971 resultados para PARAMETER-ESTIMATION
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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The generalized exponential distribution, proposed by Gupta and Kundu (1999), is a good alternative to standard lifetime distributions as exponential, Weibull or gamma. Several authors have considered the problem of Bayesian estimation of the parameters of generalized exponential distribution, assuming independent gamma priors and other informative priors. In this paper, we consider a Bayesian analysis of the generalized exponential distribution by assuming the conventional non-informative prior distributions, as Jeffreys and reference prior, to estimate the parameters. These priors are compared with independent gamma priors for both parameters. The comparison is carried out by examining the frequentist coverage probabilities of Bayesian credible intervals. We shown that maximal data information prior implies in an improper posterior distribution for the parameters of a generalized exponential distribution. It is also shown that the choice of a parameter of interest is very important for the reference prior. The different choices lead to different reference priors in this case. Numerical inference is illustrated for the parameters by considering data set of different sizes and using MCMC (Markov Chain Monte Carlo) methods.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Reservoirs are artificial environments built by humans, and the impacts of these environments are not completely known. Retention time and high nutrient availability in the water increases the eutrophic level. Eutrophication is directly correlated to primary productivity by phytoplankton. These organisms have an important role in the environment. However, high concentrations of determined species can lead to public health problems. Species of cyanobacteria produce toxins that in determined concentrations can cause serious diseases in the liver and nervous system, which could lead to death. Phytoplankton has photoactive pigments that can be used to identify these toxins. Thus, remote sensing data is a viable alternative for mapping these pigments, and consequently, the trophic. Chlorophyll-a (Chl-a) is present in all phytoplankton species. Therefore, the aim of this work was to evaluate the performance of images of the sensor Operational Land Imager (OLI) onboard the Landsat-8 satellite in determining Chl-a concentrations and estimating the trophic level in a tropical reservoir. Empirical models were fitted using data from two field surveys conducted in May and October 2014 (Austral Autumn and Austral Spring, respectively). Models were applied in a temporal series of OLI images from May 2013 to October 2014. The estimated Chl-a concentration was used to classify the trophic level from a trophic state index that adopted the concentration of this pigment-like parameter. The models of Chl-a concentration showed reasonable results, but their performance was likely impaired by the atmospheric correction. Consequently, the trophic level classification also did not obtain better results.
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Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is an interest in studying latent variables (or latent traits). Usually such latent traits are assumed to be random variables and a convenient distribution is assigned to them. A very common choice for such a distribution has been the standard normal. Recently, Azevedo et al. [Bayesian inference for a skew-normal IRT model under the centred parameterization, Comput. Stat. Data Anal. 55 (2011), pp. 353-365] proposed a skew-normal distribution under the centred parameterization (SNCP) as had been studied in [R. B. Arellano-Valle and A. Azzalini, The centred parametrization for the multivariate skew-normal distribution, J. Multivariate Anal. 99(7) (2008), pp. 1362-1382], to model the latent trait distribution. This approach allows one to represent any asymmetric behaviour concerning the latent trait distribution. Also, they developed a Metropolis-Hastings within the Gibbs sampling (MHWGS) algorithm based on the density of the SNCP. They showed that the algorithm recovers all parameters properly. Their results indicated that, in the presence of asymmetry, the proposed model and the estimation algorithm perform better than the usual model and estimation methods. Our main goal in this paper is to propose another type of MHWGS algorithm based on a stochastic representation (hierarchical structure) of the SNCP studied in [N. Henze, A probabilistic representation of the skew-normal distribution, Scand. J. Statist. 13 (1986), pp. 271-275]. Our algorithm has only one Metropolis-Hastings step, in opposition to the algorithm developed by Azevedo et al., which has two such steps. This not only makes the implementation easier but also reduces the number of proposal densities to be used, which can be a problem in the implementation of MHWGS algorithms, as can be seen in [R.J. Patz and B.W. Junker, A straightforward approach to Markov Chain Monte Carlo methods for item response models, J. Educ. Behav. Stat. 24(2) (1999), pp. 146-178; R. J. Patz and B. W. Junker, The applications and extensions of MCMC in IRT: Multiple item types, missing data, and rated responses, J. Educ. Behav. Stat. 24(4) (1999), pp. 342-366; A. Gelman, G.O. Roberts, and W.R. Gilks, Efficient Metropolis jumping rules, Bayesian Stat. 5 (1996), pp. 599-607]. Moreover, we consider a modified beta prior (which generalizes the one considered in [3]) and a Jeffreys prior for the asymmetry parameter. Furthermore, we study the sensitivity of such priors as well as the use of different kernel densities for this parameter. Finally, we assess the impact of the number of examinees, number of items and the asymmetry level on the parameter recovery. Results of the simulation study indicated that our approach performed equally as well as that in [3], in terms of parameter recovery, mainly using the Jeffreys prior. Also, they indicated that the asymmetry level has the highest impact on parameter recovery, even though it is relatively small. A real data analysis is considered jointly with the development of model fitting assessment tools. The results are compared with the ones obtained by Azevedo et al. The results indicate that using the hierarchical approach allows us to implement MCMC algorithms more easily, it facilitates diagnosis of the convergence and also it can be very useful to fit more complex skew IRT models.
