Standard errors and covariance matrices for smoothed rank estimators

A 'pseudo-Bayesian' interpretation of standard errors yields a natural induced smoothing of statistical estimating functions. When applied to rank estimation, the lack of smoothness which prevents standard error estimation is remedied. Efficiency and robustness are preserved, while the smoothed estimation has excellent computational properties. In particular, convergence of the iterative equation for standard error is fast, and standard error calculation becomes asymptotically a one-step procedure. This property also extends to covariance matrix calculation for rank estimates in multi-parameter problems. Examples, and some simple explanations, are given.

Statistical eye model for normal eyes

Purpose. To create a binocular statistical eye model based on previously measured ocular biometric data. Methods. Thirty-nine parameters were determined for a group of 127 healthy subjects (37 male, 90 female; 96.8% Caucasian) with an average age of 39.9 ± 12.2 years and spherical equivalent refraction of −0.98 ± 1.77 D. These parameters described the biometry of both eyes and the subjects' age. Missing parameters were complemented by data from a previously published study. After confirmation of the Gaussian shape of their distributions, these parameters were used to calculate their mean and covariance matrices. These matrices were then used to calculate a multivariate Gaussian distribution. From this, an amount of random biometric data could be generated, which were then randomly selected to create a realistic population of random eyes. Results. All parameters had Gaussian distributions, with the exception of the parameters that describe total refraction (i.e., three parameters per eye). After these non-Gaussian parameters were omitted from the model, the generated data were found to be statistically indistinguishable from the original data for the remaining 33 parameters (TOST [two one-sided t tests]; P < 0.01). Parameters derived from the generated data were also significantly indistinguishable from those calculated with the original data (P > 0.05). The only exception to this was the lens refractive index, for which the generated data had a significantly larger SD. Conclusions. A statistical eye model can describe the biometric variations found in a population and is a useful addition to the classic eye models.

Pedigree-free animal models : the relatedness matrix reloaded

Animal models typically require a known genetic pedigree to estimate quantitative genetic parameters. Here we test whether animal models can alternatively be based on estimates of relatedness derived entirely from molecular marker data. Our case study is the morphology of a wild bird population, for which we report estimates of the genetic variance-covariance matrices (G) of six morphological traits using three methods: the traditional animal model; a molecular marker-based approach to estimate heritability based on Ritland's pairwise regression method; and a new approach using a molecular genealogy arranged in a relatedness matrix (R) to replace the pedigree in an animal model. Using the traditional animal model, we found significant genetic variance for all six traits and positive genetic covariance among traits. The pairwise regression method did not return reliable estimates of quantitative genetic parameters in this population, with estimates of genetic variance and covariance typically being very small or negative. In contrast, we found mixed evidence for the use of the pedigree-free animal model. Similar to the pairwise regression method, the pedigree-free approach performed poorly when the full-rank R matrix based on the molecular genealogy was employed. However, performance improved substantially when we reduced the dimensionality of the R matrix in order to maximize the signal to noise ratio. Using reduced-rank R matrices generated estimates of genetic variance that were much closer to those from the traditional model. Nevertheless, this method was less reliable at estimating covariances, which were often estimated to be negative. Taken together, these results suggest that pedigree-free animal models can recover quantitative genetic information, although the signal remains relatively weak. It remains to be determined whether this problem can be overcome by the use of a more powerful battery of molecular markers and improved methods for reconstructing genealogies.

On the efficacy of techniques for evaluating multivariate volatility forecasts

The performance of techniques for evaluating multivariate volatility forecasts are not yet as well understood as their univariate counterparts. This paper aims to evaluate the efficacy of a range of traditional statistical-based methods for multivariate forecast evaluation together with methods based on underlying considerations of economic theory. It is found that a statistical-based method based on likelihood theory and an economic loss function based on portfolio variance are the most effective means of identifying optimal forecasts of conditional covariance matrices.

