916 resultados para Bayes Estimator


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Two so-called “integrated” polarimetric rate estimation techniques, ZPHI (Testud et al., 2000) and ZZDR (Illingworth and Thompson, 2005), are evaluated using 12 episodes of the year 2005 observed by the French C-band operational Trappes radar, located near Paris. The term “integrated” means that the concentration parameter of the drop size distribution is assumed to be constant over some area and the algorithms retrieve it using the polarimetric variables in that area. The evaluation is carried out in ideal conditions (no partial beam blocking, no ground-clutter contamination, no bright band contamination, a posteriori calibration of the radar variables ZH and ZDR) using hourly rain gauges located at distances less than 60 km from the radar. Also included in the comparison, for the sake of benchmarking, is a conventional Z = 282R1.66 estimator, with and without attenuation correction and with and without adjustment by rain gauges as currently done operationally at Météo France. Under those ideal conditions, the two polarimetric algorithms, which rely solely on radar data, appear to perform as well if not better, pending on the measurements conditions (attenuation, rain rates, …), than the conventional algorithms, even when the latter take into account rain gauges through the adjustment scheme. ZZDR with attenuation correction is the best estimator for hourly rain gauge accumulations lower than 5 mm h−1 and ZPHI is the best one above that threshold. A perturbation analysis has been conducted to assess the sensitivity of the various estimators with respect to biases on ZH and ZDR, taking into account the typical accuracy and stability that can be reasonably achieved with modern operational radars these days (1 dB on ZH and 0.2 dB on ZDR). A +1 dB positive bias on ZH (radar too hot) results in a +14% overestimation of the rain rate with the conventional estimator used in this study (Z = 282R^1.66), a -19% underestimation with ZPHI and a +23% overestimation with ZZDR. Additionally, a +0.2 dB positive bias on ZDR results in a typical rain rate under- estimation of 15% by ZZDR.

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The paper describes a self-tuning adaptive PID controller suitable for use in the control of robotic manipulators. The scheme employs a simple recursive estimator which reduces the computational effort to an acceptable level for many applications in robotics.

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The presence of mismatch between controller and system is considered. A novel discrete-time approach is used to investigate the migration of closed-loop poles when this mismatch occurs. Two forms of state estimator are employed giving rise to several interesting features regarding stability and performance.

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Statistical graphics are a fundamental, yet often overlooked, set of components in the repertoire of data analytic tools. Graphs are quick and efficient, yet simple instruments of preliminary exploration of a dataset to understand its structure and to provide insight into influential aspects of inference such as departures from assumptions and latent patterns. In this paper, we present and assess a graphical device for choosing a method for estimating population size in capture-recapture studies of closed populations. The basic concept is derived from a homogeneous Poisson distribution where the ratios of neighboring Poisson probabilities multiplied by the value of the larger neighbor count are constant. This property extends to the zero-truncated Poisson distribution which is of fundamental importance in capture–recapture studies. In practice however, this distributional property is often violated. The graphical device developed here, the ratio plot, can be used for assessing specific departures from a Poisson distribution. For example, simple contaminations of an otherwise homogeneous Poisson model can be easily detected and a robust estimator for the population size can be suggested. Several robust estimators are developed and a simulation study is provided to give some guidance on which should be used in practice. More systematic departures can also easily be detected using the ratio plot. In this paper, the focus is on Gamma mixtures of the Poisson distribution which leads to a linear pattern (called structured heterogeneity) in the ratio plot. More generally, the paper shows that the ratio plot is monotone for arbitrary mixtures of power series densities.

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Obesity and diabetes are increasingly attributed to environmental factors, however, little attention has been paid to the influence of the ‘local’ food economy. This paper examines the association of measures relating to the built environment and ‘local’ agriculture with U.S. county-level prevalence of obesity and diabetes. Key indicators of the ‘local’ food economy include the density of farmers’ markets and the presence of farms with direct sales. This paper employs a robust regression estimator to account for non-normality of the data and to accommodate outliers. Overall, the built environment is associated with the prevalence of obesity and diabetes and a strong local’ food economy may play an important role in prevention. Results imply considerable scope for community-level interventions.

