Spelling suggestions: "subject:"metaparameter estimation"" "subject:"afterparameter estimation""
41 
Semiparametric estimation in hazards models with censoring indicators missing at randomLiu, Chunling, 劉春玲 January 2008 (has links)
published_or_final_version / Statistics and Actuarial Science / Doctoral / Doctor of Philosophy

42 
Speed sensorless control of induction motorsSevinc, Ata January 2001 (has links)
No description available.

43 
Time series analysisPope, Kenneth James January 1993 (has links)
No description available.

44 
Parameter Estimation Using Consensus Building Strategies with Application to Sensor NetworksDasgupta, Kaushani 12 1900 (has links)
Sensor network plays a significant role in determining the performance of network inference tasks. A wireless sensor network with a large number of sensor nodes can be used as an effective tool for gathering data in various situations. One of the major issues in WSN is developing an efficient protocol which has a significant impact on the convergence of the network. Parameter estimation is one of the most important applications of sensor network. In order to model such large and complex networks for estimation, efficient strategies and algorithms which take less time to converge are being developed. To deal with this challenge, an approach of having multilayer network structure to estimate parameter and reach convergence in less time is estimated by comparing it with known gossip distributed algorithm. Approached Multicast multilayer algorithm on a network structure of Gaussian mixture model with two components to estimate parameters were compared and simulated with gossip algorithm. Both the algorithms were compared based on the number of iterations the algorithms took to reach convergence by using Expectation Maximization Algorithm.Finally a series of theoretical and practical results that explicitly showed that Multicast works better than gossip in large and complex networks for estimation in consensus building strategies.

45 
Probing the early universe and dark energy with multiepoch cosmological dataHlozek, Renee Alexandra January 2012 (has links)
Contemporary cosmology is a vibrant field, with data and observations increasing rapidly. This allows for accurate estimation of the parameters describing our cosmological model. In this thesis we present new research based on two different types of cosmological observations, which probe the universe at multiple epochs. We begin by reviewing the current concordance cosmological paradigm, and the statistical tools used to perform parameter estimation from cosmological data. We highlight the initial conditions in the universe and how they are detectable using the Cosmic Microwave Background radiation. We present the angular power spectrum data from temperature observations made with the Atacama Cosmology Telescope (ACT) and the methods used to estimate the power spectrum from temperature maps of the sky. We then present a cosmological analysis using the ACT data in combination with observations from the Wilkinson Microwave Anisotropy Probe to constrain parameters such as the effective number of relativistic species and the spectral index of the primordial power spectrum, which we constrain to deviate from scale invariance at the 99% confidence limit. We then use this combined dataset to constrain the primordial power spectrum in a minimally parametric framework, finding no evidence for deviation from a powerlaw spectrum. Finally we present Bayesian Estimation Applied to Multiple Species, a parameter estimation technique using photometric Type Ia Supernova data to estimate cosmological parameters in the presence of contaminated data. We apply this algorithm to the full season of the Sloan Digital Sky Survey II Supernova Search, and find that the constraints are improved by a factor of three relative to the case where one uses a smaller, spectroscopically confirmed subset of supernovae.

46 
Bayesian extreme quantile regression for hidden Markov modelsKoutsourelis, Antonios January 2012 (has links)
The main contribution of this thesis is the introduction of Bayesian quantile regression for hidden Markov models, especially when we have to deal with extreme quantile regression analysis, as there is a limited research to inference conditional quantiles for hidden Markov models, under a Bayesian approach. The first objective is to compare Bayesian extreme quantile regression and the classical extreme quantile regression, with the help of simulated data generated by three specific models, which only differ in the error term’s distribution. It is also investigated if and how the error term’s distribution affects Bayesian extreme quantile regression, in terms of parameter and confidence intervals estimation. Bayesian extreme quantile regression is performed by implementing a MetropolisHastings algorithm to update our parameters, while the classical extreme quantile regression is performed by using linear programming. Moreover, the same analysis and comparison is performed on a real data set. The results provide strong evidence that our method can be improved, by combining MCMC algorithms and linear programming, in order to obtain better parameter and confidence intervals estimation. After improving our method for Bayesian extreme quantile regression, we extend it by including hidden Markov models. First, we assume a discrete time finite statespace hidden Markov model, where the distribution associated with each hidden state is a) a Normal distribution and b) an asymmetric Laplace distribution. Our aim is to explore the number of hidden states that describe the extreme quantiles of our data sets and check whether a different distribution associated with each hidden state can affect our estimation. Additionally, we also explore whether there are structural changes (breakpoints), by using breakpoint hidden Markov models. In order to perform this analysis we implement two new MCMC algorithms. The first one updates the parameters and the hidden states by using a ForwardBackward algorithm and Gibbs sampling (when a Normal distribution is assumed), and the second one uses a ForwardBackward algorithm and a mixture of Gibbs and MetropolisHastings sampling (when an asymmetric Laplace distribution is assumed). Finally, we consider hidden Markov models, where the hidden state (latent variables) are continuous. For this case of the discretetime continuous statespace hidden Markov model we implement a method that uses linear programming and the Kalman filter (and Kalman smoother). Our methods are used in order to analyze real interest rates by assuming hidden states, which represent different financial regimes. We show that our methods work very well in terms of parameter estimation and also in hidden state and breakpoint estimation, which is very useful for the real life applications of those methods.

