differences, particularly for the latter. Results show that all different tracking methods qualitatively capture similar large-scale spatial patterns of underdispersion and overdispersion over the study region. The quantitative differences can primarily be attributed to the differences in the variance of cyclone counts between the methods. Nevertheless, overdispersion is statistically significant for almost all methods over parts of the eastern North Atlantic and Western Europe, and is therefore considered as a robust feature. The influence of the North Atlantic Oscillation (NAO on cyclone clustering displays a similar pattern for all tracking methods, with one maximum near Iceland and another between the Azores and Iberia. The differences in variance between methods are not related with different sensitivities to the NAO, which can account to over 50% of the clustering in some regions. We conclude that the general features of underdispersion and overdispersion of extratropical cyclones over the North Atlantic and Western Europe are robust to the choice of tracking method. The same is true for the influence of the NAO on cyclone dispersion.

Robust point matching via vector field consensus.

Science.gov (United States)

Jiayi Ma; Ji Zhao; Jinwen Tian; Yuille, Alan L; Zhuowen Tu

2014-04-01

In this paper, we propose an efficient algorithm, called vector field consensus, for establishing robust point correspondences between two sets of points. Our algorithm starts by creating a set of putative correspondences which can contain a very large number of false correspondences, or outliers, in addition to a limited number of true correspondences (inliers). Next, we solve for correspondence by interpolating a vector field between the two point sets, which involves estimating a consensus of inlier points whose matching follows a nonparametric geometrical constraint. We formulate this a maximum a posteriori (MAP) estimation of a Bayesian model with hidden/latent variables indicating whether matches in the putative set are outliers or inliers. We impose nonparametric geometrical constraints on the correspondence, as a prior distribution, using Tikhonov regularizers in a reproducing kernel Hilbert space. MAP estimation is performed by the EM algorithm which by also estimating the variance of the prior model (initialized to a large value) is able to obtain good estimates very quickly (e.g., avoiding many of the local minima inherent in this formulation). We illustrate this method on data sets in 2D and 3D and demonstrate that it is robust to a very large number of outliers (even up to 90%). We also show that in the special case where there is an underlying parametric geometrical model (e.g., the epipolar line constraint) that we obtain better results than standard alternatives like RANSAC if a large number of outliers are present. This suggests a two-stage strategy, where we use our nonparametric model to reduce the size of the putative set and then apply a parametric variant of our approach to estimate the geometric parameters. Our algorithm is computationally efficient and we provide code for others to use it. In addition, our approach is general and can be applied to other problems, such as learning with a badly corrupted training data set.

A Robust Method for Ego-Motion Estimation in Urban Environment Using Stereo Camera.

Science.gov (United States)

Ci, Wenyan; Huang, Yingping

2016-10-17

Visual odometry estimates the ego-motion of an agent (e.g., vehicle and robot) using image information and is a key component for autonomous vehicles and robotics. This paper proposes a robust and precise method for estimating the 6-DoF ego-motion, using a stereo rig with optical flow analysis. An objective function fitted with a set of feature points is created by establishing the mathematical relationship between optical flow, depth and camera ego-motion parameters through the camera's 3-dimensional motion and planar imaging model. Accordingly, the six motion parameters are computed by minimizing the objective function, using the iterative Levenberg-Marquard method. One of key points for visual odometry is that the feature points selected for the computation should contain inliers as much as possible. In this work, the feature points and their optical flows are initially detected by using the Kanade-Lucas-Tomasi (KLT) algorithm. A circle matching is followed to remove the outliers caused by the mismatching of the KLT algorithm. A space position constraint is imposed to filter out the moving points from the point set detected by the KLT algorithm. The Random Sample Consensus (RANSAC) algorithm is employed to further refine the feature point set, i.e., to eliminate the effects of outliers. The remaining points are tracked to estimate the ego-motion parameters in the subsequent frames. The approach presented here is tested on real traffic videos and the results prove the robustness and precision of the method.

Histogram equalization with Bayesian estimation for noise robust speech recognition.

Science.gov (United States)

Suh, Youngjoo; Kim, Hoirin

2018-02-01

The histogram equalization approach is an efficient feature normalization technique for noise robust automatic speech recognition. However, it suffers from performance degradation when some fundamental conditions are not satisfied in the test environment. To remedy these limitations of the original histogram equalization methods, class-based histogram equalization approach has been proposed. Although this approach showed substantial performance improvement under noise environments, it still suffers from performance degradation due to the overfitting problem when test data are insufficient. To address this issue, the proposed histogram equalization technique employs the Bayesian estimation method in the test cumulative distribution function estimation. It was reported in a previous study conducted on the Aurora-4 task that the proposed approach provided substantial performance gains in speech recognition systems based on the acoustic modeling of the Gaussian mixture model-hidden Markov model. In this work, the proposed approach was examined in speech recognition systems with deep neural network-hidden Markov model (DNN-HMM), the current mainstream speech recognition approach where it also showed meaningful performance improvement over the conventional maximum likelihood estimation-based method. The fusion of the proposed features with the mel-frequency cepstral coefficients provided additional performance gains in DNN-HMM systems, which otherwise suffer from performance degradation in the clean test condition.

Demonstration of a zero-variance based scheme for variance reduction to a mini-core Monte Carlo calculation

Energy Technology Data Exchange (ETDEWEB)

Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)

2011-07-01

A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)

The VIX, the Variance Premium, and Expected Returns

DEFF Research Database (Denmark)

Osterrieder, Daniela Maria; Ventosa-Santaulària, Daniel; Vera-Valdés, Eduardo

2018-01-01

. These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...

Robust Estimator for Non-Line-of-Sight Error Mitigation in Indoor Localization

Directory of Open Access Journals (Sweden)

Marco A

2006-01-01

Full Text Available Indoor localization systems are undoubtedly of interest in many application fields. Like outdoor systems, they suffer from non-line-of-sight (NLOS errors which hinder their robustness and accuracy. Though many ad hoc techniques have been developed to deal with this problem, unfortunately most of them are not applicable indoors due to the high variability of the environment (movement of furniture and of people, etc.. In this paper, we describe the use of robust regression techniques to detect and reject NLOS measures in a location estimation using multilateration. We show how the least-median-of-squares technique can be used to overcome the effects of NLOS errors, even in environments with little infrastructure, and validate its suitability by comparing it to other methods described in the bibliography. We obtained remarkable results when using it in a real indoor positioning system that works with Bluetooth and ultrasound (BLUPS, even when nearly half the measures suffered from NLOS or other coarse errors.

Robust Estimator for Non-Line-of-Sight Error Mitigation in Indoor Localization

Science.gov (United States)

Casas, R.; Marco, A.; Guerrero, J. J.; Falcó, J.

2006-12-01

Indoor localization systems are undoubtedly of interest in many application fields. Like outdoor systems, they suffer from non-line-of-sight (NLOS) errors which hinder their robustness and accuracy. Though many ad hoc techniques have been developed to deal with this problem, unfortunately most of them are not applicable indoors due to the high variability of the environment (movement of furniture and of people, etc.). In this paper, we describe the use of robust regression techniques to detect and reject NLOS measures in a location estimation using multilateration. We show how the least-median-of-squares technique can be used to overcome the effects of NLOS errors, even in environments with little infrastructure, and validate its suitability by comparing it to other methods described in the bibliography. We obtained remarkable results when using it in a real indoor positioning system that works with Bluetooth and ultrasound (BLUPS), even when nearly half the measures suffered from NLOS or other coarse errors.

Calculating the variance and prediction intervals for estimates obtained from allometric relationships

CSIR Research Space (South Africa)

Nickless, A

2010-09-01

Full Text Available that across the range of x values, the variability in the error does not change (i.e. no heteroscedasticity). Often the power function in allometry is used: y = axbε This can be converted to: ln(yi) = β0 + β1 ln(xi) + εi The above assumptions now apply... to the regression relationship with the logged variables. Therefore ln(yi) is assumed to be normally distributed with mean µ=β0+β1 ln(xi) and variance σ2*. From regression theory it is known that the expected value (e) and variance (Var) of ln(yi) is given by...

A mixture model for robust point matching under multi-layer motion.

Directory of Open Access Journals (Sweden)

Jiayi Ma

Full Text Available This paper proposes an efficient mixture model for establishing robust point correspondences between two sets of points under multi-layer motion. Our algorithm starts by creating a set of putative correspondences which can contain a number of false correspondences, or outliers, in addition to the true correspondences (inliers. Next we solve for correspondence by interpolating a set of spatial transformations on the putative correspondence set based on a mixture model, which involves estimating a consensus of inlier points whose matching follows a non-parametric geometrical constraint. We formulate this as a maximum a posteriori (MAP estimation of a Bayesian model with hidden/latent variables indicating whether matches in the putative set are outliers or inliers. We impose non-parametric geometrical constraints on the correspondence, as a prior distribution, in a reproducing kernel Hilbert space (RKHS. MAP estimation is performed by the EM algorithm which by also estimating the variance of the prior model (initialized to a large value is able to obtain good estimates very quickly (e.g., avoiding many of the local minima inherent in this formulation. We further provide a fast implementation based on sparse approximation which can achieve a significant speed-up without much performance degradation. We illustrate the proposed method on 2D and 3D real images for sparse feature correspondence, as well as a public available dataset for shape matching. The quantitative results demonstrate that our method is robust to non-rigid deformation and multi-layer/large discontinuous motion.

A computationally simple and robust method to detect determinism in a time series

DEFF Research Database (Denmark)

Lu, Sheng; Ju, Ki Hwan; Kanters, Jørgen K.

2006-01-01

We present a new, simple, and fast computational technique, termed the incremental slope (IS), that can accurately distinguish between deterministic from stochastic systems even when the variance of noise is as large or greater than the signal, and remains robust for time-varying signals. The IS ......We present a new, simple, and fast computational technique, termed the incremental slope (IS), that can accurately distinguish between deterministic from stochastic systems even when the variance of noise is as large or greater than the signal, and remains robust for time-varying signals...

Comment on ‘Empirical versus modelling approaches to the estimation of measurement uncertainty caused by primary sampling’ by J. A. Lyn, M. H. Ramsey, A. P. Damant and R. Wood

NARCIS (Netherlands)

Geelhoed, B.

2009-01-01

Recently, Lyn et al. (Analyst, 2007, 132, 1231) compared two ways of estimating the standard uncertainty of sampling pistachio nuts for aflatoxins – a modelling method and an empirical method. Their case study used robust analysis of variance (RANOVA) to derive the uncertainty estimates,

A comparison of approximation techniques for variance-based sensitivity analysis of biochemical reaction systems

Directory of Open Access Journals (Sweden)

Goutsias John

2010-05-01

Full Text Available Abstract Background Sensitivity analysis is an indispensable tool for the analysis of complex systems. In a recent paper, we have introduced a thermodynamically consistent variance-based sensitivity analysis approach for studying the robustness and fragility properties of biochemical reaction systems under uncertainty in the standard chemical potentials of the activated complexes of the reactions and the standard chemical potentials of the molecular species. In that approach, key sensitivity indices were estimated by Monte Carlo sampling, which is computationally very demanding and impractical for large biochemical reaction systems. Computationally efficient algorithms are needed to make variance-based sensitivity analysis applicable to realistic cellular networks, modeled by biochemical reaction systems that consist of a large number of reactions and molecular species. Results We present four techniques, derivative approximation (DA, polynomial approximation (PA, Gauss-Hermite integration (GHI, and orthonormal Hermite approximation (OHA, for analytically approximating the variance-based sensitivity indices associated with a biochemical reaction system. By using a well-known model of the mitogen-activated protein kinase signaling cascade as a case study, we numerically compare the approximation quality of these techniques against traditional Monte Carlo sampling. Our results indicate that, although DA is computationally the most attractive technique, special care should be exercised when using it for sensitivity analysis, since it may only be accurate at low levels of uncertainty. On the other hand, PA, GHI, and OHA are computationally more demanding than DA but can work well at high levels of uncertainty. GHI results in a slightly better accuracy than PA, but it is more difficult to implement. OHA produces the most accurate approximation results and can be implemented in a straightforward manner. It turns out that the computational cost of the

Modified generalized method of moments for a robust estimation of polytomous logistic model

Directory of Open Access Journals (Sweden)

Xiaoshan Wang

2014-07-01

Full Text Available The maximum likelihood estimation (MLE method, typically used for polytomous logistic regression, is prone to bias due to both misclassification in outcome and contamination in the design matrix. Hence, robust estimators are needed. In this study, we propose such a method for nominal response data with continuous covariates. A generalized method of weighted moments (GMWM approach is developed for dealing with contaminated polytomous response data. In this approach, distances are calculated based on individual sample moments. And Huber weights are applied to those observations with large distances. Mellow-type weights are also used to downplay leverage points. We describe theoretical properties of the proposed approach. Simulations suggest that the GMWM performs very well in correcting contamination-caused biases. An empirical application of the GMWM estimator on data from a survey demonstrates its usefulness.

