DGPS for space and return

A different type of differential global positioning system (DGPS) configuration is described and compared to the standard DGPS configuration. Implementation options for either configuration for space and return are discussed

Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence

We investigate the finite sample performance of causal machine learning estimators for heterogeneous causal effects at different aggregation levels. We employ an Empirical Monte Carlo Study that relies on arguably realistic data generation processes (DGPs) based on actual data. We consider 24 different DGPs, eleven different causal machine learning estimators, and three aggregation levels of the estimated effects. In the main DGPs, we allow for selection into treatment based on a rich set of observable covariates. We provide evidence that the estimators can be categorized into three groups. The first group performs consistently well across all DGPs and aggregation levels. These estimators have multiple steps to account for the selection into the treatment and the outcome process. The second group shows competitive performance only for particular DGPs. The third group is clearly outperformed by the other estimators

Robust improper maximum likelihood: tuning, computation, and a comparison with other methods for robust Gaussian clustering

The two main topics of this paper are the introduction of the "optimally tuned improper maximum likelihood estimator" (OTRIMLE) for robust clustering based on the multivariate Gaussian model for clusters, and a comprehensive simulation study comparing the OTRIMLE to Maximum Likelihood in Gaussian mixtures with and without noise component, mixtures of t-distributions, and the TCLUST approach for trimmed clustering. The OTRIMLE uses an improper constant density for modelling outliers and noise. This can be chosen optimally so that the non-noise part of the data looks as close to a Gaussian mixture as possible. Some deviation from Gaussianity can be traded in for lowering the estimated noise proportion. Covariance matrix constraints and computation of the OTRIMLE are also treated. In the simulation study, all methods are confronted with setups in which their model assumptions are not exactly fulfilled, and in order to evaluate the experiments in a standardized way by misclassification rates, a new model-based definition of "true clusters" is introduced that deviates from the usual identification of mixture components with clusters. In the study, every method turns out to be superior for one or more setups, but the OTRIMLE achieves the most satisfactory overall performance. The methods are also applied to two real datasets, one without and one with known "true" clusters

Doubly Stochastic Variational Inference for Deep Gaussian Processes

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs, but inference in these models has proved challenging. Existing approaches to inference in DGP models assume approximate posteriors that force independence between the layers, and do not work well in practice. We present a doubly stochastic variational inference algorithm, which does not force independence between layers. With our method of inference we demonstrate that a DGP model can be used effectively on data ranging in size from hundreds to a billion points. We provide strong empirical evidence that our inference scheme for DGPs works well in practice in both classification and regression.Comment: NIPS 201

Use of Portable Piloting Units by Maritime Pilots

The use of electronic navigation equipment onboard maritime vessels continues to increase, worldwide. The results of a recent Canadian study provide clear evidence that maritime pilots know what types of equipment to use -- and how to use them

Simulation and analysis of differential global positioning system for civil helicopter operations

A Differential Global Positioning System (DGPS) computer simulation was developed, to provide a versatile tool for assessing DGPS referenced civil helicopter navigation. The civil helicopter community will probably be an early user of the GPS capability because of the unique mission requirements which include offshore exploration and low altitude transport into remote areas not currently served by ground based Navaids. The Monte Carlo simulation provided a sufficiently high fidelity dynamic motion and propagation environment to enable accurate comparisons of alternative differential GPS implementations and navigation filter tradeoffs. The analyst has provided the capability to adjust most aspects of the system, the helicopter flight profile, the receiver Kalman filter, and the signal propagation environment to assess differential GPS performance and parameter sensitivities. Preliminary analysis was conducted to evaluate alternative implementations of the differential navigation algorithm in both the position and measurement domain. Results are presented to show that significant performance gains are achieved when compared with conventional GPS but that differences due to DGPS implementation techniques were small. System performance was relatively insensitive to the update rates of the error correction information

Regression Based Expected Shortfall Backtesting

This paper introduces novel backtests for the risk measure Expected Shortfall (ES) following the testing idea of Mincer and Zarnowitz (1969). Estimating a regression framework for the ES stand-alone is infeasible, and thus, our tests are based on a joint regression for the Value at Risk and the ES, which allows for different test specifications. These ES backtests are the first which solely backtest the ES in the sense that they only require ES forecasts as input parameters. As the tests are potentially subject to model misspecification, we provide asymptotic theory under misspecification for the underlying joint regression. We find that employing a misspecification robust covariance estimator substantially improves the tests' performance. We compare our backtests to existing approaches and find that our tests outperform the competitors throughout all considered simulations. In an empirical illustration, we apply our backtests to ES forecasts for 200 stocks of the S&P 500 index

Implementation of a Campus wide DGPS Data Server

Although the Navigation Satellite Timing and Ranging (NAVSTAR) Global Positioning System (GPS) is, de facto, the standard positioning system used in outdoor navigation, it does not provide, per se, all the features required to perform many outdoor navigational tasks. The accuracy of the GPS measurements is the most critical issue. The quest for higher position readings accuracy led to the development, in the late nineties, of the Differential Global Positioning System (DGPS). The differential GPS method detects the range errors of the GPS satellites received and broadcasts them. The DGPS/GPS receivers correlate the DGPS data with the GPS satellite data they are receiving, granting users increased accuracy. DGPS data is broadcasted using terrestrial radio beacons, satellites and, more recently, the Internet. Our goal is to have access, within the ISEP campus, to DGPS correction data. To achieve this objective we designed and implemented a distributed system composed of two main modules which are interconnected: a distributed application responsible for the establishment of the data link over the Internet between the remote DGPS stations and the campus, and the campus-wide DGPS data server application. The DGPS data Internet link is provided by a two-tier client/server distributed application where the server-side is connected to the DGPS station and the client-side is located at the campus. The second unit, the campus DGPS data server application, diffuses DGPS data received at the campus via the Intranet and via a wireless data link. The wireless broadcast is intended for DGPS/GPS portable receivers equipped with an air interface and the Intranet link is provided for DGPS/GPS receivers with just a RS232 DGPS data interface. While the DGPS data Internet link servers receive the DGPS data from the DGPS base stations and forward it to the DGPS data Internet link client, the DGPS data Internet link client outputs the received DGPS data to the campus DGPS data server application. The distributed system is expected to provide adequate support for accurate (sub-metric) outdoor campus navigation tasks. This paper describes in detail the overall distributed application