Reliability of partial ambiguity fixing with multiple GNSS constellations

Reliable ambiguity resolution (AR) is essential to Real-Time Kinematic (RTK) positioning and its applications, since incorrect ambiguity fixing can lead to largely biased positioning solutions. A partial ambiguity fixing technique is developed to improve the reliability of AR, involving partial ambiguity decorrelation (PAD) and partial ambiguity resolution (PAR). Decorrelation transformation could substantially amplify the biases in the phase measurements. The purpose of PAD is to find the optimum trade-off between decorrelation and worst-case bias amplification. The concept of PAR refers to the case where only a subset of the ambiguities can be fixed correctly to their integers in the integer least-squares (ILS) estimation system at high success rates. As a result, RTK solutions can be derived from these integer-fixed phase measurements. This is meaningful provided that the number of reliably resolved phase measurements is sufficiently large for least-square estimation of RTK solutions as well. Considering the GPS constellation alone, partially fixed measurements are often insufficient for positioning. The AR reliability is usually characterised by the AR success rate. In this contribution an AR validation decision matrix is firstly introduced to understand the impact of success rate. Moreover the AR risk probability is included into a more complete evaluation of the AR reliability. We use 16 ambiguity variance-covariance matrices with different levels of success rate to analyse the relation between success rate and AR risk probability. Next, the paper examines during the PAD process, how a bias in one measurement is propagated and amplified onto many others, leading to more than one wrong integer and to affect the success probability. Furthermore, the paper proposes a partial ambiguity fixing procedure with a predefined success rate criterion and ratio-test in the ambiguity validation process. In this paper, the Galileo constellation data is tested with simulated observations. Numerical results from our experiment clearly demonstrate that only when the computed success rate is very high, the AR validation can provide decisions about the correctness of AR which are close to real world, with both low AR risk and false alarm probabilities. The results also indicate that the PAR procedure can automatically chose adequate number of ambiguities to fix at given high-success rate from the multiple constellations instead of fixing all the ambiguities. This is a benefit that multiple GNSS constellations can offer.

Laser-radar data fusion with Gaussian Process Implicit Surfaces

This work considers the problem of building high-fidelity 3D representations of the environment from sensor data acquired by mobile robots. Multi-sensor data fusion allows for more complete and accurate representations, and for more reliable perception, especially when different sensing modalities are used. In this paper, we propose a thorough experimental analysis of the performance of 3D surface reconstruction from laser and mm-wave radar data using Gaussian Process Implicit Surfaces (GPIS), in a realistic field robotics scenario. We first analyse the performance of GPIS using raw laser data alone and raw radar data alone, respectively, with different choices of covariance matrices and different resolutions of the input data. We then evaluate and compare the performance of two different GPIS fusion approaches. The first, state-of-the-art approach directly fuses raw data from laser and radar. The alternative approach proposed in this paper first computes an initial estimate of the surface from each single source of data, and then fuses these two estimates. We show that this method outperforms the state of the art, especially in situations where the sensors react differently to the targets they perceive.

Multi-shot person re-identification via relational stein divergence

Person re-identification is particularly challenging due to significant appearance changes across separate camera views. In order to re-identify people, a representative human signature should effectively handle differences in illumination, pose and camera parameters. While general appearance-based methods are modelled in Euclidean spaces, it has been argued that some applications in image and video analysis are better modelled via non-Euclidean manifold geometry. To this end, recent approaches represent images as covariance matrices, and interpret such matrices as points on Riemannian manifolds. As direct classification on such manifolds can be difficult, in this paper we propose to represent each manifold point as a vector of similarities to class representers, via a recently introduced form of Bregman matrix divergence known as the Stein divergence. This is followed by using a discriminative mapping of similarity vectors for final classification. The use of similarity vectors is in contrast to the traditional approach of embedding manifolds into tangent spaces, which can suffer from representing the manifold structure inaccurately. Comparative evaluations on benchmark ETHZ and iLIDS datasets for the person re-identification task show that the proposed approach obtains better performance than recent techniques such as Histogram Plus Epitome, Partial Least Squares, and Symmetry-Driven Accumulation of Local Features.

