Projection-based image registration in the presence of fixed-pattern noise

A computationally efficient method for image registration is investigated that can achieve an improved performance over the traditional two-dimensional (2-D) cross-correlation-based techniques in the presence of both fixed-pattern and temporal noise. The method relies on transforming each image in the sequence of frames into two vector projections formed by accumulating pixel values along the rows and columns of the image. The vector projections corresponding to successive frames are in turn used to estimate the individual horizontal and vertical components of the shift by means of a one-dimensional (1-D) cross-correlation-based estimator. While gradient-based shift estimation techniques are computationally efficient, they often exhibit degraded performance under noisy conditions in comparison to cross-correlators due to the fact that the gradient operation amplifies noise. The projection-based estimator, on the other hand, significantly reduces the computational complexity associated with the 2-D operations involved in traditional correlation-based shift estimators while improving the performance in the presence of temporal and spatial noise. To show the noise rejection capability of the projection-based shift estimator relative to the 2-D cross correlator, a figure-of-merit is developed and computed reflecting the signal-to-noise ratio (SNR) associated with each estimator. The two methods are also compared by means of computer simulation and tests using real image sequences

Estimating linear functionals in nonlinear regression with responses missing at random

We consider regression models with parametric (linear or nonlinear) regression function and allow responses to be ``missing at random.'' We assume that the errors have mean zero and are independent of the covariates. In order to estimate expectations of functions of covariate and response we use a fully imputed estimator, namely an empirical estimator based on estimators of conditional expectations given the covariate. We exploit the independence of covariates and errors by writing the conditional expectations as unconditional expectations, which can now be estimated by empirical plug-in estimators. The mean zero constraint on the error distribution is exploited by adding suitable residual-based weights. We prove that the estimator is efficient (in the sense of H\'{a}jek and Le Cam) if an efficient estimator of the parameter is used. Our results give rise to new efficient estimators of smooth transformations of expectations. Estimation of the mean response is discussed as a special (degenerate) case.Comment: Published in at http://dx.doi.org/10.1214/08-AOS642 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Approximate Bias Correction in Econometrics

This paper discusses ways to reduce the bias of consistent estimators that are biased in finite samples. It is necessary that the bias function, which relates parameter values to bias, should be estimable by computer simulation or by some other method. If so, bias can be reduced or, in some cases that may not be unrealistic, even eliminated. In general, several evaluations of the bias function will be required to do this. Unfortunately, reducing bias may increase the variance, or even the mean squared error, of an estimator. Whether or not it does so depends on the shape of the bias functions. The techniques of the paper are illustrated by applying them to two problems: estimating the autoregressive parameter in an AR(1) model with a constant term, and estimation of a logit model.bias function, mean squared error, simulation, finite samples

A generalized Gaussian process model for computer experiments with binary time series

Non-Gaussian observations such as binary responses are common in some computer experiments. Motivated by the analysis of a class of cell adhesion experiments, we introduce a generalized Gaussian process model for binary responses, which shares some common features with standard GP models. In addition, the proposed model incorporates a flexible mean function that can capture different types of time series structures. Asymptotic properties of the estimators are derived, and an optimal predictor as well as its predictive distribution are constructed. Their performance is examined via two simulation studies. The methodology is applied to study computer simulations for cell adhesion experiments. The fitted model reveals important biological information in repeated cell bindings, which is not directly observable in lab experiments.Comment: 49 pages, 4 figure

A simple method to identify significant effects in unreplicated two-level factorial designs

This article proposes a generalization and improvement on the method of Lenth (1989). The problem is solved by fixing outliers in highly contaminated samples. To do this a scale robust estimator is obtained and its performance is analyzed using computer simulations. The method is extremely simple to use and leads to the same results as the more complex one proposed by Box and Meyer (1986)