978 resultados para nadaraya-Watson estimator


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Macro-steatosis in deceased donor livers is increasingly prevalent and is associated with poor or non-function of the liver upon reperfusion. Current assessment of the extent of steatosis depends upon the macroscopic assessment of the liver by the surgeon and histological examination, if available. In this paper we demonstrate electrical and optical spectroscopy techniques which quantitatively characterize fatty infiltration in liver tissue. Optical spectroscopy showed a correlation coefficient of 0.85 in humans when referenced to clinical hematoxylin and eosin (H&E) sections in 20 human samples. With further development, an optical probe may provide a comprehensive measure of steatosis across the liver at the time of procurement.

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Sensor networks can be naturally represented as graphical models, where the edge set encodes the presence of sparsity in the correlation structure between sensors. Such graphical representations can be valuable for information mining purposes as well as for optimizing bandwidth and battery usage with minimal loss of estimation accuracy. We use a computationally efficient technique for estimating sparse graphical models which fits a sparse linear regression locally at each node of the graph via the Lasso estimator. Using a recently suggested online, temporally adaptive implementation of the Lasso, we propose an algorithm for streaming graphical model selection over sensor networks. With battery consumption minimization applications in mind, we use this algorithm as the basis of an adaptive querying scheme. We discuss implementation issues in the context of environmental monitoring using sensor networks, where the objective is short-term forecasting of local wind direction. The algorithm is tested against real UK weather data and conclusions are drawn about certain tradeoffs inherent in decentralized sensor networks data analysis. © 2010 The Author. Published by Oxford University Press on behalf of The British Computer Society. All rights reserved.

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Distorsiones de la estimación subjetiva de éxito / Guillermo Macbeth ; Eugenia Razumiejczyk ; Nuria Cortada de Cohan -- Supuestos Antropológicos de la terapéutica / Juan Manuel Rubio -- Diferencias de personalidad entre deportistas y no deportistas, a través del 16 PF. / Félix Gullén García -- Evaluación de la competencia crítica a través del test de Watson-Glaser. Exploración de sus cualidades psicométricas / Elizabeth Da Dal de Mangione ; Hilda Difabio de Anglat -- Confianza Institucional y el rol mediador de creencias y valores / Elena Zubieta ; Gisela Delfino ; Omar Fernández -- Recensiones del autor -- Recensiones bibliográficas

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Approximate Bayesian computation (ABC) is a popular technique for analysing data for complex models where the likelihood function is intractable. It involves using simulation from the model to approximate the likelihood, with this approximate likelihood then being used to construct an approximate posterior. In this paper, we consider methods that estimate the parameters by maximizing the approximate likelihood used in ABC. We give a theoretical analysis of the asymptotic properties of the resulting estimator. In particular, we derive results analogous to those of consistency and asymptotic normality for standard maximum likelihood estimation. We also discuss how sequential Monte Carlo methods provide a natural method for implementing our likelihood-based ABC procedures.

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Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively. Essentially, it is an on-line or "forward only" implementation of a forward filtering backward smoothing SMC algorithm proposed by Doucet, Godsill and Andrieu (2000). Compared to the standard \emph{path space} SMC estimator whose asymptotic variance increases quadratically with time even under favorable mixing assumptions, the non asymptotic variance of the proposed SMC estimator only increases linearly with time. We show how this allows us to perform recursive parameter estimation using an SMC implementation of an on-line version of the Expectation-Maximization algorithm which does not suffer from the particle path degeneracy problem.