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The extraction of information about neural activity timing from BOLD signal is a challenging task as the shape of the BOLD curve does not directly reflect the temporal characteristics of electrical activity of neurons. In this work, we introduce the concept of neural processing time (NPT) as a parameter of the biophysical model of the hemodynamic response function (HRF). Through this new concept we aim to infer more accurately the duration of neuronal response from the highly nonlinear BOLD effect. The face validity and applicability of the concept of NPT are evaluated through simulations and analysis of experimental time series. The results of both simulation and application were compared with summary measures of HRF shape. The experiment that was analyzed consisted of a decision-making paradigm with simultaneous emotional distracters. We hypothesize that the NPT in primary sensory areas, like the fusiform gyrus, is approximately the stimulus presentation duration. On the other hand, in areas related to processing of an emotional distracter, the NPT should depend on the experimental condition. As predicted, the NPT in fusiform gyrus is close to the stimulus duration and the NPT in dorsal anterior cingulate gyrus depends on the presence of an emotional distracter. Interestingly, the NPT in right but not left dorsal lateral prefrontal cortex depends on the stimulus emotional content. The summary measures of HRF obtained by a standard approach did not detect the variations observed in the NPT. Hum Brain Mapp, 2012. (C) 2010 Wiley Periodicals, Inc.
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A complete characterization of the stability boundary of a class of nonlinear dynamical systems that admit energy functions is developed in this paper. This characterization generalizes the existing results by allowing the type-zero saddle-node nonhyperbolic equilibrium points on the stability boundary. Conceptual algorithms to obtain optimal estimates of the stability region (basin of attraction) in the form of level sets of a given family of energy functions are derived. The behavior of the stability region and the corresponding estimates are investigated for parameter variation in the neighborhood of a type-zero saddle-node bifurcation value.
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In savannah and tropical grasslands, which account for 60% of grasslands worldwide, a large share of ecosystem carbon is located below ground due to high root:shoot ratios. Temporal variations in soil CO2 efflux (R-S) were investigated in a grassland of coastal Congo over two years. The objectives were (1) to identify the main factors controlling seasonal variations in R-S and (2) to develop a semi-empirical model describing R-S and including a heterotrophic component (R-H) and an autotrophic component (R-A). Plant above-ground activity was found to exert strong control over soil respiration since 71% of seasonal R-S variability was explained by the quantity of photosynthetically active radiation absorbed (APAR) by the grass canopy. We tested an additive model including a parameter enabling R-S partitioning into R-A and R-H. Assumptions underlying this model were that R-A mainly depended on the amount of photosynthates allocated below ground and that microbial and root activity was mostly controlled by soil temperature and soil moisture. The model provided a reasonably good prediction of seasonal variations in R-S (R-2 = 0.85) which varied between 5.4 mu mol m(-2) s(-1) in the wet season and 0.9 mu mol m(-2) s(-1) at the end of the dry season. The model was subsequently used to obtain annual estimates of R-S, R-A and R-H. In accordance with results reported for other tropical grasslands, we estimated that R-H accounted for 44% of R-S, which represented a flux similar to the amount of carbon brought annually to the soil from below-ground litter production. Overall, this study opens up prospects for simulating the carbon budget of tropical grasslands on a large scale using remotely sensed data. (C) 2012 Elsevier B.V. All rights reserved.
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[EN] In this paper we show that a classic optical flow technique by Nagel and Enkelmann can be regarded as an early anisotropic diffusion method with a diffusion tensor. We introduce three improvements into the model formulation that avoid inconsistencies caused by centering the brightness term and the smoothness term in different images use a linear scale-space focusing strategy from coarse to fine scales for avoiding convergence to physically irrelevant local minima, and create an energy functional that is invariant under linear brightness changes. Applying a gradient descent method to the resulting energy functional leads to a system of diffusion-reaction equations. We prove that this system has a unique solution under realistic assumptions on the initial data, and we present an efficient linear implicit numerical scheme in detail. Our method creates flow fields with 100% density over the entire image domain, it is robust under a large range of parameter variations, and it can recover displacement fields that are far beyond the typical one-pixel limits which are characteristic for many differential methods for determining optical flow. We show that it performs better than the classic optical flow methods with 100% density that are evaluated by Barron et al. (1994). Our software is available from the Internet.
