Optimal robust estimates using the Hellinger distance

Optimal robust M-estimates of a multidimensional parameter are described using Hampel's infinitesimal approach. The optimal estimates are derived by minimizing a measure of efficiency under the model, subject to a bounded measure of infinitesimal robustness. To this purpose we define measures of efficiency and infinitesimal sensitivity based on the Hellinger distance.We show that these two measures coincide with similar ones defined by Yohai using the Kullback-Leibler divergence, and therefore the corresponding optimal estimates coincide too.We also give an example where we fit a negative binomial distribution to a real dataset of "days of stay in hospital" using the optimal robust estimates.

Recursive linear estimation for general discrete-time descriptor systems

This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.

2D PCA-Based localization for mobile robots in unstructured environments

In this paper a new PCA-based positioning sensor and localization system for mobile robots to operate in unstructured environments (e. g. industry, services, domestic ...) is proposed and experimentally validated. The inexpensive positioning system resorts to principal component analysis (PCA) of images acquired by a video camera installed onboard, looking upwards to the ceiling. This solution has the advantage of avoiding the need of selecting and extracting features. The principal components of the acquired images are compared with previously registered images, stored in a reduced onboard image database, and the position measured is fused with odometry data. The optimal estimates of position and slippage are provided by Kalman filters, with global stable error dynamics. The experimental validation reported in this work focuses on the results of a set of experiments carried out in a real environment, where the robot travels along a lawn-mower trajectory. A small position error estimate with bounded co-variance was always observed, for arbitrarily long experiments, and slippage was estimated accurately in real time.

Vector flow mapping using plane wave ultrasound imaging

Les diagnostics cliniques des maladies cardio-vasculaires sont principalement effectués à l’aide d’échographies Doppler-couleur malgré ses restrictions : mesures de vélocité dépendantes de l’angle ainsi qu’une fréquence d’images plus faible à cause de focalisation traditionnelle. Deux études, utilisant des approches différentes, adressent ces restrictions en utilisant l’imagerie à onde-plane, post-traitée avec des méthodes de délai et sommation et d’autocorrélation. L’objectif de la présente étude est de ré-implémenté ces méthodes pour analyser certains paramètres qui affecte la précision des estimations de la vélocité du flux sanguin en utilisant le Doppler vectoriel 2D. À l’aide d’expériences in vitro sur des flux paraboliques stationnaires effectuées avec un système Verasonics, l’impact de quatre paramètres sur la précision de la cartographie a été évalué : le nombre d’inclinaisons par orientation, la longueur d’ensemble pour les images à orientation unique, le nombre de cycles par pulsation, ainsi que l’angle de l’orientation pour différents flux. Les valeurs optimales sont de 7 inclinaisons par orientation, une orientation de ±15° avec 6 cycles par pulsation. La précision de la reconstruction est comparable à l’échographie Doppler conventionnelle, tout en ayant une fréquence d’image 10 à 20 fois supérieure, permettant une meilleure caractérisation des transitions rapides qui requiert une résolution temporelle élevée.

Nutrition of chicks and layers

When formulating least-cost poultry diets, ME concentration should be optimised by an iterative procedure, not entered as a fixed value. This iteration must calculate profit margins by taking into account the way in which feed intake and saleable outputs vary with ME concentration. In the case of broilers, adjustment of critical amino acid contents in direct proportion to ME concentration does not result in birds of equal fatness. To avoid an increase in fat deposition at higher energy levels, it is proposed that amino acid specifications should be adjusted in proportion to changes in the net energy supplied by the feed. A model is available which will both interpret responses to amino acids in laying trials and give economically optimal estimates of amino acid inputs for practical feed formulation. Flocks coming into lay and flocks nearing the end of the pullet year have bimodal distributions of rates of lay, with the result that calculations of requirement based on mean output will underestimate the optimal amino acid input for the flock. Chick diets containing surplus protein can lead to impaired utilisation of the first-limiting amino acid. This difficulty can be avoided by stating amino acid requirements as a proportion of the protein.

Adjoint methods in data assimilation for estimating model error

Data assimilation aims to incorporate measured observations into a dynamical system model in order to produce accurate estimates of all the current (and future) state variables of the system. The optimal estimates minimize a variational principle and can be found using adjoint methods. The model equations are treated as strong constraints on the problem. In reality, the model does not represent the system behaviour exactly and errors arise due to lack of resolution and inaccuracies in physical parameters, boundary conditions and forcing terms. A technique for estimating systematic and time-correlated errors as part of the variational assimilation procedure is described here. The modified method determines a correction term that compensates for model error and leads to improved predictions of the system states. The technique is illustrated in two test cases. Applications to the 1-D nonlinear shallow water equations demonstrate the effectiveness of the new procedure.

TYPE-ZERO SADDLE-NODE BIFURCATIONS AND STABILITY REGION ESTIMATION OF NONLINEAR AUTONOMOUS DYNAMICAL SYSTEMS

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.

