Estimation of dynamic latent variable models using simulated nonparametric moments

Abstract. Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Because conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. It is shown that as the number of simulations diverges, the estimator is consistent and a higher-order expansion reveals the stochastic difference between the infeasible GMM estimator based on the same moment conditions and the simulated version. In particular, we show how to adjust standard errors to account for the simulations. Monte Carlo results show how the estimator may be applied to a range of dynamic latent variable (DLV) models, and that it performs well in comparison to several other estimators that have been proposed for DLV models.

Spectral analysis of random sparse matrices

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Relating the permeability of quartz sands to their grain size and spectral induced polarization characteristics

Recently, Revil & Florsch proposed a novel mechanistic model based on the polarization of the Stern layer relating the permeability of granular media to their spectral induced polarization (SIP) characteristics based on the formation of polarized cells around individual grains. To explore the practical validity of this model, we compare it to pertinent laboratory measurements on samples of quartz sands with a wide range of granulometric characteristics. In particular, we measure the hydraulic and SIP characteristics of all samples both in their loose, non-compacted and compacted states, which might allow for the detection of polarization processes that are independent of the grain size. We first verify the underlying grain size/permeability relationship upon which the model of Revil & Florsch is based and then proceed to compare the observed and predicted permeability values for our samples by substituting the grain size characteristics by corresponding SIP parameters, notably the so-called Cole-Cole time constant. In doing so, we also asses the quantitative impact of an observed shift in the Cole-Cole time constant related to textural variations in the samples and observe that changes related to the compaction of the samples are not relevant for the corresponding permeability predictions. We find that the proposed model does indeed provide an adequate prediction of the overall trend of the observed permeability values, but underestimates their actual values by approximately one order-of-magnitude. This discrepancy in turn points to the potential importance of phenomena, which are currently not accounted for in the model and which tend to reduce the characteristic size of the prevailing polarization cells compared to the considered model, such as, for example, membrane polarization, contacts of double-layers of neighbouring grains, and incorrect estimation of the size of the polarized cells because of the irregularity of natural sand grains.

On spectral properties of the modified convolution operator

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Krein's strings whose spectral functions are of polynomial growth

In case Krein's strings with spectral functions of polynomial growth a necessary and su fficient condition for the Krein's correspondence to be continuous is given.

Weighted Logratio Biplots, Correspondence Analysis and Spectral Maps

Starting with logratio biplots for compositional data, which are based on the principle of subcompositional coherence, and then adding weights, as in correspondence analysis, we rediscover Lewi's spectral map and many connections to analyses of two-way tables of non-negative data. Thanks to the weighting, the method also achieves the property of distributional equivalence

Evaluation of a linear spectral mixture model and vegetation indices (NDVI and EVI) in a study of schistosomiasis mansoni and Biomphalaria glabrata distribution in the state of Minas Gerais, Brazil

This paper analyses the associations between Normalized Difference Vegetation Index (NDVI) and Enhanced Vegetation Index (EVI) on the prevalence of schistosomiasis and the presence of Biomphalaria glabrata in the state of Minas Gerais (MG), Brazil. Additionally, vegetation, soil and shade fraction images were created using a Linear Spectral Mixture Model (LSMM) from the blue, red and infrared channels of the Moderate Resolution Imaging Spectroradiometer spaceborne sensor and the relationship between these images and the prevalence of schistosomiasis and the presence of B. glabrata was analysed. First, we found a high correlation between the vegetation fraction image and EVI and second, a high correlation between soil fraction image and NDVI. The results also indicate that there was a positive correlation between prevalence and the vegetation fraction image (July 2002), a negative correlation between prevalence and the soil fraction image (July 2002) and a positive correlation between B. glabrata and the shade fraction image (July 2002). This paper demonstrates that the LSMM variables can be used as a substitute for the standard vegetation indices (EVI and NDVI) to determine and delimit risk areas for B. glabrata and schistosomiasis in MG, which can be used to improve the allocation of resources for disease control.

Pla de màrqueting de l’hotel Moments de Film

Treball sobre la creació d’un pla de màrqueting d’un hotel temàtic fictici. Aquest sorgeix d’un objectiu secundari fruit d’una motivació personal amb interès cap a la coneixença dels hotels temàtics, que responia a les següents preguntes: Què és un hotel temàtic? Quins tipus d’hotels temàtics podem trobar? Quan sorgeixen els hotels temàtics? El Pla de Màrqueting representa el desenvolupament d’una idea creativa, imaginant que els hotels poden ser molt més que un simple allotjament. Poden esdevenir llocs que poden conduir cap al món de les sensacions i de les experiències úniques

On spectral approximation, Folner sequences and crossed products

In this article we review first some of the possibilities in which the notions of Fo lner sequences and quasidiagonality have been applied to spectral approximation problems. We construct then a canonical Fo lner sequence for the crossed product of a concrete C* -algebra and a discrete amenable group. We apply our results to the rotation algebra (which contains interesting operators like almost Mathieu operators or periodic magnetic Schrödinger operators on graphs) and the C* -algebra generated by bounded Jacobi operators.

Parametrization of spectral surfaces of a class of periodic 5-diagonal matrices

The main result of this work is a parametric description of the spectral surfaces of a class of periodic 5-diagonal matrices, related to the strong moment problem. This class is a self-adjoint twin of the class of CMV matrices. Jointly they form the simplest possible classes of 5-diagonal matrices.