Statistically assisted fluid registration algorithm - SAFIRA

In this paper, we develop and validate a new Statistically Assisted Fluid Registration Algorithm (SAFIRA) for brain images. A non-statistical version of this algorithm was first implemented in [2] and re-formulated using Lagrangian mechanics in [3]. Here we extend this algorithm to 3D: given 3D brain images from a population, vector fields and their corresponding deformation matrices are computed in a first round of registrations using the non-statistical implementation. Covariance matrices for both the deformation matrices and the vector fields are then obtained and incorporated (separately or jointly) in the regularizing (i.e., the non-conservative Lagrangian) terms, creating four versions of the algorithm. We evaluated the accuracy of each algorithm variant using the manually labeled LPBA40 dataset, which provides us with ground truth anatomical segmentations. We also compared the power of the different algorithms using tensor-based morphometry -a technique to analyze local volumetric differences in brain structure- applied to 46 3D brain scans from healthy monozygotic twins.

A lagrangian formulation for statistical fluid registration

We defined a new statistical fluid registration method with Lagrangian mechanics. Although several authors have suggested that empirical statistics on brain variation should be incorporated into the registration problem, few algorithms have included this information and instead use regularizers that guarantee diffeomorphic mappings. Here we combine the advantages of a large-deformation fluid matching approach with empirical statistics on population variability in anatomy. We reformulated the Riemannian fluid algorithmdeveloped in [4], and used a Lagrangian framework to incorporate 0 th and 1st order statistics in the regularization process. 92 2D midline corpus callosum traces from a twin MRI database were fluidly registered using the non-statistical version of the algorithm (algorithm 0), giving initial vector fields and deformation tensors. Covariance matrices were computed for both distributions and incorporated either separately (algorithm 1 and algorithm 2) or together (algorithm 3) in the registration. We computed heritability maps and two vector and tensorbased distances to compare the power and the robustness of the algorithms.

A nonconservative Lagrangian framework for statistical fluid registration - SAFIRA

In this paper, we used a nonconservative Lagrangian mechanics approach to formulate a new statistical algorithm for fluid registration of 3-D brain images. This algorithm is named SAFIRA, acronym for statistically-assisted fluid image registration algorithm. A nonstatistical version of this algorithm was implemented, where the deformation was regularized by penalizing deviations from a zero rate of strain. In, the terms regularizing the deformation included the covariance of the deformation matrices Σ and the vector fields (q). Here, we used a Lagrangian framework to reformulate this algorithm, showing that the regularizing terms essentially allow nonconservative work to occur during the flow. Given 3-D brain images from a group of subjects, vector fields and their corresponding deformation matrices are computed in a first round of registrations using the nonstatistical implementation. Covariance matrices for both the deformation matrices and the vector fields are then obtained and incorporated (separately or jointly) in the nonconservative terms, creating four versions of SAFIRA. We evaluated and compared our algorithms' performance on 92 3-D brain scans from healthy monozygotic and dizygotic twins; 2-D validations are also shown for corpus callosum shapes delineated at midline in the same subjects. After preliminary tests to demonstrate each method, we compared their detection power using tensor-based morphometry (TBM), a technique to analyze local volumetric differences in brain structure. We compared the accuracy of each algorithm variant using various statistical metrics derived from the images and deformation fields. All these tests were also run with a traditional fluid method, which has been quite widely used in TBM studies. The versions incorporating vector-based empirical statistics on brain variation were consistently more accurate than their counterparts, when used for automated volumetric quantification in new brain images. This suggests the advantages of this approach for large-scale neuroimaging studies.

