Robust Estimators of the Generalized Log-Gamma Distribution

We propose robust estimators of the generalized log-gamma distribution and, more generally, of location-shape-scale families of distributions. A (weighted) Q tau estimator minimizes a tau scale of the differences between empirical and theoretical quantiles. It is n(1/2) consistent; unfortunately, it is not asymptotically normal and, therefore, inconvenient for inference. However, it is a convenient starting point for a one-step weighted likelihood estimator, where the weights are based on a disparity measure between the model density and a kernel density estimate. The one-step weighted likelihood estimator is asymptotically normal and fully efficient under the model. It is also highly robust under outlier contamination. Supplementary materials are available online.

Stochastic Optimization in Robust Statistic

2000 Mathematics Subject Classification: 62J05, 62G35

UNIFORM DISSIPATIVENESS, ROBUST SYNCHRONIZATION AND LOCATION OF THE ATTRACTOR OF PARAMETRIZED NONAUTONOMOUS DISCRETE SYSTEMS

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.

Robust Estimates of the Negative Binomial Model

We consider robust parametric procedures for univariate discrete distributions, focusing on the negative binomial model. The procedures are based on three steps: ?First, a very robust, but possibly inefficient, estimate of the model parameters is computed. ?Second, this initial model is used to identify outliers, which are then removed from the sample. ?Third, a corrected maximum likelihood estimator is computed with the remaining observations. The final estimate inherits the breakdown point (bdp) of the initial one and its efficiency can be significantly higher. Analogous procedures were proposed in [1], [2], [5] for the continuous case. A comparison of the asymptotic bias of various estimates under point contamination points out the minimum Neyman's chi-squared disparity estimate as a good choice for the initial step. Various minimum disparity estimators were explored by Lindsay [4], who showed that the minimum Neyman's chi-squared estimate has a 50% bdp under point contamination; in addition, it is asymptotically fully efficient at the model. However, the finite sample efficiency of this estimate under the uncontaminated negative binomial model is usually much lower than 100% and the bias can be strong. We show that its performance can then be greatly improved using the three step procedure outlined above. In addition, we compare the final estimate with the procedure described in

Robust dynamics of Amazon dieback to climate change with perturbed ecosystem model parameters

Climate change science is increasingly concerned with methods for managing and integrating sources of uncertainty from emission storylines, climate model projections, and ecosystem model parameterizations. In tropical ecosystems, regional climate projections and modeled ecosystem responses vary greatly, leading to a significant source of uncertainty in global biogeochemical accounting and possible future climate feedbacks. Here, we combine an ensemble of IPCC-AR4 climate change projections for the Amazon Basin (eight general circulation models) with alternative ecosystem parameter sets for the dynamic global vegetation model, LPJmL. We evaluate LPJmL simulations of carbon stocks and fluxes against flux tower and aboveground biomass datasets for individual sites and the entire basin. Variability in LPJmL model sensitivity to future climate change is primarily related to light and water limitations through biochemical and water-balance-related parameters. Temperature-dependent parameters related to plant respiration and photosynthesis appear to be less important than vegetation dynamics (and their parameters) for determining the magnitude of ecosystem response to climate change. Variance partitioning approaches reveal that relationships between uncertainty from ecosystem dynamics and climate projections are dependent on geographic location and the targeted ecosystem process. Parameter uncertainty from the LPJmL model does not affect the trajectory of ecosystem response for a given climate change scenario and the primary source of uncertainty for Amazon 'dieback' results from the uncertainty among climate projections. Our approach for describing uncertainty is applicable for informing and prioritizing policy options related to mitigation and adaptation where long-term investments are required.

Robust classification of SAR imagery

In this work the G(A)(0) distribution is assumed as the universal model for amplitude Synthetic Aperture (SAR) imagery data under the Multiplicative Model. The observed data, therefore, is assumed to obey a G(A)(0) (alpha; gamma, n) law, where the parameter n is related to the speckle noise, and (alpha, gamma) are related to the ground truth, giving information about the background. Therefore, maps generated by the estimation of (alpha, gamma) in each coordinate can be used as the input for classification methods. Maximum likelihood estimators are derived and used to form estimated parameter maps. This estimation can be hampered by the presence of corner reflectors, man-made objects used to calibrate SAR images that produce large return values. In order to alleviate this contamination, robust (M) estimators are also derived for the universal model. Gaussian Maximum Likelihood classification is used to obtain maps using hard-to-deal-with simulated data, and the superiority of robust estimation is quantitatively assessed.

