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Book Optimal Sampling Design and Parameter Estimation of Gaussian Random Fields

Download or read book Optimal Sampling Design and Parameter Estimation of Gaussian Random Fields written by Zhengyuan Zhu and published by . This book was released on 2002 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Rate of Convergence in the Central Limit Theorem for Parameter Estimation in a Causal  Invertible Arma P  Q  Model

Download or read book Rate of Convergence in the Central Limit Theorem for Parameter Estimation in a Causal Invertible Arma P Q Model written by Sugata Sen Roy and published by . This book was released on 2012 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this study we consider the estimators of the parameters of a stable ARMA(p, q) process. The autoregressive parameters are estimated by the instrumental variable technique while the moving average parameters are estimated using a derived autoregressive process. The estimators are shown to be asymptotically normal and their rate of convergence to normality is derived.

Book Application of Best Linear Unbiased Prediction to Interpolation of Random Fields and to Network Design

Download or read book Application of Best Linear Unbiased Prediction to Interpolation of Random Fields and to Network Design written by André Cabannes and published by . This book was released on 1980 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: The practical problem of monitoring air pollutant concentration over a geographical area, or of estimating the mining resources in a region or a field can both be formulated as a problem of interpolation of random field. Given a real-valued random field (Z(X), x an element of R to the m power) the basic problem is to interpolate Z over an area A from measurements taken at n stations x1,x2,.., xn, when the distribution of Z is only partially specified. The second problem is the choice of the network of stations. After deriving the form of the best linear unbiased predictor of Z we prove a general updating theorem which is useful both practically to quicken the computation of the new estimated map, and theoretically to study the problem of network design. Then we use this theorem to prove that when Z is a smooth random field (essentially differentiable in quadratic mean) the variance of estimation error of Z(x) is a discontinuous function of the arguments x1,x2, ..., xn. We discuss the practical consequences of this result in the design of networks of stations. (Author).

Book The Design and Analysis of Computer Experiments

Download or read book The Design and Analysis of Computer Experiments written by Thomas J. Santner and published by Springer. This book was released on 2019-01-08 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment. Computer experiments continue to increase in popularity as surrogates for and adjuncts to physical experiments. Since the publication of the first edition, there have been many methodological advances and software developments to implement these new methodologies. The computer experiments literature has emphasized the construction of algorithms for various data analysis tasks (design construction, prediction, sensitivity analysis, calibration among others), and the development of web-based repositories of designs for immediate application. While it is written at a level that is accessible to readers with Masters-level training in Statistics, the book is written in sufficient detail to be useful for practitioners and researchers. New to this revised and expanded edition: • An expanded presentation of basic material on computer experiments and Gaussian processes with additional simulations and examples • A new comparison of plug-in prediction methodologies for real-valued simulator output • An enlarged discussion of space-filling designs including Latin Hypercube designs (LHDs), near-orthogonal designs, and nonrectangular regions • A chapter length description of process-based designs for optimization, to improve good overall fit, quantile estimation, and Pareto optimization • A new chapter describing graphical and numerical sensitivity analysis tools • Substantial new material on calibration-based prediction and inference for calibration parameters • Lists of software that can be used to fit models discussed in the book to aid practitioners

Book Wavelets and Statistics

    Book Details:
  • Author : Anestis Antoniadis
  • Publisher : Springer Science & Business Media
  • Release : 2012-12-06
  • ISBN : 1461225442
  • Pages : 407 pages

Download or read book Wavelets and Statistics written by Anestis Antoniadis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 407 pages. Available in PDF, EPUB and Kindle. Book excerpt: Despite its short history, wavelet theory has found applications in a remarkable diversity of disciplines: mathematics, physics, numerical analysis, signal processing, probability theory and statistics. The abundance of intriguing and useful features enjoyed by wavelet and wavelet packed transforms has led to their application to a wide range of statistical and signal processing problems. On November 16-18, 1994, a conference on Wavelets and Statistics was held at Villard de Lans, France, organized by the Institute IMAG-LMC, Grenoble, France. The meeting was the 15th in the series of the Rencontres Pranco-Belges des 8tatisticiens and was attended by 74 mathematicians from 12 different countries. Following tradition, both theoretical statistical results and practical contributions of this active field of statistical research were presented. The editors and the local organizers hope that this volume reflects the broad spectrum of the conference. as it includes 21 articles contributed by specialists in various areas in this field. The material compiled is fairly wide in scope and ranges from the development of new tools for non parametric curve estimation to applied problems, such as detection of transients in signal processing and image segmentation. The articles are arranged in alphabetical order by author rather than subject matter. However, to help the reader, a subjective classification of the articles is provided at the end of the book. Several articles of this volume are directly or indirectly concerned with several as pects of wavelet-based function estimation and signal denoising.

