Geostatistics for constrained variables: positive data, compositions and probabilities. Applications to environmental hazard monitoring

Aquesta tesi estudia com estimar la distribució de les variables regionalitzades l'espai mostral i l'escala de les quals admeten una estructura d'espai Euclidià. Apliquem el principi del treball en coordenades: triem una base ortonormal, fem estadística sobre les coordenades de les dades, i apliquem els output a la base per tal de recuperar un resultat en el mateix espai original. Aplicant-ho a les variables regionalitzades, obtenim una aproximació única consistent, que generalitza les conegudes propietats de les tècniques de kriging a diversos espais mostrals: dades reals, positives o composicionals (vectors de components positives amb suma constant) són tractades com casos particulars. D'aquesta manera, es generalitza la geostadística lineal, i s'ofereix solucions a coneguts problemes de la no-lineal, tot adaptant la mesura i els criteris de representativitat (i.e., mitjanes) a les dades tractades. L'estimador per a dades positives coincideix amb una mitjana geomètrica ponderada, equivalent a l'estimació de la mediana, sense cap dels problemes del clàssic kriging lognormal. El cas composicional ofereix solucions equivalents, però a més permet estimar vectors de probabilitat multinomial. Amb una aproximació bayesiana preliminar, el kriging de composicions esdevé també una alternativa consistent al kriging indicador. Aquesta tècnica s'empra per estimar funcions de probabilitat de variables qualsevol, malgrat que sovint ofereix estimacions negatives, cosa que s'evita amb l'alternativa proposada. La utilitat d'aquest conjunt de tècniques es comprova estudiant la contaminació per amoníac a una estació de control automàtic de la qualitat de l'aigua de la conca de la Tordera, i es conclou que només fent servir les tècniques proposades hom pot detectar en quins instants l'amoni es transforma en amoníac en una concentració superior a la legalment permesa.

Searching for consensus in ahp-group decision making. A bayesian perspective

This paper sets out to identify the initial positions of the different decision makers who intervene in a group decision making process with a reduced number of actors, and to establish possible consensus paths between these actors. As a methodological support, it employs one of the most widely-known multicriteria decision techniques, namely, the Analytic Hierarchy Process (AHP). Assuming that the judgements elicited by the decision makers follow the so-called multiplicative model (Crawford and Williams, 1985; Altuzarra et al., 1997; Laininen and Hämäläinen, 2003) with log-normal errors and unknown variance, a Bayesian approach is used in the estimation of the relative priorities of the alternatives being compared. These priorities, estimated by way of the median of the posterior distribution and normalised in a distributive manner (priorities add up to one), are a clear example of compositional data that will be used in the search for consensus between the actors involved in the resolution of the problem through the use of Multidimensional Scaling tools

Bayesian tools for zero counts in compositional data

The log-ratio methodology makes available powerful tools for analyzing compositional data. Nevertheless, the use of this methodology is only possible for those data sets without null values. Consequently, in those data sets where the zeros are present, a previous treatment becomes necessary. Last advances in the treatment of compositional zeros have been centered especially in the zeros of structural nature and in the rounded zeros. These tools do not contemplate the particular case of count compositional data sets with null values. In this work we deal with \count zeros" and we introduce a treatment based on a mixed Bayesian-multiplicative estimation. We use the Dirichlet probability distribution as a prior and we estimate the posterior probabilities. Then we apply a multiplicative modi¯cation for the non-zero values. We present a case study where this new methodology is applied. Key words: count data, multiplicative replacement, composition, log-ratio analysis

Aitchison Geometry for Probability and Likelihood as a new approach to mathematical statistics