A Robust Parser of Czech

Mr. Kubon's project was inspired by the growing need for an automatic, syntactic analyser (parser) of Czech, which could be used in the syntactic processing of large amounts of texts. Mr. Kubon notes that such a tool would be very useful, especially in the field of corpus linguistics, where creating a large-scale "tree bank" (a collection of syntactic representations of natural language sentences) is a very important step towards the investigation of the properties of a given language. The work involved in syntactically parsing a whole corpus in order to get a representative set of syntactic structures would be almost inconceivable without the help of some kind of robust (semi)automatic parser. The need for the automatic natural language parser to be robust increases with the size of the linguistic data in the corpus or in any other kind of text which is going to be parsed. Practical experience shows that apart from syntactically correct sentences, there are many sentences which contain a "real" grammatical error. These sentences may be corrected in small-scale texts, but not generally in the whole corpus. In order to be able to complete the overall project, it was necessary to address a number of smaller problems. These were; 1. the adaptation of a suitable formalism able to describe the formal grammar of the system; 2. the definition of the structure of the system's dictionary containing all relevant lexico-syntactic information, and the development of a formal grammar able to robustly parse Czech sentences from the test suite; 3. filling the syntactic dictionary with sample data allowing the system to be tested and debugged during its development (about 1000 words); 4. the development of a set of sample sentences containing a reasonable amount of grammatical and ungrammatical phenomena covering some of the most typical syntactic constructions being used in Czech. Number 3, building a formal grammar, was the main task of the project. The grammar is of course far from complete (Mr. Kubon notes that it is debatable whether any formal grammar describing a natural language may ever be complete), but it covers the most frequent syntactic phenomena, allowing for the representation of a syntactic structure of simple clauses and also the structure of certain types of complex sentences. The stress was not so much on building a wide coverage grammar, but on the description and demonstration of a method. This method uses a similar approach as that of grammar-based grammar checking. The problem of reconstructing the "correct" form of the syntactic representation of a sentence is closely related to the problem of localisation and identification of syntactic errors. Without a precise knowledge of the nature and location of syntactic errors it is not possible to build a reliable estimation of a "correct" syntactic tree. The incremental way of building the grammar used in this project is also an important methodological issue. Experience from previous projects showed that building a grammar by creating a huge block of metarules is more complicated than the incremental method, which begins with the metarules covering most common syntactic phenomena first, and adds less important ones later, especially from the point of view of testing and debugging the grammar. The sample of the syntactic dictionary containing lexico-syntactical information (task 4) now has slightly more than 1000 lexical items representing all classes of words. During the creation of the dictionary it turned out that the task of assigning complete and correct lexico-syntactic information to verbs is a very complicated and time-consuming process which would itself be worth a separate project. The final task undertaken in this project was the development of a method allowing effective testing and debugging of the grammar during the process of its development. The problem of the consistency of new and modified rules of the formal grammar with the rules already existing is one of the crucial problems of every project aiming at the development of a large-scale formal grammar of a natural language. This method allows for the detection of any discrepancy or inconsistency of the grammar with respect to a test-bed of sentences containing all syntactic phenomena covered by the grammar. This is not only the first robust parser of Czech, but also one of the first robust parsers of a Slavic language. Since Slavic languages display a wide range of common features, it is reasonable to claim that this system may serve as a pattern for similar systems in other languages. To transfer the system into any other language it is only necessary to revise the grammar and to change the data contained in the dictionary (but not necessarily the structure of primary lexico-syntactic information). The formalism and methods used in this project can be used in other Slavic languages without substantial changes.

The Dissociation of Location and Object Working Memory using fMRI and MEG

Visual working memory (VWM) involves maintaining and processing visual information, often for the purpose of making immediate decisions. Neuroimaging experiments of VWM provide evidence in support of a neural system mainly involving a fronto-parietal neuronal network, but the role of specific brain areas is less clear. A proposal that has recently generated considerable debate suggests that a dissociation of object and location VWM occurs within the prefrontal cortex, in dorsal and ventral regions, respectively. However, re-examination of the relevant literature presents a more robust distribution suggestive of a general caudal-rostral dissociation from occipital and parietal structures, caudally, to prefrontal regions, rostrally, corresponding to location and object memory, respectively. The purpose of the present study was to identify a dissociation of location and object VWM across two imaging methods (magnetoencephalography, MEG, and functional magnetic imaging, fMRI). These two techniques provide complimentary results due the high temporal resolution of MEG and the high spatial resolution of fMRI. The use of identical location and object change detection tasks was employed across techniques and reported for the first time. Moreover, this study is the first to use matched stimulus displays across location and object VWM conditions. The results from these two imaging methods provided convergent evidence of a location and object VWM dissociation favoring a general caudal-rostral rather than the more common prefrontal dorsal-ventral view. Moreover, neural activity across techniques was correlated with behavioral performance for the first time and provided convergent results. This novel approach of combining imaging tools to study memory resulted in robust evidence suggesting a novel interpretation of location and object memory. Accordingly, this study presents a novel context within which to explore the neural substrates of WM across imaging techniques and populations.

