Maximum likelihood method for estimating airplane stability and control parameters from flight data in frequency domain

A frequency domain maximum likelihood method is developed for the estimation of airplane stability and control parameters from measured data. The model of an airplane is represented by a discrete-type steady state Kalman filter with time variables replaced by their Fourier series expansions. The likelihood function of innovations is formulated, and by its maximization with respect to unknown parameters the estimation algorithm is obtained. This algorithm is then simplified to the output error estimation method with the data in the form of transformed time histories, frequency response curves, or spectral and cross-spectral densities. The development is followed by a discussion on the equivalence of the cost function in the time and frequency domains, and on advantages and disadvantages of the frequency domain approach. The algorithm developed is applied in four examples to the estimation of longitudinal parameters of a general aviation airplane using computer generated and measured data in turbulent and still air. The cost functions in the time and frequency domains are shown to be equivalent; therefore, both approaches are complementary and not contradictory. Despite some computational advantages of parameter estimation in the frequency domain, this approach is limited to linear equations of motion with constant coefficients

Word-to-Word Models of Translational Equivalence

Parallel texts (bitexts) have properties that distinguish them from other kinds of parallel data. First, most words translate to only one other word. Second, bitext correspondence is noisy. This article presents methods for biasing statistical translation models to reflect these properties. Analysis of the expected behavior of these biases in the presence of sparse data predicts that they will result in more accurate models. The prediction is confirmed by evaluation with respect to a gold standard -- translation models that are biased in this fashion are significantly more accurate than a baseline knowledge-poor model. This article also shows how a statistical translation model can take advantage of various kinds of pre-existing knowledge that might be available about particular language pairs. Even the simplest kinds of language-specific knowledge, such as the distinction between content words and function words, is shown to reliably boost translation model performance on some tasks. Statistical models that are informed by pre-existing knowledge about the model domain combine the best of both the rationalist and empiricist traditions

Neural Connectivity with Hidden Gaussian Graphical State-Model

The noninvasive procedures for neural connectivity are under questioning. Theoretical models sustain that the electromagnetic field registered at external sensors is elicited by currents at neural space. Nevertheless, what we observe at the sensor space is a superposition of projected fields, from the whole gray-matter. This is the reason for a major pitfall of noninvasive Electrophysiology methods: distorted reconstruction of neural activity and its connectivity or leakage. It has been proven that current methods produce incorrect connectomes. Somewhat related to the incorrect connectivity modelling, they disregard either Systems Theory and Bayesian Information Theory. We introduce a new formalism that attains for it, Hidden Gaussian Graphical State-Model (HIGGS). A neural Gaussian Graphical Model (GGM) hidden by the observation equation of Magneto-encephalographic (MEEG) signals. HIGGS is equivalent to a frequency domain Linear State Space Model (LSSM) but with sparse connectivity prior. The mathematical contribution here is the theory for high-dimensional and frequency-domain HIGGS solvers. We demonstrate that HIGGS can attenuate the leakage effect in the most critical case: the distortion EEG signal due to head volume conduction heterogeneities. Its application in EEG is illustrated with retrieved connectivity patterns from human Steady State Visual Evoked Potentials (SSVEP). We provide for the first time confirmatory evidence for noninvasive procedures of neural connectivity: concurrent EEG and Electrocorticography (ECoG) recordings on monkey. Open source packages are freely available online, to reproduce the results presented in this paper and to analyze external MEEG databases

