Spline Estimation of Paths Using Bearings-Only Tracking Data
仅方位跟踪数据的轨迹样条估计AI 解读 ↓
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仅方位跟踪数据的轨迹样条估计AI 解读 ↓
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In many applications, bearings are measured to a moving object with the goal of estimating the object's course of movement. If movement is appropriately modeled as a smooth deterministic curve in the plane, then a cubic spline is a reasonable representation of the curve. Maximum likelihood estimators are presented for parameters of regression splines, assuming that observation errors follow a Von Mises distribution. Location estimates are obtainable even when data are sparse. Path estimation error, number and placement of knots, and outlier detection are discussed. Examples, including both simulated paths and observations from a wildlife radio-tracking study, are presented.
RBF 核高斯过程最大似然估计的精确渐近理论
Gaussian processes (GPs) are widely used across machine learning, spatial statistics, time-series analysis, optimization, Bayesian statistics, and scientific applications. A central component of a GP model is its kernel, which is typically specified through a parametric family. Among the most widely used choices is the radial basis function (RBF), also known as the squared exponential or Gaussian kernel, owing to its simple form, smoothness, and flexibility. In practice, the…
ARMA 过程谱密度函数的分解
Quasi-periodic oscillations are characterized by fitting Lorentzian functions to a nonparametric estimate of the power spectral density, a two-step procedure that separates estimation from modeling and does not accommodate measurement error. We develop a parametric alternative based on autoregressive moving-average (ARMA) processes observed with measurement error. We derive an exact decomposition of the ARMA spectral density into real-valued components, one for each class of…
有限状态嵌套 Markov 模型的递归头几何与无序有效推断
Exploiting the equality restrictions that nested Markov models encode requires their tangent-space geometry. For strictly positive finite-state models on arbitrary acyclic directed mixed graphs (ADMGs), we differentiate the recursive-head chart and prove that the range of its score map is the full tangent space. Intrinsic-set coordinate blocks form an algebraic direct sum, blocks of distinct districts are orthogonal, and the resulting Gram projection needs neither…
利用异方差神经网络学习双向因果交互
Estimating contemporaneous bidirectional interactions from observational data is difficult because each outcome is endogenous to the other, while flexible regressions may capture only reduced-form dependence. This paper proposes SEM-DNN, a heteroscedastic neural simultaneous-equation estimator that learns reciprocal structural interactions without external instruments. Identification exploits conditional covariance diagonalization: when structural shocks have zero…
非线性模型时变参数的局部多项式估计
We develop a novel asymptotic theory for local polynomial extremum estimators of time-varying parameters in a broad class of nonlinear time-series models, including discrete-valued ones. We show that the proposed estimators are asymptotically normally distributed under weak conditions. We also provide a precise characterization of the leading bias term due to smoothing. We demonstrate the usefulness of our general results by establishing primitive conditions for local…
正态均值估计中收缩阈值规则的近似风险最小化
We develop an approximate risk minimization framework for shrinkage-thresholding estimation in normal mean problems. In the canonical multivariate normal mean model, we introduce a general functional class of estimators that contains classical shrinkage and thresholding behavior, including James-Stein-type and lasso-type rules. We express quadratic risk as a functional over this class, derive optimality conditions for both oracle risk and data-driven approximate risk…