The Aitchison vector space structure for the simplex is generalized to a Hilbert space structure A2(P) for distributions and likelihoods on arbitrary spaces. Central notations of statistics, such as Information or Likelihood, can be identified in the algebraical structure of A2(P) and their corresponding notions in compositional data analysis, such as Aitchison distance or centered log ratio transform. In this way very elaborated aspects of mathematical statistics can be understood easily in the light of a simple vector space structure and of compositional data analysis. E.g. combination of statistical information such as Bayesian updating, combination of likelihood and robust M-estimation functions are simple additions/ perturbations in A2(Pprior). Weighting observations corresponds to a weighted addition of the corresponding evidence. Likelihood based statistics for general exponential families turns out to have a particularly easy interpretation in terms of A2(P). Regular exponential families form finite dimensional linear subspaces of A2(P) and they correspond to finite dimensional subspaces formed by their posterior in the dual information space A2(Pprior). The Aitchison norm can identified with mean Fisher information. The closing constant itself is identified with a generalization of the cummulant function and shown to be Kullback Leiblers directed information. Fisher information is the local geometry of the manifold induced by the A2(P) derivative of the Kullback Leibler information and the space A2(P) can therefore be seen as the tangential geometry of statistical inference at the distribution P. The discussion of A2(P) valued random variables, such as estimation functions or likelihoods, give a further interpretation of Fisher information as the expected squared norm of evidence and a scale free understanding of unbiased reasoning

Compositional ideas in the bayesian analysis of categorical data with application to dose finding clinical trials

Compositional random vectors are fundamental tools in the Bayesian analysis of categorical data. Many of the issues that are discussed with reference to the statistical analysis of compositional data have a natural counterpart in the construction of a Bayesian statistical model for categorical data. This note builds on the idea of cross-fertilization of the two areas recommended by Aitchison (1986) in his seminal book on compositional data. Particular emphasis is put on the problem of what parameterization to use

A comparison of the alr and ilr transformations for kernel density estimation of compositional data

In a seminal paper, Aitchison and Lauder (1985) introduced classical kernel density estimation techniques in the context of compositional data analysis. Indeed, they gave two options for the choice of the kernel to be used in the kernel estimator. One of these kernels is based on the use the alr transformation on the simplex SD jointly with the normal distribution on RD-1. However, these authors themselves recognized that this method has some deficiencies. A method for overcoming these dificulties based on recent developments for compositional data analysis and multivariate kernel estimation theory, combining the ilr transformation with the use of the normal density with a full bandwidth matrix, was recently proposed in Martín-Fernández, Chacón and Mateu- Figueras (2006). Here we present an extensive simulation study that compares both methods in practice, thus exploring the finite-sample behaviour of both estimators

CODAMAT: a modern analogue techinque for compositional data

The quantitative estimation of Sea Surface Temperatures from fossils assemblages is a fundamental issue in palaeoclimatic and paleooceanographic investigations. The Modern Analogue Technique, a widely adopted method based on direct comparison of fossil assemblages with modern coretop samples, was revised with the aim of conforming it to compositional data analysis. The new CODAMAT method was developed by adopting the Aitchison metric as distance measure. Modern coretop datasets are characterised by a large amount of zeros. The zero replacement was carried out by adopting a Bayesian approach to the zero replacement, based on a posterior estimation of the parameter of the multinomial distribution. The number of modern analogues from which reconstructing the SST was determined by means of a multiple approach by considering the Proxies correlation matrix, Standardized Residual Sum of Squares and Mean Squared Distance. This new CODAMAT method was applied to the planktonic foraminiferal assemblages of a core recovered in the Tyrrhenian Sea. Kew words: Modern analogues, Aitchison distance, Proxies correlation matrix, Standardized Residual Sum of Squares

Simultaneous estimation of indirect and interaction effects using structural equation models

Interaction effects are usually modeled by means of moderated regression analysis. Structural equation models with non-linear constraints make it possible to estimate interaction effects while correcting for measurement error. From the various specifications, Jöreskog and Yang's (1996, 1998), likely the most parsimonious, has been chosen and further simplified. Up to now, only direct effects have been specified, thus wasting much of the capability of the structural equation approach. This paper presents and discusses an extension of Jöreskog and Yang's specification that can handle direct, indirect and interaction effects simultaneously. The model is illustrated by a study of the effects of an interactive style of use of budgets on both company innovation and performance

Differential epipolar constraint in mobile robot egomotion estimation

The estimation of camera egomotion is a well established problem in computer vision. Many approaches have been proposed based on both the discrete and the differential epipolar constraint. The discrete case is mainly used in self-calibrated stereoscopic systems, whereas the differential case deals with a unique moving camera. The article surveys several methods for mobile robot egomotion estimation covering more than 0.5 million samples using synthetic data. Results from real data are also given

