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A Penalized Likelihood Approach to Image Warping

图像形变的惩罚似然方法

Summary A warping is a function that deforms images by mapping between image domains. The choice of function is formulated statistically as maximum penalized likelihood, where the likelihood measures the similarity between images after warping and the penalty is a measure of distortion of a warping. The paper addresses two issues simultaneously, of how to choose the warping function and how to assess the alignment. A new, Fourier–von Mises image model is identified, with…

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Standard errors resilient to error variance misspecification

对误差方差错设更稳健的标准误

SUMMARY For parameter estimators in linear models, variance estimates are proposed which are positive-semidefinite quadratic forms like the conventional ones but are less dependent on assumptions about error variance. Examples are given of their use in spatial analyses of field trials and analyses of series of trials.

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Conservative Estimates of the Variances of Regression Parameter Estimators for Classes of Error Model

误差模型类别下回归参数估计量方差的保守估计

Robust estimates of precision are obtained for generalized least-squares regression parameter estimators. They are robust in the sense of being conservative estimates of the variances of the parameter estimators when the error model is imprecisely specified. Serially-structured errors are one possible class. Substantial amounts of computing are required in each application. A numerical example is given in which errors are independent but do not necessarily have equal…

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A Decomposition of Some Serially-Structured Variance Matrices

若干序列结构协方差矩阵的分解

Serially-structured variance matrices which can be decomposed into lower-triangular band matrices are defined. These may be thought of as the variance matrices of finite realizations of generalized autoregressive-moving average processes. A large number of serially-generated stochastic processes are shown to be of this type.

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Conservative estimates of the variances of regression parameter estimators for classes of error model

误差模型类别下回归参数估计量方差的保守估计

Robust estimates of precision are obtained for generalized least-squares regression parameter estimators. They are robust in the sense of being conservative estimates of the variances of the parameter estimators when the error model is imprecisely specified. Serially-structured errors are one possible class. Substantial amounts of computing are required in each application. A numerical example is given in which errors are independent but do not necessarily have equal…

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A decomposition of some serially-structured variance matrices

若干序列结构方差矩阵的分解

Serially-structured variance matrices which can be decomposed into lower-triangular band matrices are defined. These may be thought of as the variance matrices of finite realizations of generalized autoregressive-moving average processes. A large number of serially-generated stochastic processes are shown to be of this type.

AI 解读阅读原文 ↗BibTeX ↓