994 resultados para Robust estimates


Relevância:

30.00% 30.00%

Publicador:

Resumo:

We present a matching framework to find robust correspondences between image features by considering the spatial information between them. To achieve this, we define spatial constraints on the relative orientation and change in scale between pairs of features. A pairwise similarity score, which measures the similarity of features based on these spatial constraints, is considered. The pairwise similarity scores for all pairs of candidate correspondences are then accumulated in a 2-D similarity space. Robust correspondences can be found by searching for clusters in the similarity space, since actual correspondences are expected to form clusters that satisfy similar spatial constraints in this space. As it is difficult to achieve reliable and consistent estimates of scale and orientation, an additional contribution is that these parameters do not need to be determined at the interest point detection stage, which differs from conventional methods. Polar matching of dual-tree complex wavelet transform features is used, since it fits naturally into the framework with the defined spatial constraints. Our tests show that the proposed framework is capable of producing robust correspondences with higher correspondence ratios and reasonable computational efficiency, compared to other well-known algorithms. © 1992-2012 IEEE.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The algorithm presented in this paper aims to segment the foreground objects in video (e.g., people) given time-varying, textured backgrounds. Examples of time-varying backgrounds include waves on water, clouds moving, trees waving in the wind, automobile traffic, moving crowds, escalators, etc. We have developed a novel foreground-background segmentation algorithm that explicitly accounts for the non-stationary nature and clutter-like appearance of many dynamic textures. The dynamic texture is modeled by an Autoregressive Moving Average Model (ARMA). A robust Kalman filter algorithm iteratively estimates the intrinsic appearance of the dynamic texture, as well as the regions of the foreground objects. Preliminary experiments with this method have demonstrated promising results.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Estimation of population size with missing zero-class is an important problem that is encountered in epidemiological assessment studies. Fitting a Poisson model to the observed data by the method of maximum likelihood and estimation of the population size based on this fit is an approach that has been widely used for this purpose. In practice, however, the Poisson assumption is seldom satisfied. Zelterman (1988) has proposed a robust estimator for unclustered data that works well in a wide class of distributions applicable for count data. In the work presented here, we extend this estimator to clustered data. The estimator requires fitting a zero-truncated homogeneous Poisson model by maximum likelihood and thereby using a Horvitz-Thompson estimator of population size. This was found to work well, when the data follow the hypothesized homogeneous Poisson model. However, when the true distribution deviates from the hypothesized model, the population size was found to be underestimated. In the search of a more robust estimator, we focused on three models that use all clusters with exactly one case, those clusters with exactly two cases and those with exactly three cases to estimate the probability of the zero-class and thereby use data collected on all the clusters in the Horvitz-Thompson estimator of population size. Loss in efficiency associated with gain in robustness was examined based on a simulation study. As a trade-off between gain in robustness and loss in efficiency, the model that uses data collected on clusters with at most three cases to estimate the probability of the zero-class was found to be preferred in general. In applications, we recommend obtaining estimates from all three models and making a choice considering the estimates from the three models, robustness and the loss in efficiency. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper, we list some new orthogonal main effects plans for three-level designs for 4, 5 and 6 factors in IS runs and compare them with designs obtained from the existing L-18 orthogonal array. We show that these new designs have better projection properties and can provide better parameter estimates for a range of possible models. Additionally, we study designs in other smaller run-sizes when there are insufficient resources to perform an 18-run experiment. Plans for three-level designs for 4, 5 and 6 factors in 13 to 17 runs axe given. We show that the best designs here are efficient and deserve strong consideration in many practical situations.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The level of agreement between climate model simulations and observed surface temperature change is a topic of scientific and policy concern. While the Earth system continues to accumulate energy due to anthropogenic and other radiative forcings, estimates of recent surface temperature evolution fall at the lower end of climate model projections. Global mean temperatures from climate model simulations are typically calculated using surface air temperatures, while the corresponding observations are based on a blend of air and sea surface temperatures. This work quantifies a systematic bias in model-observation comparisons arising from differential warming rates between sea surface temperatures and surface air temperatures over oceans. A further bias arises from the treatment of temperatures in regions where the sea ice boundary has changed. Applying the methodology of the HadCRUT4 record to climate model temperature fields accounts for 38% of the discrepancy in trend between models and observations over the period 1975–2014.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this series of papers, we study issues related to the synchronization of two coupled chaotic discrete systems arising from secured communication. The first part deals with uniform dissipativeness with respect to parameter variation via the Liapunov direct method. We obtain uniform estimates of the global attractor for a general discrete nonautonomous system, that yields a uniform invariance principle in the autonomous case. The Liapunov function is allowed to have positive derivative along solutions of the system inside a bounded set, and this reduces substantially the difficulty of constructing a Liapunov function for a given system. In particular, we develop an approach that incorporates the classical Lagrange multiplier into the Liapunov function method to naturally extend those Liapunov functions from continuous dynamical system to their discretizations, so that the corresponding uniform dispativeness results are valid when the step size of the discretization is small. Applications to the discretized Lorenz system and the discretization of a time-periodic chaotic system are given to illustrate the general results. We also show how to obtain uniform estimation of attractors for parametrized linear stable systems with nonlinear perturbation.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Purpose – The purpose of this article is to present an empirical analysis of complex sample data with regard to the biasing effect of non-independence of observations on standard error parameter estimates. Using field data structured in the form of repeated measurements it is to be shown, in a two-factor confirmatory factor analysis model, how the bias in SE can be derived when the non-independence is ignored.

