4,966 research outputs found
Estimating average growth trajectories in shape-space using kernel smoothing
In this paper, we show how a dense surface point distribution model of the human face can be computed and demonstrate the usefulness of the high-dimensional shape-space for expressing the shape changes associated with growth and aging. We show how average growth trajectories for the human face can be computed in the absence of longitudinal data by using kernel smoothing across a population. A training set of three-dimensional surface scans of 199 male and 201 female subjects of between 0 and 50 years of age is used to build the model
Functional principal component analysis of spatially correlated data
This paper focuses on the analysis of spatially correlated functional data. We propose a parametric model for spatial correlation and the between-curve correlation is modeled by correlating functional principal component scores of the functional data. Additionally, in the sparse observation framework, we propose a novel approach of spatial principal analysis by conditional expectation to explicitly estimate spatial correlations and reconstruct individual curves. Assuming spatial stationarity, empirical spatial correlations are calculated as the ratio of eigenvalues of the smoothed covariance surface Cov (Xi(s),Xi(t))(Xi(s),Xi(t)) and cross-covariance surface Cov (Xi(s),Xj(t))(Xi(s),Xj(t)) at locations indexed by i and j. Then a anisotropy Matérn spatial correlation model is fitted to empirical correlations. Finally, principal component scores are estimated to reconstruct the sparsely observed curves. This framework can naturally accommodate arbitrary covariance structures, but there is an enormous reduction in computation if one can assume the separability of temporal and spatial components. We demonstrate the consistency of our estimates and propose hypothesis tests to examine the separability as well as the isotropy effect of spatial correlation. Using simulation studies, we show that these methods have some clear advantages over existing methods of curve reconstruction and estimation of model parameters
Search for Evergreens in Science: A Functional Data Analysis
Evergreens in science are papers that display a continual rise in annual
citations without decline, at least within a sufficiently long time period.
Aiming to better understand evergreens in particular and patterns of citation
trajectory in general, this paper develops a functional data analysis method to
cluster citation trajectories of a sample of 1699 research papers published in
1980 in the American Physical Society (APS) journals. We propose a functional
Poisson regression model for individual papers' citation trajectories, and fit
the model to the observed 30-year citations of individual papers by functional
principal component analysis and maximum likelihood estimation. Based on the
estimated paper-specific coefficients, we apply the K-means clustering
algorithm to cluster papers into different groups, for uncovering general types
of citation trajectories. The result demonstrates the existence of an evergreen
cluster of papers that do not exhibit any decline in annual citations over 30
years.Comment: 40 pages, 9 figure
The Evolution of Cross-Region Price Distribution in Russia
The behavior of the entire cross-section distribution of prices in Russian regions is analyzed from 1992 through 2000, using non-parametric techniques. The cost of a staples basket is used as a price representative. Price dispersion measured as the standard deviation of prices is found to be diminishing since about 1994; and the shape of the cross-region distribution of prices tends to be more regular over time. To characterize intra-distribution mobility, a transition probability function (stochastic kernel) is estimated. It is also used to derive a long-run limit of the price distribution. Overall, the results suggest that, excluding a few years following the price liberalization, price convergence has been happening among Russian regions.http://deepblue.lib.umich.edu/bitstream/2027.42/40102/3/wp716.pd
Particle Efficient Importance Sampling
The efficient importance sampling (EIS) method is a general principle for the
numerical evaluation of high-dimensional integrals that uses the sequential
structure of target integrands to build variance minimising importance
samplers. Despite a number of successful applications in high dimensions, it is
well known that importance sampling strategies are subject to an exponential
growth in variance as the dimension of the integration increases. We solve this
problem by recognising that the EIS framework has an offline sequential Monte
Carlo interpretation. The particle EIS method is based on non-standard
resampling weights that take into account the look-ahead construction of the
importance sampler. We apply the method for a range of univariate and bivariate
stochastic volatility specifications. We also develop a new application of the
EIS approach to state space models with Student's t state innovations. Our
results show that the particle EIS method strongly outperforms both the
standard EIS method and particle filters for likelihood evaluation in high
dimensions. Moreover, the ratio between the variances of the particle EIS and
particle filter methods remains stable as the time series dimension increases.
We illustrate the efficiency of the method for Bayesian inference using the
particle marginal Metropolis-Hastings and importance sampling squared
algorithms
The Evolution of Cross-Region Price Distribution in Russia
The behavior of the entire cross-section distribution of prices in Russian regions is analyzed from 1992 through 2000, using non-parametric techniques. The cost of a staples basket is used as a price representative. Price dispersion measured as the standard deviation of prices is found to be diminishing since about 1994; and the shape of the cross-region distribution of prices tends to be more regular over time. To characterize intra-distribution mobility, a transition probability function (stochastic kernel) is estimated. It is also used to derive a long-run limit of the price distribution. Overall, the results suggest that, excluding a few years following the price liberalization, price convergence has been happening among Russian regions.price convergence, price dispersion, distribution dynamics, market integration, Russia
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