A Robust Method for Ego-Motion Estimation in Urban Environment Using Stereo Camera

Directory of Open Access Journals (Sweden)

Wenyan Ci

2016-10-01

Full Text Available Visual odometry estimates the ego-motion of an agent (e.g., vehicle and robot using image information and is a key component for autonomous vehicles and robotics. This paper proposes a robust and precise method for estimating the 6-DoF ego-motion, using a stereo rig with optical flow analysis. An objective function fitted with a set of feature points is created by establishing the mathematical relationship between optical flow, depth and camera ego-motion parameters through the camera’s 3-dimensional motion and planar imaging model. Accordingly, the six motion parameters are computed by minimizing the objective function, using the iterative Levenberg–Marquard method. One of key points for visual odometry is that the feature points selected for the computation should contain inliers as much as possible. In this work, the feature points and their optical flows are initially detected by using the Kanade–Lucas–Tomasi (KLT algorithm. A circle matching is followed to remove the outliers caused by the mismatching of the KLT algorithm. A space position constraint is imposed to filter out the moving points from the point set detected by the KLT algorithm. The Random Sample Consensus (RANSAC algorithm is employed to further refine the feature point set, i.e., to eliminate the effects of outliers. The remaining points are tracked to estimate the ego-motion parameters in the subsequent frames. The approach presented here is tested on real traffic videos and the results prove the robustness and precision of the method.

Robust Optical Flow Estimation

Directory of Open Access Journals (Sweden)

Javier Sánchez Pérez

2013-10-01

Full Text Available n this work, we describe an implementation of the variational method proposed by Brox etal. in 2004, which yields accurate optical flows with low running times. It has several benefitswith respect to the method of Horn and Schunck: it is more robust to the presence of outliers,produces piecewise-smooth flow fields and can cope with constant brightness changes. Thismethod relies on the brightness and gradient constancy assumptions, using the information ofthe image intensities and the image gradients to find correspondences. It also generalizes theuse of continuous L1 functionals, which help mitigate the effect of outliers and create a TotalVariation (TV regularization. Additionally, it introduces a simple temporal regularizationscheme that enforces a continuous temporal coherence of the flow fields.

A Robust Approach for Clock Offset Estimation in Wireless Sensor Networks

Directory of Open Access Journals (Sweden)

Kim Jang-Sub

2010-01-01

Full Text Available The maximum likelihood estimators (MLEs for the clock phase offset assuming a two-way message exchange mechanism between the nodes of a wireless sensor network were recently derived assuming Gaussian and exponential network delays. However, the MLE performs poorly in the presence of non-Gaussian or nonexponential network delay distributions. Currently, there is a need to develop clock synchronization algorithms that are robust to the distribution of network delays. This paper proposes a clock offset estimator based on the composite particle filter (CPF to cope with the possible asymmetries and non-Gaussianity of the network delay distributions. Also, a variant of the CPF approach based on the bootstrap sampling (BS is shown to exhibit good performance in the presence of reduced number of observations. Computer simulations illustrate that the basic CPF and its BS-based variant present superior performance than MLE under general random network delay distributions such as asymmetric Gaussian, exponential, Gamma, Weibull as well as various mixtures.

Demonstration of a zero-variance based scheme for variance reduction to a mini-core Monte Carlo calculation

International Nuclear Information System (INIS)

Christoforou, Stavros; Hoogenboom, J. Eduard

2011-01-01

A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)

New horizontal global solar radiation estimation models for Turkey based on robust coplot supported genetic programming technique

International Nuclear Information System (INIS)

Demirhan, Haydar; Kayhan Atilgan, Yasemin

2015-01-01

Highlights: • Precise horizontal global solar radiation estimation models are proposed for Turkey. • Genetic programming technique is used to construct the models. • Robust coplot analysis is applied to reduce the impact of outlier observations. • Better estimation and prediction properties are observed for the models. - Abstract: Renewable energy sources have been attracting more and more attention of researchers due to the diminishing and harmful nature of fossil energy sources. Because of the importance of solar energy as a renewable energy source, an accurate determination of significant covariates and their relationships with the amount of global solar radiation reaching the Earth is a critical research problem. There are numerous meteorological and terrestrial covariates that can be used in the analysis of horizontal global solar radiation. Some of these covariates are highly correlated with each other. It is possible to find a large variety of linear or non-linear models to explain the amount of horizontal global solar radiation. However, models that explain the amount of global solar radiation with the smallest set of covariates should be obtained. In this study, use of the robust coplot technique to reduce the number of covariates before going forward with advanced modelling techniques is considered. After reducing the dimensionality of model space, yearly and monthly mean daily horizontal global solar radiation estimation models for Turkey are built by using the genetic programming technique. It is observed that application of robust coplot analysis is helpful for building precise models that explain the amount of global solar radiation with the minimum number of covariates without suffering from outlier observations and the multicollinearity problem. Consequently, over a dataset of Turkey, precise yearly and monthly mean daily global solar radiation estimation models are introduced using the model spaces obtained by robust coplot technique and

Collateral missing value imputation: a new robust missing value estimation algorithm for microarray data.

Science.gov (United States)

Sehgal, Muhammad Shoaib B; Gondal, Iqbal; Dooley, Laurence S

2005-05-15

Microarray data are used in a range of application areas in biology, although often it contains considerable numbers of missing values. These missing values can significantly affect subsequent statistical analysis and machine learning algorithms so there is a strong motivation to estimate these values as accurately as possible before using these algorithms. While many imputation algorithms have been proposed, more robust techniques need to be developed so that further analysis of biological data can be accurately undertaken. In this paper, an innovative missing value imputation algorithm called collateral missing value estimation (CMVE) is presented which uses multiple covariance-based imputation matrices for the final prediction of missing values. The matrices are computed and optimized using least square regression and linear programming methods. The new CMVE algorithm has been compared with existing estimation techniques including Bayesian principal component analysis imputation (BPCA), least square impute (LSImpute) and K-nearest neighbour (KNN). All these methods were rigorously tested to estimate missing values in three separate non-time series (ovarian cancer based) and one time series (yeast sporulation) dataset. Each method was quantitatively analyzed using the normalized root mean square (NRMS) error measure, covering a wide range of randomly introduced missing value probabilities from 0.01 to 0.2. Experiments were also undertaken on the yeast dataset, which comprised 1.7% actual missing values, to test the hypothesis that CMVE performed better not only for randomly occurring but also for a real distribution of missing values. The results confirmed that CMVE consistently demonstrated superior and robust estimation capability of missing values compared with other methods for both series types of data, for the same order of computational complexity. A concise theoretical framework has also been formulated to validate the improved performance of the CMVE

Robust Adaptive LCMV Beamformer Based On An Iterative Suboptimal Solution

Directory of Open Access Journals (Sweden)

Xiansheng Guo

2015-06-01

Full Text Available The main drawback of closed-form solution of linearly constrained minimum variance (CF-LCMV beamformer is the dilemma of acquiring long observation time for stable covariance matrix estimates and short observation time to track dynamic behavior of targets, leading to poor performance including low signal-noise-ratio (SNR, low jammer-to-noise ratios (JNRs and small number of snapshots. Additionally, CF-LCMV suffers from heavy computational burden which mainly comes from two matrix inverse operations for computing the optimal weight vector. In this paper, we derive a low-complexity Robust Adaptive LCMV beamformer based on an Iterative Suboptimal solution (RAIS-LCMV using conjugate gradient (CG optimization method. The merit of our proposed method is threefold. Firstly, RAIS-LCMV beamformer can reduce the complexity of CF-LCMV remarkably. Secondly, RAIS-LCMV beamformer can adjust output adaptively based on measurement and its convergence speed is comparable. Finally, RAIS-LCMV algorithm has robust performance against low SNR, JNRs, and small number of snapshots. Simulation results demonstrate the superiority of our proposed algorithms.

Robust small area estimation of poverty indicators using M-quantile approach (Case study: Sub-district level in Bogor district)

Science.gov (United States)

Girinoto, Sadik, Kusman; Indahwati

2017-03-01

The National Socio-Economic Survey samples are designed to produce estimates of parameters of planned domains (provinces and districts). The estimation of unplanned domains (sub-districts and villages) has its limitation to obtain reliable direct estimates. One of the possible solutions to overcome this problem is employing small area estimation techniques. The popular choice of small area estimation is based on linear mixed models. However, such models need strong distributional assumptions and do not easy allow for outlier-robust estimation. As an alternative approach for this purpose, M-quantile regression approach to small area estimation based on modeling specific M-quantile coefficients of conditional distribution of study variable given auxiliary covariates. It obtained outlier-robust estimation from influence function of M-estimator type and also no need strong distributional assumptions. In this paper, the aim of study is to estimate the poverty indicator at sub-district level in Bogor District-West Java using M-quantile models for small area estimation. Using data taken from National Socioeconomic Survey and Villages Potential Statistics, the results provide a detailed description of pattern of incidence and intensity of poverty within Bogor district. We also compare the results with direct estimates. The results showed the framework may be preferable when direct estimate having no incidence of poverty at all in the small area.

Forecasting exchange rates: a robust regression approach

OpenAIRE

Preminger, Arie; Franck, Raphael

2005-01-01

The least squares estimation method as well as other ordinary estimation method for regression models can be severely affected by a small number of outliers, thus providing poor out-of-sample forecasts. This paper suggests a robust regression approach, based on the S-estimation method, to construct forecasting models that are less sensitive to data contamination by outliers. A robust linear autoregressive (RAR) and a robust neural network (RNN) models are estimated to study the predictabil...

An Improved Cluster Richness Estimator

Energy Technology Data Exchange (ETDEWEB)

Rozo, Eduardo; /Ohio State U.; Rykoff, Eli S.; /UC, Santa Barbara; Koester, Benjamin P.; /Chicago U. /KICP, Chicago; McKay, Timothy; /Michigan U.; Hao, Jiangang; /Michigan U.; Evrard, August; /Michigan U.; Wechsler, Risa H.; /SLAC; Hansen, Sarah; /Chicago U. /KICP, Chicago; Sheldon, Erin; /New York U.; Johnston, David; /Houston U.; Becker, Matthew R.; /Chicago U. /KICP, Chicago; Annis, James T.; /Fermilab; Bleem, Lindsey; /Chicago U.; Scranton, Ryan; /Pittsburgh U.