47 
Estimation of polychoric correlation with nonnormal latent variables.January 1987 (has links)
by Minglong Lam. / Thesis (M.Ph.)Chinese University of Hong Kong, 1987. / Bibliography: leaves 4143.

48 
Multilevel analysis of structural equation models.January 1991 (has links)
by Linda Hoiying Yau. / Thesis (M.Phil.)Chinese University of Hong Kong, 1991. / Includes bibliographical references. / Chapter Chapter 1  Preliminary / Chapter § 1.1  Introduction page  p.1 / Chapter § 1.2  Notations page  p.3 / Chapter Chapter 2  Multilevel Analysis of Structural Equation Models with Multivariate Normal Distribution / Chapter § 2.1  The Multilevel Structural Equation Model page  p.4 / Chapter § 2.2  "First Stage Estimation of and Σkmkm1ki+1wo for i=1,...,m1 page"  p.5 / Chapter § 2:3  Second Stage Estimation of Structural Parameters page  p.10 / Chapter Chapter 3  Generalization to Arbitrary and Elliptical Distributions / Chapter § 3.1  Asymptotically DistributionFree Estimation page  p.25 / Chapter § 3.2  Elliptical Distribution Estimation page  p.30 / Chapter Chapter 4  Artificial Examples / Chapter § 4.1  Examples on Multivariate Normal Distribution Estimation Page  p.34 / Chapter § 4.2  Examples on Elliptical Distribution Estimation page  p.40 / Chapter §4.3  Findings and Summary Page  p.42 / Chapter Chapter 5  Conclusion and Discussion page  p.44 / References page  p.47 / Figure 1 page  p.49 / Appendices page  p.50 / Tables Page  p.59

49 
On the stability of sequential Monte Carlo methods for parameter estimationKuhlenschmidt, Bernd January 2015 (has links)
No description available.

50 
Model based estimation of parameters of spatial populations from probability samplesWeaver, George W. 02 October 1996 (has links)
Many ecological populations can be interpreted as response surfaces; the spatial
patterns of the population vary in response to changes in the spatial patterns of
environmental explanatory variables. Collection of a probability sample from the
population provides unbiased estimates of the population parameters using design
based estimation. When information is available for the environmental
explanatory variables, model based procedures are available that provide more
precise estimates of population parameters in some cases. In practice, not all of
these environmental explanatory variables will be known. When the spatial
coordinates of the population units are available, a spatial model can be used as a
surrogate for the unknown, spatially patterned explanatory variables. Design
based and model based procedures will be compared for estimating parameters of
the population of Acid Neutralizing Capacity (ANC) of lakes in the Adirondack
Mountains in New York. Results from the analysis of this population will be used
to elucidate some general principles for model based estimation of parameters of
spatial populations. Results indicate that using model based estimates of
population parameters provide more precise estimates than design based estimates
in some cases. In addition, including spatial information as a surrogate for
spatially patterned missing covariates improves the precision of the estimates in
some cases, the degree to which depends upon the model chosen to represent the
spatial pattern.
When the probability sample is selected from the spatial population is a
stratified sample, differences in stratum variances need to be accounted for when
residual spatial covariance estimation is desired for the entire population. This
can be accomplished by scaling residuals by their estimated stratum standard
deviation functions, and calculating the residual covariance using these scaled
residuals. Results here demonstrate that the form of scaling influences the
estimated strength of the residual correlation and the estimated correlation range. / Graduation date: 1997

Page generated in 0.1275 seconds