Design of Boolean LUM Smoothers through Permutation Coloring Concept

Rank-order based LUM (lower-upper-middle) smoothers distinguishes by wide range of smoothing characteristics given by filter parameter. Thus, for the capability to achieve the best balance between noise suppression and signal details preservation, the LUM smoothers are preferred in smoothing applications. Thanks to threshold decomposition and stacking properties, the LUM smoothers belong to the class of stack filters. This paper is focused to the derivation of minimal positive Boolean function for LUM smoothers through permutation groups and a coloring concept

Robust Kalman tracking and smoothing with propagating and non-propagating outliers

A common situation in filtering where classical Kalman filtering does not perform particularly well is tracking in the presence of propagating outliers. This calls for robustness understood in a distributional sense, i.e.; we enlarge the distribution assumptions made in the ideal model by suitable neighborhoods. Based on optimality results for distributional-robust Kalman filtering from Ruckdeschel[01,10], we propose new robust recursive filters and smoothers designed for this purpose as well as specialized versions for non-propagating outliers. We apply these procedures in the context of a GPS problem arising in the car industry. To better understand these filters, we study their behavior at stylized outlier patterns (for which they are not designed) and compare them to other approaches for the tracking problem. Finally, in a simulation study we discuss efficiency of our procedures in comparison to competitors.Comment: 27 pages, 12 figures, 2 table

The output distribution of important LULU-operators

Two procedures to compute the output distribution phi_S of certain stack filters S (so called erosion-dilation cascades) are given. One rests on the disjunctive normal form of S and also yields the rank selection probabilities. The other is based on inclusion-exclusion and e.g. yields phi_S for some important LULU-operators S. Properties of phi_S can be used to characterize smoothing properties of S. One of the methods discussed also allows for the calculation of the reliability polynomial of any positive Boolean function (e.g. one derived from a connected graph).Comment: 20 pages, up to trivial differences this is the final version to be published in Quaestiones Mathematicae 201

Just Another Gibbs Additive Modeller: Interfacing JAGS and mgcv

The BUGS language offers a very flexible way of specifying complex statistical models for the purposes of Gibbs sampling, while its JAGS variant offers very convenient R integration via the rjags package. However, including smoothers in JAGS models can involve some quite tedious coding, especially for multivariate or adaptive smoothers. Further, if an additive smooth structure is required then some care is needed, in order to centre smooths appropriately, and to find appropriate starting values. R package mgcv implements a wide range of smoothers, all in a manner appropriate for inclusion in JAGS code, and automates centring and other smooth setup tasks. The purpose of this note is to describe an interface between mgcv and JAGS, based around an R function, `jagam', which takes a generalized additive model (GAM) as specified in mgcv and automatically generates the JAGS model code and data required for inference about the model via Gibbs sampling. Although the auto-generated JAGS code can be run as is, the expectation is that the user would wish to modify it in order to add complex stochastic model components readily specified in JAGS. A simple interface is also provided for visualisation and further inference about the estimated smooth components using standard mgcv functionality. The methods described here will be un-necessarily inefficient if all that is required is fully Bayesian inference about a standard GAM, rather than the full flexibility of JAGS. In that case the BayesX package would be more efficient.Comment: Submitted to the Journal of Statistical Softwar