78 resultados para recursive filtering
Resumo:
This paper deals with the problem of navigation for an unmanned underwater vehicle (UUV) through image mosaicking. It represents a first step towards a real-time vision-based navigation system for a small-class low-cost UUV. We propose a navigation system composed by: (i) an image mosaicking module which provides velocity estimates; and (ii) an extended Kalman filter based on the hydrodynamic equation of motion, previously identified for this particular UUV. The obtained system is able to estimate the position and velocity of the robot. Moreover, it is able to deal with visual occlusions that usually appear when the sea bottom does not have enough visual features to solve the correspondence problem in a certain area of the trajectory
Resumo:
In several computer graphics areas, a refinement criterion is often needed to decide whether to goon or to stop sampling a signal. When the sampled values are homogeneous enough, we assume thatthey represent the signal fairly well and we do not need further refinement, otherwise more samples arerequired, possibly with adaptive subdivision of the domain. For this purpose, a criterion which is verysensitive to variability is necessary. In this paper, we present a family of discrimination measures, thef-divergences, meeting this requirement. These convex functions have been well studied and successfullyapplied to image processing and several areas of engineering. Two applications to global illuminationare shown: oracles for hierarchical radiosity and criteria for adaptive refinement in ray-tracing. Weobtain significantly better results than with classic criteria, showing that f-divergences are worth furtherinvestigation in computer graphics. Also a discrimination measure based on entropy of the samples forrefinement in ray-tracing is introduced. The recursive decomposition of entropy provides us with a naturalmethod to deal with the adaptive subdivision of the sampling region
Resumo:
A través de la historia de la vida, gran parte de los organismos han desarrollado estrategias para responder a un mundo en constante cambio. Hoy en día, las actividades humanas producen cambios ambientales a una velocidad sin precedentes, lo cual se traduce en grandes desafíos para la persistencia de biodiversidad. Esta investigación evalúa las respuesta de los animales a los cambios ambientales enfocándose en la flexibilidad del comportamiento como estrategia adaptativa. En una primera aproximación a una escala evolutiva, se otorgan evidencias del vínculo hasta ahora tenue entre la cognición e historias de vida, entregando un claro apoyo a la relación entre longevidad, vida reproductiva y el tamaño del cerebro en mamíferos. La longevidad es el centro de muchas hipótesis respecto a las ventajas de desarrollar un cerebro grande, como por ejemplo en la hipótesis del buffer cognitivo y las respuestas flexibles frente a nuevos ambientes. En un segundo nivel, se abordan factores extrínsecos e intrínsecos que podrían explicar las diferencias individuales en innovación, un componente clave en la flexibilidad del comportamiento. Por medio de una aproximación experimental, se evalúan potenciales escenarios que podrían conducir a consistentes diferencias individuales en uno de los principales factores subyacentes a la innovación (i.e. la motivación), y el potencial control endocrino sobre estos escenarios. Posteriormente, con el objetivo de evaluar la respuesta de los animales frente a los cambios ambientales actuales, se explora la respuesta de los animales frente a una de las actividades humanas mas disruptivas sobre los ecosistemas, la urbanización. Por medio de un analisis filogenetico comparativo a nivel global en aves se abordan los mecanismos implicados en la perdida de biodiversidad observada en ambientes urbanos. Los resultados entregan evidencias sobre la importancia de procesos de dispersión local junto con el papel clave de los rasgos de historia de vida, pero en un sentido diferente al clasicamente pensado. Finalmente por medio de una revisión bibliográfica se entregan evidencias teóricas y empíricas que respaldan el rol clave de la flexibilidad del comportamiento en confrontar los desafíos de una vida urbana. La integración de estos resultados muestra cómo el pasado evolutivo contribuye a hacer frente a los retos ambientales actuales, y pone de relieve posibles consecuencias ante un planeta más cambiante que nunca.
Resumo:
In this note, we consider claims problems with indivisible goods. Specifically, by applying recursively the P-rights lower bound (Jiménez-Gómez and Marco-Gil (2008)), we ensure the fulfillment of Weak Order Preservation, considered by many authors as a minimal requirement of fairness. Moreover, we retrieve the Discrete Constrained Equal Losses and the Discrete Constrained Equal Awards rules (Herrero and Martíınez (2008)). Finally, by the recursive double imposition of a lower and an upper bound, we obtain the average between them. Keywords: Claims problems, Indivisibilities, Order Preservation, Constrained Egalitarian rules, Midpoint. JEL classification: C71, D63, D71.