2009-08-03

Minimizing the scatter between cluster mass and accessible observables is an important goal for cluster cosmology. In this work, we introduce a new matched filter richness estimator, and test its performance using the maxBCG cluster catalog. Our new estimator significantly reduces the variance in the L{sub X}-richness relation, from {sigma}{sub lnL{sub X}}{sup 2} = (0.86 {+-} 0.02){sup 2} to {sigma}{sub lnL{sub X}}{sup 2} = (0.69 {+-} 0.02){sup 2}. Relative to the maxBCG richness estimate, it also removes the strong redshift dependence of the richness scaling relations, and is significantly more robust to photometric and redshift errors. These improvements are largely due to our more sophisticated treatment of galaxy color data. We also demonstrate the scatter in the L{sub X}-richness relation depends on the aperture used to estimate cluster richness, and introduce a novel approach for optimizing said aperture which can be easily generalized to other mass tracers.

An elementary components of variance analysis for multi-center quality control

International Nuclear Information System (INIS)

Munson, P.J.; Rodbard, D.

1977-01-01

The serious variability of RIA results from different laboratories indicates the need for multi-laboratory collaborative quality control (QC) studies. Statistical analysis methods for such studies using an 'analysis of variance with components of variance estimation' are discussed. This technique allocates the total variance into components corresponding to between-laboratory, between-assay, and residual or within-assay variability. Components of variance analysis also provides an intelligent way to combine the results of several QC samples run at different evels, from which we may decide if any component varies systematically with dose level; if not, pooling of estimates becomes possible. We consider several possible relationships of standard deviation to the laboratory mean. Each relationship corresponds to an underlying statistical model, and an appropriate analysis technique. Tests for homogeneity of variance may be used to determine if an appropriate model has been chosen, although the exact functional relationship of standard deviation to lab mean may be difficult to establish. Appropriate graphical display of the data aids in visual understanding of the data. A plot of the ranked standard deviation vs. ranked laboratory mean is a convenient way to summarize a QC study. This plot also allows determination of the rank correlation, which indicates a net relationship of variance to laboratory mean. (orig.) [de

MINIMUM VARIANCE BETA ESTIMATION WITH DYNAMIC CONSTRAINTS,

Science.gov (United States)

developed (at AFETR ) and is being used to isolate the primary error sources in the beta estimation task. This computer program is additionally used to...determine what success in beta estimation can be achieved with foreseeable instrumentation accuracies. Results are included that illustrate the effects on

Robustness of a Neural Network Model for Power Peak Factor Estimation in Protection Systems

International Nuclear Information System (INIS)

Souza, Rose Mary G.P.; Moreira, Joao M.L.

2006-01-01

This work presents results of robustness verification of artificial neural network correlations that improve the real time prediction of the power peak factor for reactor protection systems. The input variables considered in the correlation are those available in the reactor protection systems, namely, the axial power differences obtained from measured ex-core detectors, and the position of control rods. The correlations, based on radial basis function (RBF) and multilayer perceptron (MLP) neural networks, estimate the power peak factor, without faulty signals, with average errors between 0.13%, 0.19% and 0.15%, and maximum relative error of 2.35%. The robustness verification was performed for three different neural network correlations. The results show that they are robust against signal degradation, producing results with faulty signals with a maximum error of 6.90%. The average error associated to faulty signals for the MLP network is about half of that of the RBF network, and the maximum error is about 1% smaller. These results demonstrate that MLP neural network correlation is more robust than the RBF neural network correlation. The results also show that the input variables present redundant information. The axial power difference signals compensate the faulty signal for the position of a given control rod, and improves the results by about 10%. The results show that the errors in the power peak factor estimation by these neural network correlations, even in faulty conditions, are smaller than the current PWR schemes which may have uncertainties as high as 8%. Considering the maximum relative error of 2.35%, these neural network correlations would allow decreasing the power peak factor safety margin by about 5%. Such a reduction could be used for operating the reactor with a higher power level or with more flexibility. The neural network correlation has to meet requirements of high integrity software that performs safety grade actions. It is shown that the

The influence of SO4 and NO3 to the acidity (pH) of rainwater using minimum variance quadratic unbiased estimation (MIVQUE) and maximum likelihood methods

Science.gov (United States)

Dilla, Shintia Ulfa; Andriyana, Yudhie; Sudartianto

2017-03-01

Acid rain causes many bad effects in life. It is formed by two strong acids, sulfuric acid (H2SO4) and nitric acid (HNO3), where sulfuric acid is derived from SO2 and nitric acid from NOx {x=1,2}. The purpose of the research is to find out the influence of So4 and NO3 levels contained in the rain to the acidity (pH) of rainwater. The data are incomplete panel data with two-way error component model. The panel data is a collection of some of the observations that observed from time to time. It is said incomplete if each individual has a different amount of observation. The model used in this research is in the form of random effects model (REM). Minimum variance quadratic unbiased estimation (MIVQUE) is used to estimate the variance error components, while maximum likelihood estimation is used to estimate the parameters. As a result, we obtain the following model: Ŷ* = 0.41276446 - 0.00107302X1 + 0.00215470X2.

Variance Reduction Techniques in Monte Carlo Methods

NARCIS (Netherlands)

Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.

2010-01-01

Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the

Application of a Channel Estimation Algorithm to Spectrum Sensing in a Cognitive Radio Context

Directory of Open Access Journals (Sweden)

Vincent Savaux

2014-01-01

Full Text Available This paper deals with spectrum sensing in an orthogonal frequency division multiplexing (OFDM context, allowing an opportunistic user to detect a vacant spectrum resource in a licensed band. The proposed method is based on an iterative algorithm used for the joint estimation of noise variance and frequency selective channel. It can be seen as a second-order detector, since it is performed by means of the minimum mean square error criterion. The main advantage of the proposed algorithm is its capability to perform spectrum sensing, noise variance estimation, and channel estimation in the presence of a signal. Furthermore, the sensing duration is limited to only one OFDM symbol. We theoretically show the convergence of the algorithm, and we derive its analytical detection and false alarm probabilities. Furthermore, we show that the detector is very efficient, even for low SNR values, and is robust against a channel uncertainty.

Influence of binary mask estimation errors on robust speaker identification

DEFF Research Database (Denmark)

May, Tobias

2017-01-01

Missing-data strategies have been developed to improve the noise-robustness of automatic speech recognition systems in adverse acoustic conditions. This is achieved by classifying time-frequency (T-F) units into reliable and unreliable components, as indicated by a so-called binary mask. Different...... approaches have been proposed to handle unreliable feature components, each with distinct advantages. The direct masking (DM) approach attenuates unreliable T-F units in the spectral domain, which allows the extraction of conventionally used mel-frequency cepstral coefficients (MFCCs). Instead of attenuating....... Since each of these approaches utilizes the knowledge about reliable and unreliable feature components in a different way, they will respond differently to estimation errors in the binary mask. The goal of this study was to identify the most effective strategy to exploit knowledge about reliable...

Adjusting for overdispersion in piecewise exponential regression models to estimate excess mortality rate in population-based research.

Science.gov (United States)

Luque-Fernandez, Miguel Angel; Belot, Aurélien; Quaresma, Manuela; Maringe, Camille; Coleman, Michel P; Rachet, Bernard

2016-10-01

In population-based cancer research, piecewise exponential regression models are used to derive adjusted estimates of excess mortality due to cancer using the Poisson generalized linear modelling framework. However, the assumption that the conditional mean and variance of the rate parameter given the set of covariates x i are equal is strong and may fail to account for overdispersion given the variability of the rate parameter (the variance exceeds the mean). Using an empirical example, we aimed to describe simple methods to test and correct for overdispersion. We used a regression-based score test for overdispersion under the relative survival framework and proposed different approaches to correct for overdispersion including a quasi-likelihood, robust standard errors estimation, negative binomial regression and flexible piecewise modelling. All piecewise exponential regression models showed the presence of significant inherent overdispersion (p-value regression modelling, with either a quasi-likelihood or robust standard errors, was the best approach as it deals with both, overdispersion due to model misspecification and true or inherent overdispersion.

Robust Self Tuning Controllers

DEFF Research Database (Denmark)

Poulsen, Niels Kjølstad

1985-01-01

The present thesis concerns robustness properties of adaptive controllers. It is addressed to methods for robustifying self tuning controllers with respect to abrupt changes in the plant parameters. In the thesis an algorithm for estimating abruptly changing parameters is presented. The estimator...... has several operation modes and a detector for controlling the mode. A special self tuning controller has been developed to regulate plant with changing time delay.......The present thesis concerns robustness properties of adaptive controllers. It is addressed to methods for robustifying self tuning controllers with respect to abrupt changes in the plant parameters. In the thesis an algorithm for estimating abruptly changing parameters is presented. The estimator...

Robust Trust in Expert Testimony

Directory of Open Access Journals (Sweden)

Christian Dahlman

2015-05-01

Full Text Available The standard of proof in criminal trials should require that the evidence presented by the prosecution is robust. This requirement of robustness says that it must be unlikely that additional information would change the probability that the defendant is guilty. Robustness is difficult for a judge to estimate, as it requires the judge to assess the possible effect of information that the he or she does not have. This article is concerned with expert witnesses and proposes a method for reviewing the robustness of expert testimony. According to the proposed method, the robustness of expert testimony is estimated with regard to competence, motivation, external strength, internal strength and relevance. The danger of trusting non-robust expert testimony is illustrated with an analysis of the Thomas Quick Case, a Swedish legal scandal where a patient at a mental institution was wrongfully convicted for eight murders.

Technical Note: Introduction of variance component analysis to setup error analysis in radiotherapy

Energy Technology Data Exchange (ETDEWEB)

Matsuo, Yukinori, E-mail: ymatsuo@kuhp.kyoto-u.ac.jp; Nakamura, Mitsuhiro; Mizowaki, Takashi; Hiraoka, Masahiro [Department of Radiation Oncology and Image-applied Therapy, Kyoto University, 54 Shogoin-Kawaharacho, Sakyo, Kyoto 606-8507 (Japan)

2016-09-15

Purpose: The purpose of this technical note is to introduce variance component analysis to the estimation of systematic and random components in setup error of radiotherapy. Methods: Balanced data according to the one-factor random effect model were assumed. Results: Analysis-of-variance (ANOVA)-based computation was applied to estimate the values and their confidence intervals (CIs) for systematic and random errors and the population mean of setup errors. The conventional method overestimates systematic error, especially in hypofractionated settings. The CI for systematic error becomes much wider than that for random error. The ANOVA-based estimation can be extended to a multifactor model considering multiple causes of setup errors (e.g., interpatient, interfraction, and intrafraction). Conclusions: Variance component analysis may lead to novel applications to setup error analysis in radiotherapy.

Technical Note: Introduction of variance component analysis to setup error analysis in radiotherapy

International Nuclear Information System (INIS)

Matsuo, Yukinori; Nakamura, Mitsuhiro; Mizowaki, Takashi; Hiraoka, Masahiro

2016-01-01

Purpose: The purpose of this technical note is to introduce variance component analysis to the estimation of systematic and random components in setup error of radiotherapy. Methods: Balanced data according to the one-factor random effect model were assumed. Results: Analysis-of-variance (ANOVA)-based computation was applied to estimate the values and their confidence intervals (CIs) for systematic and random errors and the population mean of setup errors. The conventional method overestimates systematic error, especially in hypofractionated settings. The CI for systematic error becomes much wider than that for random error. The ANOVA-based estimation can be extended to a multifactor model considering multiple causes of setup errors (e.g., interpatient, interfraction, and intrafraction). Conclusions: Variance component analysis may lead to novel applications to setup error analysis in radiotherapy.

