Search results for "ESTIMATOR"
showing 10 items of 313 documents
On the Computation of Symmetrized M-Estimators of Scatter
2016
This paper focuses on the computational aspects of symmetrized Mestimators of scatter, i.e. the multivariate M-estimators of scatter computed on the pairwise differences of the data. Such estimators do not require a location estimate, and more importantly, they possess the important block and joint independence properties. These properties are needed, for example, when solving the independent component analysis problem. Classical and recently developed algorithms for computing the M-estimators and the symmetrized M-estimators are discussed. The effect of parallelization is considered as well as new computational approach based on using only a subset of pairwise differences. Efficiencies and…
Register data in sample allocations for small-area estimation
2018
The inadequate control of sample sizes in surveys using stratified sampling and area estimation may occur when the overall sample size is small or auxiliary information is insufficiently used. Very small sample sizes are possible for some areas. The proposed allocation based on multi-objective optimization uses a small-area model and estimation method and semi-collected empirical data annually collected empirical data. The assessment of its performance at the area and at the population levels is based on design-based sample simulations. Five previously developed allocations serve as references. The model-based estimator is more accurate than the design-based Horvitz–Thompson estimator and t…
Adaptive Population Importance Samplers: A General Perspective
2016
Importance sampling (IS) is a well-known Monte Carlo method, widely used to approximate a distribution of interest using a random measure composed of a set of weighted samples generated from another proposal density. Since the performance of the algorithm depends on the mismatch between the target and the proposal densities, a set of proposals is often iteratively adapted in order to reduce the variance of the resulting estimator. In this paper, we review several well-known adaptive population importance samplers, providing a unified common framework and classifying them according to the nature of their estimation and adaptive procedures. Furthermore, we interpret the underlying motivation …
Recycling Gibbs sampling
2017
Gibbs sampling is a well-known Markov chain Monte Carlo (MCMC) algorithm, extensively used in signal processing, machine learning and statistics. The key point for the successful application of the Gibbs sampler is the ability to draw samples from the full-conditional probability density functions efficiently. In the general case this is not possible, so in order to speed up the convergence of the chain, it is required to generate auxiliary samples. However, such intermediate information is finally disregarded. In this work, we show that these auxiliary samples can be recycled within the Gibbs estimators, improving their efficiency with no extra cost. Theoretical and exhaustive numerical co…
A Cluster based Sensor-Selection Scheme for Energy-Efficient Agriculture Sensor Networks
2021
Improving the energy-efficiency of remotely deployed sensor nodes in agriculture wireless networks is very challenging due to a lack of access to energy grid. Network clustering and limiting the amount of sensor data are among the various methods to improve the lifetime of these sensor nodes. In this work, an optimal sensor-selection scheme is proposed to improve the Quality of Service in clustered agriculture networks. the proposed method selects a limited number of sensor nodes to be active in each cluster. It considers the estimator performance while selecting limited sensor nodes for environmental monitoring. the optimal sensor-selection process considers the information of remaining en…
Kalman filter estimation of the contention dynamics in error-prone IEEE 802.11 networks
2008
In the last years, several strategies for maximizing the throughput performance of IEEE 802.11 networks have been proposed in literature. Specifically, it has been shown that optimizations are possible both at the medium access control (MAC) layer, and at the physical (PHY) layer. In fact, at the MAC layer, it is possible to minimize the channel wastes due to collisions and backoff expiration times, by tuning the minimum contention window as a function of the number n of competing stations. At the PHY layer, it is possible to improve the transmission robustness, by selecting a suitable modulation/coding scheme as a function of the channel quality perceived by the stations. However, the feas…
Parameter optimization for amplify-and-forward relaying systems with pilot symbol assisted modulation scheme
2009
Article published in the journal:Wireless Sensor Network Also available from publisher: http://dx.doi.org/10.4236/wsn.2009.11003 Cooperative diversity is a promising technology for future wireless networks. In this paper, we consider a cooperative communication system operating in an amplify-and-forward (AF) mode with a pilot symbol assisted modulation (PSAM) scheme. It is assumed that a linear minimum mean square estimator (LMMSE) is used for the channel estimation at the receiver. A simple and easy-to-evaluate asymptotical upper bound (AUB) of the symbol-error-rate (SER) is derived for uncoded AF cooperative communication systems with quadrature amplitude modulation (QAM) constellations. …
Cooperative compressive power spectrum estimation in wireless fading channels
2017
This paper considers multiple wireless sensors that cooperatively estimate the power spectrum of the signals received from several sources. We extend our previous work on cooperative compressive power spectrum estimation to accommodate the scenario where the statistics of the fading channels experienced by different sensors are different. The signals received from the sources are assumed to be time-domain wide-sense stationary processes. Multiple sensors are organized into several groups, where each group estimates a different subset of lags of the temporal correlation. A fusion centre (FC) combines these estimates to obtain the power spectrum. As each sensor group computes correlation esti…
Dimension Estimation in Two-Dimensional PCA
2021
We propose an automated way of determining the optimal number of low-rank components in dimension reduction of image data. The method is based on the combination of two-dimensional principal component analysis and an augmentation estimator proposed recently in the literature. Intuitively, the main idea is to combine a scree plot with information extracted from the eigenvectors of a variation matrix. Simulation studies show that the method provides accurate estimates and a demonstration with a finger data set showcases its performance in practice. peerReviewed
Online Estimation of Discrete Densities
2013
We address the problem of estimating a discrete joint density online, that is, the algorithm is only provided the current example and its current estimate. The proposed online estimator of discrete densities, EDDO (Estimation of Discrete Densities Online), uses classifier chains to model dependencies among features. Each classifier in the chain estimates the probability of one particular feature. Because a single chain may not provide a reliable estimate, we also consider ensembles of classifier chains and ensembles of weighted classifier chains. For all density estimators, we provide consistency proofs and propose algorithms to perform certain inference tasks. The empirical evaluation of t…