Resumo:
A través de la historia de la vida, gran parte de los organismos han desarrollado estrategias para responder a un mundo en constante cambio. Hoy en día, las actividades humanas producen cambios ambientales a una velocidad sin precedentes, lo cual se traduce en grandes desafíos para la persistencia de biodiversidad. Esta investigación evalúa las respuesta de los animales a los cambios ambientales enfocándose en la flexibilidad del comportamiento como estrategia adaptativa. En una primera aproximación a una escala evolutiva, se otorgan evidencias del vínculo hasta ahora tenue entre la cognición e historias de vida, entregando un claro apoyo a la relación entre longevidad, vida reproductiva y el tamaño del cerebro en mamíferos. La longevidad es el centro de muchas hipótesis respecto a las ventajas de desarrollar un cerebro grande, como por ejemplo en la hipótesis del buffer cognitivo y las respuestas flexibles frente a nuevos ambientes. En un segundo nivel, se abordan factores extrínsecos e intrínsecos que podrían explicar las diferencias individuales en innovación, un componente clave en la flexibilidad del comportamiento. Por medio de una aproximación experimental, se evalúan potenciales escenarios que podrían conducir a consistentes diferencias individuales en uno de los principales factores subyacentes a la innovación (i.e. la motivación), y el potencial control endocrino sobre estos escenarios. Posteriormente, con el objetivo de evaluar la respuesta de los animales frente a los cambios ambientales actuales, se explora la respuesta de los animales frente a una de las actividades humanas mas disruptivas sobre los ecosistemas, la urbanización. Por medio de un analisis filogenetico comparativo a nivel global en aves se abordan los mecanismos implicados en la perdida de biodiversidad observada en ambientes urbanos. Los resultados entregan evidencias sobre la importancia de procesos de dispersión local junto con el papel clave de los rasgos de historia de vida, pero en un sentido diferente al clasicamente pensado. Finalmente por medio de una revisión bibliográfica se entregan evidencias teóricas y empíricas que respaldan el rol clave de la flexibilidad del comportamiento en confrontar los desafíos de una vida urbana. La integración de estos resultados muestra cómo el pasado evolutivo contribuye a hacer frente a los retos ambientales actuales, y pone de relieve posibles consecuencias ante un planeta más cambiante que nunca.
Resumo:
The problem of jointly estimating the number, the identities, and the data of active users in a time-varying multiuser environment was examined in a companion paper (IEEE Trans. Information Theory, vol. 53, no. 9, September 2007), at whose core was the use of the theory of finite random sets on countable spaces. Here we extend that theory to encompass the more general problem of estimating unknown continuous parameters of the active-user signals. This problem is solved here by applying the theory of random finite sets constructed on hybrid spaces. We doso deriving Bayesian recursions that describe the evolution withtime of a posteriori densities of the unknown parameters and data.Unlike in the above cited paper, wherein one could evaluate theexact multiuser set posterior density, here the continuous-parameter Bayesian recursions do not admit closed-form expressions. To circumvent this difficulty, we develop numerical approximationsfor the receivers that are based on Sequential Monte Carlo (SMC)methods (“particle filtering”). Simulation results, referring to acode-divisin multiple-access (CDMA) system, are presented toillustrate the theory.
Resumo:
Acquiring lexical information is a complex problem, typically approached by relying on a number of contexts to contribute information for classification. One of the first issues to address in this domain is the determination of such contexts. The work presented here proposes the use of automatically obtained FORMAL role descriptors as features used to draw nouns from the same lexical semantic class together in an unsupervised clustering task. We have dealt with three lexical semantic classes (HUMAN, LOCATION and EVENT) in English. The results obtained show that it is possible to discriminate between elements from different lexical semantic classes using only FORMAL role information, hence validating our initial hypothesis. Also, iterating our method accurately accounts for fine-grained distinctions within lexical classes, namely distinctions involving ambiguous expressions. Moreover, a filtering and bootstrapping strategy employed in extracting FORMAL role descriptors proved to minimize effects of sparse data and noise in our task.
Resumo:
En aquest context de canvi econòmic i dels ritmes d’arribada dels fluxos migratoris, aquest treball aborda els efectes de la població immigrant sobre les empreses manufactureres localitzades en ciutats catalanes amb més de 1.000 habitants durant el període 2000-2008. El desenvolupament empíric posa especial èmfasi en la localització d’empreses i la població immigrada així com l’impacte que exerceix sobre el comportament de les empreses. Per tal de recollir les dades hem treballat amb tres bases de dades diferents: dades ofertes per Idescat, INE i Sistema de Anàlisis de Balances Ibéricos. En especial aquesta darrera base ha ofert informació a nivell individual de les empreses el qual ha requerit un procés de depuració complex i exhaustiu a través de programació estadística. En la literatura sobre els impactes econòmics dels immigrants predominen els treballs que han abordat un impacte sobre el mercat de treball, posant especial èmfasis en els diferencials salarials i la reducció de la bretxa salarial en funció del temps de residència dels immigrants. En canvi, en poques ocasions s’ha analitzat l’efecte de la immigració sobre el comportament de l’empresa. L’objectiu d’aquest treball és analitzar l’impacte dels entorns amb població immigrant a les ciutats catalanes i de forma més específica amb el creixement de les empreses locals i l’evolució dels seus nivells d’eficiència. Els objectius concrets que volem analitzar són els següents: i) mostrar les principals conclusions de la literatura ii) observar les pautes de localització d’immigrantsiii) mostrar les pautes de localització de les empreses iv) analitzar si les ciutats catalanes amb una major població immigrant presenten un impacte positiu o negatiu sobre el creixement de les empreses locals i l’evolució dels seus nivells d’eficiència a través d’eines economètriques.
