342 resultados para Variance estimation


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In this paper, we propose a risk-sensitive approach to parameter estimation for hidden Markov models (HMMs). The parameter estimation approach considered exploits estimation of various functions of the state, based on model estimates. We propose certain practical suboptimal risk-sensitive filters to estimate the various functions of the state during transients, rather than optimal risk-neutral filters as in earlier studies. The estimates are asymptotically optimal, if asymptotically risk neutral, and can give significantly improved transient performance, which is a very desirable objective for certain engineering applications. To demonstrate the improvement in estimation simulation studies are presented that compare parameter estimation based on risk-sensitive filters with estimation based on risk-neutral filters.

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Rapid recursive estimation of hidden Markov Model (HMM) parameters is important in applications that place an emphasis on the early availability of reasonable estimates (e.g. for change detection) rather than the provision of longer-term asymptotic properties (such as convergence, convergence rate, and consistency). In the context of vision- based aircraft (image-plane) heading estimation, this paper suggests and evaluates the short-data estimation properties of 3 recursive HMM parameter estimation techniques (a recursive maximum likelihood estimator, an online EM HMM estimator, and a relative entropy based estimator). On both simulated and real data, our studies illustrate the feasibility of rapid recursive heading estimation, but also demonstrate the need for careful step-size design of HMM recursive estimation techniques when these techniques are intended for use in applications where short-data behaviour is paramount.

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Purpose:Race appears to be associated with myopiogenesis, with East Asians showing high myopia prevalence. Considering structural variations in the eye, it is possible that retinal shapes are different between races. The purpose of this study was to quantify and compare retinal shapes between racial groups using peripheral refraction (PR) and peripheral eye lengths (PEL). Methods:A Shin-Nippon SRW5000 autorefractor and a Haag-Streit Lenstar LS900 biometer measured PR and PEL, respectively, along horizontal (H) and vertical (V) fields out to ±35° in 5° steps in 29 Caucasian (CA), 16 South Asian (SA) and 23 East Asian (EA) young adults (spherical equivalent range +0.75D to –5.00D in all groups). Retinal vertex curvature Rv and asphericity Q were determined from two methods: a) PR (Dunne): The Gullstrand-Emsley eye was modified according to participant’s intraocular lengths and anterior cornea curvature. Ray-tracing was performed at each angle through the stop, altering cornea asphericity until peripheral astigmatism matched experimental measurements. Retinal curvature and hence retinal co-ordinate intersection with the chief ray were altered until sagittal refraction matched its measurement. b) PEL: Ray-tracing was performed at each angle through the anterior corneal centre of curvature of the Gullstrand-Emsley eye. Ignoring lens refraction, retinal co-ordinates relative to the fovea were determined from PEL and trigonometry. From sets of retinal co-ordinates, conic retinal shapes were fitted in terms of Rv and Q. Repeated-measures ANOVA were conducted on Rv and Q, and post hoc t-tests with Bonferroni correction were used to compare races. Results:In all racial groups both methods showed greater Rv for the horizontal than for the vertical meridian and greater Rv for myopes than emmetropes. Rv was greater in EA than in CA (P=0.02), with Rv for SA being intermediate and not significantly different from CA and EA. The PEL method provided larger Rv than the PR method: PEL: EA vs CA 87±13 vs 83±11 m-1 (H), 79±13 vs 72±14 m-1 (V); PR: EA vs CA 79±10 vs 67±10 m-1 (H), 71±17 vs 66±12 m-1 (V). Q did not vary significantly with race. Conclusions:Estimates of Rv, but not of Q, varied significantly with race. The greater Rv found in EA than in CA and the comparatively high prevalence rate of myopia in many Asian countries may be related.

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Meta-analysis is a method to obtain a weighted average of results from various studies. In addition to pooling effect sizes, meta-analysis can also be used to estimate disease frequencies, such as incidence and prevalence. In this article we present methods for the meta-analysis of prevalence. We discuss the logit and double arcsine transformations to stabilise the variance. We note the special situation of multiple category prevalence, and propose solutions to the problems that arise. We describe the implementation of these methods in the MetaXL software, and present a simulation study and the example of multiple sclerosis from the Global Burden of Disease 2010 project. We conclude that the double arcsine transformation is preferred over the logit, and that the MetaXL implementation of multiple category prevalence is an improvement in the methodology of the meta-analysis of prevalence.

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Bounds on the expectation and variance of errors at the output of a multilayer feedforward neural network with perturbed weights and inputs are derived. It is assumed that errors in weights and inputs to the network are statistically independent and small. The bounds obtained are applicable to both digital and analogue network implementations and are shown to be of practical value.

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This paper presents a new metric, which we call the lighting variance ratio, for quantifying descriptors in terms of their variance to illumination changes. In many applications it is desirable to have descriptors that are robust to changes in illumination, especially in outdoor environments. The lighting variance ratio is useful for comparing descriptors and determining if a descriptor is lighting invariant enough for a given environment. The metric is analysed across a number of datasets, cameras and descriptors. The results show that the upright SIFT descriptor is typically the most lighting invariant descriptor.

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There is considerable scientific interest in personal exposure to ultrafine particles. Owing to their small size, these particles are able to penetrate deep into the lungs, where they may cause adverse respiratory, pulmonary and cardiovascular health effects. This article presents Bayesian hierarchical models for estimating and comparing inhaled particle surface area in the lung.