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This paper studies the effects of increasing formality via tax reduction and simplification schemes on micro-firm performance. It uses the 1997 Brazilian SIMPLES program. We develop a simple theoretical model to show that SIMPLES has an impact only on a segment of the micro-firm population, for which the effect of formality on firm performance can be identified, and that can be analyzed along the single dimensional quantiles of the conditional firm revenues. To estimate the effect of formality, we use an econometric approach that compares eligible and non-eligible firms, born before and after SIMPLES in a local interval about the introduction of SIMPLES. We use an estimator that combines both quantile regression and the regression discontinuity identification strategy. The empirical results corroborate the positive effect of formality on microfirms' performance and produce a clear characterization of who benefits from these programs.

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Background: Microarray based comparative genomic hybridisation (CGH) experiments have been used to study numerous biological problems including understanding genome plasticity in pathogenic bacteria. Typically such experiments produce large data sets that are difficult for biologists to handle. Although there are some programmes available for interpretation of bacterial transcriptomics data and CGH microarray data for looking at genetic stability in oncogenes, there are none specifically to understand the mosaic nature of bacterial genomes. Consequently a bottle neck still persists in accurate processing and mathematical analysis of these data. To address this shortfall we have produced a simple and robust CGH microarray data analysis process that may be automated in the future to understand bacterial genomic diversity. Results: The process involves five steps: cleaning, normalisation, estimating gene presence and absence or divergence, validation, and analysis of data from test against three reference strains simultaneously. Each stage of the process is described and we have compared a number of methods available for characterising bacterial genomic diversity, for calculating the cut-off between gene presence and absence or divergence, and shown that a simple dynamic approach using a kernel density estimator performed better than both established, as well as a more sophisticated mixture modelling technique. We have also shown that current methods commonly used for CGH microarray analysis in tumour and cancer cell lines are not appropriate for analysing our data. Conclusion: After carrying out the analysis and validation for three sequenced Escherichia coli strains, CGH microarray data from 19 E. coli O157 pathogenic test strains were used to demonstrate the benefits of applying this simple and robust process to CGH microarray studies using bacterial genomes.

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Distributed and collaborative data stream mining in a mobile computing environment is referred to as Pocket Data Mining PDM. Large amounts of available data streams to which smart phones can subscribe to or sense, coupled with the increasing computational power of handheld devices motivates the development of PDM as a decision making system. This emerging area of study has shown to be feasible in an earlier study using technological enablers of mobile software agents and stream mining techniques [1]. A typical PDM process would start by having mobile agents roam the network to discover relevant data streams and resources. Then other (mobile) agents encapsulating stream mining techniques visit the relevant nodes in the network in order to build evolving data mining models. Finally, a third type of mobile agents roam the network consulting the mining agents for a final collaborative decision, when required by one or more users. In this paper, we propose the use of distributed Hoeffding trees and Naive Bayes classifers in the PDM framework over vertically partitioned data streams. Mobile policing, health monitoring and stock market analysis are among the possible applications of PDM. An extensive experimental study is reported showing the effectiveness of the collaborative data mining with the two classifers.

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Airborne lidar provides accurate height information of objects on the earth and has been recognized as a reliable and accurate surveying tool in many applications. In particular, lidar data offer vital and significant features for urban land-cover classification, which is an important task in urban land-use studies. In this article, we present an effective approach in which lidar data fused with its co-registered images (i.e. aerial colour images containing red, green and blue (RGB) bands and near-infrared (NIR) images) and other derived features are used effectively for accurate urban land-cover classification. The proposed approach begins with an initial classification performed by the Dempster–Shafer theory of evidence with a specifically designed basic probability assignment function. It outputs two results, i.e. the initial classification and pseudo-training samples, which are selected automatically according to the combined probability masses. Second, a support vector machine (SVM)-based probability estimator is adopted to compute the class conditional probability (CCP) for each pixel from the pseudo-training samples. Finally, a Markov random field (MRF) model is established to combine spatial contextual information into the classification. In this stage, the initial classification result and the CCP are exploited. An efficient belief propagation (EBP) algorithm is developed to search for the global minimum-energy solution for the maximum a posteriori (MAP)-MRF framework in which three techniques are developed to speed up the standard belief propagation (BP) algorithm. Lidar and its co-registered data acquired by Toposys Falcon II are used in performance tests. The experimental results prove that fusing the height data and optical images is particularly suited for urban land-cover classification. There is no training sample needed in the proposed approach, and the computational cost is relatively low. An average classification accuracy of 93.63% is achieved.

