Search results for "ESTIMATOR"

Semi-parametric estimation of conditional intensity functions in inhomogeneous space-time point processes

2009

Dealing with data coming from a space-time inhomogeneous process, there is often the need of obtaining estimates of the conditional intensity function, without a complete defi nition of a parametric model and so nonparametric estimation is required: isotropic or anisotropic kernel estimates can be used. The properties of the intensities estimated are not always good, expecially in seismological field. We could try to choose the bandwidth in order to have good predictive properties of the estimated intensity function. Since a direct ML approach can not be followed, we use an estimation procedure based on the further increments of likelihood obtained adding a new observation. Similarly to cro…

KERNEL ESTIMATION OF THE TRANSITION DENSITY IN BIFURCATING MARKOV CHAINS

2023

We study the kernel estimator of the transition density of bifurcating Markov chains. Under some ergodic and regularity properties, we prove that this estimator is consistent and asymptotically normal. Next, in the numerical studies, we propose two data-driven methods to choose the bandwidth parameters. These methods are based on the so-called two bandwidths approach.

Anomaly Detection in Dynamic Social Systems Using Weak Estimators

2009

Anomaly detection involves identifying observationsthat deviate from the normal behavior of a system. One ofthe ways to achieve this is by identifying the phenomena thatcharacterize “normal” observations. Subsequently, based on thecharacteristics of data learned from the “normal” observations,new observations are classified as being either “normal” or not.Most state-of-the-art approaches, especially those which belongto the family parameterized statistical schemes, work under theassumption that the underlying distributions of the observationsare stationary. That is, they assume that the distributions thatare learned during the training (or learning) phase, thoughunknown, are not time-varyin…

The Bayesian Pursuit Algorithm: A New Family of Estimator Learning Automata

2011

Published version of a chapter in the book: Modern Approaches in Applied Intelligence. Also available from the publisher at http://dx.doi.org/10.1007/978-3-642-21827-9_53 The fastest Learning Automata (LA) algorithms currently available come from the family of estimator algorithms. The Pursuit algorithm (PST), a pioneering scheme in the estimator family, obtains its superior learning speed by using Maximum Likelihood (ML) estimates to pursue the action currently perceived as being optimal. Recently, a Bayesian LA (BLA) was introduced, and empirical results that demonstrated its advantages over established top performers, including the PST scheme, were reported. The BLA scheme is inherently …

Estimation of forest stand characteristics using individual tree detection, stochastic geometry and a sequential spatial point process model

2022

Airborne Laser Scanning (ALS) results in point-wise measurements of canopy height, which can further be used for Individual Tree Detection (ITD). However, ITD cannot find all trees because small trees can hide below larger tree crowns. Here we discuss methods where the plot totals and means of tree-level characteristics are estimated in such context. The starting point is a previously presented Horvitz–Thompson-like (HT-like) estimator, where the detectability is based on the larger tree crowns and a tuning parameter that models the detection condition. We propose a new method which is based on modeling the spatial pattern of hidden tree locations using a sequential spatial point process mo…

Compensated transfer entropy as a tool for reliably estimating information transfer in physiological time series

2013

We present a framework for the estimation of transfer entropy (TE) under the conditions typical of physiological system analysis, featuring short multivariate time series and the presence of instantaneous causality (IC). The framework is based on recognizing that TE can be interpreted as the difference between two conditional entropy (CE) terms, and builds on an efficient CE estimator that compensates for the bias occurring for high dimensional conditioning vectors and follows a sequential embedding procedure whereby the conditioning vectors are formed progressively according to a criterion for CE minimization. The issue of IC is faced accounting for zero-lag interactions according to two a…

Muutoksen ja tason estimointi rotatoivassa paneeliaineistossa eri estimaattoreiden avulla : sovellus työvoimatutkimuksen aineistoon

1997

A study of Type B uncertainties associated with the photoelectric effect in low-energy Monte Carlo simulations

2021

The goal of this manuscript is to estimate Type B uncertainties in absorbed-dose calculations arising from the different implementations in current state-of-the-art Monte Carlo codes of low-energy photon cross-sections (<200 keV). Monte Carlo simulations are carried out using three codes widely used in the low-energy domain: PENELOPE-2018, EGSnrc, and MCNP. Mass energy-absorption coefficients for water, air, graphite, and their respective ratios; absorbed dose; and photon-fluence spectra are considered. Benchmark simulations using similar cross-sections have been performed. The differences observed between these quantities when different cross-sections are considered are taken to be a go…

Nonparametric intensity estimation in space-time point processes and application to seismological problems

2008

Towards Robust Adaptive Least-Squares Parameter Estimation with Internal Feedback

1998

Abstract The new concepts of the ‘covariance matrix normalization’ and the ‘cascade’ structure of the adaptive least-squares estimator are shown to generalize and extend the use of internal information feedback in various robustness/alertness-oriented modifications to the standard ALS estimation algorithm. In the cascade estimation structure it is possible to ‘naturally’ stabilize, rather than maximize, the information matrix so that the covariance windup and blowup are effectively eliminated and the celebrated square root update of the covariance matrix is no longer needed Consequently, a new, ‘single-loop/cascade’ ALS MIMO estimation algorithm, enabling to effectively track both slow and …