Exact error estimates and optimal randomized algorithms for integration

Exact error estimates for evaluating multi-dimensional integrals are considered. An estimate is called exact if the rates of convergence for the low- and upper-bound estimate coincide. The algorithm with such an exact rate is called optimal. Such an algorithm has an unimprovable rate of convergence. The problem of existing exact estimates and optimal algorithms is discussed for some functional spaces that define the regularity of the integrand. Important for practical computations data classes are considered: classes of functions with bounded derivatives and Holder type conditions. The aim of the paper is to analyze the performance of two optimal classes of algorithms: deterministic and randomized for computing multidimensional integrals. It is also shown how the smoothness of the integrand can be exploited to construct better randomized algorithms.

Optimal convergence estimates for the trace of the polynomial L2-projection operator on a simplex

In this paper we study convergence of the L2-projection onto the space of polynomials up to degree p on a simplex in Rd, d >= 2. Optimal error estimates are established in the case of Sobolev regularity and illustrated on several numerical examples. The proof is based on the collapsed coordinate transform and the expansion into various polynomial bases involving Jacobi polynomials and their antiderivatives. The results of the present paper generalize corresponding estimates for cubes in Rd from [P. Houston, C. Schwab, E. Süli, Discontinuous hp-finite element methods for advection-diffusion-reaction problems. SIAM J. Numer. Anal. 39 (2002), no. 6, 2133-2163].

Near-optimal mean value estimates for multidimensional Weyl sums

We obtain sharp estimates for multidimensional generalisations of Vinogradov’s mean value theorem for arbitrary translation-dilation invariant systems, achieving constraints on the number of variables approaching those conjectured to be the best possible. Several applications of our bounds are discussed.

Modelling socially optimal land allocations for sugar cane growing in North Queensland: a linked mathematical programming and choice modelling study

A modelling framework is developed to determine the joint economic and environmental net benefits of alternative land allocation strategies. Estimates of community preferences for preservation of natural land, derived from a choice modelling study, are used as input to a model of agricultural production in an optimisation framework. The trade-offs between agricultural production and environmental protection are analysed using the sugar industry of the Herbert River district of north Queensland as an example. Spatially-differentiated resource attributes and the opportunity costs of natural land determine the optimal tradeoffs between production and conservation for a range of sugar prices.

How Optimal is US Monetary Policy?

Most of the literature estimating DSGE models for monetary policy analysis assume that policy follows a simple rule. In this paper we allow policy to be described by various forms of optimal policy - commitment, discretion and quasi-commitment. We find that, even after allowing for Markov switching in shock variances, the inflation target and/or rule parameters, the data preferred description of policy is that the US Fed operates under discretion with a marked increase in conservatism after the 1970s. Parameter estimates are similar to those obtained under simple rules, except that the degree of habits is significantly lower and the prevalence of cost-push shocks greater. Moreover, we find that the greatest welfare gains from the ‘Great Moderation’ arose from the reduction in the variances in shocks hitting the economy, rather than increased inflation aversion. However, much of the high inflation of the 1970s could have been avoided had policy makers been able to commit, even without adopting stronger anti-inflation objectives. More recently the Fed appears to have temporarily relaxed policy following the 1987 stock market crash, and has lost, without regaining, its post-Volcker conservatism following the bursting of the dot-com bubble in 2000.

An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area

We estimate a New Keynesian DSGE model for the Euro area under alternative descriptions of monetary policy (discretion, commitment or a simple rule) after allowing for Markov switching in policy maker preferences and shock volatilities. This reveals that there have been several changes in Euro area policy making, with a strengthening of the anti-inflation stance in the early years of the ERM, which was then lost around the time of German reunification and only recovered following the turnoil in the ERM in 1992. The ECB does not appear to have been as conservative as aggregate Euro-area policy was under Bundesbank leadership, and its response to the financial crisis has been muted. The estimates also suggest that the most appropriate description of policy is that of discretion, with no evidence of commitment in the Euro-area. As a result although both ‘good luck’ and ‘good policy’ played a role in the moderation of inflation and output volatility in the Euro-area, the welfare gains would have been substantially higher had policy makers been able to commit. We consider a range of delegation schemes as devices to improve upon the discretionary outcome, and conclude that price level targeting would have achieved welfare levels close to those attained under commitment, even after accounting for the existence of the Zero Lower Bound on nominal interest rates.

An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area

We estimate a New Keynesian DSGE model for the Euro area under alternative descriptions of monetary policy (discretion, commitment or a simple rule) after allowing for Markov switching in policy maker preferences and shock volatilities. This reveals that there have been several changes in Euro area policy making, with a strengthening of the anti-inflation stance in the early years of the ERM, which was then lost around the time of German reunification and only recovered following the turnoil in the ERM in 1992. The ECB does not appear to have been as conservative as aggregate Euro-area policy was under Bundesbank leadership, and its response to the financial crisis has been muted. The estimates also suggest that the most appropriate description of policy is that of discretion, with no evidence of commitment in the Euro-area. As a result although both ‘good luck’ and ‘good policy’ played a role in the moderation of inflation and output volatility in the Euro-area, the welfare gains would have been substantially higher had policy makers been able to commit. We consider a range of delegation schemes as devices to improve upon the discretionary outcome, and conclude that price level targeting would have achieved welfare levels close to those attained under commitment, even after accounting for the existence of the Zero Lower Bound on nominal interest rates.