A new robustness analysis for climate policy evaluations: A CGE application for the EU 2020 targets

International Nuclear Information System (INIS)

Hermeling, Claudia; Löschel, Andreas; Mennel, Tim

2013-01-01

This paper introduces a new method for stochastic sensitivity analysis for computable general equilibrium (CGE) model based on Gauss Quadrature and applies it to check the robustness of a large-scale climate policy evaluation. The revised version of the Gauss-quadrature approach to sensitivity analysis reduces computations considerably vis-à-vis the commonly applied Monte-Carlo methods; this allows for a stochastic sensitivity analysis also for large scale models and multi-dimensional changes of parameters. In the application, an impact assessment of EU2020 climate policy, we focus on sectoral elasticities that are part of the basic parameters of the model and have been recently determined by econometric estimation, alongside with standard errors. The impact assessment is based on the large scale CGE model PACE. We show the applicability of the Gauss-quadrature approach and confirm the robustness of the impact assessment with the PACE model. The variance of the central model outcomes is smaller than their mean by order four to eight, depending on the aggregation level (i.e. aggregate variables such as GDP show a smaller variance than sectoral output). - Highlights: ► New, simplified method for stochastic sensitivity analysis for CGE analysis. ► Gauss quadrature with orthogonal polynomials. ► Application to climate policy—the case of the EU 2020 targets

A robust statistical estimation (RoSE) algorithm jointly recovers the 3D location and intensity of single molecules accurately and precisely

Science.gov (United States)

Mazidi, Hesam; Nehorai, Arye; Lew, Matthew D.

2018-02-01

In single-molecule (SM) super-resolution microscopy, the complexity of a biological structure, high molecular density, and a low signal-to-background ratio (SBR) may lead to imaging artifacts without a robust localization algorithm. Moreover, engineered point spread functions (PSFs) for 3D imaging pose difficulties due to their intricate features. We develop a Robust Statistical Estimation algorithm, called RoSE, that enables joint estimation of the 3D location and photon counts of SMs accurately and precisely using various PSFs under conditions of high molecular density and low SBR.

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

Robust OFDM Timing Synchronisation in Multipath Channels

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McLaughlin S

2008-01-01

Full Text Available Abstract This paper addresses pre-FFT synchronisation for orthogonal frequency division multiplex (OFDM under varying multipath conditions. To ensure the most efficient data transmission possible, there should be no constraints on how much of the cyclic prefix (CP is occupied by intersymbol interference (ISI. Here a solution for timing synchronisation is proposed, that is, robust even when the strongest multipath components are delayed relative to the first arriving paths. In this situation, existing methods perform poorly, whereas the solution proposed uses the derivative of the correlation function and is less sensitive to the channel impulse response. In this paper, synchronisation of a DVB single-frequency network is investigated. A refinement is proposed that uses heuristic rules based on the maxima of the correlation and derivative functions to further reduce the estimate variance. The technique has relevance to broadcast, OFDMA, and WLAN applications, and simulations are presented which compare the method with existing approaches.

Replica approach to mean-variance portfolio optimization

Science.gov (United States)

Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre

2016-12-01

We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r  =  N/T  optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.

A simple algorithm to estimate genetic variance in an animal threshold model using Bayesian inference Genetics Selection Evolution 2010, 42:29

DEFF Research Database (Denmark)

Ødegård, Jørgen; Meuwissen, Theo HE; Heringstad, Bjørg

2010-01-01

Background In the genetic analysis of binary traits with one observation per animal, animal threshold models frequently give biased heritability estimates. In some cases, this problem can be circumvented by fitting sire- or sire-dam models. However, these models are not appropriate in cases where...... records exist for the parents). Furthermore, the new algorithm showed much faster Markov chain mixing properties for genetic parameters (similar to the sire-dam model). Conclusions The new algorithm to estimate genetic parameters via Gibbs sampling solves the bias problems typically occurring in animal...... individual records exist on parents. Therefore, the aim of our study was to develop a new Gibbs sampling algorithm for a proper estimation of genetic (co)variance components within an animal threshold model framework. Methods In the proposed algorithm, individuals are classified as either "informative...

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.

Explicit formulas for the variance of discounted life-cycle cost

International Nuclear Information System (INIS)

Noortwijk, Jan M. van

2003-01-01

In life-cycle costing analyses, optimal design is usually achieved by minimising the expected value of the discounted costs. As well as the expected value, the corresponding variance may be useful for estimating, for example, the uncertainty bounds of the calculated discounted costs. However, general explicit formulas for calculating the variance of the discounted costs over an unbounded time horizon are not yet available. In this paper, explicit formulas for this variance are presented. They can be easily implemented in software to optimise structural design and maintenance management. The use of the mathematical results is illustrated with some examples

Properties of realized variance under alternative sampling schemes

NARCIS (Netherlands)

Oomen, R.C.A.

2006-01-01

This paper investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the existing literature, the analysis relies on a pure jump process for high frequency security prices and explicitly distinguishes among alternative

Robust multivariate analysis

CERN Document Server

J Olive, David

2017-01-01

This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers. Instead of using exact theory based on the multivariate normal distribution, the simpler and more applicable large sample theory is given.  The text develops among the first practical robust regression and robust multivariate location and dispersion estimators backed by theory.   The robust techniques  are illustrated for methods such as principal component analysis, canonical correlation analysis, and factor analysis.  A simple way to bootstrap confidence regions is also provided. Much of the research on robust multivariate analysis in this book is being published for the first time. The text is suitable for a first course in Multivariate Statistical Analysis or a first course in Robust Statistics. This graduate text is also useful for people who are familiar with the traditional multivariate topics, but want to know more about handling data sets with...

Estimation of the variance of noise in digital imaging for quality control; Estimacion de la varianza del ruido en imagen digital para control de calidad

Energy Technology Data Exchange (ETDEWEB)

Soro Bua, M.; Otero Martinez, C.; Vazquez Vazquez, R.; Santamarina Vazquez, F.; Lobato Busto, R.; Luna Vega, V.; Mosquera Sueiro, J.; Sanchez Garcia, M.; Pombar Camean, M.

2011-07-01

In this work is estimated variance kerma function pixel values for the real response curve nonlinear digital image system, without resorting to any approximation to the behavior of the detector. This result is compared with that obtained for the linearized version of the response curve.

Reliability-Based Robust Design Optimization of Structures Considering Uncertainty in Design Variables

Directory of Open Access Journals (Sweden)

Shujuan Wang

2015-01-01

Full Text Available This paper investigates the structural design optimization to cover both the reliability and robustness under uncertainty in design variables. The main objective is to improve the efficiency of the optimization process. To address this problem, a hybrid reliability-based robust design optimization (RRDO method is proposed. Prior to the design optimization, the Sobol sensitivity analysis is used for selecting key design variables and providing response variance as well, resulting in significantly reduced computational complexity. The single-loop algorithm is employed to guarantee the structural reliability, allowing fast optimization process. In the case of robust design, the weighting factor balances the response performance and variance with respect to the uncertainty in design variables. The main contribution of this paper is that the proposed method applies the RRDO strategy with the usage of global approximation and the Sobol sensitivity analysis, leading to the reduced computational cost. A structural example is given to illustrate the performance of the proposed method.

Dynamic Output Feedback Robust Model Predictive Control via Zonotopic Set-Membership Estimation for Constrained Quasi-LPV Systems

Directory of Open Access Journals (Sweden)

Xubin Ping

2015-01-01

Full Text Available For the quasi-linear parameter varying (quasi-LPV system with bounded disturbance, a synthesis approach of dynamic output feedback robust model predictive control (OFRMPC is investigated. The estimation error set is represented by a zonotope and refreshed by the zonotopic set-membership estimation method. By properly refreshing the estimation error set online, the bounds of true state at the next sampling time can be obtained. Furthermore, the feasibility of the main optimization problem at the next sampling time can be determined at the current time. A numerical example is given to illustrate the effectiveness of the approach.

More recent robust methods for the estimation of mean and standard deviation of data

International Nuclear Information System (INIS)

Kanisch, G.

2003-01-01

Outliers in a data set result in biased values of mean and standard deviation. One way to improve the estimation of a mean is to apply tests to identify outliers and to exclude them from the calculations. Tests according to Grubbs or to Dixon, which are frequently used in practice, especially within laboratory intercomparisons, are not very efficient in identifying outliers. Since more than ten years now so-called robust methods are used more and more, which determine mean and standard deviation by iteration and down-weighting values far from the mean, thereby diminishing the impact of outliers. In 1989 the Analytical Methods Committee of the British Royal Chemical Society published such a robust method. Since 1993 the US Environmental Protection Agency published a more efficient and quite versatile method. Mean and standard deviation are calculated by iteration and application of a special weight function for down-weighting outlier candidates. In 2000, W. Cofino et al. published a very efficient robust method which works quite different from the others. It applies methods taken from the basics of quantum mechanics, such as ''wave functions'' associated with each laboratory mean value and matrix algebra (solving eigenvalue problems). In contrast to the other ones, this method includes the individual measurement uncertainties. (orig.)

Dominance genetic variance for traits under directional selection in Drosophila serrata.

Science.gov (United States)

Sztepanacz, Jacqueline L; Blows, Mark W

2015-05-01

In contrast to our growing understanding of patterns of additive genetic variance in single- and multi-trait combinations, the relative contribution of nonadditive genetic variance, particularly dominance variance, to multivariate phenotypes is largely unknown. While mechanisms for the evolution of dominance genetic variance have been, and to some degree remain, subject to debate, the pervasiveness of dominance is widely recognized and may play a key role in several evolutionary processes. Theoretical and empirical evidence suggests that the contribution of dominance variance to phenotypic variance may increase with the correlation between a trait and fitness; however, direct tests of this hypothesis are few. Using a multigenerational breeding design in an unmanipulated population of Drosophila serrata, we estimated additive and dominance genetic covariance matrices for multivariate wing-shape phenotypes, together with a comprehensive measure of fitness, to determine whether there is an association between directional selection and dominance variance. Fitness, a trait unequivocally under directional selection, had no detectable additive genetic variance, but significant dominance genetic variance contributing 32% of the phenotypic variance. For single and multivariate morphological traits, however, no relationship was observed between trait-fitness correlations and dominance variance. A similar proportion of additive and dominance variance was found to contribute to phenotypic variance for single traits, and double the amount of additive compared to dominance variance was found for the multivariate trait combination under directional selection. These data suggest that for many fitness components a positive association between directional selection and dominance genetic variance may not be expected. Copyright © 2015 by the Genetics Society of America.

Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.

Science.gov (United States)

Zapko-Willmes, Alexandra; Kandler, Christian

2018-01-01

The present twin study combined self- and peer assessments of twins' general homophobia targeting gay men in order to replicate previous behavior genetic findings across different rater perspectives and to disentangle self-rater-specific variance from common variance in self- and peer-reported homophobia (i.e., rater-consistent variance). We hypothesized rater-consistent variance in homophobia to be attributable to genetic and nonshared environmental effects, and self-rater-specific variance to be partially accounted for by genetic influences. A sample of 869 twins and 1329 peer raters completed a seven item scale containing cognitive, affective, and discriminatory homophobic tendencies. After correction for age and sex differences, we found most of the genetic contributions (62%) and significant nonshared environmental contributions (16%) to individual differences in self-reports on homophobia to be also reflected in peer-reported homophobia. A significant genetic component, however, was self-report-specific (38%), suggesting that self-assessments alone produce inflated heritability estimates to some degree. Different explanations are discussed.

A Maximum Entropy Method for a Robust Portfolio Problem

Directory of Open Access Journals (Sweden)

Yingying Xu

2014-06-01

Full Text Available We propose a continuous maximum entropy method to investigate the robustoptimal portfolio selection problem for the market with transaction costs and dividends.This robust model aims to maximize the worst-case portfolio return in the case that allof asset returns lie within some prescribed intervals. A numerical optimal solution tothe problem is obtained by using a continuous maximum entropy method. Furthermore,some numerical experiments indicate that the robust model in this paper can result in betterportfolio performance than a classical mean-variance model.

Robust time estimation reconciles views of the antiquity of placental mammals.