Tensor-based analysis of genetic influences on brain integrity using DTI in 100 twins

Information from the full diffusion tensor (DT) was used to compute voxel-wise genetic contributions to brain fiber microstructure. First, we designed a new multivariate intraclass correlation formula in the log-Euclidean framework. We then analyzed used the full multivariate structure of the tensor in a multivariate version of a voxel-wise maximum-likelihood structural equation model (SEM) that computes the variance contributions in the DTs from genetic (A), common environmental (C) and unique environmental (E) factors. Our algorithm was tested on DT images from 25 identical and 25 fraternal twin pairs. After linear and fluid registration to a mean template, we computed the intraclass correlation and Falconer's heritability statistic for several scalar DT-derived measures and for the full multivariate tensors. Covariance matrices were found from the DTs, and inputted into SEM. Analyzing the full DT enhanced the detection of A and C effects. This approach should empower imaging genetics studies that use DTI.

Spatially explicit structural equation modeling

Structural equation modeling (SEM) is a powerful statistical approach for the testing of networks of direct and indirect theoretical causal relationships in complex data sets with intercorrelated dependent and independent variables. SEM is commonly applied in ecology, but the spatial information commonly found in ecological data remains difficult to model in a SEM framework. Here we propose a simple method for spatially explicit SEM (SE-SEM) based on the analysis of variance/covariance matrices calculated across a range of lag distances. This method provides readily interpretable plots of the change in path coefficients across scale and can be implemented using any standard SEM software package. We demonstrate the application of this method using three studies examining the relationships between environmental factors, plant community structure, nitrogen fixation, and plant competition. By design, these data sets had a spatial component, but were previously analyzed using standard SEM models. Using these data sets, we demonstrate the application of SE-SEM to regularly spaced, irregularly spaced, and ad hoc spatial sampling designs and discuss the increased inferential capability of this approach compared with standard SEM. We provide an R package, sesem, to easily implement spatial structural equation modeling.

Rank regression for analysis of clustered data: A natural induced smoothing approach

We consider rank regression for clustered data analysis and investigate the induced smoothing method for obtaining the asymptotic covariance matrices of the parameter estimators. We prove that the induced estimating functions are asymptotically unbiased and the resulting estimators are strongly consistent and asymptotically normal. The induced smoothing approach provides an effective way for obtaining asymptotic covariance matrices for between- and within-cluster estimators and for a combined estimator to take account of within-cluster correlations. We also carry out extensive simulation studies to assess the performance of different estimators. The proposed methodology is substantially Much faster in computation and more stable in numerical results than the existing methods. We apply the proposed methodology to a dataset from a randomized clinical trial.

Geometry-free stochastic analysis of BDS triple frequency signals

The paper presents a geometry-free approach to assess the variation of covariance matrices of undifferenced triple frequency GNSS measurements and its impact on positioning solutions. Four independent geometryfree/ ionosphere-free (GFIF) models formed from original triple-frequency code and phase signals allow for effective computation of variance-covariance matrices using real data. Variance Component Estimation (VCE) algorithms are implemented to obtain the covariance matrices for three pseudorange and three carrier-phase signals epoch-by-epoch. Covariance results from the triple frequency Beidou System (BDS) and GPS data sets demonstrate that the estimated standard deviation varies in consistence with the amplitude of actual GFIF error time series. The single point positioning (SPP) results from BDS ionosphere-free measurements at four MGEX stations demonstrate an improvement of up to about 50% in Up direction relative to the results based on a mean square statistics. Additionally, a more extensive SPP analysis at 95 global MGEX stations based on GPS ionosphere-free measurements shows an average improvement of about 10% relative to the traditional results. This finding provides a preliminary confirmation that adequate consideration of the variation of covariance leads to the improvement of GNSS state solutions.

Testing against changing correlation

A test for time-varying correlation is developed within the framework of a dynamic conditional score (DCS) model for both Gaussian and Student t-distributions. The test may be interpreted as a Lagrange multiplier test and modified to allow for the estimation of models for time-varying volatility in the individual series. Unlike standard moment-based tests, the score-based test statistic includes information on the level of correlation under the null hypothesis and local power arguments indicate the benefits of doing so. A simulation study shows that the performance of the score-based test is strong relative to existing tests across a range of data generating processes. An application to the Hong Kong and South Korean equity markets shows that the new test reveals changes in correlation that are not detected by the standard moment-based test.