1,919 research outputs found

    Densities, spectral densities and modality

    Get PDF
    This paper considers the problem of specifying a simple approximating density function for a given data set (x_1,...,x_n). Simplicity is measured by the number of modes but several different definitions of approximation are introduced. The taut string method is used to control the numbers of modes and to produce candidate approximating densities. Refinements are introduced that improve the local adaptivity of the procedures and the method is extended to spectral densities.Comment: Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Statistics (http://www.imstat.org/aos/) at http://dx.doi.org/10.1214/00905360400000036

    Confidence sets and non-parametric regression

    Get PDF
    --Nonparametric regression , shape regularization , confidence bounds

    Confidence sets and non-parametric regression

    Full text link

    Nonparametric Regression on a Graph

    Get PDF
    The 'Signal plus Noise' model for nonparametric regression can be extended to the case of observations taken at the vertices of a graph. This model includes many familiar regression problems. This article discusses the use of the edges of a graph to measure roughness in penalized regression. Distance between estimate and observation is measured at every vertex in the L2 norm, and roughness is penalized on every edge in the L1 norm. Thus the ideas of total variation penalization can be extended to a graph. The resulting minimization problem presents special computational challenges, so we describe a new and fast algorithm and demonstrate its use with examples. The examples include image analysis, a simulation applicable to discrete spatial variation, and classification. In our examples, penalized regression improves upon kernel smoothing in terms of identifying local extreme values on planar graphs. In all examples we use fully automatic procedures for setting the smoothing parameters. Supplemental materials are available online. © 2011 American Statistical Association

    Deep Learning for In-Orbit Cloud Segmentation and Classification in Hyperspectral Satellite Data

    Full text link
    This article explores the latest Convolutional Neural Networks (CNNs) for cloud detection aboard hyperspectral satellites. The performance of the latest 1D CNN (1D-Justo-LiuNet) and two recent 2D CNNs (nnU-net and 2D-Justo-UNet-Simple) for cloud segmentation and classification is assessed. Evaluation criteria include precision and computational efficiency for in-orbit deployment. Experiments utilize NASA's EO-1 Hyperion data, with varying spectral channel numbers after Principal Component Analysis. Results indicate that 1D-Justo-LiuNet achieves the highest accuracy, outperforming 2D CNNs, while maintaining compactness with larger spectral channel sets, albeit with increased inference times. However, the performance of 1D CNN degrades with significant channel reduction. In this context, the 2D-Justo-UNet-Simple offers the best balance for in-orbit deployment, considering precision, memory, and time costs. While nnU-net is suitable for on-ground processing, deployment of lightweight 1D-Justo-LiuNet is recommended for high-precision applications. Alternatively, lightweight 2D-Justo-UNet-Simple is recommended for balanced costs between timing and precision in orbit.Comment: Hyperspectral Satellite Data, Cloud Segmentation, Classification, Convolutional Neural Networks, Principal Component Analysi

    Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

    Full text link
    Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

    Impacts of the Tropical Pacific/Indian Oceans on the Seasonal Cycle of the West African Monsoon