Search results for "ESTIMATOR"

Shrinkage efficiency bounds: An extension

2023

Hansen (2005) obtained the efficiency bound (the lowest achievable risk) in the p-dimensional normal location model when p≥3, generalizing an earlier result of Magnus (2002) for the one-dimensional case (p=1). The classes of estimators considered are, however, different in the two cases. We provide an alternative bound to Hansen's which is a more natural generalization of the one-dimensional case, and we compare the classes and the bounds.

Discretized Bayesian Pursuit – A New Scheme for Reinforcement Learning

2012

Published version of a chapter in the book: Advanced Research in Applied Artificial Intelligence. Also available from the publisher at: http://dx.doi.org/10.1007/978-3-642-31087-4_79 The success of Learning Automata (LA)-based estimator algorithms over the classical, Linear Reward-Inaction ( L RI )-like schemes, can be explained by their ability to pursue the actions with the highest reward probability estimates. Without access to reward probability estimates, it makes sense for schemes like the L RI to first make large exploring steps, and then to gradually turn exploration into exploitation by making progressively smaller learning steps. However, this behavior becomes counter-intuitive wh…

Occlusion-based estimation of independent multinomial random variables using occurrence and sequential information

2017

Abstract This paper deals with the relatively new field of sequence-based estimation in which the goal is to estimate the parameters of a distribution by utilizing both the information in the observations and in their sequence of appearance. Traditionally, the Maximum Likelihood (ML) and Bayesian estimation paradigms work within the model that the data, from which the parameters are to be estimated, is known, and that it is treated as a set rather than as a sequence. The position that we take is that these methods ignore, and thus discard, valuable sequence -based information, and our intention is to obtain ML estimates by “extracting” the information contained in the observations when perc…

Experimental approach for testing the uncoupling between cardiovascular variability series

2002

In cardiovascular variability analysis, the significance of the coupling between two series is commonly assessed by defining a zero level on the magnitude-squared coherence (MSC). Although the use of the conventional value of 0.5 does not consider the dependence of MSC estimates on the analysis parameters, a theoretical threshold Tt is available only for the weighted covariance (WC) estimator. In this study, an experimental threshold for zero coherence Te was derived by a statistical test from the sampling distribution of MSC estimated on completely uncoupled time series. MSC was estimated by the WC method (Parzen window, spectral bandwidth B = 0.015, 0.02, 0.025, 0.03 Hz) and by the parame…

Regression with Imputed Covariates: A Generalized Missing Indicator Approach

2011

A common problem in applied regression analysis is that covariate values may be missing for some observations but imputed values may be available. This situation generates a trade-off between bias and precision: the complete cases are often disarmingly few, but replacing the missing observations with the imputed values to gain precision may lead to bias. In this paper we formalize this trade-off by showing that one can augment the regression model with a set of auxiliary variables so as to obtain, under weak assumptions about the imputations, the same unbiased estimator of the parameters of interest as complete-case analysis. Given this augmented model, the bias-precision trade-off may then…

Estimation of turbulence and state based on EKF for a tandem Canard UAV

2008

This paper deals with the state and turbulence estimation of a model describing the longitudinal dynamics of an Unmanned Aerial Vehicle (UAV). Due to both the high nonlinearities of the model and the stochastic nature of disturbances, an Extended Kalman Filter (EKF) is proposed. To allow the estimator to be employed on low cost UAV systems, it is assumed that the aircraft is equipped with a low performance GPS, characterized by a relatively low refresh rate. The designed EKF is able to work efficiently in both turbulent and calm atmosphere. In order to obtain information about the performances of the proposed estimator for control purposes, a control system, consisting of the EKF, a PID-typ…

Advanced Motion Control in Induction Motor Systems - Modelling, Analysis and Control

Using a unified notation, this thesis collects and discusses the most important steps and issues in the design of estimation and control algorithms for induction motors. It contains many estimation and control algorithms. Their stability is analyzed and their performance is illustrated by simulations and experiments on the same induction motor. An intense and challenging collective research effort is carefully documented and analyzed, with the aim of providing and clarifying the basic intuition and tools required in the analysis and design of nonlinear feedback control algorithms. This material should be of specific interest to engineers who are engaged in the design of control algorithms f…

TSVD as a Statistical Estimator in the Latent Semantic Analysis Paradigm

2015

The aim of this paper is to present a new point of view that makes it possible to give a statistical interpretation of the traditional latent semantic analysis (LSA) paradigm based on the truncated singular value decomposition (TSVD) technique. We show how the TSVD can be interpreted as a statistical estimator derived from the LSA co-occurrence relationship matrix by mapping probability distributions on Riemanian manifolds. Besides, the quality of the estimator model can be expressed by introducing a figure of merit arising from the Solomonoff approach. This figure of merit takes into account both the adherence to the sample data and the simplicity of the model. In our model, the simplicity…

Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals

2022

We extend the results of De Luca et al. (2021) to inference for linear regression models based on weighted-average least squares (WALS), a frequentist model averaging approach with a Bayesian flavor. We concentrate on inference about a single focus parameter, interpreted as the causal effect of a policy or intervention, in the presence of a potentially large number of auxiliary parameters representing the nuisance component of the model. In our Monte Carlo simulations we compare the performance of WALS with that of several competing estimators, including the unrestricted least-squares estimator (with all auxiliary regressors) and the restricted least-squares estimator (with no auxiliary reg…

Causal inference in geosciences with kernel sensitivity maps

2020

Establishing causal relations between random variables from observational data is perhaps the most important challenge in today's Science. In remote sensing and geosciences this is of special relevance to better understand the Earth's system and the complex and elusive interactions between processes. In this paper we explore a framework to derive cause-effect relations from pairs of variables via regression and dependence estimation. We propose to focus on the sensitivity (curvature) of the dependence estimator to account for the asymmetry of the forward and inverse densities of approximation residuals. Results in a large collection of 28 geoscience causal inference problems demonstrate the…