Handwritten digit classification

Pattern recognition is one of the major challenges in statistics framework. Its goal is the feature extraction to classify the patterns into categories. A well-known example in this field is the handwritten digit recognition where digits have to be assigned into one of the 10 classes using some classification method. Our purpose is to present alternative classification methods based on statistical techniques. We show a comparison between a multivariate and a probabilistic approach, concluding that both methods provide similar results in terms of test-error rate. Experiments are performed on the known MNIST and USPS databases in binary-level image. Then, as an additional contribution we introduce a novel method to binarize images, based on statistical concepts associated to the written trace of the digitDigit, Classification, Images

Multivariate extremality measure

We propose a new multivariate order based on a concept that we will call extremality". Given a unit vector, the extremality allows to measure the "farness" of a point with respect to a data cloud or to a distribution in the vector direction. We establish the most relevant properties of this measure and provide the theoretical basis for its nonparametric estimation. We include two applications in Finance: a multivariate Value at Risk (VaR) with level sets constructed through extremality and a portfolio selection strategy based on the order induced by extremality.Extremality, Oriented cone, Value at risk, Portfolio selection

Clustering and classifying images with local and global variability

A procedure for clustering and classifying images determined by three classification variables is presented. A measure of global variability based on the singular value decomposition of the image matrices, and two average measures of local variability based on spatial correlation and spatial changes. The performance of the procedure is compared using three different databases.Images, Cluster, Classification

Identifiability of differentiable bayes estimators of the uniform scale parameter

The problem of estimating the uniform scale parameter under the squared error loss function is investigated from a Bayesian viewpoint. A complete characterization of differentiable Bayes estimators and generalized Bayes estimators is given. The solution determines a family of prior measures both proper and improper, involving densities whose support is the whole parameter space, i.e, the interval (0,00)' Relations between degrees of smoothness of the estimators and the priors are investigated. We will also consider sequences, depending on the sample size, of Bayes (generalized Bayes) estimators with a fixed structure which are generated from a unique prior measure. They will be named strong Bayes sequences or strong generalized Bayes sequences. We characterize this type of Bayes estimation which is more restrictive than the usual one. As a consequence oithe characterization results, we will prove that strong Bayes sequences of polynomial form are not possible for the uniform scale parameter. Moreover we will show that the sequence whose components are the minimum risk equivariant estimator for each sample size is the best strong generalized Bayes sequence of polynomial form

BAYESIAN ESTIMATION FOR THE M/G/1 QUEUE USING A PHASE TYPE APPROXIMATION

This article deals with Bayesian inference and prediction for M/G/1 queueing systems. The general service time density is approximated with a class of Erlang mixtures which are phase type distributions. Given this phase type approximation, an explicit evaluation of measures such as the stationary queue size, waiting time and busy period distributions can be obtained. Given arrival and service data, a Bayesian procedure based on reversible jump Markov Chain Monte Carlo methods is proposed to estimate system parameters and predictive distributions.

On identifiability of MAP processes

Two types of transitions can be found in the Markovian Arrival process or MAP: with and without arrivals. In transient transitions the chain jumps from one state to another with no arrival; in effective transitions, a single arrival occurs. We assume that in practice, only arrival times are observed in a MAP. This leads us to define and study the Effective Markovian Arrival process or E-MAP. In this work we define identifiability of MAPs in terms of equivalence between the corresponding E-MAPs and study conditions under which two sets of parameters induce identical laws for the observable process, in the case of 2 and 3-states MAP. We illustrate and discuss our results with examples.Batch Markovian Arrival process, Hidden Markov models, Identifiability problems