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This paper estimates a standard version of the New Keynesian monetary (NKM) model under alternative specifications of the monetary policy rule using U.S. and Eurozone data. The estimation procedure implemented is a classical method based on the indirect inference principle. An unrestricted VAR is considered as the auxiliary model. On the one hand, the estimation method proposed overcomes some of the shortcomings of using a structural VAR as the auxiliary model in order to identify the impulse response that defines the minimum distance estimator implemented in the literature. On the other hand, by following a classical approach we can further assess the estimation results found in recent papers that follow a maximum-likelihood Bayesian approach. The estimation results show that some structural parameter estimates are quite sensitive to the specification of monetary policy. Moreover, the estimation results in the U.S. show that the fit of the NKM under an optimal monetary plan is much worse than the fit of the NKM model assuming a forward-looking Taylor rule. In contrast to the U.S. case, in the Eurozone the best fit is obtained assuming a backward-looking Taylor rule, but the improvement is rather small with respect to assuming either a forward-looking Taylor rule or an optimal plan.

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Using US data for the period 1967:5-2002:4, this paper empirically investigates the performance of a Fed’s reaction function (FRF) that (i) allows for the presence of switching regimes, (ii) considers the long-short term spread in addition to the typical variables, (iii) uses an alternative monthly indicator of general economic activity suggested by Stock and Watson (1999), and (iv) considers interest rate smoothing. The estimation results show the existence of three switching regimes, two characterized by low volatility and the remaining regime by high volatility. Moreover, the scale of the responses of the Federal funds rate to movements in the rate of inflation and the economic activity index depends on the regime. The estimation results also show robust empirical evidence that the importance of the term spread in the FRF has increased over the sample period and the FRF has been more stable during the term of office of Chairman Greenspan than in the pre-Greenspan period.

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Published as an article in: Investigaciones Economicas, 2005, vol. 29, issue 3, pages 483-523.

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Using US data for the period 1967:5-2002:4, this paper empirically investigates the performance of an augmented version of the Taylor rule (ATR) that (i) allows for the presence of switching regimes, (ii) considers the long-short term spread in addition to the typical variables, (iii) uses an alternative monthly indicator of general economic activity suggested by Stock and Watson (1999), and (iv) considers interest rate smoothing. The estimation results show the existence of switching regimes, one characterized by low volatility and the other by high volatility. Moreover, the scale of the responses of the Federal funds rate to movements in the term spread, inflation and the economic activity index depend on the regime. The estimation results also show robust empirical evidence that the ATR has been more stable during the term of office of Chairman Greenspan than in the pre-Greenspan period. However, a closer look at the Greenspan period shows the existence of two alternative regimes and that the response of the Fed funds rate to inflation has not been significant during this period once the term spread is considered.

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This is a report to the California Department of Fish and Game. Between 2003 and 2008, the Foundation of CSUMB produced fish habitat maps and GIS layers for CDFG based on CDFG field data. This report describes the data entry, mapping, and website construction procedures associated with the project. Included are the maps that have been constructed. This report marks the completion of the Central Coast region South District Basin Planning and Habitat Mapping Project. (Document contains 40 pages)

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ESSP 660 Advanced Watershed Science and Policy is a graduate class taught in the Master of Science in Coastal and Watershed Science & Policy program at California State University Monterey Bay. In 2007, the class was taught in four 4-week modules, each focusing on making a small contribution to a local watershed issue. This report describes the results of one of those 4-week modules – on Carmel Lagoon Water Quality and Ecology. The module was lead instructed by Fred Watson (CSUMB) and Kevan Urquhart (MPWMD). (Document contains 54 pages)

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The Carr Lake Project aims to convert Carr Lake’s 450 acres of agriculture fields into a regional multi-use park that will benefit flood protection, water quality, and wildlife habitat, while also providing additional recreational areas for the local community. The Project is represented by an informal consortium of interested parties including the Watershed Institute of California State University Monterey Bay, The City of Salinas, 1000 Friends of Carr Lake, and the Big Sur Land Trust. (Document contains 54 pages)

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This is a report to the California Department of Parks and Recreation. It describes water quality and aquatic invertebrate monitoring after the construction of the Carmel River Lagoon Enhancement Project. Included are data that have been collected for two years and preliminary assessment of the enhanced ecosystem. This report marks the completion of 3-years of monitoring water quality and aquatic habitat. The report adopts the same format and certain background text from previous years’ reporting by the same research group (e.g. Larson et al., 2005). (Document contains 100 pages)