Directory of Open Access Journals (Sweden)

Yasuhiro Kitazoe

2007-04-01

Full Text Available Molecular studies have reported divergence times of modern placental orders long before the Cretaceous-Tertiary boundary and far older than paleontological data. However, this discrepancy may not be real, but rather appear because of the violation of implicit assumptions in the estimation procedures, such as non-gradual change of evolutionary rate and failure to correct for convergent evolution.New procedures for divergence-time estimation robust to abrupt changes in the rate of molecular evolution are described. We used a variant of the multidimensional vector space (MVS procedure to take account of possible convergent evolution. Numerical simulations of abrupt rate change and convergent evolution showed good performance of the new procedures in contrast to current methods. Application to complete mitochondrial genomes identified marked rate accelerations and decelerations, which are not obtained with current methods. The root of placental mammals is estimated to be approximately 18 million years more recent than when assuming a log Brownian motion model. Correcting the pairwise distances for convergent evolution using MVS lowers the age of the root about another 20 million years compared to using standard maximum likelihood tree branch lengths. These two procedures combined revise the root time of placental mammals from around 122 million years ago to close to 84 million years ago. As a result, the estimated distribution of molecular divergence times is broadly consistent with quantitative analysis of the North American fossil record and traditional morphological views.By including the dual effects of abrupt rate change and directly accounting for convergent evolution at the molecular level, these estimates provide congruence between the molecular results, paleontological analyses and morphological expectations. The programs developed here are provided along with sample data that reproduce the results of this study and are especially

TAO-robust backpropagation learning algorithm.

Science.gov (United States)

Pernía-Espinoza, Alpha V; Ordieres-Meré, Joaquín B; Martínez-de-Pisón, Francisco J; González-Marcos, Ana

2005-03-01

In several fields, as industrial modelling, multilayer feedforward neural networks are often used as universal function approximations. These supervised neural networks are commonly trained by a traditional backpropagation learning format, which minimises the mean squared error (mse) of the training data. However, in the presence of corrupted data (outliers) this training scheme may produce wrong models. We combine the benefits of the non-linear regression model tau-estimates [introduced by Tabatabai, M. A. Argyros, I. K. Robust Estimation and testing for general nonlinear regression models. Applied Mathematics and Computation. 58 (1993) 85-101] with the backpropagation algorithm to produce the TAO-robust learning algorithm, in order to deal with the problems of modelling with outliers. The cost function of this approach has a bounded influence function given by the weighted average of two psi functions, one corresponding to a very robust estimate and the other to a highly efficient estimate. The advantages of the proposed algorithm are studied with an example.

A robust procedure for comparing multiple means under heteroscedasticity in unbalanced designs.

Directory of Open Access Journals (Sweden)

Esther Herberich

2010-03-01

Full Text Available Investigating differences between means of more than two groups or experimental conditions is a routine research question addressed in biology. In order to assess differences statistically, multiple comparison procedures are applied. The most prominent procedures of this type, the Dunnett and Tukey-Kramer test, control the probability of reporting at least one false positive result when the data are normally distributed and when the sample sizes and variances do not differ between groups. All three assumptions are non-realistic in biological research and any violation leads to an increased number of reported false positive results. Based on a general statistical framework for simultaneous inference and robust covariance estimators we propose a new statistical multiple comparison procedure for assessing multiple means. In contrast to the Dunnett or Tukey-Kramer tests, no assumptions regarding the distribution, sample sizes or variance homogeneity are necessary. The performance of the new procedure is assessed by means of its familywise error rate and power under different distributions. The practical merits are demonstrated by a reanalysis of fatty acid phenotypes of the bacterium Bacillus simplex from the "Evolution Canyons" I and II in Israel. The simulation results show that even under severely varying variances, the procedure controls the number of false positive findings very well. Thus, the here presented procedure works well under biologically realistic scenarios of unbalanced group sizes, non-normality and heteroscedasticity.

Visual SLAM Using Variance Grid Maps

Science.gov (United States)

Howard, Andrew B.; Marks, Tim K.

2011-01-01

An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance

Monte Carlo variance reduction approaches for non-Boltzmann tallies

International Nuclear Information System (INIS)

Booth, T.E.

1992-12-01

Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed

Robust Online State of Charge Estimation of Lithium-Ion Battery Pack Based on Error Sensitivity Analysis

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Ting Zhao

2015-01-01

Full Text Available Accurate and reliable state of charge (SOC estimation is a key enabling technique for large format lithium-ion battery pack due to its vital role in battery safety and effective management. This paper tries to make three contributions to existing literatures through robust algorithms. (1 Observer based SOC estimation error model is established, where the crucial parameters on SOC estimation accuracy are determined by quantitative analysis, being a basis for parameters update. (2 The estimation method for a battery pack in which the inconsistency of cells is taken into consideration is proposed, ensuring all batteries’ SOC ranging from 0 to 1, effectively avoiding the battery overcharged/overdischarged. Online estimation of the parameters is also presented in this paper. (3 The SOC estimation accuracy of the battery pack is verified using the hardware-in-loop simulation platform. The experimental results at various dynamic test conditions, temperatures, and initial SOC difference between two cells demonstrate the efficacy of the proposed method.

National South African HIV prevalence estimates robust despite substantial test non-participation

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Guy Harling

2017-07-01

Full Text Available Background. South African (SA national HIV seroprevalence estimates are of crucial policy relevance in the country, and for the worldwide HIV response. However, the most recent nationally representative HIV test survey in 2012 had 22% test non-participation, leaving the potential for substantial bias in current seroprevalence estimates, even after controlling for selection on observed factors. Objective. To re-estimate national HIV prevalence in SA, controlling for bias due to selection on both observed and unobserved factors in the 2012 SA National HIV Prevalence, Incidence and Behaviour Survey. Methods. We jointly estimated regression models for consent to test and HIV status in a Heckman-type bivariate probit framework. As selection variable, we used assigned interviewer identity, a variable known to predict consent but highly unlikely to be associated with interviewees’ HIV status. From these models, we estimated the HIV status of interviewed participants who did not test. Results. Of 26 710 interviewed participants who were invited to test for HIV, 21.3% of females and 24.3% of males declined. Interviewer identity was strongly correlated with consent to test for HIV; declining a test was weakly associated with HIV serostatus. Our HIV prevalence estimates were not significantly different from those using standard methods to control for bias due to selection on observed factors: 15.1% (95% confidence interval (CI 12.1 - 18.6 v. 14.5% (95% CI 12.8 - 16.3 for 15 - 49-year-old males; 23.3% (95% CI 21.7 - 25.8 v. 23.2% (95% CI 21.3 - 25.1 for 15 - 49-year-old females. Conclusion. The most recent SA HIV prevalence estimates are robust under the strongest available test for selection bias due to missing data. Our findings support the reliability of inferences drawn from such data.

MIDAS robust trend estimator for accurate GPS station velocities without step detection

Science.gov (United States)

Blewitt, Geoffrey; Kreemer, Corné; Hammond, William C.; Gazeaux, Julien

2016-03-01

Automatic estimation of velocities from GPS coordinate time series is becoming required to cope with the exponentially increasing flood of available data, but problems detectable to the human eye are often overlooked. This motivates us to find an automatic and accurate estimator of trend that is resistant to common problems such as step discontinuities, outliers, seasonality, skewness, and heteroscedasticity. Developed here, Median Interannual Difference Adjusted for Skewness (MIDAS) is a variant of the Theil-Sen median trend estimator, for which the ordinary version is the median of slopes vij = (xj-xi)/(tj-ti) computed between all data pairs i > j. For normally distributed data, Theil-Sen and least squares trend estimates are statistically identical, but unlike least squares, Theil-Sen is resistant to undetected data problems. To mitigate both seasonality and step discontinuities, MIDAS selects data pairs separated by 1 year. This condition is relaxed for time series with gaps so that all data are used. Slopes from data pairs spanning a step function produce one-sided outliers that can bias the median. To reduce bias, MIDAS removes outliers and recomputes the median. MIDAS also computes a robust and realistic estimate of trend uncertainty. Statistical tests using GPS data in the rigid North American plate interior show ±0.23 mm/yr root-mean-square (RMS) accuracy in horizontal velocity. In blind tests using synthetic data, MIDAS velocities have an RMS accuracy of ±0.33 mm/yr horizontal, ±1.1 mm/yr up, with a 5th percentile range smaller than all 20 automatic estimators tested. Considering its general nature, MIDAS has the potential for broader application in the geosciences.

Minimum variance Monte Carlo importance sampling with parametric dependence

International Nuclear Information System (INIS)

Ragheb, M.M.H.; Halton, J.; Maynard, C.W.

1981-01-01

An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de

Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

Energy Technology Data Exchange (ETDEWEB)

Kanjilal, Oindrila, E-mail: oindrila@civil.iisc.ernet.in; Manohar, C.S., E-mail: manohar@civil.iisc.ernet.in

2017-07-15

The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.

Robust optimization of supersonic ORC nozzle guide vanes

Science.gov (United States)

Bufi, Elio A.; Cinnella, Paola

2017-03-01

An efficient Robust Optimization (RO) strategy is developed for the design of 2D supersonic Organic Rankine Cycle turbine expanders. The dense gas effects are not-negligible for this application and they are taken into account describing the thermodynamics by means of the Peng-Robinson-Stryjek-Vera equation of state. The design methodology combines an Uncertainty Quantification (UQ) loop based on a Bayesian kriging model of the system response to the uncertain parameters, used to approximate statistics (mean and variance) of the uncertain system output, a CFD solver, and a multi-objective non-dominated sorting algorithm (NSGA), also based on a Kriging surrogate of the multi-objective fitness function, along with an adaptive infill strategy for surrogate enrichment at each generation of the NSGA. The objective functions are the average and variance of the isentropic efficiency. The blade shape is parametrized by means of a Free Form Deformation (FFD) approach. The robust optimal blades are compared to the baseline design (based on the Method of Characteristics) and to a blade obtained by means of a deterministic CFD-based optimization.

Beyond the Mean: Sensitivities of the Variance of Population Growth.

Science.gov (United States)

Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad

2013-03-01

Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.

Phenotypic variance explained by local ancestry in admixed African Americans.

Science.gov (United States)

Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N

2015-01-01

We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.

Accurate and robust phylogeny estimation based on profile distances: a study of the Chlorophyceae (Chlorophyta

Directory of Open Access Journals (Sweden)

Rahmann Sven

2004-06-01

Full Text Available Abstract Background In phylogenetic analysis we face the problem that several subclade topologies are known or easily inferred and well supported by bootstrap analysis, but basal branching patterns cannot be unambiguously estimated by the usual methods (maximum parsimony (MP, neighbor-joining (NJ, or maximum likelihood (ML, nor are they well supported. We represent each subclade by a sequence profile and estimate evolutionary distances between profiles to obtain a matrix of distances between subclades. Results Our estimator of profile distances generalizes the maximum likelihood estimator of sequence distances. The basal branching pattern can be estimated by any distance-based method, such as neighbor-joining. Our method (profile neighbor-joining, PNJ then inherits the accuracy and robustness of profiles and the time efficiency of neighbor-joining. Conclusions Phylogenetic analysis of Chlorophyceae with traditional methods (MP, NJ, ML and MrBayes reveals seven well supported subclades, but the methods disagree on the basal branching pattern. The tree reconstructed by our method is better supported and can be confirmed by known morphological characters. Moreover the accuracy is significantly improved as shown by parametric bootstrap.

Robust estimation of the proportion of treatment effect explained by surrogate marker information.