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In recent years, thanks to the technological advances, electromagnetic methods for non-invasive shallow subsurface characterization have been increasingly used in many areas of environmental and geoscience applications. Among all the geophysical electromagnetic methods, the Ground Penetrating Radar (GPR) has received unprecedented attention over the last few decades due to its capability to obtain, spatially and temporally, high-resolution electromagnetic parameter information thanks to its versatility, its handling, its non-invasive nature, its high resolving power, and its fast implementation. The main focus of this thesis is to perform a dielectric site characterization in an efficient and accurate way studying in-depth a physical phenomenon behind a recent developed GPR approach, the so-called early-time technique, which infers the electrical properties of the soil in the proximity of the antennas. In particular, the early-time approach is based on the amplitude analysis of the early-time portion of the GPR waveform using a fixed-offset ground-coupled antenna configuration where the separation between the transmitting and receiving antenna is on the order of the dominant pulse-wavelength. Amplitude information can be extracted from the early-time signal through complex trace analysis, computing the instantaneous-amplitude attributes over a selected time-duration of the early-time signal. Basically, if the acquired GPR signals are considered to represent the real part of a complex trace, and the imaginary part is the quadrature component obtained by applying a Hilbert transform to the GPR trace, the amplitude envelope is the absolute value of the resulting complex trace (also known as the instantaneous-amplitude). Analysing laboratory information, numerical simulations and natural field conditions, and summarising the overall results embodied in this thesis, it is possible to suggest the early-time GPR technique as an effective method to estimate physical properties of the soil in a fast and non-invasive way.
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This paper examines the accuracy of software-based on-line energy estimation techniques. It evaluates today’s most widespread energy estimation model in order to investigate whether the current methodology of pure software-based energy estimation running on a sensor node itself can indeed reliably and accurately determine its energy consumption - independent of the particular node instance, the traffic load the node is exposed to, or the MAC protocol the node is running. The paper enhances today’s widely used energy estimation model by integrating radio transceiver switches into the model, and proposes a methodology to find the optimal estimation model parameters. It proves by statistical validation with experimental data that the proposed model enhancement and parameter calibration methodology significantly increases the estimation accuracy.
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Under a two-level hierarchical model, suppose that the distribution of the random parameter is known or can be estimated well. Data are generated via a fixed, but unobservable realization of this parameter. In this paper, we derive the smallest confidence region of the random parameter under a joint Bayesian/frequentist paradigm. On average this optimal region can be much smaller than the corresponding Bayesian highest posterior density region. The new estimation procedure is appealing when one deals with data generated under a highly parallel structure, for example, data from a trial with a large number of clinical centers involved or genome-wide gene-expession data for estimating individual gene- or center-specific parameters simultaneously. The new proposal is illustrated with a typical microarray data set and its performance is examined via a small simulation study.
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A longitudinal bone survey was conducted in 86 female Wistar rats in order to assess mineral density kinetics from young age (5 weeks: 115 g) till late adulthood (64 weeks: 586 g). In vivo quantitative radiographic scanning was performed on the caudal vertebrae, taking trabecular mass as the parameter. Measurements were expressed as Relative Optical Density (ROD) units by means of a high resolution densitometric device. Results showed a progressive increase in mineral density throughout the life cycle, with a tendency to level in the higher weight range, indicating that progressive mineral aposition occurs in rats in dependency of age. This phenomenon, however, should be always considered within the context of continuous skeletal growth and related changes typical of this species. Twelve different animals were also examined following induction of articular inflammation with Freund's adjuvant in six of them. Bone survey conducted 12 to 18 days after inoculation revealed a significant (P less than 0.01) reduction in trabecular bone mass of scanned vertebrae in comparison with the weight-matched untreated controls. It is concluded that the in vivo quantitative assessment of bone density illustrated in this report represents a sensitive and useful tool for the long-term survey of naturally occurring or experimentally induced bone changes. Scanning of the same part of the skeleton can be repeated, thereby avoiding sacrifice of the animal and time-consuming preparation of post-mortem material.
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Fossil pollen data from stratigraphic cores are irregularly spaced in time due to non-linear age-depth relations. Moreover, their marginal distributions may vary over time. We address these features in a nonparametric regression model with errors that are monotone transformations of a latent continuous-time Gaussian process Z(T). Although Z(T) is unobserved, due to monotonicity, under suitable regularity conditions, it can be recovered facilitating further computations such as estimation of the long-memory parameter and the Hermite coefficients. The estimation of Z(T) itself involves estimation of the marginal distribution function of the regression errors. These issues are considered in proposing a plug-in algorithm for optimal bandwidth selection and construction of confidence bands for the trend function. Some high-resolution time series of pollen records from Lago di Origlio in Switzerland, which go back ca. 20,000 years are used to illustrate the methods.