Design/methodology/approach – Three estimation procedures are compared: normal asymptotic theory (maximum likelihood); non-parametric standard error estimation (naïve bootstrap); and sandwich (robust covariance matrix) estimation (pseudo-maximum likelihood).

Findings – The study reveals that, when using either normal asymptotic theory or non-parametric standard error estimation, the SE bias produced by the non-independence of observations can be noteworthy.

Research limitations/implications –
Considering the methodological constraints in employing field data, the three analyses examined must be interpreted independently and as a result taxonomic generalisations are limited. However, the study still provides “case study” evidence suggesting the existence of the relationship between non-independence of observations and standard error bias estimates.

Originality/value – Given the increasing popularity of structural equation models in the social sciences and in particular in the marketing discipline, the paper provides a theoretical and practical insight into how to treat repeated measures and clustered data in general, adding to previous methodological research. Some conclusions and suggestions for researchers who make use of partial least squares modelling are also drawn.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step. The key difference is that we do not impose any parametric restriction on the nuisance functions that are estimated in a first stage, but retain a fully nonparametric model instead. We call these estimators semiparametric doubly robust estimators (SDREs), and show that they possess superior theoretical and practical properties compared to generic semiparametric two-step estimators. In particular, our estimators have substantially smaller first-order bias, allow for a wider range of nonparametric first-stage estimates, rate-optimal choices of smoothing parameters and data-driven estimates thereof, and their stochastic behavior can be well-approximated by classical first-order asymptotics. SDREs exist for a wide range of parameters of interest, particularly in semiparametric missing data and causal inference models. We illustrate our method with a simulation exercise.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Atypical points in the data may result in meaningless e±cient frontiers. This follows since portfolios constructed using classical estimates may re°ect neither the usual nor the unusual days patterns. On the other hand, portfolios constructed using robust approaches are able to capture just the dynamics of the usual days, which constitute the majority of the business days. In this paper we propose an statistical model and a robust estimation procedure to obtain an e±cient frontier which would take into account the behavior of both the usual and most of the atypical days. We show, using real data and simulations, that portfolios constructed in this way require less frequent rebalancing, and may yield higher expected returns for any risk level.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Globalization of dairy cattle breeding has created a need for international sire proofs. Some early methods for converting proofs from one population to another are based on simple linear regression. An alternative robust regression method based on the t-distribution is presented, and maximum likelihood and Bayesian techniques for analysis are described, including the situation in which some proofs are missing. Procedures were used to investigate the relationship between Holstein sire proofs obtained by two Uruguayan genetic evaluation programs. The results suggest that conversion equations developed from data including only sires having proofs in both populations can lead to distorted results, relative to estimates obtained using techniques for incomplete data. There was evidence of non-normality of regression residuals, which constitutes an additional source of bias. A robust estimator may not solve all problems, but can provide simple conversion equations that are less sensitive to outlying proofs and to departures from assumptions.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This article describes the design of a linear observer–linear controller-based robust output feedback scheme for output reference trajectory tracking tasks in the case of nonlinear, multivariable, nonholonomic underactuated mobile manipulators. The proposed linear feedback scheme is based on the use of a classical linear feedback controller and suitably extended, high-gain, linear Generalized Proportional Integral (GPI) observers, thus aiding the linear feedback controllers to provide an accurate simultaneous estimation of each flat output associated phase variables and of the exogenous and perturbation inputs. This information is used in the proposed feedback controller in (a) approximate, yet close, cancelations, as lumped unstructured time-varying terms, of the influence of the highly coupled nonlinearities, and (b) the devising of proper linear output feedback control laws based on the approximate estimates of the string of phase variables associated with the flat outputs simultaneously provided by the disturbance observers. Simulations reveal the effectiveness of the proposed approach.