R-estimator of location of the generalized secant hyperbolic distribution

The generalized secant hyperbolic distribution (GSHD) proposed in Vaughan (2002) includes a wide range of unimodal symmetric distributions, with the Cauchy and uniform distributions being the limiting cases, and the logistic and hyperbolic secant distributions being special cases. The current article derives an asymptotically efficient rank estimator of the location parameter of the GSHD and suggests the corresponding one- and two-sample optimal rank tests. The rank estimator derived is compared to the modified MLE of location proposed in Vaughan (2002). By combining these two estimators, a computationally attractive method for constructing an exact confidence interval of the location parameter is developed. The statistical procedures introduced in the current article are illustrated by examples.

Robust Control of Flight Simulator Motion Base

The purpose of this study is to apply robust inverse dynamics control for a six-degree-of-freedom flight simulator motion system. From an implementation viewpoint, simplification of the inverse dynamics control law is introduced by assuming control law matrices as constants. The robust control strategy is applied in the outer loop of the inverse dynamic control to counteract the effects of imperfect compensation due this simplification. The control strategy is designed using the Lyapunov stability theory. Forward and inverse kinematics and a full dynamic model of a six-degree-of-freedom motion base driven by electromechanical actuators are briefly presented. A describing function, acceleration step response and some maneuvers computed from the washout filter were used to evaluate the performance of the controllers.

Robust integration of real time optimization with linear model predictive control

Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.

Atom lasers, coherent states, and coherence II. Maximally robust ensembles of pure states

As discussed in the preceding paper [Wiseman and Vaccaro, preceding paper, Phys. Rev. A 65, 043605 (2002)], the stationary state of an optical or atom laser far above threshold is a mixture of coherent field states with random phase, or, equivalently, a Poissonian mixture of number states. We are interested in which, if either, of these descriptions of rho(ss) as a stationary ensemble of pure states, is more natural. In the preceding paper we concentrated upon the question of whether descriptions such as these are physically realizable (PR). In this paper we investigate another relevant aspect of these ensembles, their robustness. A robust ensemble is one for which the pure states that comprise it survive relatively unchanged for a long time under the system evolution. We determine numerically the most robust ensembles as a function of the parameters in the laser model: the self-energy chi of the bosons in the laser mode, and the excess phase noise nu. We find that these most robust ensembles are PR ensembles, or similar to PR ensembles, for all values of these parameters. In the ideal laser limit (nu=chi=0), the most robust states are coherent states. As the phase noise or phase dispersion is increased through nu or the self-interaction of the bosons chi, respectively, the most robust states become more and more amplitude squeezed. We find scaling laws for these states, and give analytical derivations for them. As the phase diffusion or dispersion becomes so large that the laser output is no longer quantum coherent, the most robust states become so squeezed that they cease to have a well-defined coherent amplitude. That is, the quantum coherence of the laser output is manifest in the most robust PR ensemble being an ensemble of states with a well-defined coherent amplitude. This lends support to our approach of regarding robust PR ensembles as the most natural description of the state of the laser mode. It also has interesting implications for atom lasers in particular, for which phase dispersion due to self-interactions is expected to be large.

A new frontier in biodiversity inventory: a proposal for estimators of phylogenetic and functional diversity

Copyright © 2014 The Authors. Methods in Ecology and Evolution © 2014 British Ecological Society.

Multi-agent system for personalization of location-based services

The current ubiquitous network access and increase in network bandwidth are driving the sales of mobile location-aware user devices and, consequently, the development of context-aware applications, namely location-based services. The goal of this project is to provide consumers of location-based services with a richer end-user experience by means of service composition, personalization, device adaptation and continuity of service. Our approach relies on a multi-agent system composed of proxy agents that act as mediators and providers of personalization meta-services, device adaptation and continuity of service for consumers of pre-existing location-based services. These proxy agents, which have Web services interfaces to ensure a high level of interoperability, perform service composition and take in consideration the preferences of the users, the limitations of the user devices, making the usage of different types of devices seamless for the end-user. To validate and evaluate the performance of this approach, use cases were defined, tests were conducted and results gathered which demonstrated that the initial goals were successfully fulfilled.

Recent trends in Spanish income distribution: a robust picture of falling income inequality

Income distribution in Spain has experienced a substantial improvement towards equalisation during the second half of the seventies and the eighties; a period during which most OECD countries experienced the opposite trend. In spite of the many recent papers on the Spanish income distribution, the period covered by those stops in 1990. The aim of this paper is to extent the analysis to 1996 employing the same methodology and the same data set (ECPF). Our results not only corroborate the (decreasing inequality) trend found by others during the second half of the eighties, but also suggest that this trend extends over the first half of the nineties. We also show that our main conclusions are robust to changes in the equivalence scale, to changes in the definition of income and to potential data contamination. Finally, we analyse some of the causes which may be driving the overall picture of income inequality using two decomposition techniques. From this analyses three variables emerge as the major responsible factors for the observed improvement in the income distribution: education, household composition and socioeconomic situation of the household head.