Search results for "ESTIMATION"
showing 10 items of 924 documents
¿Qué conduce a un citricultor a ser "orgánico"? Evidencia empírica a partir de la citricultura española
2012
Organic farming is increasing its share of total world food output and receiving grow-ing support from policymakers concerned with agricultural sustainability issues. This paper studies the characteristics of citrus farmers in the Spanish region of Valencia that affect their probability of becoming organic farmers. A fair understanding of these characteristics may help policymakers improve the design of agricultural policies aimed at supporting organic citrus practices. As regards the methodology, a probit model is estimated with information from a sample of conventional and organic citrus farmers obtained from a survey designed for a larger research project aimed at analysing Valencian cit…
Effect of inter-crystal scatter on estimation methods for random coincidences and subsequent correction.
2008
Random coincidences can contribute substantially to the background in positron emission tomography (PET). Several estimation methods are being used for correcting them. The goal of this study was to investigate the validity of techniques for random coincidence estimation, with various low-energy thresholds (LETs). Simulated singles list-mode data of the MADPET-II small animal PET scanner were used as input. The simulations have been performed using the GATE simulation toolkit. Several sources with different geometries have been employed. We evaluated the number of random events using three methods: delayed window (DW), singles rate (SR) and time histogram fitting (TH). Since the GATE simula…
Span programs for functions with constant-sized 1-certificates
2012
Besides the Hidden Subgroup Problem, the second large class of quantum speed-ups is for functions with constant-sized 1-certificates. This includes the OR function, solvable by the Grover algorithm, the element distinctness, the triangle and other problems. The usual way to solve them is by quantum walk on the Johnson graph. We propose a solution for the same problems using span programs. The span program is a computational model equivalent to the quantum query algorithm in its strength, and yet very different in its outfit. We prove the power of our approach by designing a quantum algorithm for the triangle problem with query complexity O(n35/27) that is better than O(n13/10) of the best p…
Enlarging the gap between quantum and classical query complexity of multifunctions
2013
Quantum computing aims to use quantum mechanical effects for the efficient performance of computational tasks. A popular research direction is enlarging the gap between classical and quantum algorithm complexity of the same computational problem. We present new results in quantum query algorithm design for multivalued functions that allow to achieve a large quantum versus classical complexity separation. To compute a basic finite multifunction in a quantum model only one query is enough while classically three queries are required. Then, we present two generalizations and a modification of the original algorithm, and obtain the following complexity gaps: Q UD (M′) ≤ N versus C UD (M′) ≥ 3N,…
Parameter Estimation for α-Fractional Bridges
2013
Let α, T > 0. We study the asymptotic properties of a least squares estimator for the parameter α of a fractional bridge defined as \(\mathrm{d}X_{t} = -\alpha \, \frac{X_{t}} {T-t}\,\mathrm{d}t + \mathrm{d}B_{t}\), 0 ≤ t \frac{1} {2}\). Depending on the value of α, we prove that we may have strong consistency or not as t → T. When we have consistency, we obtain the rate of this convergence as well. Also, we compare our results to the (known) case where B is replaced by a standard Brownian motion W.
Primary Commodity Prices: Co-movements, Common Factors and Fundamentals
2011
The behavior of commodities is critical for developing and developed countries alike. This paper contributes to the empirical evidence on the co-movement and determinants of commodity prices. Using nonstationary panel methods, we document a statistically significant degree of co-movement due to a common factor. Within a Factor Augmented VAR approach, real interest rate and uncertainty, as postulated by a simple asset pricing model, are both found to be negatively related to this common factor. This evidence is robust to the inclusion of demand and supply shocks, which both positively impact on the co-movement of commodity prices.
On the improved Estimation of the Compliance-Parameters of the Physiologically Closed Cardiovascular System
1987
The influence of the type of the sampling-schedule and of the system-excitation with respect to identifiability and estimation-accuracy of the compliance-parameters of a nonlinear model of the physiologically closed cardiovascular system will be investigated. Using the sensitivity-functions of the arterial systemic pressure with respect to the compliance-parameters it will be shown how to select the sample-schedule and system-excitation in order to get optimal estimation-accuracy.
La valorisation des compétences de base sur le marché du travail français
2013
D’après la théorie du capital humain, les individus sont rémunérés selon leur productivité, productivité qui dépend elle-même du niveau de diplôme ou du nombre d’années d’études. Mais à l’heure où l’éducation certifiée est discutée comme filtre, qu’en est-il de la valorisation des compétences, notamment de base, sur le marché du travail français ? Alors que de nombreuses recherches ont déjà été réalisées à ce sujet (dans les pays anglo-saxons principalement), aucune n’a encore été conduite sur cette thématique en France. Cette présente étude cherche alors à déterminer, via un modèle d’Heckman en deux étapes, dans quelle mesure l’accès à l’emploi et les salaires sont expliqués par le niveau …
BELM: Bayesian Extreme Learning Machine
2011
The theory of extreme learning machine (ELM) has become very popular on the last few years. ELM is a new approach for learning the parameters of the hidden layers of a multilayer neural network (as the multilayer perceptron or the radial basis function neural network). Its main advantage is the lower computational cost, which is especially relevant when dealing with many patterns defined in a high-dimensional space. This brief proposes a bayesian approach to ELM, which presents some advantages over other approaches: it allows the introduction of a priori knowledge; obtains the confidence intervals (CIs) without the need of applying methods that are computationally intensive, e.g., bootstrap…
The shape of small sample biases in pricing kernel estimations
2016
AbstractNumerous empirical studies find pricing kernels that are not-monotonically decreasing; the findings are at odds with the pricing kernel being marginal utility of a risk-averse, so-called representative agent. We study in detail the common procedure which estimates the pricing kernel as the ratio of two separate density estimations. In the first step, we analyse theoretically the functional dependence for the ratio of a density to its estimated density; this cautions the reader regarding potential computational issues coupled with statistical techniques. In the second step, we study this quantitatively; we show that small sample biases shape the estimated pricing kernel, and that est…