Search results for "estimator"
showing 10 items of 313 documents
Irregular motion recovery in fluorescein angiograms
1997
Abstract Fluorescein angiography is a common procedure in ophthalmic practice, mainly to evaluate vascular retinopathies and choroidopathies from sequences of ocular fundus images. In order to compare the images, a reliable overlying is essential. This paper proposes some methods for the recovery of irregular motion in fluorescein angiograms (FA). The overlying is done by a three step procedure: detection of relevant points, matching points from different images and estimation of the assumed linear geometric transformation. A stochastic model (closely related to the general linear model) allows to fuse the second and third steps. Two different estimators of the geometric transformation are …
The Norm-P Estimation of Location, Scale and Simple Linear Regression Parameters
1989
A new formulation of the exponential power distributions is used as general error model to describe long-tailed and short -tailed distributed errors. The proposed estimators of the location, scale and structure parameters of this general model and of the simple linear regression parameters when the response variable is affected by errors coming from the previous model should be used instead of robust estimators and against the practice of rejecting outlying observations. Two Monte Carlo simulations prove the good properties of these norm-p estimators.
Model averaging estimation of generalized linear models with imputed covariates
2015
a b s t r a c t We address the problem of estimating generalized linear models when some covariate values are missing but imputations are available to fill-in the missing values. This situation generates a bias-precision trade- off in the estimation of the model parameters. Extending the generalized missing-indicator method proposed by Dardanoni et al. (2011) for linear regression, we handle this trade-off as a problem of model uncertainty using Bayesian averaging of classical maximum likelihood estimators (BAML). We also propose a block model averaging strategy that incorporates information on the missing-data patterns and is computationally simple. An empirical application illustrates our…
Weighted-average least squares estimation of generalized linear models
2018
The weighted-average least squares (WALS) approach, introduced by Magnus et al. (2010) in the context of Gaussian linear models, has been shown to enjoy important advantages over other strictly Bayesian and strictly frequentist model averaging estimators when accounting for problems of uncertainty in the choice of the regressors. In this paper we extend the WALS approach to deal with uncertainty about the specification of the linear predictor in the wider class of generalized linear models (GLMs). We study the large-sample properties of the WALS estimator for GLMs under a local misspecification framework that allows the development of asymptotic model averaging theory. We also investigate t…
Understanding german fdi in latin america and asia: a comparison of glm estimators
2020
The growth of Foreign Direct Investment (FDI) in developing countries over the last decade has attracted an intense academic and policy-oriented interest for its determinants. Despite the gravity model being considered a useful tool to approximate bilateral FDI flows, the literature has seen a growing debate in relation to its econometric specification, so that which is the best estimator for the gravity equation is far from conclusive. This paper examines the determinants of German outward FDI in Latin America and Asia for the period 1996-2012 by evaluating the performance of alternative Generalized Linear Model (GLM) estimators. Our findings indicate that Negative Binomial Pseudo Maximum …
A comparison of two indirect methods for estimating average levels of gene flow using microsatellite data.
1999
We compare the performance of Nm estimates based on FST and RST obtained from microsatellite data using simulations of the stepwise mutation model with range constraints in allele size classes. The results of the simulations suggest that the use of microsatellite loci can lead to serious overestimations of Nm, particularly when population sizes are large (N5000) and range constraints are high (K20). The simulations also indicate that, when population sizes are small (N/= 500) and migration rates are moderate (Nm approximately 2), violations to the assumption used to derive the Nm estimators lead to biased results. Under ideal conditions, i.e. large sample sizes (ns/= 50) and many loci (nl/=…
Wind speed spatial estimation for energy planning in Sicily: A neural kriging application
2008
Abstract One of the first steps for the exploitation of any energy source is necessarily represented by its estimation and mapping at the aim of identifying the most suitable areas in terms of energy potential. In the field of renewable energies this is often a very difficult task, because the energy source is in this case characterized by relevant variations over space and time. This implies that any temporal, but also spatial, estimation model has to be able to incorporate this spatial and temporal variability. The paper deals with the spatial estimation of the wind fields in Sicily (Italy) by following a data-driven approach. Starting from the results of a preliminary study, a novel tech…
Incremental Gaussian Discriminant Analysis based on Graybill and Deal weighted combination of estimators for brain tumour diagnosis
2011
In the last decade, machine learning (ML) techniques have been used for developing classifiers for automatic brain tumour diagnosis. However, the development of these ML models rely on a unique training set and learning stops once this set has been processed. Training these classifiers requires a representative amount of data, but the gathering, preprocess, and validation of samples is expensive and time-consuming. Therefore, for a classical, non-incremental approach to ML, it is necessary to wait long enough to collect all the required data. In contrast, an incremental learning approach may allow us to build an initial classifier with a smaller number of samples and update it incrementally…
Spectral Density Estimate for Stable Processes Observed with an Additive Error
2018
International audience; In this paper, a symmetric alpha stable process where its spectral representation has an additive error is considered. The error is supposed to be constant. A periodogram as estimator of the spectral density and its rate of convergence are given. In order to give an asymptotically unbiased and consistent estimate of the spectral density, this periodogram is smoothed by an adapted spectral window. The rate of convergence is given.
A variational method for spectral functions
2016
The Generalized Eigenvalue Problem (GEVP) has been used extensively in the past in order to reliably extract energy levels from time-dependent Euclidean correlators calculated in Lattice QCD. We propose a formulation of the GEVP in frequency space. Our approach consists of applying the model-independent Backus-Gilbert method to a set of Euclidean two-point functions with common quantum numbers. A GEVP analysis in frequency space is then applied to a matrix of estimators that allows us, among other things, to obtain particular linear combinations of the initial set of operators that optimally overlap to different local regions in frequency. We apply this method to lattice data from NRQCD. Th…