Search results for " Sampling"
showing 10 items of 375 documents
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions
2021
We develop a Bayesian inference method for diffusions observed discretely and with noise, which is free of discretisation bias. Unlike existing unbiased inference methods, our method does not rely on exact simulation techniques. Instead, our method uses standard time-discretised approximations of diffusions, such as the Euler--Maruyama scheme. Our approach is based on particle marginal Metropolis--Hastings, a particle filter, randomised multilevel Monte Carlo, and importance sampling type correction of approximate Markov chain Monte Carlo. The resulting estimator leads to inference without a bias from the time-discretisation as the number of Markov chain iterations increases. We give conver…
Grapham: Graphical models with adaptive random walk Metropolis algorithms
2008
Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementation covering several such methods, with emphasis on graphical models for directed acyclic graphs. The implemented algorithms include the seminal Adaptive Metropolis algorithm adjusting the proposal covariance according to the history of the chain and a Metropolis algorithm adjusting the proposal scale based on the observed acceptance probability. Different variants of the algorithms allow one, for example, to use these two algorithms together, employ delayed rejection and adjust several parameters of the algorithm…
Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially o…
2014
In the near future, millions of load curves measuring the electricity consumption of French households in small time grids (probably half hours) will be available. All these collected load curves represent a huge amount of information which could be exploited using survey sampling techniques. In particular, the total consumption of a specific cus- tomer group (for example all the customers of an electricity supplier) could be estimated using unequal probability random sampling methods. Unfortunately, data collection may undergo technical problems resulting in missing values. In this paper we study a new estimation method for the mean curve in the presence of missing values which consists in…
Conditional Bias Robust Estimation of the Total of Curve Data by Sampling in a Finite Population: An Illustration on Electricity Load Curves
2020
Abstract For marketing or power grid management purposes, many studies based on the analysis of total electricity consumption curves of groups of customers are now carried out by electricity companies. Aggregated totals or mean load curves are estimated using individual curves measured at fine time grid and collected according to some sampling design. Due to the skewness of the distribution of electricity consumptions, these samples often contain outlying curves which may have an important impact on the usual estimation procedures. We introduce several robust estimators of the total consumption curve which are not sensitive to such outlying curves. These estimators are based on the conditio…
Determination in situ of the size distribution of the atmospheric aerosol
1975
Abstract The aim of the present study was the investigation of the in situ number/size distribution of the atmospheric aerosol in the size range between 0·05 and 2 μm radius. The experimental system consisted of a 4-channel integrating nephelometer, a 2-channel optical particle counter and a condensation nucleus counter. With a new inversion method, which had been tested previously by model computations and by measurements with artificial aerosols, the in situ size distribution was computed from the data of the experimental system.
Passive sampling of PAHs in indoor air in Nepal
1999
PAHs were sampled in ten homes in the Makwanpur region, Nepal. SPMDs and moss bags (Sphagnum girgensohnii) were used as passive samplers. Soot particles on the SPMD surfaces were also analyzed for PAHs. The overall PAH concentrations in SPMDs were significantly higher than those in moss bags. Total PAH mean concentrations of ten houses were 535μg/g lipid for SPMDs and 7.2 μg/g moss (dw) for moss bags. Ratios of phenanthrene/anthracene in indoor SPMDs and particulate matter varied from 2.9 to 3.5 and ratios of fluoranthene/pyrene varied from 1.1 to 1.4. The values for moss bags were respectively 1.7–3.6 and 0.8–2.4. These ratios indicate that the PAHs are from combustion origin. The PAH conc…
Optimum pulse shape for minimum spectral occupancy in FSK signals
1984
The characteristics of a frequency shift keying (FSK) signal giving rise to maximum power within a prescribed frequency band are determined. The baseband pulse shape extends over any integer number of bit periods. An integral equation for the optimum pulse shape is derived and some simple properties of the solution are investigated. The equation has been solved for some values of the product of the prescribed band times the pulse duration and the signal shape is shown. Our results for the particular case of pulses only one bit period long are presented for purpose of comparison with results known in the literature. Plots of out-of-band power for some values of the prescribed band and of pul…
Border surveys and Time Location Sampling (TLS): an application on incoming tourism in Sicily
2012
The increasing need of reliable and detailed information at a regional and subregional level poses some challenges related with the measurement of tourists flows, for tourism destination management, planning and promotion purposes,. The aim of this work is twofold; first, it intends to analyse and discuss the main features and limits of the official border surveys conducted in the majority of world’s countries, within the framework of Time Location Sampling (TLS) design; second, it suggests the implementation of TLS design at a subnational level, by presenting the sampling design of the survey on incoming tourists in Sicily, carried out between 2009-2010, aimed at estimating the unobserved …
A critical review on the implementation of static data sampling techniques to detect network attacks
2021
International audience; Given that the Internet traffic speed and volume are growing at a rapid pace, monitoring the network in a real-time manner has introduced several issues in terms of computing and storage capabilities. Fast processing of traffic data and early warnings on the detected attacks are required while maintaining a single pass over the traffic measurements. To palliate these problems, one can reduce the amount of traffic to be processed by using a sampling technique and detect the attacks based on the sampled traffic. Different parameters have an impact on the efficiency of this process, mainly, the applied sampling policy and sampling ratio. In this paper, we investigate th…
Improving the Representativeness of a Simple Random Sample: An Optimization Model and Its Application to the Continuous Sample of Working Lives
2020
This paper proposes an optimization model for selecting a larger subsample that improves the representativeness of a simple random sample previously obtained from a population larger than the population of interest. The problem formulation involves convex mixed-integer nonlinear programming (convex MINLP) and is, therefore, NP-hard. However, the solution is found by maximizing the size of the subsample taken from a stratified random sample with proportional allocation and restricting it to a p-value large enough to achieve a good fit to the population of interest using Pearson&rsquo