Resumo:
We study the effects of nominal debt on the optimal sequential choice of monetary policy. When the stock of debt is nominal, the incentive to generate unanticipated inflation increases the cost of the outstanding debt even if no unanticipated inflation episodes occur in equilibrium. Without full commitment, the optimal sequential policy is to deplete the outstanding stock of debt progressively until these extra costs disappear. Nominal debt is therefore a burden on monetary policy, not only because it must be serviced, but also because it creates a time inconsistency problem that distorts interest rates. The introduction of alternative forms of taxation may lessen this burden, if there is enough commtiment to fiscal policy. If there is full commitment to an optimal fiscal policy, then the resulting monetary policy is the Friedman rule of zero nominal interest rates.
Resumo:
There are many situations in which individuals have a choice of whether or notto observe eventual outcomes. In these instances, individuals often prefer to remainignorant. These contexts are outside the scope of analysis of the standard vonNeumann-Morgenstern (vNM) expected utility model, which does not distinguishbetween lotteries for which the agent sees the final outcome and those for which hedoes not. I develop a simple model that admits preferences for making an observationor for remaining in doubt. I then use this model to analyze the connectionbetween preferences of this nature and risk-attitude. This framework accommodatesa wide array of behavioral patterns that violate the vNM model, and thatmay not seem related, prima facie. For instance, it admits self-handicapping, inwhich an agent chooses to impair his own performance. It also accommodatesa status quo bias without having recourse to framing effects, or to an explicitdefinition of reference points. In a political economy context, voters have strictincentives to shield themselves from information. In settings with other-regardingpreferences, this model predicts observed behavior that seems inconsistent witheither altruism or self-interested behavior.
Resumo:
This paper provides a method to estimate time varying coefficients structuralVARs which are non-recursive and potentially overidentified. The procedureallows for linear and non-linear restrictions on the parameters, maintainsthe multi-move structure of standard algorithms and can be used toestimate structural models with different identification restrictions. We studythe transmission of monetary policy shocks and compare the results with thoseobtained with traditional methods.
Resumo:
This paper analyzes empirically the volatility of consumption-based stochastic discount factors as a measure of implicit economic fears by studying its relationship with future economic and stock market cycles. Time-varying economic fears seem to be well captured by the volatility of stochastic discount factors. In particular, the volatility of recursive utility-based stochastic discount factor with contemporaneous growth explains between 9 and 34 percent of future changes in industrial production at short and long horizons respectively. They also explain ex-ante uncertainty and risk aversion. However, future stock market cycles are better explained by a similar stochastic discount factor with long-run consumption growth. This specification of the stochastic discount factor presents higher volatility and lower pricing errors than the specification with contemporaneous consumption growth.
Resumo:
We study how barriers to business start-up affect the investment in knowledge capital when contracts are not enforceable. Barriers to business start-up lower the competition for knowledge capital and, in absence of commitment, reduce the incentive to accumulate knowledge. As a result, countries with large barriers experience lower income and growth. Our results are consistent with cross-country evidence showing that the cost of business start-up is negatively correlated with the level and growth of income.
Resumo:
To recover a version of Barro's (1979) `random walk'tax smoothing outcome, we modify Lucas and Stokey's (1983) economyto permit only risk--free debt. This imparts near unit root like behaviorto government debt, independently of the government expenditureprocess, a realistic outcome in the spirit of Barro's. We showhow the risk--free--debt--only economy confronts the Ramsey plannerwith additional constraints on equilibrium allocations thattake the form of a sequence of measurability conditions.We solve the Ramsey problem by formulating it in terms of a Lagrangian,and applying a Parameterized Expectations Algorithm tothe associated first--order conditions. The first--order conditions andnumerical impulse response functions partially affirmBarro's random walk outcome. Though the behaviors oftax rates, government surpluses, and government debts differ, allocationsare very close for computed Ramsey policies across incomplete and completemarkets economies.
Resumo:
A new parametric minimum distance time-domain estimator for ARFIMA processes is introduced in this paper. The proposed estimator minimizes the sum of squared correlations of residuals obtained after filtering a series through ARFIMA parameters. The estimator iseasy to compute and is consistent and asymptotically normally distributed for fractionallyintegrated (FI) processes with an integration order d strictly greater than -0.75. Therefore, it can be applied to both stationary and non-stationary processes. Deterministic components are also allowed in the DGP. Furthermore, as a by-product, the estimation procedure provides an immediate check on the adequacy of the specified model. This is so because the criterion function, when evaluated at the estimated values, coincides with the Box-Pierce goodness of fit statistic. Empirical applications and Monte-Carlo simulations supporting the analytical results and showing the good performance of the estimator in finite samples are also provided.