Statistical modeling of ground motion relations for seismic hazard analysis

We introduce a new approach for ground motion relations (GMR) in the probabilistic seismic hazard analysis (PSHA), being influenced by the extreme value theory of mathematical statistics. Therein, we understand a GMR as a random function. We derive mathematically the principle of area-equivalence; wherein two alternative GMRs have an equivalent influence on the hazard if these GMRs have equivalent area functions. This includes local biases. An interpretation of the difference between these GMRs (an actual and a modeled one) as a random component leads to a general overestimation of residual variance and hazard. Beside this, we discuss important aspects of classical approaches and discover discrepancies with the state of the art of stochastics and statistics (model selection and significance, test of distribution assumptions, extreme value statistics). We criticize especially the assumption of logarithmic normally distributed residuals of maxima like the peak ground acceleration (PGA). The natural distribution of its individual random component (equivalent to exp(epsilon_0) of Joyner and Boore 1993) is the generalized extreme value. We show by numerical researches that the actual distribution can be hidden and a wrong distribution assumption can influence the PSHA negatively as the negligence of area equivalence does. Finally, we suggest an estimation concept for GMRs of PSHA with a regression-free variance estimation of the individual random component. We demonstrate the advantages of event-specific GMRs by analyzing data sets from the PEER strong motion database and estimate event-specific GMRs. Therein, the majority of the best models base on an anisotropic point source approach. The residual variance of logarithmized PGA is significantly smaller than in previous models. We validate the estimations for the event with the largest sample by empirical area functions. etc

The MVGC multivariate Granger causality toolbox: a new approach to Granger-causal inference

Background: Wiener-Granger causality (“G-causality”) is a statistical notion of causality applicable to time series data, whereby cause precedes, and helps predict, effect. It is defined in both time and frequency domains, and allows for the conditioning out of common causal influences. Originally developed in the context of econometric theory, it has since achieved broad application in the neurosciences and beyond. Prediction in the G-causality formalism is based on VAR (Vector AutoRegressive) modelling. New Method: The MVGC Matlab c Toolbox approach to G-causal inference is based on multiple equivalent representations of a VAR model by (i) regression parameters, (ii) the autocovariance sequence and (iii) the cross-power spectral density of the underlying process. It features a variety of algorithms for moving between these representations, enabling selection of the most suitable algorithms with regard to computational efficiency and numerical accuracy. Results: In this paper we explain the theoretical basis, computational strategy and application to empirical G-causal inference of the MVGC Toolbox. We also show via numerical simulations the advantages of our Toolbox over previous methods in terms of computational accuracy and statistical inference. Comparison with Existing Method(s): The standard method of computing G-causality involves estimation of parameters for both a full and a nested (reduced) VAR model. The MVGC approach, by contrast, avoids explicit estimation of the reduced model, thus eliminating a source of estimation error and improving statistical power, and in addition facilitates fast and accurate estimation of the computationally awkward case of conditional G-causality in the frequency domain. Conclusions: The MVGC Toolbox implements a flexible, powerful and efficient approach to G-causal inference. Keywords: Granger causality, vector autoregressive modelling, time series analysi

A statistical multiresolution approach for face recognition using structural hidden Markov models

This paper introduces a novel methodology that combines the multiresolution feature of the discrete wavelet transform (DWT) with the local interactions of the facial structures expressed through the structural hidden Markov model (SHMM). A range of wavelet filters such as Haar, biorthogonal 9/7, and Coiflet, as well as Gabor, have been implemented in order to search for the best performance. SHMMs perform a thorough probabilistic analysis of any sequential pattern by revealing both its inner and outer structures simultaneously. Unlike traditional HMMs, the SHMMs do not perform the state conditional independence of the visible observation sequence assumption. This is achieved via the concept of local structures introduced by the SHMMs. Therefore, the long-range dependency problem inherent to traditional HMMs has been drastically reduced. SHMMs have not previously been applied to the problem of face identification. The results reported in this application have shown that SHMM outperforms the traditional hidden Markov model with a 73% increase in accuracy

Estimating the quadratic covariation matrix from noisy observations: Local method of moments and efficiency

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach relies on an asymptotically equivalent continuous-time observation model where a local generalised method of moments in the spectral domain turns out to be optimal. Asymptotic semi-parametric efficiency is established in the Cram\'{e}r-Rao sense. Main findings are that nonsynchronicity of observation times has no impact on the asymptotics and that major efficiency gains are possible under correlation. Simulations illustrate the finite-sample behaviour.Comment: Published in at http://dx.doi.org/10.1214/14-AOS1224 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org