Dichteschätzung mit Wavelets

Es soll eine Dichtefunktion geschätzt werden unter der Modellannahme, dass diese in einer geeigneten Besovklasse liegt und kompakten Träger hat. Hierzu wird ein Waveletschätzer TW näher untersucht, der Thresholding-Methoden verwendet. Es wird die asymptotische Konvergenzgeschwindigkeit von TW für eine große Zahl von Beobachtungen angegeben und bewiesen. Schließlich werden in einem Überblick weitere Waveletschätzer diskutiert und mit TW verglichen. Es zeigt sich, dass TW in vielen Modellannahmen die optimale Konvergenzrate erreicht.

Traffic density estimation of signalised arterials with stop line detector and probe data

This research aims to develop a reliable density estimation method for signalised arterials based on cumulative counts from upstream and downstream detectors. In order to overcome counting errors associated with urban arterials with mid-link sinks and sources, CUmulative plots and Probe Integration for Travel timE estimation (CUPRITE) is employed for density estimation. The method, by utilizing probe vehicles’ samples, reduces or cancels the counting inconsistencies when vehicles’ conservation is not satisfied within a section. The method is tested in a controlled environment, and the authors demonstrate the effectiveness of CUPRITE for density estimation in a signalised section, and discuss issues associated with the method.

Traffic density estimation of signalised arterials with stop line detector and probe data

This research aims to develop a reliable density estimation method for signalised arterials based on cumulative counts from upstream and downstream detectors. In order to overcome counting errors associated with urban arterials with mid-link sinks and sources, CUmulative plots and Probe Integration for Travel timE estimation (CUPRITE) is employed for density estimation. The method, by utilizing probe vehicles’ samples, reduces or cancels the counting inconsistencies when vehicles’ conservation is not satisfied within a section. The method is tested in a controlled environment, and the authors demonstrate the effectiveness of CUPRITE for density estimation in a signalised section, and discuss issues associated with the method.

Simulation-based density estimation for time series using covariate data

This paper proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications.

Computationally Efficient Methods for MDL-Optimal Density Estimation and Data Clustering

The Minimum Description Length (MDL) principle is a general, well-founded theoretical formalization of statistical modeling. The most important notion of MDL is the stochastic complexity, which can be interpreted as the shortest description length of a given sample of data relative to a model class. The exact definition of the stochastic complexity has gone through several evolutionary steps. The latest instantation is based on the so-called Normalized Maximum Likelihood (NML) distribution which has been shown to possess several important theoretical properties. However, the applications of this modern version of the MDL have been quite rare because of computational complexity problems, i.e., for discrete data, the definition of NML involves an exponential sum, and in the case of continuous data, a multi-dimensional integral usually infeasible to evaluate or even approximate accurately. In this doctoral dissertation, we present mathematical techniques for computing NML efficiently for some model families involving discrete data. We also show how these techniques can be used to apply MDL in two practical applications: histogram density estimation and clustering of multi-dimensional data.

Contributions to the efficient use of general purpose coprocessors: kernel density estimation as case study

142 p.

Articulated Pose Estimation in a Learned Smooth Space of Feasible Solutions

A learning based framework is proposed for estimating human body pose from a single image. Given a differentiable function that maps from pose space to image feature space, the goal is to invert the process: estimate the pose given only image features. The inversion is an ill-posed problem as the inverse mapping is a one to many process. Hence multiple solutions exist, and it is desirable to restrict the solution space to a smaller subset of feasible solutions. For example, not all human body poses are feasible due to anthropometric constraints. Since the space of feasible solutions may not admit a closed form description, the proposed framework seeks to exploit machine learning techniques to learn an approximation that is smoothly parameterized over such a space. One such technique is Gaussian Process Latent Variable Modelling. Scaled conjugate gradient is then used find the best matching pose in the space of feasible solutions when given an input image. The formulation allows easy incorporation of various constraints, e.g. temporal consistency and anthropometric constraints. The performance of the proposed approach is evaluated in the task of upper-body pose estimation from silhouettes and compared with the Specialized Mapping Architecture. The estimation accuracy of the Specialized Mapping Architecture is at least one standard deviation worse than the proposed approach in the experiments with synthetic data. In experiments with real video of humans performing gestures, the proposed approach produces qualitatively better estimation results.

Extension of the Ye and Shreeve group contribution method for density estimation of ionic liquids in a wide range of temperatures and pressures

An extension of the Ye and Shreeve group contribution method [C. Ye, J.M. Shreeve, J. Phys. Chem. A 111 (2007) 1456–1461] for the estimation of densities of ionic liquids (ILs) is here proposed. The new version here presented allows the estimation of densities of ionic liquids in wide ranges of temperature and pressure using the previously proposed parameter table. Coefficients of new density correlation proposed were estimated using experimental densities of nine imidazolium-based ionic liquids. The new density correlation was tested against experimental densities available in literature for ionic liquids based on imidazolium, pyridinium, pyrrolidinium and phosphonium cations. Predicted densities are in good agreement with experimental literature data in a wide range of temperatures (273.15–393.15 K) and pressures (0.10–100 MPa). For imidazolium-based ILs, the mean percent deviation (MPD) is 0.45% and 1.49% for phosphonium-based ILs. A low MPD ranging from 0.41% to 1.57% was also observed for pyridinium and pyrrolidinium-based ILs.

Multivariate Density Estimation: An SVM Approach

We formulate density estimation as an inverse operator problem. We then use convergence results of empirical distribution functions to true distribution functions to develop an algorithm for multivariate density estimation. The algorithm is based upon a Support Vector Machine (SVM) approach to solving inverse operator problems. The algorithm is implemented and tested on simulated data from different distributions and different dimensionalities, gaussians and laplacians in $R^2$ and $R^{12}$. A comparison in performance is made with Gaussian Mixture Models (GMMs). Our algorithm does as well or better than the GMMs for the simulations tested and has the added advantage of being automated with respect to parameters.

Risk Bounds for Mixture Density Estimation

In this paper we focus on the problem of estimating a bounded density using a finite combination of densities from a given class. We consider the Maximum Likelihood Procedure (MLE) and the greedy procedure described by Li and Barron. Approximation and estimation bounds are given for the above methods. We extend and improve upon the estimation results of Li and Barron, and in particular prove an $O(\\frac{1}{\\sqrt{n}})$ bound on the estimation error which does not depend on the number of densities in the estimated combination.