Book Independent Component Analysis

Download or read book Independent Component Analysis written by Aapo Hyvärinen and published by John Wiley & Sons. This book was released on 2004-04-05 with total page 505 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to ICA for students and practitioners Independent Component Analysis (ICA) is one of the most exciting new topics in fields such as neural networks, advanced statistics, and signal processing. This is the first book to provide a comprehensive introduction to this new technique complete with the fundamental mathematical background needed to understand and utilize it. It offers a general overview of the basics of ICA, important solutions and algorithms, and in-depth coverage of new applications in image processing, telecommunications, audio signal processing, and more. Independent Component Analysis is divided into four sections that cover: * General mathematical concepts utilized in the book * The basic ICA model and its solution * Various extensions of the basic ICA model * Real-world applications for ICA models Authors Hyvarinen, Karhunen, and Oja are well known for their contributions to the development of ICA and here cover all the relevant theory, new algorithms, and applications in various fields. Researchers, students, and practitioners from a variety of disciplines will find this accessible volume both helpful and informative.

Book Analysis of Phylogenetics and Evolution with R

Download or read book Analysis of Phylogenetics and Evolution with R written by Emmanuel Paradis and published by Springer Science & Business Media. This book was released on 2006-11-25 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book integrates a wide variety of data analysis methods into a single and flexible interface: the R language. The book starts with a presentation of different R packages and gives a short introduction to R for phylogeneticists unfamiliar with this language. The basic phylogenetic topics are covered. The chapter on tree drawing uses R's powerful graphical environment. A section deals with the analysis of diversification with phylogenies, one of the author's favorite research topics. The last chapter is devoted to the development of phylogenetic methods with R and interfaces with other languages (C and C++). Some exercises conclude these chapters.

Book Current Index to Statistics  Applications  Methods and Theory

Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1999 with total page 948 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Book Gaussian Random Processes

    Book Details:
  • Author : I.A. Ibragimov
  • Publisher : Springer Science & Business Media
  • Release : 2012-12-06
  • ISBN : 1461262755
  • Pages : 285 pages

Download or read book Gaussian Random Processes written by I.A. Ibragimov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process being stationary except for its mean, i. e. , it is the problem of "distinguishing a signal from stationary noise". Furthermore, we give here auxiliary information (on distributions in Hilbert spaces, properties of sam ple functions, theorems on functions of a complex variable, etc. ). Since 1958 many mathematicians have studied the problem of equivalence of various infinite-dimensional Gaussian distributions (detailed and sys tematic presentation of the basic results can be found, for instance, in [23]). In this book we have considered Gaussian stationary processes and arrived, we believe, at rather definite solutions. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes.

Book Exponential Data Fitting and Its Applications

Download or read book Exponential Data Fitting and Its Applications written by Victor Pereyra and published by Bentham Science Publishers. This book was released on 2010 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Real and complex exponential data fitting is an important activity in many different areas of science and engineering, ranging from Nuclear Magnetic Resonance Spectroscopy and Lattice Quantum Chromodynamics to Electrical and Chemical Engineering, Vision a"

Book Automated Solution of Differential Equations by the Finite Element Method

Download or read book Automated Solution of Differential Equations by the Finite Element Method written by Anders Logg and published by Springer Science & Business Media. This book was released on 2012-02-24 with total page 723 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a tutorial written by researchers and developers behind the FEniCS Project and explores an advanced, expressive approach to the development of mathematical software. The presentation spans mathematical background, software design and the use of FEniCS in applications. Theoretical aspects are complemented with computer code which is available as free/open source software. The book begins with a special introductory tutorial for beginners. Following are chapters in Part I addressing fundamental aspects of the approach to automating the creation of finite element solvers. Chapters in Part II address the design and implementation of the FEnicS software. Chapters in Part III present the application of FEniCS to a wide range of applications, including fluid flow, solid mechanics, electromagnetics and geophysics.

Book Applied Nonparametric Regression

Download or read book Applied Nonparametric Regression written by Wolfgang Härdle and published by Cambridge University Press. This book was released on 1990 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable.