Multiplicative Errors-in-Variables Models for Hyperspectral Unmixing
高光谱解混的乘性变量误差模型AI 解读 ↓
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Estimating endmember spectra and their corresponding abundances from hyperspectral images is a fundamental inverse problem in remote sensing. The standard linear mixing model relies on additive homoscedastic errors, which misspecifies the mean-variance relationship inherent to optical measurements for which the noise intensity might be proportional to the signal magnitude. This leads to confidence intervals with poor coverage. To address these limitations, we propose a hierarchical Bayesian multiplicative Errors-in-Variables (EIV) model. Motivated by the physics of light propagation, our formulation captures signal-dependent noise through a multivariate log-normal specification that naturally accommodates dependence across spectral bands. The EIV framework treats endmember signatures as random and allows for class-specific variance scaling, yielding a flexible and physically grounded data-generating process. We establish that the MLE of the abundance vector under the multiplicative model has a constant asymptotic multivariate coefficient of variation, implying that well-calibrated confidence intervals should scale proportionally with signal magnitude. The additive model, by contrast, produces intervals of constant width regardless of signal magnitude, leading to overcoverage at low abundance and undercoverage at high abundance when the true noise is multiplicative. Practical implementation and inference for the full hierarchical model is obtained from posterior distributions over the model parameters. Experiments on several real and simulated datasets demonstrate that confidence intervals derived from the proposed model achieve improved coverage across abundance levels compared to those from a standard additive model, with widths that scale proportionally with signal magnitude, while achieving comparable or superior signal reconstruction error.
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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…
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适用于多资产的计算高效多元波动率模型
This paper develops a flexible and computationally efficient multivariate volatility model that accommodates dynamic conditional correlations and volatility spillover effects among financial assets. The new model has desirable properties such as identifiability and computational tractability for many assets.A sufficient condition for strict stationarity is derived for the process.Two quasi-maximum likelihood estimation methods are proposed for the new model without and with…
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调查时间序列的贝叶斯季节调整
Seasonal adjustment procedures used by national statistical offices -- X-11 and X-12-ARIMA -- treat each survey estimate as an exact observation, discarding the accompanying standard errors that survey methodologists routinely compute. This paper closes that gap by embedding time-varying sampling error variances into a Basic Structural Model (BSM), extending a recently proposed Dynamic Mini-Max (DMM) Bayesian framework for survey estimation. Via the Harvey-Todd equivalence,…