Non parametric estimation of the diffusion coefficients of a diffusion with jumps

In this article, we consider a jump diffusion process ${\left(X_t\right)}_{t\ge 0}$, with drift function $b$, diffusion coefficient $\sigma$ and jump coefficient ${\xi }^2$. This process is observed at discrete times $t=0,\Delta ,\dots ,n\Delta$. The sampling interval $\Delta$ tends to 0 and the time interval $n\Delta$ tends to infinity. We assume that ${\left(X_t\right)}_{t\ge 0}$ is ergodic, strictly stationary and exponentially $\beta$-mixing. We use a penalized least-square approach to compute adaptive estimators of the functions ${\sigma }^2+{\xi }^2$ and ${\sigma }^2$. We provide bounds for the risks of the two estimators.     

甲型H1N1流感的死亡率高吗——Bayes计量分析框架下的建模与估算

在全球甲型H1N1流感大流行背景下,本文在充分考虑各国甲流感死亡率可能存在个体混合效应、独立效应、相关效应及空间相关效应基础上,运用Bayes计量分析框架下的模型选择标准确定描述各国甲流感死亡率的最优模型,并基于该模型对不同国家甲流感死亡率进行估算。结果显示:个体独立、空间相关效应模型能很好拟合各国甲流感疫情统计数据,利用该模型估算的全球甲流感平均死亡率为0.577%。     

Time reversal acoustic communication receivers: DSP implementation and fast channel estimation

A communication system is implemented on digital signal processors (DSPs) for the underwater acoustic environment. The implemented receiver uses time reversal multi-channel combining followed by a single-channel decision feedback equalizer. Periodic channel estimation is employed to track the channel fluctuations. These techniques are used to mitigate time-varying inter-symbol interference, which is the main challenge in the underwater acoustic channel at operating frequencies greater than 10 kHz. Various optimization tasks are performed to reduce the receiver computational complexity. A fast implementation of the matching pursuit algorithm is tested on the DSP platform. Its performance, in terms of accuracy and run-time, is compared with that of the basic matching pursuit algorithm. Experimental results of the transmission and demodulation of binary phase-shift keying signals at three different symbol rates were obtained in the local Delaware Bay. The low bit error rates demonstrate the effectiveness of our implementation.     

Gibbs Sampling with Diffuse Proper Priors: A Valid Approach to Data-Driven Inference?

Abstract

This article demonstrates by example that the use of the Gibbs sampler with diffuse proper priors can lead to inaccurate posterior estimates. Our results show that such inaccuracies are not merely limited to small sample settings.     

Combining GPS carrier phase and Doppler observations for precise velocity determination

The truncation error and propagation error are analyzed for velocity determination through differential GPS carrier phase observations,and an approach for the choice of the best number of points for the central difference method is developed.In order to overcome the disadvantages of existing GPS velocity determination methods,a new velocity determination algorithm is presented,based on combining carrier phase and Doppler observations.The basic idea is that two types of observation are combined by adding the...     

改进的pair-copula参数估计方法在经济研究中的应用

对于pair-copula中的参数估计,大多假设copula函数的参数和条件变量独立,将参数简化成一个不依赖于条件变量的常数.本文假设copula函数的参数和条件变量不独立,该参数是以条件变量为自变量的一元函数.应用该方法实证分析了“克强指数”三个指标铁路货运量、工业用电量和贷款发放量的对数增长率之间的关系,研究发现该方法优于简化的pair-copula参数估计,并且得出在固定铁路货运量不变时,工业用电量和银行贷款发放量成负相关关系,且这种负相关性随铁路货运量增加而减弱.     

Comparison of two-dimensional integration methods for shape reconstruction from gradient data

As a requisite and key step in some gradient-based measurement techniques, the reconstruction of the shape, more generally the scalar potential, from the measured gradient data has been studied for many years. In this work, three types of two-dimensional integration methods are compared under various conditions. The merits and drawbacks of each integration method are consequently revealed to provide suggestions in selection of a proper integration method for a particular application.     

Calorimetric Estimation Employing the Unscented Kalman Filter for a Batch Emulsion Polymerization Reactor

Reaction calorimetry is a very useful tool to monitor exothermic polymerization reactions as it is based on the estimation of the heat generated by the reaction. The objective of this work is to analyze the performance of an unscented Kalman filter (UKF) for online monitoring of batch vinyl acetate emulsion polymerization reactions. Reactions are performed in isoperibolic and isothermal conditions. The UKF is compared to an extended Kalman filter that has a very poor performance. The results show that the UKF is able to provide good estimates for the conversion, for the reactor and jacket temperatures, for the overall heat transfer coefficient between the reaction medium and the jacket, and for the heat loss from the jacket to the surroundings.

     

单矢量水听器估计目标方位的方法与实验

为评估基于单矢量水听器的方位估计能力,在黄海海域对矢量水听器进行实验。矢量水听器吊放于接收船尾部,采用平均声强器和复声强器方位估计方法,并提出以概率密度值最大的方位角作为目标方位估计值的具体处理准则,对恒定方向、匀速行驶的目标船方位进行估计,并求出两种方法的方位估计误差。结果表明,水听器布放深度10 m时,对正横距离为0.42 km的航速10 kn的目标船,平均声强器方法的水平方位角估计误差18°,极角估计误差为5°,可以在离目标船最远1.17 km处估计其方位;复声强法的水平方位角估计误差为13°,极角估计误差为8°,可以在离目标船最远2.35 km处估计其方位。在有接收船的噪声干扰情况下,复声强器比平均声强器方法估计的方位更准确,可以对更远处的噪声源进行方位估计。