Science.gov (United States)

Parast, Layla; McDermott, Mary M; Tian, Lu

2016-05-10

In randomized treatment studies where the primary outcome requires long follow-up of patients and/or expensive or invasive obtainment procedures, the availability of a surrogate marker that could be used to estimate the treatment effect and could potentially be observed earlier than the primary outcome would allow researchers to make conclusions regarding the treatment effect with less required follow-up time and resources. The Prentice criterion for a valid surrogate marker requires that a test for treatment effect on the surrogate marker also be a valid test for treatment effect on the primary outcome of interest. Based on this criterion, methods have been developed to define and estimate the proportion of treatment effect on the primary outcome that is explained by the treatment effect on the surrogate marker. These methods aim to identify useful statistical surrogates that capture a large proportion of the treatment effect. However, current methods to estimate this proportion usually require restrictive model assumptions that may not hold in practice and thus may lead to biased estimates of this quantity. In this paper, we propose a nonparametric procedure to estimate the proportion of treatment effect on the primary outcome that is explained by the treatment effect on a potential surrogate marker and extend this procedure to a setting with multiple surrogate markers. We compare our approach with previously proposed model-based approaches and propose a variance estimation procedure based on a perturbation-resampling method. Simulation studies demonstrate that the procedure performs well in finite samples and outperforms model-based procedures when the specified models are not correct. We illustrate our proposed procedure using a data set from a randomized study investigating a group-mediated cognitive behavioral intervention for peripheral artery disease participants. Copyright © 2015 John Wiley & Sons, Ltd.

Variance reduction techniques in the simulation of Markov processes

International Nuclear Information System (INIS)

Lessi, O.

1987-01-01

We study a functional r of the stationary distribution of a homogeneous Markov chain. It is often difficult or impossible to perform the analytical calculation of r and so it is reasonable to estimate r by a simulation process. A consistent estimator r(n) of r is obtained with respect to a chain with a countable state space. Suitably modifying the estimator r(n) of r one obtains a new consistent estimator which has a smaller variance than r(n). The same is obtained in the case of finite state space

Robust estimation of event-related potentials via particle filter.

Science.gov (United States)

Fukami, Tadanori; Watanabe, Jun; Ishikawa, Fumito

2016-03-01

In clinical examinations and brain-computer interface (BCI) research, a short electroencephalogram (EEG) measurement time is ideal. The use of event-related potentials (ERPs) relies on both estimation accuracy and processing time. We tested a particle filter that uses a large number of particles to construct a probability distribution. We constructed a simple model for recording EEG comprising three components: ERPs approximated via a trend model, background waves constructed via an autoregressive model, and noise. We evaluated the performance of the particle filter based on mean squared error (MSE), P300 peak amplitude, and latency. We then compared our filter with the Kalman filter and a conventional simple averaging method. To confirm the efficacy of the filter, we used it to estimate ERP elicited by a P300 BCI speller. A 400-particle filter produced the best MSE. We found that the merit of the filter increased when the original waveform already had a low signal-to-noise ratio (SNR) (i.e., the power ratio between ERP and background EEG). We calculated the amount of averaging necessary after applying a particle filter that produced a result equivalent to that associated with conventional averaging, and determined that the particle filter yielded a maximum 42.8% reduction in measurement time. The particle filter performed better than both the Kalman filter and conventional averaging for a low SNR in terms of both MSE and P300 peak amplitude and latency. For EEG data produced by the P300 speller, we were able to use our filter to obtain ERP waveforms that were stable compared with averages produced by a conventional averaging method, irrespective of the amount of averaging. We confirmed that particle filters are efficacious in reducing the measurement time required during simulations with a low SNR. Additionally, particle filters can perform robust ERP estimation for EEG data produced via a P300 speller. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

Detection of rheumatoid arthritis by evaluation of normalized variances of fluorescence time correlation functions

Science.gov (United States)

Dziekan, Thomas; Weissbach, Carmen; Voigt, Jan; Ebert, Bernd; MacDonald, Rainer; Bahner, Malte L.; Mahler, Marianne; Schirner, Michael; Berliner, Michael; Berliner, Birgitt; Osel, Jens; Osel, Ilka

2011-07-01

Fluorescence imaging using the dye indocyanine green as a contrast agent was investigated in a prospective clinical study for the detection of rheumatoid arthritis. Normalized variances of correlated time series of fluorescence intensities describing the bolus kinetics of the contrast agent in certain regions of interest were analyzed to differentiate healthy from inflamed finger joints. These values are determined using a robust, parameter-free algorithm. We found that the normalized variance of correlation functions improves the differentiation between healthy joints of volunteers and joints with rheumatoid arthritis of patients by about 10% compared to, e.g., ratios of areas under the curves of raw data.

Markov switching mean-variance frontier dynamics: theory and international evidence

OpenAIRE

M. Guidolin; F. Ria

2010-01-01

It is well-known that regime switching models are able to capture the presence of rich non-linear patterns in the joint distribution of asset returns. After reviewing key concepts and technical issues related to specifying, estimating, and using multivariate Markov switching models in financial applications, in this paper we map the presence of regimes in means, variances, and covariances of asset returns into explicit dynamics of the Markowitz mean-variance frontier. In particular, we show b...

Estimating an Effect Size in One-Way Multivariate Analysis of Variance (MANOVA)

Science.gov (United States)

Steyn, H. S., Jr.; Ellis, S. M.

2009-01-01

When two or more univariate population means are compared, the proportion of variation in the dependent variable accounted for by population group membership is eta-squared. This effect size can be generalized by using multivariate measures of association, based on the multivariate analysis of variance (MANOVA) statistics, to establish whether…

Downside Variance Risk Premium

OpenAIRE

Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric

2015-01-01

We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...

Estimadores de componentes de variância em delineamento de blocos aumentados com tratamentos novos de uma ou mais populações Estimators of variance components in the augmented block design with new treatments from one or more populations

Directory of Open Access Journals (Sweden)

João Batista Duarte

2001-09-01

Full Text Available O objetivo do trabalho foi comparar, por meio de simulação, as estimativas de componentes de variância produzidas pelos métodos ANOVA (análise da variância, ML (máxima verossimilhança, REML (máxima verossimilhança restrita e MIVQUE(0 (estimador quadrático não viesado de variância mínima, no delineamento de blocos aumentados com tratamentos adicionais (progênies de uma ou mais procedências (cruzamentos. Os resultados indicaram superioridade relativa do método MIVQUE(0. O método ANOVA, embora não tendencioso, apresentou as estimativas de menor precisão. Os métodos de máxima verossimilhança, sobretudo ML, tenderam a subestimar a variância do erro experimental ( e a superestimar as variâncias genotípicas (, em especial nos experimentos de menor tamanho (n/>0,5. Contudo, o método produziu as piores estimativas de variâncias genotípicas quando as progênies vieram de diferentes cruzamentos e os experimentos foram pequenos.This work compares by simulation estimates of variance components produced by the ANOVA (analysis of variance, ML (maximum likelihood, REML (restricted maximum likelihood, and MIVQUE(0 (minimum variance quadratic unbiased estimator methods for augmented block design with additional treatments (progenies stemming from one or more origins (crosses. Results showed the superiority of the MIVQUE(0 estimation. The ANOVA method, although unbiased, showed estimates with lower precision. The ML and REML methods produced downwards biased estimates for error variance (, and upwards biased estimates for genotypic variances (, particularly the ML method. Biases for the REML estimation became negligible when progenies were derived from a single cross, and experiments were of larger size with ratios />0.5. This method, however, provided the worst estimates for genotypic variances when progenies were derived from several crosses and the experiments were of small size (n<120 observations.

Inverse modeling for seawater intrusion in coastal aquifers: Insights about parameter sensitivities, variances, correlations and estimation procedures derived from the Henry problem

Science.gov (United States)

Sanz, E.; Voss, C.I.

2006-01-01

Inverse modeling studies employing data collected from the classic Henry seawater intrusion problem give insight into several important aspects of inverse modeling of seawater intrusion problems and effective measurement strategies for estimation of parameters for seawater intrusion. Despite the simplicity of the Henry problem, it embodies the behavior of a typical seawater intrusion situation in a single aquifer. Data collected from the numerical problem solution are employed without added noise in order to focus on the aspects of inverse modeling strategies dictated by the physics of variable-density flow and solute transport during seawater intrusion. Covariances of model parameters that can be estimated are strongly dependent on the physics. The insights gained from this type of analysis may be directly applied to field problems in the presence of data errors, using standard inverse modeling approaches to deal with uncertainty in data. Covariance analysis of the Henry problem indicates that in order to generally reduce variance of parameter estimates, the ideal places to measure pressure are as far away from the coast as possible, at any depth, and the ideal places to measure concentration are near the bottom of the aquifer between the center of the transition zone and its inland fringe. These observations are located in and near high-sensitivity regions of system parameters, which may be identified in a sensitivity analysis with respect to several parameters. However, both the form of error distribution in the observations and the observation weights impact the spatial sensitivity distributions, and different choices for error distributions or weights can result in significantly different regions of high sensitivity. Thus, in order to design effective sampling networks, the error form and weights must be carefully considered. For the Henry problem, permeability and freshwater inflow can be estimated with low estimation variance from only pressure or only

Optimal estimations of random fields using kriging

International Nuclear Information System (INIS)

Barua, G.

2004-01-01

Kriging is a statistical procedure of estimating the best weights of a linear estimator. Suppose there is a point or an area or a volume of ground over which we do not know a hydrological variable and wish to estimate it. In order to produce an estimator, we need some information to work on, usually available in the form of samples. There can, be an infinite number of linear unbiased estimators for which the weights sum up to one. The problem is how to determine the best weights for which the estimation variance is the least. The system of equations as shown above is generally known as the kriging system and the estimator produced is the kriging estimator. The variance of the kriging estimator can be found by substitution of the weights in the general estimation variance equation. We assume here a linear model for the semi-variogram. Applying the model to the equation, we obtain a set of kriging equations. By solving these equations, we obtain the kriging variance. Thus, for the one-dimensional problem considered, kriging definitely gives a better estimation variance than the extension variance

Adaptive Green-Kubo estimates of transport coefficients from molecular dynamics based on robust error analysis

Science.gov (United States)

Jones, Reese E.; Mandadapu, Kranthi K.

2012-04-01

We present a rigorous Green-Kubo methodology for calculating transport coefficients based on on-the-fly estimates of: (a) statistical stationarity of the relevant process, and (b) error in the resulting coefficient. The methodology uses time samples efficiently across an ensemble of parallel replicas to yield accurate estimates, which is particularly useful for estimating the thermal conductivity of semi-conductors near their Debye temperatures where the characteristic decay times of the heat flux correlation functions are large. Employing and extending the error analysis of Zwanzig and Ailawadi [Phys. Rev. 182, 280 (1969)], 10.1103/PhysRev.182.280 and Frenkel [in Proceedings of the International School of Physics "Enrico Fermi", Course LXXV (North-Holland Publishing Company, Amsterdam, 1980)] to the integral of correlation, we are able to provide tight theoretical bounds for the error in the estimate of the transport coefficient. To demonstrate the performance of the method, four test cases of increasing computational cost and complexity are presented: the viscosity of Ar and water, and the thermal conductivity of Si and GaN. In addition to producing accurate estimates of the transport coefficients for these materials, this work demonstrates precise agreement of the computed variances in the estimates of the correlation and the transport coefficient with the extended theory based on the assumption that fluctuations follow a Gaussian process. The proposed algorithm in conjunction with the extended theory enables the calculation of transport coefficients with the Green-Kubo method accurately and efficiently.

Clutch pressure estimation for a power-split hybrid transmission using nonlinear robust observer

Science.gov (United States)

Zhou, Bin; Zhang, Jianwu; Gao, Ji; Yu, Haisheng; Liu, Dong

2018-06-01

For a power-split hybrid transmission, using the brake clutch to realize the transition from electric drive mode to hybrid drive mode is an available strategy. Since the pressure information of the brake clutch is essential for the mode transition control, this research designs a nonlinear robust reduced-order observer to estimate the brake clutch pressure. Model uncertainties or disturbances are considered as additional inputs, thus the observer is designed in order that the error dynamics is input-to-state stable. The nonlinear characteristics of the system are expressed as the lookup tables in the observer. Moreover, the gain matrix of the observer is solved by two optimization procedures under the constraints of the linear matrix inequalities. The proposed observer is validated by offline simulation and online test, the results have shown that the observer achieves significant performance during the mode transition, as the estimation error is within a reasonable range, more importantly, it is asymptotically stable.

