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11.
We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In 3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988, On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly, that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss. Research supported by NSF Grant DMS-97-04524.  相似文献   
12.
This letter presents a novel approach for organizing computational resources into groups within H.264/AVC motion estimation architectures, leading to reductions of up to 75% in the equivalent gate count with respect to state‐of‐the‐art designs.  相似文献   
13.
光纤荧光传感器衰减寿命的加权对数拟合法   总被引:2,自引:0,他引:2  
荧光寿命的检测是荧光光学传感器的核心内容,国际上尝试了多种方法来拟合这种理论上为单指数衰减信号的荧光衰减曲线。这些方法包括非线性函数标准拟合方法。即Levenburg-Marquardt方法,以及Prony方法、FFT方法,对数拟合法等等。为了克服在实际应用中发生的信号退化,需要在测量信号衰减寿命的同时测量信号的初始强度。文章介绍了一种加权的对数拟合法,经计算机仿真及实际数据测试均可以得到和Levenburg-Marquardt方法非常接近的结果,且拟合时间大大缩短,测量稳定性大大提高。仿真测试及具体实验测试结果显示了这种方法的有效性。该方法不仅与Levenburg-Marquardt方法的偏差曲线非常相似,而且实验测得的荧光寿命与Levenburg-Marquardt方法偏差在0.2%以内。  相似文献   
14.
利用多普勒信息的波达方向最大似然估计方法   总被引:11,自引:3,他引:8  
贾永康  保铮 《电子学报》1997,25(6):71-76
为了充分利用信号的时域特性来改善信号波达方向(DOA)的估计性能,本文从最大似然估计出发,推导出了有限快拍,低信噪比情况下多普勒信号波达方向的迭代估计计算法,为进一步减小运算量,本文还推导了一种简化算法,本文提出的两种算法对低信噪比,少快拍数下多普勒信号的DOA估计性能比不利用时域特性的ML方法有明显改善,Monte-Carlo实验验证了本文方法的有效性。  相似文献   
15.
本文提出生种新的带限信号的外推方法,该方法能够很好地抑制噪声干扰,且计算复杂性较低,本文给出算法,证明了收敛性,最后给出了误差计算机实验结果。  相似文献   
16.
噪声测量作为筛选光电耦合器件的一种方法   总被引:2,自引:2,他引:0  
本文针对目前用于光电耦合器件筛选方法的不足,提出了用测量耦合器件噪声功率谱的方法来筛选掉噪声值大的器件,给出一批光电耦合器件的测量统计结果及在不同工作点时的噪声功率谱,并给出相应的筛选标准,实验结果表明,这种方法是有效、可行的。  相似文献   
17.
Disparity field and depth map coding for multiview 3D image generation   总被引:3,自引:0,他引:3  
In the present paper techniques are examined for the coding of the depth map and disparity fields for stereo or multiview image communication applications. It is assumed that both the left and right channels of the multiview image sequence are coded using block- or object-based methods. A dynamic programming algorithm is used to estimate a disparity field between each stereo image pair. Depth is then estimated and occlusions are optionally detected, based on the estimated disparity fields. Spatial interpolation techniques are examined based on the disparity/depth information and the detection of occluded regions using either stereoscopic or trinocular camera configurations. It is seen that the presence of a third camera at the transmitter site improves the estimation of disparities, the detection of occlusions and the accuracy of the resulting spatial interpolation at the receiver. Various disparity field and depth map coding techniques are then proposed and evaluated, with emphasis given to the quality of the resulting intermediate images at the receiver site. Block-based and wireframe modeling techniques are examined for the coding of isolated depth or disparity map information. Further, 2D and 3D motion compensation techniques are evaluated for the coding of sequences of depth or disparity maps. The motion fields needed may be available as a byproduct of block-based or object-based coding of the intensity images. Experimental results are given for the evaluation of the performance of the proposed coding and spatial interpolation methods.  相似文献   
18.
无偏的岭回归迭代算法   总被引:1,自引:0,他引:1  
本文探讨线性模型的无偏的岭回归迭代算法,这种算法保持最小二乘法的性质,当存在较为严重的共线性时,它能给出较为精确的参数及其协差阵的估计值;当存在严格的共线性时,给出参数及其协差阵的无穷多解中的一个,这个解由初值决定。文章还给出了算法的收敛性及一些其它性质的证明。  相似文献   
19.
Locally Adaptive Wavelet Empirical Bayes Estimation of a Location Parameter   总被引:1,自引:0,他引:1  
The traditional empirical Bayes (EB) model is considered with the parameter being a location parameter, in the situation when the Bayes estimator has a finite degree of smoothness and, possibly, jump discontinuities at several points. A nonlinear wavelet EB estimator based on wavelets with bounded supports is constructed, and it is shown that a finite number of jump discontinuities in the Bayes estimator do not affect the rate of convergence of the prior risk of the EB estimator to zero. It is also demonstrated that the estimator adjusts to the degree of smoothness of the Bayes estimator, locally, so that outside the neighborhoods of the points of discontinuities, the posterior risk has a high rate of convergence to zero. Hence, the technique suggested in the paper provides estimators which are significantly superior in several respects to those constructed earlier.  相似文献   
20.
In AIDS control, physicians have a growing need to use pragmatically useful and interpretable tools in their daily medical taking care of patients. Semi-Markov process seems to be well adapted to model the evolution of HIV-1 infected patients. In this study, we introduce and define a non homogeneous semi-Markov (NHSM) model in continuous time. Then the problem of finding the equations that describe the biological evolution of patient is studied and the interval transition probabilities are computed. A parametric approach is used and the maximum likelihood estimators of the process are given. A Monte Carlo algorithm is presented for realizing non homogeneous semi-Markov trajectories. As results, interval transition probabilities are computed for distinct times and follow-up has an impact on the evolution of patients.   相似文献   
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