Search results for "ESTIMATOR"
showing 10 items of 313 documents
Diagnostics for nonparametric estimation in space-time seismic processes
2010
In this paper we propose a nonparametric method, based on locally variable bandwidths kernel estimators, to describe the space-time variation of seismic activity of a region of Southern California. The flexible estimation approach is introduced together with a diagnostic method for space-time point process, based on the interpretation of some second-order statistics, to analyze the dependence structure of observed data and suggest directions for fit improvement. In this paper we review a diagnostic method for space-time point processes based on the interpretation of the transformed version of some second-order statistics. The method is useful to analyze dependence structures of observed dat…
Statistical Analysis of a Method to Predict Drug–Polymer Miscibility
2015
In this study, a method proposed to predict drug-polymer miscibility from differential scanning calorimetry measurements was subjected to statistical analysis. The method is relatively fast and inexpensive and has gained popularity as a result of the increasing interest in the formulation of drugs as amorphous solid dispersions. However, it does not include a standard statistical assessment of the experimental uncertainty by means of a confidence interval. In addition, it applies a routine mathematical operation known as "transformation to linearity," which previously has been shown to be subject to a substantial bias. The statistical analysis performed in this present study revealed that t…
New Results in Generalized Minimum Variance Control of Computer Networks
2014
In this paper new results in adaptive (generalized) minimum variance control of packet switching computer networks are presented. New solutions, corresponding to the new inverses of the nonsquare polynomial matrices, can be used for design of robust control of multivariable systems with different number of inputs and outputs. Application of polynomial matrix inverses with arbitrary degrees of freedom creates the possibilities to optimal control of computer networks in terms of usage their maximal bandwidth. Simulation examples made in Matlab environment show big potential of presented approach. DOI: http://dx.doi.org/10.5755/j01.itc.43.3.6268
A cautionary note on the finite sample behavior of maximal reliability.
2019
Several calls have been made for replacing coefficient α with more contemporary model-based reliability coefficients in psychological research. Under the assumption of unidimensional measurement scales and independent measurement errors, two leading alternatives are composite reliability and maximal reliability. Of these two, the maximal reliability statistic, or equivalently Hancock's H, has received a significant amount of attention in recent years. The difference between composite reliability and maximal reliability is that the former is a reliability index for a scale mean (or unweighted sum), whereas the latter estimates the reliability of a scale score where indicators are weighted di…
An adaptive approach to learning the preferences of users in a social network using weak estimators
2012
Published version of an article in the journal: Journal of Information Processing Systems. Also available from the publisher at: http://dx.doi.org/10.3745/JIPS.2012.8.2.191 - Open Access Since a social network by definition is so diverse, the problem of estimating the preferences of its users is becoming increasingly essential for personalized applications, which range from service recommender systems to the targeted advertising of services. However, unlike traditional estimation problems where the underlying target distribution is stationary; estimating a user's interests typically involves non-stationary distributions. The consequent time varying nature of the distribution to be tracked i…
Data granularity in mid-year life table construction
2020
[EN] Life tables have a substantial influence on both public pension systems and life insurance policies. National statistical agencies construct life tables from death rate estimates (𝑚���𝑥���), or death probabilities (𝑞���𝑥��� ), after applying various hypotheses to the aggregated figures of demographic events (deaths, migrations and births). The use of big data has become extensive across many disciplines, including population statistics. We take advantage of this fact to create new (more unrestricted) mortality estimators within the family of period-based estimators, in particular, when the exposed-to-risk population is computed through mid-year population estimates. We use actual d…
Improved moment scaling estimation for multifractal signals
2018
A fundamental problem in the analysis of multifractal processes is to estimate the scaling exponent K(q) of moments of different order q from data. Conventional estimators use the empirical moments μ^[subscript r][superscript q]=⟨ | ε[subscript r](τ)|[superscript q]⟩ of wavelet coefficients ε[subscript r](τ), where τ is location and r is resolution. For stationary measures one usually considers "wavelets of order 0" (averages), whereas for functions with multifractal increments one must use wavelets of order at least 1. One obtains K^(q) as the slope of log(μ^[subscript r][superscript q]) against log(r) over a range of r. Negative moments are sensitive to measurement noise and quantization.…
Fitting strategies to extract the axial charge of the nucleon from lattice QCD
2014
We report on a comparison of several fit methods used for the extraction of the nucleon axial charge gA from lattice QCD with two dynamical flavours of O(a) improved Wilson quarks. We use plateau fits, summed operator insertions (the summation method) and a new “midpoint” method to investigate contributions from excited states that affect the determination of gA. We also present a method to perform correlated fits when the standard estimator for the inverse of the covariance matrix becomes unstable.
Online topology estimation for vector autoregressive processes in data networks
2017
An important problem in data sciences pertains to inferring causal interactions among a collection of time series. Upon modeling these as a vector autoregressive (VAR) process, this paper deals with estimating the model parameters to identify the underlying causality graph. To exploit the sparse connectivity of causality graphs, the proposed estimators minimize a group-Lasso regularized functional. To cope with real-time applications, big data setups, and possibly time-varying topologies, two online algorithms are presented to recover the sparse coefficients when observations are received sequentially. The proposed algorithms are inspired by the classic recursive least squares (RLS) algorit…
Sensorless Control of Induction-Motor Drive Based on Robust Kalman Filter and Adaptive Speed Estimation
2014
This paper deals with robust estimation of rotor flux and speed for sensorless control of motion control systems with an induction motor. Instead of using sixth-order extended Kalman filters (EKFs), rotor flux is estimated by means of a fourth-order descriptor-type robust KF, which explicitly takes into account motor parameter uncertainties, whereas the speed is estimated using a recursive least squares algorithm starting from the knowledge of the rotor flux itself. It is shown that the descriptor-type structure allows for a direct translation of parameter uncertainties into variations of the coefficients appearing in the model, and this improves the degree of robustness of the estimates. E…