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We develop a new sparse kernel density estimator using a forward constrained regression framework, within which the nonnegative and summing-to-unity constraints of the mixing weights can easily be satisfied. Our main contribution is to derive a recursive algorithm to select significant kernels one at time based on the minimum integrated square error (MISE) criterion for both the selection of kernels and the estimation of mixing weights. The proposed approach is simple to implement and the associated computational cost is very low. Specifically, the complexity of our algorithm is in the order of the number of training data N, which is much lower than the order of N2 offered by the best existing sparse kernel density estimators. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with comparable accuracy to those of the classical Parzen window estimate and other existing sparse kernel density estimators.

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In this paper, we present a polynomial-based noise variance estimator for multiple-input multiple-output single-carrier block transmission (MIMO-SCBT) systems. It is shown that the optimal pilots for noise variance estimation satisfy the same condition as that for channel estimation. Theoretical analysis indicates that the proposed estimator is statistically more efficient than the conventional sum of squared residuals (SSR) based estimator. Furthermore, we obtain an efficient implementation of the estimator by exploiting its special structure. Numerical results confirm our theoretical analysis.

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We generalize the popular ensemble Kalman filter to an ensemble transform filter, in which the prior distribution can take the form of a Gaussian mixture or a Gaussian kernel density estimator. The design of the filter is based on a continuous formulation of the Bayesian filter analysis step. We call the new filter algorithm the ensemble Gaussian-mixture filter (EGMF). The EGMF is implemented for three simple test problems (Brownian dynamics in one dimension, Langevin dynamics in two dimensions and the three-dimensional Lorenz-63 model). It is demonstrated that the EGMF is capable of tracking systems with non-Gaussian uni- and multimodal ensemble distributions. Copyright © 2011 Royal Meteorological Society

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In financial research, the sign of a trade (or identity of trade aggressor) is not always available in the transaction dataset and it can be estimated using a simple set of rules called the tick test. In this paper we investigate the accuracy of the tick test from an analytical perspective by providing a closed formula for the performance of the prediction algorithm. By analyzing the derived equation, we provide formal arguments for the use of the tick test by proving that it is bounded to perform better than chance (50/50) and that the set of rules from the tick test provides an unbiased estimator of the trade signs. On the empirical side of the research, we compare the values from the analytical formula against the empirical performance of the tick test for fifteen heavily traded stocks in the Brazilian equity market. The results show that the formula is quite realistic in assessing the accuracy of the prediction algorithm in a real data situation.

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Numerical Weather Prediction (NWP) fields are used to assist the detection of cloud in satellite imagery. Simulated observations based on NWP are used within a framework based on Bayes' theorem to calculate a physically-based probability of each pixel with an imaged scene being clear or cloudy. Different thresholds can be set on the probabilities to create application-specific cloud-masks. Here, this is done over both land and ocean using night-time (infrared) imagery. We use a validation dataset of difficult cloud detection targets for the Spinning Enhanced Visible and Infrared Imager (SEVIRI) achieving true skill scores of 87% and 48% for ocean and land, respectively using the Bayesian technique, compared to 74% and 39%, respectively for the threshold-based techniques associated with the validation dataset.

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Numerical Weather Prediction (NWP) fields are used to assist the detection of cloud in satellite imagery. Simulated observations based on NWP are used within a framework based on Bayes' theorem to calculate a physically-based probability of each pixel with an imaged scene being clear or cloudy. Different thresholds can be set on the probabilities to create application-specific cloud masks. Here, the technique is shown to be suitable for daytime applications over land and sea, using visible and near-infrared imagery, in addition to thermal infrared. We use a validation dataset of difficult cloud detection targets for the Spinning Enhanced Visible and Infrared Imager (SEVIRI) achieving true skill scores of 89% and 73% for ocean and land, respectively using the Bayesian technique, compared to 90% and 70%, respectively for the threshold-based techniques associated with the validation dataset.