Is fMRI "noise" really noise? Resting state nuisance regressors remove variance with network structure.

Science.gov (United States)

Bright, Molly G; Murphy, Kevin

2015-07-01

Noise correction is a critical step towards accurate mapping of resting state BOLD fMRI connectivity. Noise sources related to head motion or physiology are typically modelled by nuisance regressors, and a generalised linear model is applied to regress out the associated signal variance. In this study, we use independent component analysis (ICA) to characterise the data variance typically discarded in this pre-processing stage in a cohort of 12 healthy volunteers. The signal variance removed by 24, 12, 6, or only 3 head motion parameters demonstrated network structure typically associated with functional connectivity, and certain networks were discernable in the variance extracted by as few as 2 physiologic regressors. Simulated nuisance regressors, unrelated to the true data noise, also removed variance with network structure, indicating that any group of regressors that randomly sample variance may remove highly structured "signal" as well as "noise." Furthermore, to support this we demonstrate that random sampling of the original data variance continues to exhibit robust network structure, even when as few as 10% of the original volumes are considered. Finally, we examine the diminishing returns of increasing the number of nuisance regressors used in pre-processing, showing that excessive use of motion regressors may do little better than chance in removing variance within a functional network. It remains an open challenge to understand the balance between the benefits and confounds of noise correction using nuisance regressors. Copyright © 2015. Published by Elsevier Inc.

A Robust Real Time Direction-of-Arrival Estimation Method for Sequential Movement Events of Vehicles.

Science.gov (United States)

Liu, Huawei; Li, Baoqing; Yuan, Xiaobing; Zhou, Qianwei; Huang, Jingchang

2018-03-27

Parameters estimation of sequential movement events of vehicles is facing the challenges of noise interferences and the demands of portable implementation. In this paper, we propose a robust direction-of-arrival (DOA) estimation method for the sequential movement events of vehicles based on a small Micro-Electro-Mechanical System (MEMS) microphone array system. Inspired by the incoherent signal-subspace method (ISM), the method that is proposed in this work employs multiple sub-bands, which are selected from the wideband signals with high magnitude-squared coherence to track moving vehicles in the presence of wind noise. The field test results demonstrate that the proposed method has a better performance in emulating the DOA of a moving vehicle even in the case of severe wind interference than the narrowband multiple signal classification (MUSIC) method, the sub-band DOA estimation method, and the classical two-sided correlation transformation (TCT) method.

Robust Methods for Moderation Analysis with a Two-Level Regression Model.

Science.gov (United States)

Yang, Miao; Yuan, Ke-Hai

2016-01-01

Moderation analysis has many applications in social sciences. Most widely used estimation methods for moderation analysis assume that errors are normally distributed and homoscedastic. When these assumptions are not met, the results from a classical moderation analysis can be misleading. For more reliable moderation analysis, this article proposes two robust methods with a two-level regression model when the predictors do not contain measurement error. One method is based on maximum likelihood with Student's t distribution and the other is based on M-estimators with Huber-type weights. An algorithm for obtaining the robust estimators is developed. Consistent estimates of standard errors of the robust estimators are provided. The robust approaches are compared against normal-distribution-based maximum likelihood (NML) with respect to power and accuracy of parameter estimates through a simulation study. Results show that the robust approaches outperform NML under various distributional conditions. Application of the robust methods is illustrated through a real data example. An R program is developed and documented to facilitate the application of the robust methods.

On the Interplay between the Evolvability and Network Robustness in an Evolutionary Biological Network: A Systems Biology Approach

Science.gov (United States)

Chen, Bor-Sen; Lin, Ying-Po

2011-01-01

In the evolutionary process, the random transmission and mutation of genes provide biological diversities for natural selection. In order to preserve functional phenotypes between generations, gene networks need to evolve robustly under the influence of random perturbations. Therefore, the robustness of the phenotype, in the evolutionary process, exerts a selection force on gene networks to keep network functions. However, gene networks need to adjust, by variations in genetic content, to generate phenotypes for new challenges in the network’s evolution, ie, the evolvability. Hence, there should be some interplay between the evolvability and network robustness in evolutionary gene networks. In this study, the interplay between the evolvability and network robustness of a gene network and a biochemical network is discussed from a nonlinear stochastic system point of view. It was found that if the genetic robustness plus environmental robustness is less than the network robustness, the phenotype of the biological network is robust in evolution. The tradeoff between the genetic robustness and environmental robustness in evolution is discussed from the stochastic stability robustness and sensitivity of the nonlinear stochastic biological network, which may be relevant to the statistical tradeoff between bias and variance, the so-called bias/variance dilemma. Further, the tradeoff could be considered as an antagonistic pleiotropic action of a gene network and discussed from the systems biology perspective. PMID:22084563

Study of the variance of a Monte Carlo calculation. Application to weighting; Etude de la variance d'un calcul de Monte Carlo. Application a la ponderation

Energy Technology Data Exchange (ETDEWEB)

Lanore, Jeanne-Marie [Commissariat a l' Energie Atomique - CEA, Centre d' Etudes Nucleaires de Fontenay-aux-Roses, Direction des Piles Atomiques, Departement des Etudes de Piles, Service d' Etudes de Protections de Piles (France)

1969-04-15

One of the main difficulties in Monte Carlo computations is the estimation of the results variance. Generally, only an apparent variance can be observed over a few calculations, often very different from the actual variance. By studying a large number of short calculations, the authors have tried to evaluate the real variance, and then to apply the obtained results to the optimization of the computations. The program used is the Poker one-dimensional Monte Carlo program. Calculations are performed in two types of fictitious environments: a body with constant cross section, without absorption, where all shocks are elastic and isotropic; a body with variable cross section (presenting a very pronounced peak and hole), with an anisotropy for high energy elastic shocks, and with the possibility of inelastic shocks (this body presents all the features that can appear in a real case)

Robust canonical correlations: A comparative study

OpenAIRE

Branco, JA; Croux, Christophe; Filzmoser, P; Oliveira, MR

2005-01-01

Several approaches for robust canonical correlation analysis will be presented and discussed. A first method is based on the definition of canonical correlation analysis as looking for linear combinations of two sets of variables having maximal (robust) correlation. A second method is based on alternating robust regressions. These methods axe discussed in detail and compared with the more traditional approach to robust canonical correlation via covariance matrix estimates. A simulation study ...

A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data

DEFF Research Database (Denmark)

Hansen, Peter Reinhard; Lunde, Asger

2005-01-01

We consider the problem of deriving an empirical measure of daily integrated variance (IV) in the situation where high-frequency price data are unavailable for part of the day. We study three estimators in this context and characterize the assumptions that justify their use. We show that the opti......We consider the problem of deriving an empirical measure of daily integrated variance (IV) in the situation where high-frequency price data are unavailable for part of the day. We study three estimators in this context and characterize the assumptions that justify their use. We show...

The reliability paradox: Why robust cognitive tasks do not produce reliable individual differences.

Science.gov (United States)

Hedge, Craig; Powell, Georgina; Sumner, Petroc

2017-07-19

Individual differences in cognitive paradigms are increasingly employed to relate cognition to brain structure, chemistry, and function. However, such efforts are often unfruitful, even with the most well established tasks. Here we offer an explanation for failures in the application of robust cognitive paradigms to the study of individual differences. Experimental effects become well established - and thus those tasks become popular - when between-subject variability is low. However, low between-subject variability causes low reliability for individual differences, destroying replicable correlations with other factors and potentially undermining published conclusions drawn from correlational relationships. Though these statistical issues have a long history in psychology, they are widely overlooked in cognitive psychology and neuroscience today. In three studies, we assessed test-retest reliability of seven classic tasks: Eriksen Flanker, Stroop, stop-signal, go/no-go, Posner cueing, Navon, and Spatial-Numerical Association of Response Code (SNARC). Reliabilities ranged from 0 to .82, being surprisingly low for most tasks given their common use. As we predicted, this emerged from low variance between individuals rather than high measurement variance. In other words, the very reason such tasks produce robust and easily replicable experimental effects - low between-participant variability - makes their use as correlational tools problematic. We demonstrate that taking such reliability estimates into account has the potential to qualitatively change theoretical conclusions. The implications of our findings are that well-established approaches in experimental psychology and neuropsychology may not directly translate to the study of individual differences in brain structure, chemistry, and function, and alternative metrics may be required.

Using transformation algorithms to estimate (co)variance ...

African Journals Online (AJOL)

REML) procedures by a diagonalization approach is extended to multiple traits by the use of canonical transformations. A computing strategy is developed for use on large data sets employing two different REML algorithms for the estimation of ...

PET image reconstruction: mean, variance, and optimal minimax criterion

International Nuclear Information System (INIS)

Liu, Huafeng; Guo, Min; Gao, Fei; Shi, Pengcheng; Xue, Liying; Nie, Jing

2015-01-01

Given the noise nature of positron emission tomography (PET) measurements, it is critical to know the image quality and reliability as well as expected radioactivity map (mean image) for both qualitative interpretation and quantitative analysis. While existing efforts have often been devoted to providing only the reconstructed mean image, we present a unified framework for joint estimation of the mean and corresponding variance of the radioactivity map based on an efficient optimal min–max criterion. The proposed framework formulates the PET image reconstruction problem to be a transformation from system uncertainties to estimation errors, where the minimax criterion is adopted to minimize the estimation errors with possibly maximized system uncertainties. The estimation errors, in the form of a covariance matrix, express the measurement uncertainties in a complete way. The framework is then optimized by ∞-norm optimization and solved with the corresponding H ∞ filter. Unlike conventional statistical reconstruction algorithms, that rely on the statistical modeling methods of the measurement data or noise, the proposed joint estimation stands from the point of view of signal energies and can handle from imperfect statistical assumptions to even no a priori statistical assumptions. The performance and accuracy of reconstructed mean and variance images are validated using Monte Carlo simulations. Experiments on phantom scans with a small animal PET scanner and real patient scans are also conducted for assessment of clinical potential. (paper)

Fast and robust estimation of spectro-temporal receptive fields using stochastic approximations.

Science.gov (United States)

Meyer, Arne F; Diepenbrock, Jan-Philipp; Ohl, Frank W; Anemüller, Jörn

2015-05-15

The receptive field (RF) represents the signal preferences of sensory neurons and is the primary analysis method for understanding sensory coding. While it is essential to estimate a neuron's RF, finding numerical solutions to increasingly complex RF models can become computationally intensive, in particular for high-dimensional stimuli or when many neurons are involved. Here we propose an optimization scheme based on stochastic approximations that facilitate this task. The basic idea is to derive solutions on a random subset rather than computing the full solution on the available data set. To test this, we applied different optimization schemes based on stochastic gradient descent (SGD) to both the generalized linear model (GLM) and a recently developed classification-based RF estimation approach. Using simulated and recorded responses, we demonstrate that RF parameter optimization based on state-of-the-art SGD algorithms produces robust estimates of the spectro-temporal receptive field (STRF). Results on recordings from the auditory midbrain demonstrate that stochastic approximations preserve both predictive power and tuning properties of STRFs. A correlation of 0.93 with the STRF derived from the full solution may be obtained in less than 10% of the full solution's estimation time. We also present an on-line algorithm that allows simultaneous monitoring of STRF properties of more than 30 neurons on a single computer. The proposed approach may not only prove helpful for large-scale recordings but also provides a more comprehensive characterization of neural tuning in experiments than standard tuning curves. Copyright © 2015 Elsevier B.V. All rights reserved.