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Long-term ecological data are essential for conservation and to monitor and evaluate the effects of environmental change. Bird populations have been routinely assessed on islands off the British coast for many years and here long term data for one such island, Skokholm, is evaluated for robustness in the light of some 20 changes in observers (wardens) on the island over nearly eight decades. It was found that the dataset was robust when compared to bootstrap data with no species showing significant changes in abundance in years when wardens changed. It is concluded that the breeding bird populations on Skokholm and other British offshore islands are an important scientific resource and that protocols should be enacted to ensure the archiving of records, the continuance of data collection using standardised protocols into the future, and the recognition of such long-term data for science in terms of an appropriate conservation designation.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This study uses a sample of young Australian twins to examine whether the findings reported in [Ashenfelter, Orley and Krueger, Alan, (1994). 'Estimates of the Economic Return to Schooling from a New Sample of Twins', American Economic Review, Vol. 84, No. 5, pp.1157-73] and [Miller, P.W., Mulvey, C and Martin, N., (1994). 'What Do Twins Studies Tell Us About the Economic Returns to Education?: A Comparison of Australian and US Findings', Western Australian Labour Market Research Centre Discussion Paper 94/4] are robust to choice of sample and dependent variable. The economic return to schooling in Australia is between 5 and 7 percent when account is taken of genetic and family effects using either fixed-effects models or the selection effects model of Ashenfelter and Krueger. Given the similarity of the findings in this and in related studies, it would appear that the models applied by [Ashenfelter, Orley and Krueger, Alan, (1994). 'Estimates of the Economic Return to Schooling from a New Sample of Twins', American Economic Review, Vol. 84, No. 5, pp. 1157-73] are robust. Moreover, viewing the OLS and IV estimators as lower and upper bounds in the manner of [Black, Dan A., Berger, Mark C., and Scott, Frank C., (2000). 'Bounding Parameter Estimates with Nonclassical Measurement Error', Journal of the American Statistical Association, Vol. 95, No.451, pp.739-748], it is shown that the bounds on the return to schooling in Australia are much tighter than in [Ashenfelter, Orley and Krueger, Alan, (1994). 'Estimates of the Economic Return to Schooling from a New Sample of Twins', American Economic Review, Vol. 84, No. 5, pp. 1157-73], and the return is bounded at a much lower level than in the US. (c) 2005 Elsevier B.V. All rights reserved.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The objective of this study was to investigate the number of glomerular profiles that are required for accurate estimates of mean profile area in a renal biopsy series. Slides from 384 renal biopsies from one center were reviewed. They contained a median of seven glomerular profiles or of four profiles without sclerosis. Profile areas were measured using stereologic point counting. The true individual mean for each biopsy was calculated and the true population mean for groups of biopsies derived. Individual and population random sample means then were calculated from a random sampling of profiles in each biopsy and were compared with true means for the same biopsies. The effect on the true population means of the entire group of biopsies was also assessed, as the minimum number of glomerular profiles that were required for inclusion was changed. In a single biopsy, random sampling of >= 10 profiles without exclusions and of eight profiles or more without sclerosis reliably estimated the true mean areas. In a group of 30 biopsies, random sampling of five or more glomeruli per biopsy reliably estimated the true population mean. In the aggregate series, inclusion of all 384 biopsies produced the most robust true population mean; the reliability of the estimates decreased as the numbers of eligible biopsies diminished with increasing requisite minimum numbers of profiles per biopsy. We conclude that, while >= 10 profiles might be needed for reliable area estimates in a single biopsy, far fewer profiles per biopsy can suffice when groups of biopsies are studied. In analyses of groups of biopsies, all available biopsies should be used without consideration of the number of glomerular profiles in each. Stipulation of a specific minimum number of glomeruli in each biopsy for inclusion reduces the power of analyses because fewer biopsies are available for evaluation.