Accuracy estimation of a new omnidirectional 3D vision sensor

We present a computer vision system that associates omnidirectional vision with structured light with the aim of obtaining depth information for a 360 degrees field of view. The approach proposed in this article combines an omnidirectional camera with a panoramic laser projector. The article shows how the sensor is modelled and its accuracy is proved by means of experimental results. The proposed sensor provides useful information for robot navigation applications, pipe inspection, 3D scene modelling etc

A survey addressing the fundamental matrix estimation problem

Epipolar geometry is a key point in computer vision and the fundamental matrix estimation is the only way to compute it. This article surveys several methods of fundamental matrix estimation which have been classified into linear methods, iterative methods and robust methods. All of these methods have been programmed and their accuracy analysed using real images. A summary, accompanied with experimental results, is given

Estimation of the probability of congestion using Monte Carlo method in OPS networks

In networks with small buffers, such as optical packet switching based networks, the convolution approach is presented as one of the most accurate method used for the connection admission control. Admission control and resource management have been addressed in other works oriented to bursty traffic and ATM. This paper focuses on heterogeneous traffic in OPS based networks. Using heterogeneous traffic and bufferless networks the enhanced convolution approach is a good solution. However, both methods (CA and ECA) present a high computational cost for high number of connections. Two new mechanisms (UMCA and ISCA) based on Monte Carlo method are proposed to overcome this drawback. Simulation results show that our proposals achieve lower computational cost compared to enhanced convolution approach with an small stochastic error in the probability estimation

Rank estimation of trajectory matrix in motion segmentation

A novel technique for estimating the rank of the trajectory matrix in the local subspace affinity (LSA) motion segmentation framework is presented. This new rank estimation is based on the relationship between the estimated rank of the trajectory matrix and the affinity matrix built with LSA. The result is an enhanced model selection technique for trajectory matrix rank estimation by which it is possible to automate LSA, without requiring any a priori knowledge, and to improve the final segmentation

Estimation of zero-sequence impedance of undergrounds cables for single-phase fault location in distribution systems with electric arc

This paper focus on the problem of locating single-phase faults in mixed distribution electric systems, with overhead lines and underground cables, using voltage and current measurements at the sending-end and sequence model of the network. Since calculating series impedance for underground cables is not as simple as in the case of overhead lines, the paper proposes a methodology to obtain an estimation of zero-sequence impedance of underground cables starting from previous single-faults occurred in the system, in which an electric arc occurred at the fault location. For this reason, the signal is previously pretreated to eliminate its peaks voltage and the analysis can be done working with a signal as close as a sinus wave as possible

Estimation of electronic coupling in π -stacked donor-bridge-acceptor systems: correction of the two-state model

Comparison of donor-acceptor electronic couplings calculated within two-state and three-state models suggests that the two-state treatment can provide unreliable estimates of Vda because of neglecting the multistate effects. We show that in most cases accurate values of the electronic coupling in a π stack, where donor and acceptor are separated by a bridging unit, can be obtained as Ṽ da = (E2 - E1) μ12 Rda + (2 E3 - E1 - E2) 2 μ13 μ23 Rda2, where E1, E2, and E3 are adiabatic energies of the ground, charge-transfer, and bridge states, respectively, μij is the transition dipole moments between the states i and j, and Rda is the distance between the planes of donor and acceptor. In this expression based on the generalized Mulliken-Hush approach, the first term corresponds to the coupling derived within a two-state model, whereas the second term is the superexchange correction accounting for the bridge effect. The formula is extended to bridges consisting of several subunits. The influence of the donor-acceptor energy mismatch on the excess charge distribution, adiabatic dipole and transition moments, and electronic couplings is examined. A diagnostic is developed to determine whether the two-state approach can be applied. Based on numerical results, we showed that the superexchange correction considerably improves estimates of the donor-acceptor coupling derived within a two-state approach. In most cases when the two-state scheme fails, the formula gives reliable results which are in good agreement (within 5%) with the data of the three-state generalized Mulliken-Hush model