Fast, accurate, and robust frequency offset estimation based on modified adaptive Kalman filter in coherent optical communication system

Science.gov (United States)

Yang, Yanfu; Xiang, Qian; Zhang, Qun; Zhou, Zhongqing; Jiang, Wen; He, Qianwen; Yao, Yong

2017-09-01

We propose a joint estimation scheme for fast, accurate, and robust frequency offset (FO) estimation along with phase estimation based on modified adaptive Kalman filter (MAKF). The scheme consists of three key modules: extend Kalman filter (EKF), lock detector, and FO cycle slip recovery. The EKF module estimates time-varying phase induced by both FO and laser phase noise. The lock detector module makes decision between acquisition mode and tracking mode and consequently sets the EKF tuning parameter in an adaptive manner. The third module can detect possible cycle slip in the case of large FO and make proper correction. Based on the simulation and experimental results, the proposed MAKF has shown excellent estimation performance featuring high accuracy, fast convergence, as well as the capability of cycle slip recovery.

Impact of time-inhomogeneous jumps and leverage type effects on returns and realised variances

DEFF Research Database (Denmark)

Veraart, Almut

This paper studies the effect of time-inhomogeneous jumps and leverage type effects on realised variance calculations when the logarithmic asset price is given by a Lévy-driven stochastic volatility model. In such a model, the realised variance is an inconsistent estimator of the integrated...

A robust new metric of phenotypic distance to estimate and compare multiple trait differences among populations

Directory of Open Access Journals (Sweden)

Rebecca SAFRAN, Samuel FLAXMAN, Michael KOPP, Darren E. IRWIN, Derek BRIGGS, Matthew R. EVANS, W. Chris FUNK, David A. GRAY, Eileen A. HEBE

2012-06-01

Full Text Available Whereas a rich literature exists for estimating population genetic divergence, metrics of phenotypic trait divergence are lacking, particularly for comparing multiple traits among three or more populations. Here, we review and analyze via simulation Hedges’ g, a widely used parametric estimate of effect size. Our analyses indicate that g is sensitive to a combination of unequal trait variances and unequal sample sizes among populations and to changes in the scale of measurement. We then go on to derive and explain a new, non-parametric distance measure, “Δp”, which is calculated based upon a joint cumulative distribution function (CDF from all populations under study. More precisely, distances are measured in terms of the percentiles in this CDF at which each population’s median lies. Δp combines many desirable features of other distance metrics into a single metric; namely, compared to other metrics, p is relatively insensitive to unequal variances and sample sizes among the populations sampled. Furthermore, a key feature of Δp—and our main motivation for developing it—is that it easily accommodates simultaneous comparisons of any number of traits across any number of populations. To exemplify its utility, we employ Δp to address a question related to the role of sexual selection in speciation: are sexual signals more divergent than ecological traits in closely related taxa? Using traits of known function in closely related populations, we show that traits predictive of reproductive performance are, indeed, more divergent and more sexually dimorphic than traits related to ecological adaptation [Current Zoology 58 (3: 423-436, 2012].

The Efficiency of Split Panel Designs in an Analysis of Variance Model

Science.gov (United States)

Wang, Wei-Guo; Liu, Hai-Jun

2016-01-01

We consider split panel design efficiency in analysis of variance models, that is, the determination of the cross-sections series optimal proportion in all samples, to minimize parametric best linear unbiased estimators of linear combination variances. An orthogonal matrix is constructed to obtain manageable expression of variances. On this basis, we derive a theorem for analyzing split panel design efficiency irrespective of interest and budget parameters. Additionally, relative estimator efficiency based on the split panel to an estimator based on a pure panel or a pure cross-section is present. The analysis shows that the gains from split panel can be quite substantial. We further consider the efficiency of split panel design, given a budget, and transform it to a constrained nonlinear integer programming. Specifically, an efficient algorithm is designed to solve the constrained nonlinear integer programming. Moreover, we combine one at time designs and factorial designs to illustrate the algorithm’s efficiency with an empirical example concerning monthly consumer expenditure on food in 1985, in the Netherlands, and the efficient ranges of the algorithm parameters are given to ensure a good solution. PMID:27163447

Robust methods and asymptotic theory in nonlinear econometrics

CERN Document Server

Bierens, Herman J

1981-01-01

This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonlinear least squares estimation (NLLSE), nonlinear robust M-estimation (NLRME) and non­ linear weighted robust M-estimation (NLWRME) for the regression case and nonlinear two-stage least squares estimation (NL2SLSE) and a new method called minimum information estimation (MIE) for the case of structural equations. The asymptotic properties of the NLLSE and the two robust M-estimation methods are derived from further elaborations of results of Jennrich. Special attention is payed to the comparison of the asymptotic efficiency of NLLSE and NLRME. It is shown that if the tails of the error distribution are fatter than those of the normal distribution NLRME is more efficient than NLLSE. The NLWRME method is appropriate ...

Multidimensional adaptive testing with a minimum error-variance criterion

NARCIS (Netherlands)

van der Linden, Willem J.

1997-01-01

The case of adaptive testing under a multidimensional logistic response model is addressed. An adaptive algorithm is proposed that minimizes the (asymptotic) variance of the maximum-likelihood (ML) estimator of a linear combination of abilities of interest. The item selection criterion is a simple

Using the Superpopulation Model for Imputations and Variance Computation in Survey Sampling

Directory of Open Access Journals (Sweden)

Petr Novák

2012-03-01

Full Text Available This study is aimed at variance computation techniques for estimates of population characteristics based on survey sampling and imputation. We use the superpopulation regression model, which means that the target variable values for each statistical unit are treated as random realizations of a linear regression model with weighted variance. We focus on regression models with one auxiliary variable and no intercept, which have many applications and straightforward interpretation in business statistics. Furthermore, we deal with caseswhere the estimates are not independent and thus the covariance must be computed. We also consider chained regression models with auxiliary variables as random variables instead of constants.

Robust bayesian analysis of an autoregressive model with ...

African Journals Online (AJOL)

In this work, robust Bayesian analysis of the Bayesian estimation of an autoregressive model with exponential innovations is performed. Using a Bayesian robustness methodology, we show that, using a suitable generalized quadratic loss, we obtain optimal Bayesian estimators of the parameters corresponding to the ...

MENENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL CONDITIONAL MEAN VARIANCE

Directory of Open Access Journals (Sweden)

I GEDE ERY NISCAHYANA

2016-08-01

Full Text Available When the returns of stock prices show the existence of autocorrelation and heteroscedasticity, then conditional mean variance models are suitable method to model the behavior of the stocks. In this thesis, the implementation of the conditional mean variance model to the autocorrelated and heteroscedastic return was discussed. The aim of this thesis was to assess the effect of the autocorrelated and heteroscedastic returns to the optimal solution of a portfolio. The margin of four stocks, Fortune Mate Indonesia Tbk (FMII.JK, Bank Permata Tbk (BNLI.JK, Suryamas Dutamakmur Tbk (SMDM.JK dan Semen Gresik Indonesia Tbk (SMGR.JK were estimated by GARCH(1,1 model with standard innovations following the standard normal distribution and the t-distribution.  The estimations were used to construct a portfolio. The portfolio optimal was found when the standard innovation used was t-distribution with the standard deviation of 1.4532 and the mean of 0.8023 consisting of 0.9429 (94% of FMII stock, 0.0473 (5% of  BNLI stock, 0% of SMDM stock, 1% of  SMGR stock.

Improving causal inference with a doubly robust estimator that combines propensity score stratification and weighting.

Science.gov (United States)

Linden, Ariel

2017-08-01

When a randomized controlled trial is not feasible, health researchers typically use observational data and rely on statistical methods to adjust for confounding when estimating treatment effects. These methods generally fall into 3 categories: (1) estimators based on a model for the outcome using conventional regression adjustment; (2) weighted estimators based on the propensity score (ie, a model for the treatment assignment); and (3) "doubly robust" (DR) estimators that model both the outcome and propensity score within the same framework. In this paper, we introduce a new DR estimator that utilizes marginal mean weighting through stratification (MMWS) as the basis for weighted adjustment. This estimator may prove more accurate than treatment effect estimators because MMWS has been shown to be more accurate than other models when the propensity score is misspecified. We therefore compare the performance of this new estimator to other commonly used treatment effects estimators. Monte Carlo simulation is used to compare the DR-MMWS estimator to regression adjustment, 2 weighted estimators based on the propensity score and 2 other DR methods. To assess performance under varied conditions, we vary the level of misspecification of the propensity score model as well as misspecify the outcome model. Overall, DR estimators generally outperform methods that model one or the other components (eg, propensity score or outcome). The DR-MMWS estimator outperforms all other estimators when both the propensity score and outcome models are misspecified and performs equally as well as other DR estimators when only the propensity score is misspecified. Health researchers should consider using DR-MMWS as the principal evaluation strategy in observational studies, as this estimator appears to outperform other estimators in its class. © 2017 John Wiley & Sons, Ltd.

Impact of an equality constraint on the class-specific residual variances in regression mixtures: A Monte Carlo simulation study.

Science.gov (United States)

Kim, Minjung; Lamont, Andrea E; Jaki, Thomas; Feaster, Daniel; Howe, George; Van Horn, M Lee

2016-06-01

Regression mixture models are a novel approach to modeling the heterogeneous effects of predictors on an outcome. In the model-building process, often residual variances are disregarded and simplifying assumptions are made without thorough examination of the consequences. In this simulation study, we investigated the impact of an equality constraint on the residual variances across latent classes. We examined the consequences of constraining the residual variances on class enumeration (finding the true number of latent classes) and on the parameter estimates, under a number of different simulation conditions meant to reflect the types of heterogeneity likely to exist in applied analyses. The results showed that bias in class enumeration increased as the difference in residual variances between the classes increased. Also, an inappropriate equality constraint on the residual variances greatly impacted on the estimated class sizes and showed the potential to greatly affect the parameter estimates in each class. These results suggest that it is important to make assumptions about residual variances with care and to carefully report what assumptions are made.

An improved method for bivariate meta-analysis when within-study correlations are unknown.

Science.gov (United States)

Hong, Chuan; D Riley, Richard; Chen, Yong

2018-03-01

Multivariate meta-analysis, which jointly analyzes multiple and possibly correlated outcomes in a single analysis, is becoming increasingly popular in recent years. An attractive feature of the multivariate meta-analysis is its ability to account for the dependence between multiple estimates from the same study. However, standard inference procedures for multivariate meta-analysis require the knowledge of within-study correlations, which are usually unavailable. This limits standard inference approaches in practice. Riley et al proposed a working model and an overall synthesis correlation parameter to account for the marginal correlation between outcomes, where the only data needed are those required for a separate univariate random-effects meta-analysis. As within-study correlations are not required, the Riley method is applicable to a wide variety of evidence synthesis situations. However, the standard variance estimator of the Riley method is not entirely correct under many important settings. As a consequence, the coverage of a function of pooled estimates may not reach the nominal level even when the number of studies in the multivariate meta-analysis is large. In this paper, we improve the Riley method by proposing a robust variance estimator, which is asymptotically correct even when the model is misspecified (ie, when the likelihood function is incorrect). Simulation studies of a bivariate meta-analysis, in a variety of settings, show a function of pooled estimates has improved performance when using the proposed robust variance estimator. In terms of individual pooled estimates themselves, the standard variance estimator and robust variance estimator give similar results to the original method, with appropriate coverage. The proposed robust variance estimator performs well when the number of studies is relatively large. Therefore, we recommend the use of the robust method for meta-analyses with a relatively large number of studies (eg, m≥50). When the

VARIANCE COMPONENTS AND SELECTION FOR FEATHER PECKING BEHAVIOR IN LAYING HENS

OpenAIRE

Su, Guosheng; Kjaer, Jørgen B.; Sørensen, Poul